[SCIP] PYSCIPOPT: Dual solutions in a NLP and constraint handler for SOC constraints.

[PEDRO ENRIQUE MALDONADO]

Hi,

I hope you are doing well. I would like to ask you a few questions
regarding the implementation of the model in the Python wrapper:

1- I have downloaded IPOPT and configured the solver parameters
accordingly. In my research, and after reviewing the .pxd and .pxi
files, I noticed that using the NLRow class one should be able to
access the dual solution associated with these rows. However, in my
experience, this function always returns 0.

I know there are nonlinear rows, since the getConshdlrName() method of
the Constraint class returns "nonlinear" for some of them, and I also
know that the dual value should not be 0 for all of these constraints.
Moreover, as far as I understand, IPOPT should always return dual
solutions because it is a primal–dual interior-point solver. For that
reason, I do not understand why I am unable to retrieve them.

2- I am aware that the original SCIP code includes several constraint
handlers, such as the Quadratic and Second-Order Cone constraint
handlers. However, I have noticed that in the Python wrapper all
constraints are classified as either linear or nonlinear, and this
classification appears to be hard-coded in the Constraint class. I
would greatly appreciate any guidance on whether there is an
accessible way to add the SOC constraint handler using the existing C
implementation. I am not very experienced with the C language, and so
far creating the plugin directly in Python has not been successful.

Thank you very much for your help.

Best regards,
Pedro Maldonado