From aaafc619b2425e4c2c5887bac0e507f1549c1914 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 10 Jul 2024 19:08:42 +0200
Subject: [PATCH 01/28] Add support for low rank constraint

---
 .github/workflows/ci.yml |  7 ++++
 Project.toml             |  1 +
 src/MOI_wrapper.jl       | 61 ++++++++++++++++++++++++++-----
 src/SDPLR.jl             | 10 ++++--
 test/Project.toml        |  1 +
 test/runtests.jl         | 78 ++++++++++++++++++++++++++++++++++------
 test/simple_lowrank.jl   |  8 +++++
 7 files changed, 144 insertions(+), 22 deletions(-)
 create mode 100644 test/simple_lowrank.jl

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index d2a6e76..7f74399 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -30,6 +30,13 @@ jobs:
           version: ${{ matrix.version }}
           arch: ${{ matrix.arch }}
       - uses: julia-actions/cache@v2
+      - name: LRO
+        shell: julia --project=@. {0}
+        run: |
+          using Pkg
+          Pkg.add([
+              PackageSpec(url="https://github.com/blegat/LowRankOpt.jl/"),
+          ])
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1
       - uses: julia-actions/julia-processcoverage@v1
diff --git a/Project.toml b/Project.toml
index b5b4d53..8ea7793 100644
--- a/Project.toml
+++ b/Project.toml
@@ -4,6 +4,7 @@ authors = ["Benoît Legat <benoit.legat@gmail.com>"]
 version = "0.1.2"
 
 [deps]
+LowRankOpt = "607ca3ad-272e-43c8-bcbe-fc71b56c935c"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 SDPLR_jll = "3a057b76-36a0-51f0-a66f-6d580b8e8efd"
 
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 27ff835..9d90c9b 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,12 +17,21 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
+const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} = LRO.Factorization{Cdouble,F,D}
+
+const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} = LRO.SetDotProducts{
+    MOI.PositiveSemidefiniteConeTriangle,
+    LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
+    <:AbstractVector{LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}}}
+}
+
 const SupportedSets =
-    Union{MOI.Nonnegatives,MOI.PositiveSemidefiniteConeTriangle}
+    Union{MOI.Nonnegatives,MOI.PositiveSemidefiniteConeTriangle,_SetDotProd}
 
 mutable struct Optimizer <: MOI.AbstractOptimizer
     objective_constant::Float64
     objective_sign::Int
+    dot_product::Vector{Union{Nothing,_LowRankMatrix}}
     blksz::Vector{Cptrdiff_t}
     blktype::Vector{Cchar}
     varmap::Vector{Tuple{Int,Int,Int}} # Variable Index vi -> blk, i, j
@@ -51,6 +60,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
         return new(
             0.0,
             1,
+            Union{Nothing,_LowRankMatrix}[],
             Cptrdiff_t[],
             Cchar[],
             Tuple{Int,Int,Int}[],
@@ -151,6 +161,7 @@ function _new_block(model::Optimizer, set::MOI.Nonnegatives)
     blk = length(model.blksz)
     for i in 1:MOI.dimension(set)
         push!(model.varmap, (blk, i, i))
+        push!(model.dot_product, nothing)
     end
     return
 end
@@ -162,11 +173,22 @@ function _new_block(model::Optimizer, set::MOI.PositiveSemidefiniteConeTriangle)
     for j in 1:set.side_dimension
         for i in 1:j
             push!(model.varmap, (blk, i, j))
+            push!(model.dot_product, nothing)
         end
     end
     return
 end
 
