accessing row duals

[mlubin]

We need user-facing Constraint objects through which solution information (e.g. dual variables) can be accessed. There should be a user-constructable MathProgDict of Constraints for convenience.

[IainNZ]

Was about to start coding, but I thought I'd just check what is needed exactly.

• A ConstraintRef that contains a Model pointer and a constraint index
• addConstraint() returns one of these
• You can create arrays of these with a macro, @defConstraintRef
• getDual(ConstraintRef) and getDual(MathProgDict - of ConstraintRefs)
  • Can MathProgDict be generalized a bit? Or is it already sufficiently general
• After solve, rowDuals information is stored in the Model object
• What do we do with range constraints? Return a tuple?
  • What does Gurobi do if you give it a range constraint?

[mlubin]

I agree with the list. Dealing with MathProgDict is a bit tricky so I can do that part, but it already has the required generality. With range constraints the sign of the dual determines which side is active (in theory). Clp doesn't have any problem with this, but gurobi is weird with range constraints, so I'll have to check. We could potentially need to reformulate the problem.

[mlubin]

From my tests, Gurobi seems to do the right thing with the duals of ranged rows; the sign tells you which side is active.