Linear problems duals

[Tambup]

Hello!

Is this binding able to solve linear problems? Mainly asking because I get an error when I try to get a dual for a problem.
The error is:

ERROR: MathOptInterface.GetAttributeNotAllowed{MathOptInterface.ConstraintDual}:

## Cause

Getting attribute MathOptInterface.ConstraintDual(1) cannot be performed because:

SCIP.Optimizer does not support getting the attribute MathOptInterface.ConstraintDual(1).

## Fixing this error

An `MOI.NotAllowedError` error occurs when you have tried to do something that
is not implemented by the solver.

The most common way to fix this error is to wrap the optimizer in a
`MOI.Utilities.CachingOptimizer`.

For example, if you are using `JuMP.Model` or `JuMP.set_optimizer`, do:
```julia
model = JuMP.Model(optimizer; with_cache_type = Float64)
model = JuMP.GenericModel{T}(optimizer; with_cache_type = T)
JuMP.set_optimizer(model, optimizer; with_cache_type = Float64)

Similarly, if you are using MOI.instantiate, do:

model = MOI.instantiate(optimizer; with_cache_type = Float64)

My understanding is that my problem is not solved as a linear problem, but as a MILP. But then, how can I retrieve the dual variables?

My idea was to use SCIP as the master problem in a column generation algorithm, but without the dual variables I'm a bit stuck. If something can be done similarly to the SCIP tutorial in C++ I'm happy to follow that way.

Thank you!

[matbesancon]

Hi! Yes it is able to solve linear programs but it will not provide a dual solution, they are not exposed from the internal LP solved by SCIP to the SCIP outer API

…

On Mon, May 26, 2025, 14:53 Alberto Tamburini ***@***.***> wrote: *Tambup* created an issue (scipopt/SCIP.jl#343) <#343> Hello! Is this binding able to solve linear problems? Mainly asking because I get an error when I try to get a dual for a problem. The error is: ERROR: MathOptInterface.GetAttributeNotAllowed{MathOptInterface.ConstraintDual}: ## Cause Getting attribute MathOptInterface.ConstraintDual(1) cannot be performed because: SCIP.Optimizer does not support getting the attribute MathOptInterface.ConstraintDual(1). ## Fixing this error An `MOI.NotAllowedError` error occurs when you have tried to do something that is not implemented by the solver. The most common way to fix this error is to wrap the optimizer in a `MOI.Utilities.CachingOptimizer`. For example, if you are using `JuMP.Model` or `JuMP.set_optimizer`, do: ```julia model = JuMP.Model(optimizer; with_cache_type = Float64) model = JuMP.GenericModel{T}(optimizer; with_cache_type = T) JuMP.set_optimizer(model, optimizer; with_cache_type = Float64) Similarly, if you are using MOI.instantiate, do: model = MOI.instantiate(optimizer; with_cache_type = Float64) My understanding is that my problem is not solved as a linear problem, but as a MILP. But then, how can I retrieve the dual variables? My idea was to use SCIP as the master problem in a column generation algorithm, but without the dual variables I'm a bit stuck. If something can be done similarly to the SCIP tutorial in C++ I'm happy to follow that way. Thank you! — Reply to this email directly, view it on GitHub <#343>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB2FDMXT2NWHZPGR47VNZJD3AMFEZAVCNFSM6AAAAAB55SHTB6VHI2DSMVQWIX3LMV43ASLTON2WKOZTGA4TCMJSGU2DKNI> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

[Tambup]

Thank you!

Then, I guess there is no way to use SCIP through JuMP for column generation, right?

[matbesancon]

Not directly but a column generation example should be adaptable to the SCIP.jl wrapper, using SCIP-specific functions. For a start, maybe check the Python examples in https://github.com/mmghannam/scipdex Mathieu Besançon

…

On Mon, May 26, 2025, 15:08 Alberto Tamburini ***@***.***> wrote: *Tambup* left a comment (scipopt/SCIP.jl#343) <#343 (comment)> Thank you! Then, I guess there is no way to use SCIP through JuMP for column generation, right? — Reply to this email directly, view it on GitHub <#343 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB2FDMX7VDOUELVDDBPIGFL3AMG5TAVCNFSM6AAAAAB55SHTB6VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDSMBZG4YDANZWGY> . You are receiving this because you commented.Message ID: <scipopt/SCIP. ***@***.***>

[Tambup]

Perfect, thank you and I'm closing the issue!

[odow]

Just a comment @Tambup: when using JuMP you must always check the return of dual_status(model) before querying dual(con). You'll find that dual_status(model) returns NO_SOLUTION, so querying dual is undefined.