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.