GAMS-dev/gams.jl

is it possible to access dual/marginal variables

Jovansam opened this issue · 2 comments

I was trying to access a dual variable by way of JuMP.dual(x). I could not and got the following.

ModelLike of type GAMS.Optimizer does not support accessing the attribute MathOptInterface.NLPBlockDual(1)

I can confirm the bug. I'll work on a fix.

I added support for MOI.NLPBlockDual on the master branch. I'll release a fixed version later. In the meantime, you may want to test with the master branch. Thanks for submitting the issue!