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PropertyT.jl
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fix sos_problem_dual

This commit is contained in:
Marek Kaluba 2023-03-19 23:26:44 +01:00
parent bacd170504
commit fb3b51fd6e
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1 changed files with 7 additions and 7 deletions
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14
src/sos_sdps.jl
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@ -12,7 +12,7 @@ function sos_problem_dual(
@assert parent(elt) == parent(order_unit)
algebra = parent(elt)
moment_matrix = let m = algebra.mstructure
[m[-i, j] for i in axes(m, 1) for j in axes(m, 2)]
[m[-i, j] for i in axes(m, 1), j in axes(m, 2)]
end
# 1 variable for every primal constraint
@ -20,16 +20,16 @@ function sos_problem_dual(
# Symmetrized:
# 1 dual variable for every orbit of G acting on basis
model = Model()
@variable model y[1:length(basis(algebra))]
@constraint model λ_dual dot(order_unit, y) == 1
@constraint(model, psd, y[moment_matrix] in PSDCone())
JuMP.@variable(model, y[1:length(basis(algebra))])
JuMP.@constraint(model, λ_dual, dot(order_unit, y) == 1)
JuMP.@constraint(model, psd, y[moment_matrix] in PSDCone())
if !isinf(lower_bound)
throw("Not Implemented yet")
@variable model λ_ub_dual
@objective model Min dot(elt, y) + lower_bound * λ_ub_dual
JuMP.@variable(model, λ_ub_dual)
JuMP.@objective(model, Min, dot(elt, y) + lower_bound * λ_ub_dual)
else
@objective model Min dot(elt, y)
JuMP.@objective(model, Min, dot(elt, y))
end
return model