+function _new_block(model::Optimizer, set::_SetDotProd)
+    blk = length(model.blksz) + 1
+    for i in eachindex(set.vectors)
+        push!(model.varmap, (-blk, i, i))
+        push!(model.dot_product, set.vectors[i].matrix)
+    end
+    _new_block(model, set.set)
+    return
+end
+
 function MOI.add_constrained_variables(model::Optimizer, set::SupportedSets)
     reset_solution!(model)
     offset = length(model.varmap)
@@ -237,14 +259,36 @@ function _fill!(
 )
     for t in MOI.Utilities.canonical(func).terms
         blk, i, j = model.varmap[t.variable.value]
-        _fill_until(model, blk, entptr, type, length(ent))
-        coef = t.coefficient
-        if i != j
-            coef /= 2
+        _fill_until(model, abs(blk), entptr, type, length(ent))
+        if type[end] == Cchar('l')
+            error(
+                "Can either have one dot product variable or several normal variables in the same constraint",
+            )
+        end
+        if blk < 0
+            type[end] = Cchar('l')
+            mat = model.dot_product[t.variable.value]
+            for i in eachindex(mat.scaling)
+                push!(ent, mat.scaling[i])
+                push!(row, i)
+                push!(col, i)
+            end
+            for j in axes(mat.factor, 2)
+                for i in axes(mat.factor, 1)
+                    push!(ent, mat.factor[i, j])
+                    push!(row, i)
+                    push!(col, j)
+                end
+            end
+        else
+            coef = t.coefficient
+            if i != j
+                coef /= 2
+            end
+            push!(ent, coef)
+            push!(row, i)
+            push!(col, j)
         end
-        push!(ent, coef)
-        push!(row, i)
-        push!(col, j)
     end
     _fill_until(model, length(model.blksz), entptr, type, length(ent))
     @assert length(entptr) == length(model.blksz)
@@ -366,6 +410,7 @@ end
 function MOI.empty!(optimizer::Optimizer)
     optimizer.objective_constant = 0.0
     optimizer.objective_sign = 1
+    empty!(optimizer.dot_product)
     empty!(optimizer.blksz)
     empty!(optimizer.blktype)
     empty!(optimizer.varmap)
diff --git a/src/SDPLR.jl b/src/SDPLR.jl
index ad96885..79310cb 100644
--- a/src/SDPLR.jl
+++ b/src/SDPLR.jl
@@ -6,6 +6,7 @@
 module SDPLR
 
 import MathOptInterface as MOI
+import LowRankOpt as LRO
 import SDPLR_jll
 
 include("bounds.jl")
@@ -138,14 +139,17 @@ function solve(
             k += 1
             @assert CAinfo_entptr[k] <= CAinfo_entptr[k+1]
             for j in ((CAinfo_entptr[k]+1):CAinfo_entptr[k+1])
-                @assert blktype[blk] == CAinfo_type[k]
                 @assert 1 <= CArow[j] <= blksz[blk]
                 @assert 1 <= CAcol[j] <= blksz[blk]
                 if CAinfo_type[k] == Cchar('s')
+                    @assert blktype[blk] == Cchar('s')
                     @assert CArow[j] <= CAcol[j]
-                else
-                    @assert CAinfo_type[k] == Cchar('d')
+                elseif CAinfo_type[k] == Cchar('d')
+                    @assert blktype[blk] == Cchar('d')
                     @assert CArow[j] == CAcol[j]
+                else
+                    @assert CAinfo_type[k] == Cchar('l')
+                    @assert blktype[blk] == Cchar('s')
                 end
             end
         end
diff --git a/test/Project.toml b/test/Project.toml
index b0cb0ca..40f3a37 100644
--- a/test/Project.toml
+++ b/test/Project.toml
@@ -1,5 +1,6 @@
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+LowRankOpt = "607ca3ad-272e-43c8-bcbe-fc71b56c935c"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 SDPLR = "56161740-ea4e-4253-9d15-43c62ff94d95"
diff --git a/test/runtests.jl b/test/runtests.jl
index 0077500..595e8b6 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -8,6 +8,7 @@ module TestSDPLR
 using Test
 import LinearAlgebra
 import MathOptInterface as MOI
+import LowRankOpt as LRO
 import Random
 import SDPLR
 
@@ -160,7 +161,7 @@ function test_factor()
     return
 end
 
-function _build_simple_model()
+function _build_simple_sparse_model()
     model = SDPLR.Optimizer()
     X, _ = MOI.add_constrained_variables(
         model,
@@ -174,6 +175,31 @@ function _build_simple_model()
     return model, X, c
 end
 
