discussion of duals

mlubin · mlubin · commit 8c08031c48c9 · 2017-06-14T18:16:35.000-04:00
diff --git a/docs/src/solverinterface.md b/docs/src/solverinterface.md
@@ -101,3 +101,7 @@ The `TerminationStatus` attribute is meant to explain the reason why the solver
 ```@docs
 TerminationStatusCode
 ```
+
+## Duals
+
+We take the convention that duals on variable lower bounds should be nonnegative, duals on variable upper bounds should be nonpositive, and duals on closed convex cones should belong to the dual cone.
