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Quadratic Objectives not being solved #2
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This will be resolved by jump-dev/MathOptInterface.jl#529. @variable(model, t)
@constraint(model, x^2 <= t)
@objective(model, Min t) instead of @objective(model, Min, x^2) |
I'm having this same issue- has it been resolved? Is the above workaround what we should be doing? |
Also, I tried the workaround above-
|
No, objective bridges have not been added, yet, the workaround is still the way to go |
Any thoughts on the above error message that I get when I try it? |
It means that the objective is not convex so it cannot be transformed into a SOC. Which objective did you enter ? |
A standard quadratic |
What is |
Looks like the first one is negative.
|
If this specific error message about the cone constraints is just a quirk of the parameters we chose (i.e., the specific |
The only condition for this to work is all the eigenvalues of |
Because we need to take the cholesky decomposition of L to rewrite it as as a SOC, see e.g. https://en.wikipedia.org/wiki/Second-order_cone_programming#Example:_Quadratic_constraint |
Roger that, thanks for clarifying. |
Objective bridges have been added in MOI v0.9.2 |
When using JuMP v0.19 and MathOptInterfaceMosek.jl, I cannot solve models that I was previously solving with JuMP v0.18 and Mosek.jl
These models have a quadratic objective... I even tried with very simple models (objective such as x[i].^2) but it says that the solver (Mosek) cannot handle Scalar Quadratic objects or something similar.
Do you know what to do? or how should I be writing these functions? Thank you
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