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Add farkas dual for variable bounds #363

Merged
merged 9 commits into from
Nov 5, 2020
Merged

Add farkas dual for variable bounds #363

merged 9 commits into from
Nov 5, 2020

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odow
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@odow odow commented Oct 28, 2020

cc @juan-pablo-vielma

image

TODO:

  • Are the signs correct for min/max?
  • Are the signs correct for EqualTo and Interval?

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@juan-pablo-vielma
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the GRBgetvars version works on my example too.

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@odow odow requested a review from blegat October 28, 2020 22:09
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odow commented Oct 29, 2020

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blegat commented Oct 29, 2020

Note that you could use MOI.Utilities.get_fallback to get the duals of variable bounds computed from other duals.

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5 participants