From dc629ce5c20ad902cb8c2135663a58800487554c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 10 Oct 2025 15:58:18 +0200
Subject: [PATCH] Implement ForwardConstraintDual for Conic

---
 src/ConicProgram/ConicProgram.jl | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/src/ConicProgram/ConicProgram.jl b/src/ConicProgram/ConicProgram.jl
index abf21231..6fa2f60d 100644
--- a/src/ConicProgram/ConicProgram.jl
+++ b/src/ConicProgram/ConicProgram.jl
@@ -408,9 +408,23 @@ function MOI.get(
     i = vi.value
     du = model.forw_grad_cache.du
     dw = model.forw_grad_cache.dw
+    # From https://arxiv.org/pdf/1904.09043, we have
+    # dx = du - (dw)x
+    # we just need to flip the sign due to different conventions.
     return -(du[i] - model.x[i] * dw[])
 end
 
+function MOI.get(
+    model::Model,
+    ::DiffOpt.ForwardConstraintDual,
+    ci::MOI.ConstraintIndex{MOI.VectorAffineFunction{Float64},S},
+) where {S}
+    i = MOI.Utilities.rows(model.model.constraints, ci) # vector
+    # From https://arxiv.org/pdf/1904.09043, we have
+    # dy = DΠ(v)dv - (dw)y
+    return DΠ(v) * dv - dw[] * model.y[i]
+end
+
 function DiffOpt._get_db(
     model::Model,
     ci::MOI.ConstraintIndex{F,S},