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Farkas duals for variable bounds #41
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I talked about this with @blegat once. Part of the problem is due to the fact that xpress gurobi and cplex only return data for constraints. They ignore bounds. |
Yes, this is the dual analogous to computing the |
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I don't really know what I'm talking about, but for the linear case, it seems we just need a matrix multiplication: https://orinanobworld.blogspot.com/2011/07/farkas-certificates-in-cplex.html get_farkas_dual!(m, m.constraint_dual_solution)
A = get_constraint_matrix(m) # doesn't exist
m.variable_dual_solution .= m.constraint_dual_solution' * A
# plus some +/- corrections It seems we have two options
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basic infra structure is on #59 should we close? |
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Currently we only get the farkas dual for constraints:
LinQuadOptInterface.jl/src/solve.jl
Line 58 in d6957f3
However,
linear12
needs it for variable bounds.The text was updated successfully, but these errors were encountered: