Is it possible to specify the dual of an SOCP/SDP using MathProgBase interface? It is well documented how to specify primal problem, but don't see any pointers to formulate the dual. The dual formulation is motivated if A matrix is non-square having more variables in primal then constraints.
Any help, pointers appreciated steve MathProgBase version: commit 2faa7b97af385f61ea2e829512b5fa1c1c2ceab1 Author: Miles Lubin <[email protected]> Date: Thu Jun 2 15:30:42 2016 +0200 Julia Version 0.5.0-dev+1503 Commit 84fb0a4* (2016-05-27 03:12 UTC) Platform Info: System: Linux (x86_64-linux-gnu) CPU: Intel(R) Core(TM) i7-3667U CPU @ 2.00GHz WORD_SIZE: 64 BLAS: libmkl_rt LAPACK: libmkl_rt LIBM: libimf
