Oscar Dowson
Oscar Dowson
Ah. We probably need to throw an error if parameters are combined with the old nonlinear API. I don't know if that is tested.
See https://github.com/jump-dev/Ipopt.jl/pull/406. You just can't mix the two.
MathOptInterface does not support computing the dual of a `Parameter`. If you need this, use a fixed variable instead.
> I am avoiding the JuMP.fix To get the dual of a particular parameter, you really need to use `@variable(model, z == 1)` and `reduced_cost(z)`.
> Can you pass me the syntax to save the model in Julia/JuMP to a mathoptformat file? `write_to_file(model, "model.mof.json")`
> If we assume feasibility is Min 0 should the dual be the same as if we assume Max 0 or maybe it's whatever. Also, the dual of the dual...
Yeah a more informative error sounds good.
> Having Dualization fail for FEASIBILITY_SENSE is a big blocker. Why? The user could just set a `min 0` objective. SumOfSquares could do so too.
What was the upstream bug? https://github.com/jump-dev/SumOfSquares.jl/pull/283/files You tried to do ```julia import Dualization, SCS model = SOSModel(() -> Dualization.Optimizer(SCS.Optimizer)) @constraint(model, motzkin >= 0) optimize!(model) ``` and it didn't work because...
Okay. It's a bit more effort, but I think we can make this work out-of-the-box, just like we do for writing variable cones in the CBF writer. See: https://github.com/jump-dev/MathOptInterface.jl/pull/2478 x-ref...