TrishGillett / pysdpt3glue

Glue code for solving semidefinite programs in Cvxpy format using the SDPT3 package for Matlab.
MIT License
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SDPT3 needs symmetric input #6

Closed TrishGillett closed 8 years ago

TrishGillett commented 8 years ago

test_min and test_max in unittest_neos are failing because SDPT3 complains that Ak isn't symmetric. Presumably it means that the variables of PSD matrices are used asymmetrically, ie. X[0, 1] >= -0.2 should be symmetrized to 0.5*(X[0, 1] + X[1, 0]) >= -0.2.

A good place for a symmetrization function to be called would be at the end of make_sedumi_format_problem, after retrieving the simplified problem.