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Use dual of equality from slack #2508

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May 26, 2024
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Use dual of equality from slack #2508

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10 changes: 8 additions & 2 deletions src/Bridges/Constraint/bridges/slack.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -127,9 +127,15 @@
bridge::_AbstractSlackBridge,
)
# The dual constraint on slack (since it is free) is
# -dual_slack_in_set + dual_equality = 0 so the two duals are
# `-dual_slack_in_set + dual_equality = 0` so the two duals are
# equal and we can return either one of them.
return MOI.get(model, a, bridge.slack_in_set)
# We decide to use the dual of the equality constraints because
# the `slack_in_set` constraint might be bridge by a variable bridge that
# does not # support `ConstraintDual`. This is the case if the adjoint of
# the linear map on which the bridge is based is not invertible, as for
# instance with `Variable.ZerosBridge` or
# `SumOfSquares.Bridges.Variable.KernelBridge`.
return MOI.get(model, a, bridge.equality)

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end

function MOI.set(
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