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jump-dev / ECOS.jl

A Julia interface to the ECOS conic optimization solver
https://github.com/embotech/ecos
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Support for Vector of Variable in MOI.PositiveSemiDefinite #101

Closed matbesancon closed 4 years ago

matbesancon commented 4 years ago 
julia> sdp_max_cut = Model(optimizer_with_attributes(ECOS.Optimizer, "printlevel" => 0))
julia> @variable(sdp_max_cut, Y[1:6,1:6] in PSDCone())
julia> optimize!(sdp_max_cut)
ERROR: MathOptInterface.UnsupportedConstraint{MathOptInterface.VectorOfVariables,MathOptInterface.PositiveSemidefiniteConeTriangle}: `MathOptInterface.VectorOfVariables`-in-`MathOptInterface.PositiveSemidefiniteConeTriangle` constraint is not supported by the model.
matbesancon commented 4 years ago

Might be a bridge missing?

matbesancon commented 4 years ago

Also error with the constraint form:

julia> @SDconstraint(sdp_max_cut, Y ⪰  0)
ERROR: Constraints of type MathOptInterface.VectorOfVariables-in-MathOptInterface.PositiveSemidefiniteConeSquare are not supported by the solver and there are no bridges that can reformulate it into supported constraints.
blegat commented 4 years ago

ECOS does not support the semidefinite cone

matbesancon commented 4 years ago

ok my bad I thought so (as a conic solver)