+function _build_simple_lowrank_model()
+    model = SDPLR.Optimizer()
+    A = LRO.Factorization(
+        [
+            -1.0 1.0
+            1.0 1.0
+        ],
+        [-1 / 4, 1 / 4],
+    )
+    set = LRO.SetDotProducts(
+        MOI.PositiveSemidefiniteConeTriangle(2),
+        [LRO.TriangleVectorization(A)],
+    )
+    @test set isa SDPLR._SetDotProd
+    @test set isa SDPLR._SetDotProd{Matrix{Float64},Vector{Float64}}
+    @test MOI.supports_add_constrained_variables(model, typeof(set))
+    X, _ = MOI.add_constrained_variables(model, set)
+    c = MOI.add_constraint(model, 1.0 * X[1], MOI.EqualTo(1.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    obj = 1.0 * X[2] + 1.0 * X[4]
+    MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED
+    return model, X[2:4], c
+end
+
 function _test_simple_model(model, X, c)
     atol = rtol = 1e-2
     @test MOI.get(model, MOI.TerminationStatus()) == MOI.LOCALLY_SOLVED
@@ -189,15 +215,22 @@ function _test_simple_model(model, X, c)
     return
 end
 
-function test_simple_MOI_wrapper()
-    model, X, c = _build_simple_model()
+function test_simple_sparse_MOI_wrapper()
+    model, X, c = _build_simple_sparse_model()
+    MOI.optimize!(model)
+    _test_simple_model(model, X, c)
+    return
+end
+
+function test_simple_lowrank_MOI_wrapper()
+    model, X, c = _build_simple_lowrank_model()
     MOI.optimize!(model)
     _test_simple_model(model, X, c)
     return
 end
 
 function _test_limit(attr, val, term)
-    model, _, _ = _build_simple_model()
+    model, _, _ = _build_simple_sparse_model()
     MOI.set(model, MOI.RawOptimizerAttribute(attr), val)
     MOI.optimize!(model)
     @test MOI.get(model, MOI.TerminationStatus()) == term
@@ -229,7 +262,7 @@ function totaltime()
 end
 
 function test_continuity_between_solve()
-    model, X, c = _build_simple_model()
+    model, X, c = _build_simple_sparse_model()
     MOI.set(model, MOI.RawOptimizerAttribute("majiter"), SDPLR.MAX_MAJITER - 2)
     @test MOI.get(model, MOI.RawOptimizerAttribute("majiter")) ==
           SDPLR.MAX_MAJITER - 2
@@ -307,15 +340,16 @@ function test_bounds()
     return
 end
 
-function test_solve_simple_with_sdplrlib()
+function _test_solve_simple_with_sdplrlib(;
+    CAinfo_entptr,
+    CAent,
+    CArow,
+    CAcol,
+    CAinfo_type,
+)
     blksz = Cptrdiff_t[2]
     blktype = Cchar['s']
     b = Cdouble[1]
-    CAinfo_entptr = Csize_t[0, 2, 3]
-    CAent = Cdouble[1, 1, 0.5]
-    CArow = Csize_t[1, 2, 1]
-    CAcol = Csize_t[1, 2, 2]
-    CAinfo_type = Cchar['s', 's']
     # The `925` seed is taken from SDPLR's `main.c`
     Random.seed!(925)
     ret, R, lambda, ranks, pieces = SDPLR.solve(
@@ -337,6 +371,28 @@ function test_solve_simple_with_sdplrlib()
     return
 end
 
