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Is there a tool that reads any linear optimization problem (for example an .lp or .mps file), converts it to the dual problem and prints the dual problem?

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I recommend having a look at the most recent developments around JuMP. They have developed two interesting packages this year:

  • MathOptFormat.jl, that allows to import/export optimization problem in MPS, LP, CBF, etc...
  • Dualization.jl, that allows to dualize automatically any optimization problem in conic form

You can find here a Julia script that takes as input a MPS file and output the dual problem in a LP file.

However, I get some problems with MathOptFormat, as this package is not yet able to import LP files... Still a work in progress I guess!

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  • $\begingroup$ For me, the Julia script does not work (see my comment in the Gist). $\endgroup$ – JaBe Oct 14 '19 at 17:40
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The link includes an online converter from primal to dual linear programs. The downside is you need to input all the coefficients and variables into the pre-defined form on the webpage.

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    $\begingroup$ Here is another similar calculator: mathstools.com/section/main/… - but the one you posted seems much easier to use $\endgroup$ – Dipayan Banerjee Oct 2 '19 at 19:51
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    $\begingroup$ The link from the answer also accepts the problem pasted in a text format. Which text format is this? It's not lp or mps. $\endgroup$ – JaBe Oct 5 '19 at 12:14

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