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10 changes: 10 additions & 0 deletions ext/DualizationJuMPExt/DualizationJuMPExt.jl
Original file line number Diff line number Diff line change
Expand Up @@ -146,4 +146,14 @@ function Dualization._get_dual_parameter(
return JuMP.VariableRef(dual_model, moi_dual_vi)
end

function Dualization._get_dual_slack_variable(
dual_model::JuMP.Model,
primal_ref::JuMP.VariableRef,
)
map = _get_primal_dual_map(dual_model)
moi_primal_vi = JuMP.index(primal_ref)
moi_dual_vi = Dualization._get_dual_slack_variable(map, moi_primal_vi)
return JuMP.VariableRef(dual_model, moi_dual_vi)
end

end # module DualizationJuMPExt
2 changes: 1 addition & 1 deletion src/dual_model_variables.jl
Original file line number Diff line number Diff line change
Expand Up @@ -142,7 +142,7 @@ function _add_primal_parameter_vars(
prefix =
dual_names.parameter_name_prefix == "" ? "param_" :
dual_names.parameter_name_prefix
MOI.set(dual_model, MOI.VariableName(), vi, prefix * vi_name)
MOI.set(dual_model, MOI.VariableName(), vis[i], prefix * vi_name)
end
end
return
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4 changes: 4 additions & 0 deletions src/structures.jl
Original file line number Diff line number Diff line change
Expand Up @@ -184,6 +184,10 @@ function _get_dual_parameter(m::PrimalDualMap, vi::MOI.VariableIndex)
return m.primal_parameter_to_dual_parameter[vi]
end

function _get_dual_slack_variable(m::PrimalDualMap, vi::MOI.VariableIndex)
return m.primal_var_in_quad_obj_to_dual_slack_var[vi]
end

function Base.getproperty(m::PrimalDualMap{T}, name::Symbol) where {T}
if name === :constrained_var_idx
error(
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17 changes: 17 additions & 0 deletions test/Tests/test_JuMP_dualize.jl
Original file line number Diff line number Diff line change
Expand Up @@ -128,4 +128,21 @@ end
con = Dualization._get_dual_constraint(dual_model, cv)
@test con isa ConstraintRef
end
@testset "JuMP parametric quadratic" begin
model = Model()
@variable(model, x)
@variable(model, p ∈ Parameter(2.0))
@constraint(model, c, x <= p)
@objective(model, Max, 3x + x^2)
dual_model = dualize(model, dual_names = DualNames())
param = Dualization._get_dual_parameter(dual_model, p)
@test param isa VariableRef
@test owner_model(param) === dual_model
@test MOI.get(dual_model, MOI.VariableName(), param) == "param_p"
quadslack = Dualization._get_dual_slack_variable(dual_model, x)
@test quadslack isa VariableRef
@test owner_model(quadslack) === dual_model
@test MOI.get(dual_model, MOI.VariableName(), quadslack) ==
"quadslack_x"
end
end
38 changes: 38 additions & 0 deletions test/Tests/test_partial_dual_linear.jl
Original file line number Diff line number Diff line change
Expand Up @@ -99,6 +99,44 @@
)
end

@testset "lp1_test - parameter name" begin
#=
primal
min -4x_2 - 1
s.t.
x_1 >= 3 :y_2
x_1 + 2x_2 <= 3 :y_3
ignore x_2 during dualization
dual

s.t.
y_2 >= 0
y_3 <= 0
y_2 + y_3 == 0 :x_1
=#
primal_model = lp1_test()
MOI.add_constraint(
primal_model,
MOI.VariableIndex(2),
MOI.Parameter{Float64}(0.0),
)
dual = Dualization.dualize(
primal_model,
dual_names = Dualization.DualNames("", "", "parameter_", ""),
)
dual_model = dual.dual_model
primal_dual_map = dual.primal_dual_map
primal_parameter_to_dual_parameter =
primal_dual_map.primal_parameter_to_dual_parameter
@test MOI.get(
dual_model,
MOI.VariableName(),
primal_parameter_to_dual_parameter[MOI.VariableIndex(2)],
) ==
"parameter_" *
MOI.get(primal_model, MOI.VariableName(), MOI.VariableIndex(2))
end

@testset "lp7_test - x_1 ignored" begin
#=
primal
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