Dualization.jl

Dualization.jl is an extension package for MathOptInterface.jl that formulates the dual of conic optimization problems.

Dualization.jl has two main features:

• The dualize function that computes the dual formulation of either a MathOptInterface.jl or a JuMP model.
• The dual_optimizer function that creates a MathOptInterface-compatible optimizer that solves the dual of the problem instead of the primal.

License

Dualization.jl is licensed under the MIT License.

Installation

Install Dualization using Pkg.add:

import Pkg
Pkg.add("Dualization")

Contributing

Contributions to this package are more than welcome, if you find a bug or have any suggestions for the documentation please post it on the GitHub issue tracker.

When contributing, please note that the package follows the JuMP style guide.