Closed chriscoey closed 2 years ago
To users: if you have a self-contained example Julia file of an interesting mixed-integer convex problem that you solve with Pajarito, please comment in this thread so we can discuss adding it to the examples folder. Much appreciated!
I have a MISDP example that I am able to solve it with YALMIP but when I solve it with Pajarito, I get zero for my variables and objective function. I have been struggling for two days to find the reason but I wasn't successful.
Ok, can you send me the problem? I'll give it a try. My email is coey@mit.edu
Thank you, Chris, for your time. I will double check the revised code that you send me and let you know about the result.
The new code with Int
instead of Bin
variables seems to fix your problem, and I have created an issue to deal with the Pajarito bug. Thanks!
The tests now contain some very simple examples, and there are more examples (and more new cones) at https://github.com/chriscoey/PajaritoExtras.jl.
a good source of continuous conic problems, some of which may be adaptable to mixed-integer problems, is CVXPy examples