I am using gurobi python to solve QCP. I am trying to extract the dual and its say "attribute unavailable". I set the parameter "QCPDual=1". I received this warning
"failed to compute QCP dual solution due to inaccurate barrier solution
Try decreasing BarQCPConvTol for more accuracy"
I decreased the tolerance and still no solution. I saw that lot of people faced this issue before but none of them got a solution. I am able to retrieve the dual variables using cvxpy+mosek solver but that significantly slow.
Would really appreciate any advice on how to resolve this in Gurobi
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