Supressing verbosity of dual Models (JuMP, Dualization and Mosek)

Specific Domains Optimization (Mathematical)
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1

I have tried multiple methods to silence the verbosity of “dualized Mosek”. (Currently using JuMP v0.20.2 and Dualization v0.2.2)

julia> model = Model(with_optimizer(() -> Dualization.DualOptimizer(Mosek.Optimizer())))
A JuMP Model
Feasibility problem with:
Variables: 0
Model mode: AUTOMATIC
CachingOptimizer state: EMPTY_OPTIMIZER
Solver name: Dual model with Mosek attached

julia> set_silent(model)
ERROR: MathOptInterface.UnsupportedAttribute{MathOptInterface.Silent}: Attribute MathOptInterface.Silent() is not supported by the model.

The error is not present when using Mosek directly.

julia> model = Model(with_optimizer(Mosek.Optimizer))
A JuMP Model
Feasibility problem with:
Variables: 0
Model mode: AUTOMATIC
CachingOptimizer state: EMPTY_OPTIMIZER
Solver name: Mosek

julia> set_silent(model)
true

Is there any method I could use? Or is this a Dualization bug?

2

Update Dualization to v0.3 and JuMP to v0.21 and do

model = Model(Dualization.dual_optimizer(optimizer_with_attributes(Mosek.Optimizer, MOI.Silent() => true)))

The fix for set_silent is coming in Implement setting optimizer attributes by blegat · Pull Request #85 · jump-dev/Dualization.jl · GitHub

3

Thank you! Seems Dualization is now supporting JuMP v0.21 :smile: