kalmar/PropertyT.jl
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JuMP: add sum(A)==0 and bound kappa from above

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A trick to force solver to better accuracy
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kalmar 2017-03-06 11:53:25 +01:00
parent ae1d1d3645
commit b7cb142672
1 changed files with 5 additions and 2 deletions
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7
property(T).jl
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@ -61,7 +61,9 @@ function create_SDP_problem(matrix_constraints, Δ::GroupAlgebraElement)
JuMP.@variable(m, A[1:N, 1:N], SDP)
JuMP.@SDconstraint(m, A >= zeros(size(A)))
JuMP.@variable(m, κ >= 0.0)
JuMP.@constraint(m, κ <= 0.26)
JuMP.@objective(m, Max, κ)
JuMP.@constraint(m, sum(A[i] for i in eachindex(A)) == 0)
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)
@ -83,8 +85,9 @@ function solve_SDP(sdp_constraints, Δ, solver; verbose=true)
warn("The solver did not solve the problem successfully!")
end
κ = SDP_problem.objVal;
A = JuMP.getvalue(JuMP.getvariable(SDP_problem, :A));;
κ = JuMP.getvalue(JuMP.getvariable(SDP_problem, :κ))
A = JuMP.getvalue(JuMP.getvariable(SDP_problem, :A))
@show sum(A)
return κ, A
end