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 22, 2024, 5:50pm 8

See Infeasibility certificates · JuMP

1 Like

Topic		Replies	Views
Result_dual vs getdual. signs are the opposite Optimization (Mathematical)	13	2894	October 15, 2020
Lagrange multipliers (duals) in JuMP 0.19 Optimization (Mathematical) question	15	3243	September 9, 2019
Dual vs shadow price: Which one to use? Optimization (Mathematical) question , jump	8	1799	May 23, 2023
JuMP.shadow_price conveys a misconception? Optimization (Mathematical) jump , dual	5	149	June 11, 2025
Can I build an expression on dual variables and then query with JuMP.dual? Optimization (Mathematical) question , jump	3	68	April 5, 2025

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

Related topics