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QCPDual values calculated but inaccessible using JuMP "dual" command #213

@KSepetanc

Description

@KSepetanc

I have encountered what I think is a bug in Gurobi - JuMP link.

I am running Gurobi with the following call:

using Gurobi; m = Model(with_optimizer(Gurobi.Optimizer,QCPDual=1))

and the following lines return false and NaN:

println(has_duals(m))
println(dual(variable))

From logging in Julia terminal I can see Gurobi solves dual probelm but they are inaccessible in JuMP.
I can confirm Cplex and Xpress calculate them normally for this model and commands return true and value.
This problem only occurs with quadratic programming.

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