#20506: dual variables handling in SDP solver(s)
-------------------------+-------------------------------------------------
Reporter: | Owner:
dimpase | Status: needs_review
Type: | Milestone: sage-7.2
enhancement | Resolution:
Priority: major | Merged in:
Component: | Reviewers:
numerical | Work issues:
Keywords: | Commit:
Authors: Dima | b91e62d7827e3dcc7d478d0a44dc7913fc5d7008
Pasechnik | Stopgaps:
Report Upstream: N/A |
Branch: |
u/dimpase/sdpdual |
Dependencies: |
#19072 |
-------------------------+-------------------------------------------------
Comment (by mkoeppe):
I mean these ones in cvxopt_sdp_backend.
{{{
cpdef dual_variable(self, int i, sparse=False):
[...]
sage: p.add_constraint(b1*x[0] + b2*x[1] <= b3)
sage: p.solve()
-2.9999999...
sage: B=p.get_backend()
sage: x=p.get_values(x).values()
sage:
-(a3*B.dual_variable(0)).trace()-(b3*B.dual_variable(1)).trace()
-3.0000000...
}}}
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Ticket URL: <http://trac.sagemath.org/ticket/20506#comment:10>
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