To make it more clear, let’s consider an optimization problem of the following standard form: \begin{equation} \begin{array}{cl} {\min} & {f_0(x)}\\ {\mathrm{s.t.}} & {f_i(x)\leqslant 0,\quad i=1,\cdots,m}\\ {} & {h_i(x)=0,\quad i=1,\cdots,p}\\ \end{array} \end{equ…

You’re right that that can be a confusing topic. We should probably add more explanation to the JuMP docs. A key realization is that: The sign convention is arbitrary. I could assume that \lambda was non-positive if I put a - sign in front of the summation JuMP uses the duality conventions from c…

To confirm: The sign of the dual variable on a constraint of `JuMP` model

Specific Domains Optimization (Mathematical)

odow August 21, 2024, 7:16pm 5

The constraint duals in DP are the primal variable values in PP.

This page might help: Duality · MathOptInterface

Consider also using Dualization.jl

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To confirm: The sign of the dual variable on a constraint of `JuMP` model

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