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Fix issue with multiple matrices in same constraint #140

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Dec 17, 2024
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Fix issue with multiple matrices in same constraint #140

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3 changes: 3 additions & 0 deletions src/constraint.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -81,6 +81,9 @@ function split_scalar_matrix(m::Optimizer, terms::Vector{MOI.ScalarAffineTerm{Fl
if current_matrix != mat.matrix
add_sd()
current_matrix = mat.matrix
empty!(sd_row)
empty!(sd_col)
empty!(sd_coef)
end
coef = mat.row == mat.column ? coefficient : coefficient / 2
push!(sd_row, mat.row)
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37 changes: 37 additions & 0 deletions test/runtests.jl
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Expand Up @@ -204,6 +204,43 @@ end
)
end

# See https://github.com/jump-dev/MosekTools.jl/issues/139
# TODO add to MOI
@testset "Multiple PSD matrix in same constraint" begin
model = MOI.Bridges.full_bridge_optimizer(
MosekOptimizerWithFallback(),
Float64,
)
x, _ = MOI.add_constrained_variables(model, MOI.PositiveSemidefiniteConeTriangle(2))
y, _ = MOI.add_constrained_variables(model, MOI.PositiveSemidefiniteConeTriangle(2))
MOI.add_constraint(model, sum(1.0 .* x) - sum(1.0 .* y), MOI.EqualTo(0.0))
MOI.add_constraint(model, 1.0 * y[1] + 1.0 * y[3], MOI.GreaterThan(1.0))
obj = 1.0 * x[1] + 1.0 * x[3]
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
MOI.optimize!(model)
@test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
@test MOI.get.(model, MOI.VariablePrimal(), x) ≈ ones(3) ./ 6 rtol = 1e-6
@test MOI.get.(model, MOI.VariablePrimal(), y) ≈ [1, -1, 1] ./ 2 rtol = 1e-6
end

@testset "More SDP tests by forced bridging" begin
model = MOI.Bridges.full_bridge_optimizer(
MOI.Bridges.Constraint.RSOCtoPSD{Float64}( # Forced bridging
MOI.Utilities.CachingOptimizer(
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
#Mosek.Optimizer(),
MosekOptimizerWithFallback(),
)
),
Float64,
)
MOI.set(model, MOI.Silent(), true)
MOI.Test.runtests(model, config,
include=["conic_SecondOrderCone"],
)
end

@testset "Number of variables and deletion" begin
optimizer = MosekOptimizerWithFallback()
x = MOI.add_variable(optimizer)
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