SOS constraints without integer variables

[blegat]

I tried enabling indicator tests:

Cbc.jl/test/MOI_wrapper.jl

Line 77 in 01ee423

"indicator1", "indicator2", "indicator3", "indicator4",

but it fails as Cbc believes the problem to be unbounded. The indicator constraints are bridged by the IndicatorSOS1Bridge into SOS1 constraints.
This issue seems to be due to the fact that the variables of the SOS1 constraints are not all binary.
This was reported upstream in coin-or/Cbc#363

[kahemchu]

Hi,

Currently I face this issue, the optimizer works fine to find the optimal decision variables and optimal value, but not able to find the slack / dual value. Maybe relate to this issue?

`ArgumentError: ModelLike of type Cbc.Optimizer does not support accessing the attribute MathOptInterface.ConstraintDual(1)

Stacktrace:
[1] get_fallback(model::Cbc.Optimizer, attr::MathOptInterface.ConstraintDual, args::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
@ MathOptInterface ~.julia\packages\MathOptInterface\5WwpK\src\attributes.jl:292
[2] get(model::Cbc.Optimizer, attr::MathOptInterface.ConstraintDual, args::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
@ MathOptInterface ~.julia\packages\MathOptInterface\5WwpK\src\attributes.jl:289
[3] get(model::MathOptInterface.Utilities.CachingOptimizer{Cbc.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, attr::MathOptInterface.ConstraintDual, index::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
@ MathOptInterface.Utilities ~.julia\packages\MathOptInterface\5WwpK\src\Utilities\cachingoptimizer.jl:726
[4] get(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{Cbc.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, attr::MathOptInterface.ConstraintDual, ci::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
@ MathOptInterface.Bridges ~.julia\packages\MathOptInterface\5WwpK\src\Bridges\bridge_optimizer.jl:1087
[5] get(model::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, attr::MathOptInterface.ConstraintDual, index::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
@ MathOptInterface.Utilities ~.julia\packages\MathOptInterface\5WwpK\src\Utilities\cachingoptimizer.jl:726
[6] _moi_get_result(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, ::MathOptInterface.ConstraintDual, ::Vararg{Any, N} where N)
@ JuMP ~.julia\packages\JuMP\y5vgk\src\JuMP.jl:946
[7] get(model::Model, attr::MathOptInterface.ConstraintDual, cr::ConstraintRef{Model, MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}}, ScalarShape})
@ JuMP ~.julia\packages\JuMP\y5vgk\src\JuMP.jl:985
[8] _constraint_dual(con_ref::ConstraintRef{Model, MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}}, ScalarShape}, result::Int64)
@ JuMP ~.julia\packages\JuMP\y5vgk\src\constraints.jl:727
[9] #dual#23
@ ~.julia\packages\JuMP\y5vgk\src\constraints.jl:714 [inlined]
[10] dual
@ ~.julia\packages\JuMP\y5vgk\src\constraints.jl:714 [inlined]
[11] getdual(args::ConstraintRef{Model, MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}}, ScalarShape})
@ JuMP .\deprecated.jl:48
[12] top-level scope
@ In[4]:39
[13] eval
@ .\boot.jl:360 [inlined]
[14] include_string(mapexpr::typeof(REPL.softscope), mod::Module, code::String, filename::String)
@ Base .\loading.jl:1094`

[odow]

Maybe relate to this issue?

This is unrelated. Cbc does not compute dual variables. Use a solver that does, like Clp instead. Use has_duals(model) to check if a solver found a dual solution. JuMP documentation: https://jump.dev/JuMP.jl/dev/manual/solutions/#Dual-solutions