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Shuffling of JuMP vars, constraints

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kalmar 2017-03-20 21:41:12 +01:00
parent 1368dfed5e
commit 8ddb60a400
1 changed files with 7 additions and 3 deletions
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10
src/sdps.jl
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@ -55,15 +55,19 @@ function create_SDP_problem(matrix_constraints, Δ::GroupAlgebraElement; upper_b
JuMP.@variable(m, A[1:N, 1:N], SDP)
JuMP.@SDconstraint(m, A >= 0)
JuMP.@constraint(m, sum(A[i] for i in eachindex(A)) == 0)
JuMP.@variable(m, κ >= 0.0)
if upper_bound < Inf
JuMP.@constraint(m, κ <= upper_bound)
JuMP.@variable(m, 0.0 <= κ <= upper_bound)
else
JuMP.@variable(m, κ >= 0)
end
JuMP.@objective(m, Max, κ)
for (pairs, δ², δ) in zip(matrix_constraints, Δ².coefficients, Δ.coefficients)
JuMP.@constraint(m, sum(A[i,j] for (i,j) in pairs) == δ² - κ*δ)
end
JuMP.@objective(m, Max, κ)
return m
end