Dual

[Mostafa Nick]

I have a QCQP and I am using YALMIP and CPLEX to solve my problem. I also would like to get the dual variables associated to the linear constraints. I am using the dual command to get these values, However, YALMIP returns back NaN values for all the dual variables. What is wrong and what should I do?

Thank you very much in advance.

[Johan Löfberg]

CPLEX does not return any duals for qcqps. It claims in the help that it does, but when I try to obtain them (using 5 outputs from cplexqcp) cplex crashes.

If you use Gurobi, you can extract them if you turn on the option 'gurobi.QCPdual'

[Mostafa Nick]

I used gurobi with the following settings and the duals are still NaN. 

D1=dual(Constraints(1));

D2=dual(Constraints(2));

options = sdpsettings('solver','gurobi','gurobi.QCPdual',1);

[Johan Löfberg]

Ah right, that is not available in the official release yet. I will send you an updated version