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return cost_dual in the solution #67

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wjzhou-ep opened this issue Jan 31, 2024 · 1 comment
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return cost_dual in the solution #67

wjzhou-ep opened this issue Jan 31, 2024 · 1 comment

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@wjzhou-ep
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Thank you for the project. It is both fast and stable for our usage.

Could we add the cost_dual in the solution? (and the Python API )

self.obj_val = info.cost_primal;

obj_val: result.obj_val,

Use case:
Sometimes, we got AlmostSolved. Currently, we print a warning message for ourselves and recheck manually later.

However, from the the value returned in solution, we don't know the tol_gap, so we would need to regenerate the whole data and re-run the solver with verbose=True to get the that information.

Ideally, we would like to investigate cases that has wider gap, e.g. we would like to check cases with 5e-5 gap instead of 1.1e-8 case. But currently, we would have to run the solver again first to know that.

Another benefit is that, we probably can downgrade the 1e-7 case from warning to info. (We still want to keep the 1e-8 for tol_gap so the solver tries harder instead of declare optimal at 1e-7)

goulart-paul added a commit to oxfordcontrol/Clarabel.jl that referenced this issue Feb 26, 2024
Report dual objective values.  Fixes oxfordcontrol/Clarabel.rs#67
@wjzhou
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wjzhou commented Feb 27, 2024

Thank you for fixing this so quickly.

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