Revert "Try to recover if we need dual solutions (#531)"

[odow]

This reverts commit 2eb30fe.

@bfpc I'm reverting #531 because it doesn't account for cases with integer variables (so no dual solution will be present).

The place to fix it is probably here:

SDDP.jl/src/plugins/duality_handlers.jl

Lines 112 to 119 in ed85827

	function get_dual_solution(node::Node, ::ContinuousConicDuality)
	if JuMP.dual_status(node.subproblem) != JuMP.MOI.FEASIBLE_POINT
	write_subproblem_to_file(
	node,
	"subproblem.mof.json",
	throw_error = true,
	)
	end

but that can be a separate PR.

[bfpc]

@bfpc I'm reverting #531 because it doesn't account for cases with integer variables (so no dual solution will be present).

The place to fix it is probably here:

SDDP.jl/src/plugins/duality_handlers.jl

Lines 112 to 119 in ed85827

	function get_dual_solution(node::Node, ::ContinuousConicDuality)
	if JuMP.dual_status(node.subproblem) != JuMP.MOI.FEASIBLE_POINT
	write_subproblem_to_file(
	node,
	"subproblem.mof.json",
	throw_error = true,
	)
	end

I had thought about that, but I thought it might result in inconsistencies, since the primal solution found might not correspond to the dual solution if the latter gets recalculated. Maybe the pair (state, state_objective) never gets used at the same time as (objective, dual_values), but this is hard to formally impose.

Maybe one solution is to update the needs_duals to specialize to the ConicDuality (which does not re-solve the problem). What do you think?