How to get dual variables when integer variables are present

Hi everybody,

I received the error below when I try to get dual variables. How can I proceed from here?

Warning: Dual variables are not supported for problems involving integer variables.
All dual variables were set to the value NaN.

In cvxprob/solve (line 619)
In cvx_end (line 88)

The equation I try to get dual variables do not include any integer variables. However, I have some binary variables in other constraints.

Whichever theory of MILP duality theory you subscribe to, it is not supported by CVX You’d have to figure out something on your own, or use another tool which does support your way of doing MILP duality.