MOSEK.parse_dual_vars {CVXR}

Parses MOSEK dual variables into corresponding CVXR constraints and dual values

Description

Parses MOSEK dual variables into corresponding CVXR constraints and dual values

Usage

MOSEK.parse_dual_vars(dual_var, constr_id_to_constr_dim)

Arguments

dual_var

List of the dual variables returned by the MOSEK solution.

constr_id_to_constr_dim

A list that contains the mapping of entry "id" that is the index of the CVXR Constraint object to which the next "dim" entries of the dual variable belong.

Value

A list with the mapping of the CVXR Constraint object indices with the corresponding dual values.