Wrap reshaped vector in LinearAlgebra.Hermitian

docs/src/manual/complex.md

@@ -207,10 +207,10 @@ JuMP supports creating matrices where are Hermitian.
 julia> model = Model();
 
 julia> @variable(model, H[1:3, 1:3] in HermitianPSDCone())
-3×3 Matrix{GenericAffExpr{ComplexF64, VariableRef}}:
- real(H[1,1])                                …  real(H[1,3]) + (0.0 + 1.0im) imag(H[1,3])
- real(H[1,2]) + (-0.0 - 1.0im) imag(H[1,2])     real(H[2,3]) + (0.0 + 1.0im) imag(H[2,3])
- real(H[1,3]) + (-0.0 - 1.0im) imag(H[1,3])     real(H[3,3])
+3×3 LinearAlgebra.Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}:
+ real(H[1,1])                               …  real(H[1,3]) + (0.0 + 1.0im) imag(H[1,3])
+ real(H[1,2]) + (0.0 - 1.0im) imag(H[1,2])     real(H[2,3]) + (0.0 + 1.0im) imag(H[2,3])
+ real(H[1,3]) + (0.0 - 1.0im) imag(H[1,3])     real(H[3,3])
 ```
 
 Behind the scenes, JuMP has created nine real-valued decision variables:
@@ -273,5 +273,5 @@ julia> H = LinearAlgebra.Hermitian([x[1] 1im; -1im -x[2]])
 
 julia> @constraint(model, H in HermitianPSDCone())
 [x[1]           (0.0 + 1.0im);
- (0.0 - 1.0im)  (-1.0 + 0.0im) x[2]] ∈ HermitianPSDCone()
+ (0.0 - 1.0im)  (-1.0 - 0.0im) x[2]] ∈ HermitianPSDCone()
 ```

src/sd.jl

@@ -508,7 +508,7 @@ function reshape_vector(v::Vector{T}, shape::HermitianMatrixShape) where {T}
         real_k += 1
         matrix[j, j] = v[real_k]
     end
-    return matrix
+    return LinearAlgebra.Hermitian(matrix)
 end
 
 function _vectorize_complex_variables(_error::Function, matrix::Matrix)

test/test_variable.jl

@@ -642,7 +642,8 @@ function test_extension_variables_constrained_on_creation(
     @variable(model, set = MOI.Semiinteger(1.0, 2.0))
     @test num_constraints(model, typeof(z), MOI.Semiinteger{Float64}) == 2
 
-    @variable(model, [1:3, 1:3] in PSDCone())
+    X = @variable(model, [1:3, 1:3] in PSDCone())
+    @test X isa LinearAlgebra.Symmetric
     @test num_constraints(
         model,
         typeof(x),
@@ -1233,17 +1234,20 @@ end
 
 function test_Hermitian_PSD()
     model = Model()
-    @variable(model, Q[1:2, 1:2] in HermitianPSDCone())
+    @variable(model, H[1:2, 1:2] in HermitianPSDCone())
+    @test H isa LinearAlgebra.Hermitian
+    Q = parent(H)
     @test num_variables(model) == 4
     v = all_variables(model)
-    _test_variable_name_util(v[1], "real(Q[1,1])")
+    _test_variable_name_util(v[1], "real(H[1,1])")
     @test Q[1, 1] == 1v[1]
-    _test_variable_name_util(v[2], "real(Q[1,2])")
-    _test_variable_name_util(v[4], "imag(Q[1,2])")
+    _test_variable_name_util(v[2], "real(H[1,2])")
+    _test_variable_name_util(v[4], "imag(H[1,2])")
     @test Q[1, 2] == v[2] + v[4] * im
-    _test_variable_name_util(v[3], "real(Q[2,2])")
+    _test_variable_name_util(v[3], "real(H[2,2])")
     @test Q[2, 2] == 1v[3]
     @test Q[2, 1] == conj(Q[1, 2])
+    @test H[2, 1] == conj(H[1, 2])
     return
 end
 
@@ -1323,11 +1327,17 @@ end
 
 function test_Hermitian_PSD_anon()
     model = Model()
-    x = @variable(model, [1:2, 1:2] in HermitianPSDCone())
+    y = @variable(model, [1:2, 1:2] in HermitianPSDCone())
+    @test y isa LinearAlgebra.Hermitian
+    x = parent(y)
     @test sprint(show, x[1, 1]) == "_[1]"
+    @test sprint(show, y[1, 1]) == "_[1]"
     @test sprint(show, x[1, 2]) == "_[2] + (0.0 + 1.0im) _[4]"
+    @test sprint(show, y[1, 2]) == "_[2] + (0.0 + 1.0im) _[4]"
     @test sprint(show, x[2, 1]) == "_[2] + (-0.0 - 1.0im) _[4]"
+    @test sprint(show, y[2, 1]) == "_[2] + (0.0 - 1.0im) _[4]"
     @test sprint(show, x[2, 2]) == "_[3]"
+    @test sprint(show, y[2, 2]) == "_[3]"
     return
 end