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dual variables for SciPy LP solver interfaces #1425

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rileyjmurray opened this issue Jun 21, 2021 · 1 comment
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dual variables for SciPy LP solver interfaces #1425

rileyjmurray opened this issue Jun 21, 2021 · 1 comment

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@rileyjmurray
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From the SciPy user digest, as of SciPy 1.7.0:

When linprog is used with method 'highs', 'highs-ipm', or
'highs-ds', the result object now reports the marginals (AKA shadow
prices, dual values) and residuals associated with each constraint.

Adding support for this would follow up on #1416. Pinging @Michael-git96.
@michaels0m
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@rileyjmurray - thanks for letting me know, glad to see the dual variables are returned for the HiGHS solvers in the latest SciPy version. I will create a pull request linked to this issue.

@michaels0m michaels0m mentioned this issue Jun 23, 2021
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rileyjmurray pushed a commit that referenced this issue Jun 29, 2021
@michaels0m
Adding dual variables for SciPy LP solver interfaces #1425 (#1426)
a2e1f28 
* Added dual variables for Scipy HiGHS solvers

* Adding class attribute to run tests with duals for SCIPY
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@rileyjmurray @michaels0m