Open matbesancon opened 5 years ago
The current plan is that we can connect with ParametricOptInterface, once that is stable enough.
Hello,
I was wondering if Dualization.jl supports ParametricOptInterface parameters for LPs at this point or if this is still work in progress?
Hi @dsigler1234 I think it still does not work but we haven`t recently tested it. I might look at it later this week but would not count on it working.
@guilhermebodin thanks for your quick reply. Would a pull request with this capability for LPs be of interest?
A model created with ParameterJuMP does not currently suppport dualization, the parameters are lost in the way. Given the form given in the manual, a parameter
p
such that one constraint is of the formA_i x + b_i + p in C_i
ends up with an additive coefficient in the objective of the dual:y_i (b_i + p)
.My intuition is that things would be smoother with
ParameterJuMP.jl
implemented at the MOI level and with the sets being for exampleMOI.EqualTo{ParamAffineExpression}
, but I recognize it puts a burden on maintenance efforts.As of now, I haven't figured out a place where the parameters appear in types of the
JuMP
model or constraints so it might be tricky without modifyingParameterJuMP.jl