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So let me see if I got this right, we should replace
function MOI.supports_constraint(optimizer::DualOptimizer, F::Type{<:SF}, S::Type{<:SS})
return MOI.supports_constraint(optimizer.dual_problem.dual_model, F, S)
end
by two functions would those be supports_add_constrained_variable and supports_add_constrained_variables from this PR jump-dev/MathOptInterface.jl#1004?
supports_constraint
ofDualOptimizer
simply redirects the same call the the underlying solver. This is incorrect.Instead, we should have:
supports_constraint
ofUnion{VectorOfVariables, VectorAffineFunction}
-in-K
->supports_constrained_variable
-in-dual_set_type(K)
(see [RFC] supports_constrained_variable MathOptInterface.jl#987)supports_constrained_variable
inK
->supports_constraint
ofVectorAffineFunction
-in-K
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