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Add basic dualization comparison to simple examples #3408
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Co-authored-by: James Foster <[email protected]>
Co-authored-by: James Foster <[email protected]>
Codecov ReportPatch coverage has no change and project coverage change:
Additional details and impacted files@@ Coverage Diff @@
## od/dualization #3408 +/- ##
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+ Coverage 98.05% 98.07% +0.02%
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Files 34 34
Lines 4926 4928 +2
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+ Hits 4830 4833 +3
+ Misses 96 95 -1 ☔ View full report in Codecov by Sentry. |
println("------------------------------------------------------------") | ||
for (sym, model) in sdp_model_dict | ||
## Skip models with constraints types not yet supported: | ||
if sym in [:correlation_problem, :robust_uncertainty_sets] |
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What's not supported exactly ?
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For correlation_problem
:
ERROR: Constraints of the Function MathOptInterface.VectorAffineFunction{Float64} in the set MathOptInterface.PositiveSemidefiniteConeSquare are not yet implemented.
Stacktrace:
[1] error(s::String)
@ Base ./error.jl:33
[2] supported_constraints(con_types::Vector{Tuple{Type, Type}})
@ Dualization ~/.julia/packages/Dualization/Xb4KB/src/supported.jl:15
For robust_uncertainty_sets
:
ERROR: Constraints of the Function MathOptInterface.ScalarAffineFunction{Float64} in the set MathOptInterface.Interval{Float64} are not yet implemented.
Stacktrace:
[1] error(s::String)
@ Base ./error.jl:33
[2] supported_constraints(con_types::Vector{Tuple{Type, Type}})
@ Dualization ~/.julia/packages/Dualization/Xb4KB/src/supported.jl:15
I'm not sure if we need this part. Maybe let's hold off and see if we get any comments on discourse. |
That's fine, probably need to resolve the dualization of the two outstanding problems anyway before adding this. |
PSD cone issue is jump-dev/Dualization.jl#73. I don't know if |
Dualization does not have to define dualization for all sets because for sets for which it's not defined, it's going to be bridged before the dualization layer. |
Happy for this be a separate PR: produces this table at the end of
simple_examples
:https://jump.dev/JuMP.jl/previews/PR3408/tutorials/conic/simple_examples/