+function test_solve_simple_sparse_with_sdplrlib()
+    _test_solve_simple_with_sdplrlib(
+        CAinfo_entptr = Csize_t[0, 2, 3],
+        CAent = Cdouble[1, 1, 0.5],
+        CArow = Csize_t[1, 2, 1],
+        CAcol = Csize_t[1, 2, 2],
+        CAinfo_type = Cchar['s', 's'],
+    )
+    return
+end
+
+function test_solve_simple_lowrank_with_sdplrlib()
+    _test_solve_simple_with_sdplrlib(
+        CAinfo_entptr = Csize_t[0, 2, 8],
+        CAent = Cdouble[1, 1, -0.25, 0.25, -1, 1, 1, 1],
+        CArow = Csize_t[1, 2, 1, 2, 1, 2, 1, 2],
+        CAcol = Csize_t[1, 2, 1, 2, 1, 1, 2, 2],
+        CAinfo_type = Cchar['s', 'l'],
+    )
+    return
+end
+
 function test_solve_vibra_with_sdplr_executable()
     SDPLR.solve_sdpa_file("vibra1.dat-s")
     return
diff --git a/test/simple_lowrank.jl b/test/simple_lowrank.jl
new file mode 100644
index 0000000..3149e01
--- /dev/null
+++ b/test/simple_lowrank.jl
@@ -0,0 +1,8 @@
+blksz = Cptrdiff_t[2]
+blktype = Cchar['s']
+b = Cdouble[1]
+CAinfo_entptr = Csize_t[0, 2, 8]
+CAent = Cdouble[1, 1, -0.25, 0.25, -1, 1, 1, 1]
+CArow = Csize_t[1, 2, 1, 2, 1, 2, 1, 2]
+CAcol = Csize_t[1, 2, 1, 2, 1, 1, 2, 2]
+CAinfo_type = Cchar['s', 'l']

From 8932e31c3f651961db31a0324d6c59beb4188108 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 4 Apr 2025 10:44:34 +0200
Subject: [PATCH 02/28] Fix format

---
 src/MOI_wrapper.jl | 18 +++++++++++-------
 1 file changed, 11 insertions(+), 7 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 9d90c9b..c20cb31 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,13 +17,17 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
-const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} = LRO.Factorization{Cdouble,F,D}
-
-const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} = LRO.SetDotProducts{
-    MOI.PositiveSemidefiniteConeTriangle,
-    LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
-    <:AbstractVector{LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}}}
-}
+const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
+    LRO.Factorization{Cdouble,F,D}
+
+const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
+    LRO.SetDotProducts{
+        MOI.PositiveSemidefiniteConeTriangle,
+        LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
+        <:AbstractVector{
+            LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
+        },
+    }
 
 const SupportedSets =
     Union{MOI.Nonnegatives,MOI.PositiveSemidefiniteConeTriangle,_SetDotProd}

From bb2753ff1abf7574473989af0a6ef267e95f4c25 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 4 Apr 2025 10:49:29 +0200
Subject: [PATCH 03/28] Fixes

---
 src/MOI_wrapper.jl | 1 +
 test/runtests.jl   | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index c20cb31..3371bf8 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -22,6 +22,7 @@ const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
 
 const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{
+        LRO.WITH_SET,
         MOI.PositiveSemidefiniteConeTriangle,
         LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
         <:AbstractVector{
diff --git a/test/runtests.jl b/test/runtests.jl
index 595e8b6..80086de 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -184,7 +184,7 @@ function _build_simple_lowrank_model()
         ],
         [-1 / 4, 1 / 4],
     )
-    set = LRO.SetDotProducts(
+    set = LRO.SetDotProducts{LRO.WITH_SET}(
         MOI.PositiveSemidefiniteConeTriangle(2),
         [LRO.TriangleVectorization(A)],
     )

From db41d20f7930cde43b412071774a083a09c73ee8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 4 Apr 2025 11:09:44 +0200
Subject: [PATCH 04/28] Drops Julia v1.6

---
 .github/workflows/ci.yml | 4 ++--
 Project.toml             | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 7f74399..b162f49 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -15,12 +15,12 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        version: ['1.6', '1']  # Test against LTS
+        version: ['1.10', '1']  # Test against LTS
         os: [ubuntu-latest, macOS-latest, windows-latest]
         arch: [x64]
         include:
           # Also test against 32-bit Linux on LTS.
-          - version: '1.6'
+          - version: '1.10'
             os: ubuntu-latest
             arch: x86
     steps:
diff --git a/Project.toml b/Project.toml
index 8ea7793..dd4e828 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,7 +1,7 @@
 name = "SDPLR"
 uuid = "56161740-ea4e-4253-9d15-43c62ff94d95"
 authors = ["Benoît Legat <benoit.legat@gmail.com>"]
-version = "0.1.2"
+version = "0.2.0"
 
