Ipopt and Jump - Duals from each constraint limit and active variable upper/lower limits

[rbacher]

Any chance to get the duals from the general non-linear solver Ipopt for a non-linear problem defined purely in JuMP? I am currently using Ipopt as a general nonlinear solver (i.e., with @addNLConstraint and @addConstraint). I have upper and lower limits on variables and quadratic / linear
equality/inequality constraints. Non-linear or linear objective function.

[mlubin]

@rbacher, this is now implemented. You may use Pkg.checkout("JuMP") to pull the latest development version of JuMP to test it out. See the example code here. The only caveat is that we don't yet support duals on quadratic constraints added through @addConstraint, so you can add these with @addNLConstraint for the time being.

[mlubin]

The rest of this (duals for quadratic constraints) falls under #291.