Which solvers (out of the ones here - Installation Guide · JuMP) can I extract dual values for, specifically for MINLPs? I was able to extract them while running Ipopt for NLPs but now I’m working on an MINLP (nonconvex) - I’m able to solve the problem using SCIP/Juniper but neither gives me access to duals. Any idea which solver I can use?
Which solvers have dual solutions available for MINLPs?
MINLPs do not have dual solutions because they contain discrete variables.
Can you give an example of a MINLP with the “dual” that you expect?
See also Computing the duals of a mixed-integer program · JuMP
Ok thank you! I used the approach you suggested by resolving the continuous program with the fixed optimal integer solutions and it worked well. I was interested in getting the duals of power balance & flow limit constraint in the grid reconfiguration/switching problem.