MOSEK.parse_dual_vars function

Parses MOSEK dual variables into corresponding CVXR constraints and dual values

MOSEK.parse_dual_vars(dual_var, constr_id_to_constr_dim)

Arguments

• dual_var: List of the dual variables returned by the MOSEK solution.
• constr_id_to_constr_dim: A list that contains the mapping of entry "id" that is the index of the CVXR Constraint object to which the next "dim" entries of the dual variable belong.

Returns

A list with the mapping of the CVXR Constraint object indices with the corresponding dual values.