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JuliaOpt / MathProgBase.jl

DEPRECATED: Solver-independent functions (i.e. linprog and mixintprog) and low-level interface for Mathematical Programming
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Add the PSD cone #194

Closed blegat closed 7 years ago

blegat commented 7 years ago

Scaled PSD cones are used by Mosek and SCS. Unscaled PSD cones are used by SDPA, CSDP and DSDP.

mlubin commented 7 years ago

I would vote for the "scaled" PSD cone to get the name PositiveSemidefiniteCone and the "unscaled" cone to get the longer name, like the LowerTrianglePositiveSemidefiniteCone, because it's really the lower triangle of entries in the cone. The scaled PSD cone makes much more sense to me and can be handled uniformly with other vector-based cones with regards to duality. The unscaled cone always needs to be a special case.

Edit: maybe VectorPositiveSemidefiniteCone and LowerTrianglePositiveSemidefiniteCone?

blegat commented 7 years ago

I like your idea. Why not TrianglePositiveSemidefiniteCone ? It does not matter whether it is upper or lower triangular. In JuMP we will keep PSDCone for @constraint m X in PSDCone() and we will use TrianglePositiveSemidefiniteCone in conicdata ?

mlubin commented 7 years ago

So VectorPositiveSemidefiniteCone and TrianglePositiveSemidefiniteCone?

mlubin commented 7 years ago

@chriscoey and I have agreed on PositiveSemidefiniteConeScaled and PositiveSemidefiniteConeTriangle. What do you think?

blegat commented 7 years ago

I like the names ! I have updated the PR :)