Dualization.jl is a package written on top of MathOptInterface that allows users to write the dual of a JuMP model automatically. This package has two main features: the
dualize function, which enables users to get a dualized JuMP model, and the
DualOptimizer, which enables users to solve a problem by providing the solver the dual of the problem.
To install the package you can use
Pkg.add as follows:
pkg> add Dualization
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.