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Failing to get hermitian PSD example working #6

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Failing to get hermitian PSD example working #6

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8938050
Complex
blegat Jul 1, 2020
9dd5f1d
Failing to get hermitian PSD example working
blegat Jul 13, 2020
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9 changes: 5 additions & 4 deletions src/SDPT3.jl
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Expand Up @@ -36,17 +36,18 @@ const ALLOWED_OPTIONS = [
# `SparseMatrixCSC` is returned in SumOfSquares.jl test `sos_horn`
_array(x::AbstractMatrix) = x
_array(x::Vector) = x
_array(x::Float64) = [x]
_array(x::Union{Float64, Complex{Float64}}) = [x]

# TODO log in objective, OPTION, initial iterates X0, y0, Z0
# Solve the primal/dual pair
# min c'x, max b'y
# s.t. Ax = b, c - A'x ∈ K
# x ∈ K
function sdpt3(blk::Matrix,
At::Vector{<:Union{Matrix{Float64}, SparseMatrixCSC{Float64}}},
C::Vector{<:Union{Matrix{Float64}, Vector{Float64}}},
b::Vector{Float64}; kws...)
At::Vector{<:Union{Matrix{<:Union{Float64, Complex{Float64}}},
SparseMatrixCSC{<:Union{Float64, Complex{Float64}}}}},
C::Vector{<:Union{Matrix{<:Union{Float64, Complex{Float64}}}, Vector{<:Union{Float64, Complex{Float64}}}}},
b::Vector{<:Union{Float64, Complex{Float64}}}; kws...)
#C::Vector{<:Union{Vector{Float64}, SparseVector{Float64}}}, b::Vector{Float64})
options = Dict{String, Any}(string(key) => value for (key, value) in kws)
@assert all(i -> size(At[i], 2) == length(b), 1:length(At))
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2 changes: 0 additions & 2 deletions test/MOI_wrapper.jl
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Expand Up @@ -36,8 +36,6 @@ end

@testset "Unit" begin
MOIT.unittest(BRIDGED, CONFIG, [
# Need MOI v0.9.5
"solve_result_index",
# Get `termcode` -1, i.e. "relative gap < infeasibility".
"solve_blank_obj",
# Get `termcode` 3, i.e. "norm(X) or norm(Z) diverging".
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31 changes: 31 additions & 0 deletions test/complex.jl
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@@ -0,0 +1,31 @@
using Test
using SDPT3

@testset "Project to hermitian PSD" begin
blk = ["q" 4.0
"s" 2.0]
C = Union{Matrix{Float64}, Vector{Float64}}[[1.0, 0.0, 0.0, 0.0], zeros(2, 2)]
A = Matrix{Float64}[
[0.0 1.0 0.0 0.0
0.0 0.0 1.0 0.0
0.0 0.0 0.0 1.0]',
[1.0 0.0 0.0
0.0 √2 0.0
0.0 0.0 1.0]']
b = [1.0, -√2 + √2 * im, -1.0]
# blk = ["s" 2.0]
# c = [0.0 1.0
# 1.0 0.0]
# A = [1.0 0.0 0.0
# 0.0 0.0 1.0]
# b = [1.0
# 1.0]
obj, X, y, Z, info, runhist = sdpt3(blk, A, C, b)
#obj, X, y, Z, info, runhist = sdpt3(blk, [Matrix(A')], C, b)
@show obj
@show X
@show y
@show Z
@show info
@show runhist
end