Use CPLEX or Gurobi api to change the model type for duals calculation

[manuelma]

This may save us a lot of work.

[DillonJ]

@manuelma was something done for Gurobi also?

[DillonJ]

We should probably use JuMP's fix_discrete_variables for the fallback solution:

[DillonJ]

The benefit of what @manuelma has done here is huge. I have seen dual calculation go down from over 700 seconds to under 2 seconds.

[clizbe]

@DillonJ Is this still relevant or does the #547 solution work?