Hi, it's probably worth asking this question on the julia-opt list. Cheers, Kevin
On Saturday, July 9, 2016, steven Varga <steven.va...@gmail.com> wrote: > > 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 <removed-to-avoid-s...@gmail.com > <javascript:_e(%7B%7D,'cvml','removed-to-avoid-s...@gmail.com');>> > 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 > >
