Missing attribute ConstraintDual for ZerosBridge #1831

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1. odow commented on May 4, 2022

   

   odow

   on May 4, 2022

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   The problem is p == 1. See the discussion here: #1767

   We can revisit if we get anyone encountering this issue in the wild.

   I guess this now applies.
2. odow

   added

   Type: Bug

   Type: DocumentationThis issue requires changes to the documentationThis issue requires changes to the documentation

   Submodule: BridgesAbout the Bridges submoduleAbout the Bridges submodule

   on May 4, 2022
3. odow commented on May 23, 2022

   

   odow

   on May 23, 2022

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   There's another work-around that would require adding methods to JuMP:

   julia> using JuMP
   
   julia> using ECOS
   
   julia> remove_bridge(model::Model, B) = remove_bridge(backend(model), B)
   remove_bridge (generic function with 3 methods)
   
   julia> remove_bridge(model::MOI.Utilities.CachingOptimizer, B) = remove_bridge(model.optimizer, B)
   remove_bridge (generic function with 3 methods)
   
   julia> remove_bridge(model::MOI.Bridges.AbstractBridgeOptimizer, B) = MOI.Bridges.remove_bridge(model, B)
   remove_bridge (generic function with 3 methods)
   
   julia> model = Model(ECOS.Optimizer)
   A JuMP Model
   Feasibility problem with:
   Variables: 0
   Model mode: AUTOMATIC
   CachingOptimizer state: EMPTY_OPTIMIZER
   Solver name: ECOS
   
   julia> remove_bridge(model, MOI.Bridges.Variable.ZerosBridge{Float64})
   
   julia> @variable(model, x[1:2])
   2-element Vector{VariableRef}:
    x[1]
    x[2]
   
   julia> @variable(model, t[1:2])
   2-element Vector{VariableRef}:
    t[1]
    t[2]
   
   julia> @variable(model, p == 1)
   p
   
   julia> @constraint(model, con1, [t[1], x[1] + p, x[1]] in SecondOrderCone())
   con1 : [t[1], x[1] + p, x[1]] ∈ MathOptInterface.SecondOrderCone(3)
   
   julia> @constraint(model, con2, [t[2], 2x[2] + p, x[2]] in SecondOrderCone())
   con2 : [t[2], 2 x[2] + p, x[2]] ∈ MathOptInterface.SecondOrderCone(3)
   
   julia> @objective(model, Min, sum(t))
   t[1] + t[2]
   
   julia> optimize!(model)
   
   ECOS 2.0.8 - (C) embotech GmbH, Zurich Switzerland, 2012-15. Web: www.embotech.com/ECOS
   
   It     pcost       dcost      gap   pres   dres    k/t    mu     step   sigma     IR    |   BT
    0  +0.000e+00  -0.000e+00  +8e+00  5e-01  1e-03  1e+00  3e+00    ---    ---    1  1  - |  -  - 
    1  +3.122e-01  +3.189e-01  +1e+00  9e-02  2e-04  1e-01  4e-01  0.8656  4e-03   2  2  2 |  0  0
    2  +1.126e+00  +1.136e+00  +7e-02  7e-03  9e-06  2e-02  3e-02  0.9623  4e-02   2  2  2 |  0  0
    3  +1.154e+00  +1.154e+00  +8e-04  8e-05  1e-07  2e-04  3e-04  0.9890  1e-04   1  1  1 |  0  0
    4  +1.154e+00  +1.154e+00  +8e-06  8e-07  1e-09  2e-06  4e-06  0.9890  1e-04   1  1  1 |  0  0
    5  +1.154e+00  +1.154e+00  +9e-08  9e-09  1e-11  3e-08  4e-08  0.9890  1e-04   2  1  1 |  0  0
    6  +1.154e+00  +1.154e+00  +1e-09  1e-10  1e-13  3e-10  4e-10  0.9890  1e-04   1  1  1 |  0  0
   
   OPTIMAL (within feastol=1.0e-10, reltol=8.9e-10, abstol=1.0e-09).
   Runtime: 0.000114 seconds.
   
   
   julia> dual(FixRef(p))
   1.1543203763939147

   But that requires the user to have some pretty deep understanding of bridges, and they could do it by calling on backend(model).optimizer, so I'm hesitant to add that to JuMP.

   @guilhermebodin does the error improve things enough to close this issue?
4. guilhermebodin commented on May 24, 2022

   

   guilhermebodin

   on May 24, 2022

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   Hi @odow, in my opinion, the new error message is instructive enough to close the issue. 👍🏻
5. guilhermebodin

   closed this as completedon May 24, 2022