Duality of MILP

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  • Richard Oberdieck

    Dual variables are not well defined for MILPs, as they derive from convex analysis, and MILPs are non-convex due to the presence of integer variables. However, in theory you could fix the binary variables corresponding to a particular solution, solve the resulting LP and then get the values of the dual variables.

    However, as discussed in this knowledge base article, we advise against such strategies as the result carries little meaning. What are you trying to achieve with this?

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