Constraint associated with a variable set #3951
Description
Reported by @lopenguin at https://discourse.julialang.org/t/dual-to-psd-constraint-in-jump/126352
If I have
using JuMP
model = Model()
@variable(model, A[1:2, 1:2] >= 0, PSD)
@variable(model, B[1:2, 1:2] in HermitianPSDCone())
@variable(model, C[1:3] in SecondOrderCone())it's not at all trivial to get the constraint reference so I can query the dual.
One suggested workaround might be:
using JuMP
model = Model()
@variable(model, A[1:2, 1:2] >= 0, Symmetric)
@constraint(model, A_ref, A in PSDCone())
@variable(model, B[1:2, 1:2], Hermitian)
@constraint(model, B_ref, B in HermitianPSDCone())
@variable(model, C[1:3])
@constraint(model, C_ref, C in SecondOrderCone())For scalar variables, we have:
model = Model()
@variable(model, x >= 0, Int)
LowerBoundRef(x)
IntegerRef(x)So perhaps we need something similar.