 [deps]
 LowRankOpt = "607ca3ad-272e-43c8-bcbe-fc71b56c935c"
@@ -11,4 +11,4 @@ SDPLR_jll = "3a057b76-36a0-51f0-a66f-6d580b8e8efd"
 [compat]
 MathOptInterface = "1.24"
 SDPLR_jll = "=100.2.300"
-julia = "1.6"
+julia = "1.10"

From 1b756d61b7c8f42875b61c3bd2d56e4333d4c271 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 4 Apr 2025 16:19:26 +0200
Subject: [PATCH 05/28] Add LRO tests

---
 test/runtests.jl | 32 +++++++++++++++++++++++++-------
 1 file changed, 25 insertions(+), 7 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index 80086de..9c4ca6d 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -13,13 +13,7 @@ import Random
 import SDPLR
 
 function test_runtests()
-    model = MOI.Bridges.full_bridge_optimizer(
-        MOI.Utilities.CachingOptimizer(
-            MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
-            SDPLR.Optimizer(),
-        ),
-        Float64,
-    )
+    model = MOI.instantiate(SDPLR.Optimizer, with_bridge_type = Float64, with_cache_type = Float64)
     MOI.set(model, MOI.Silent(), true)
     MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
     config = MOI.Test.Config(
@@ -50,6 +44,30 @@ function test_runtests()
     return
 end
 
+function test_LRO_runtests()
+    model = MOI.instantiate(SDPLR.Optimizer, with_bridge_type = Float64, with_cache_type = Float64)
+    MOI.set(model, MOI.Silent(), true)
+    MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
+    config = MOI.Test.Config(
+        rtol = 1e-1,
+        atol = 1e-1,
+        exclude = Any[
+            MOI.ConstraintBasisStatus,
+            MOI.VariableBasisStatus,
+            MOI.ConstraintName,
+            MOI.VariableName,
+            MOI.ObjectiveBound,
+            MOI.SolverVersion,
+        ],
+        optimal_status = MOI.LOCALLY_SOLVED,
+    )
+    LRO.Test.runtests(
+        model,
+        config,
+    )
+    return
+end
+
 function test_RawOptimizerAttribute_UnsupportedAttribute()
     model = SDPLR.Optimizer()
     attr = MOI.RawOptimizerAttribute("FooBarBaz")

From 52e357548bd10a26c73a96b1afccbb14fc717676 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 4 Apr 2025 16:32:03 +0200
Subject: [PATCH 06/28] Fix format

---
 test/runtests.jl | 17 +++++++++++------
 1 file changed, 11 insertions(+), 6 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index 9c4ca6d..2b49026 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -13,7 +13,11 @@ import Random
 import SDPLR
 
 function test_runtests()
-    model = MOI.instantiate(SDPLR.Optimizer, with_bridge_type = Float64, with_cache_type = Float64)
+    model = MOI.instantiate(
+        SDPLR.Optimizer,
+        with_bridge_type = Float64,
+        with_cache_type = Float64,
+    )
     MOI.set(model, MOI.Silent(), true)
     MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
     config = MOI.Test.Config(
@@ -45,7 +49,11 @@ function test_runtests()
 end
 
 function test_LRO_runtests()
-    model = MOI.instantiate(SDPLR.Optimizer, with_bridge_type = Float64, with_cache_type = Float64)
+    model = MOI.instantiate(
+        SDPLR.Optimizer,
+        with_bridge_type = Float64,
+        with_cache_type = Float64,
+    )
     MOI.set(model, MOI.Silent(), true)
     MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
     config = MOI.Test.Config(
@@ -61,10 +69,7 @@ function test_LRO_runtests()
         ],
         optimal_status = MOI.LOCALLY_SOLVED,
     )
-    LRO.Test.runtests(
-        model,
-        config,
-    )
+    LRO.Test.runtests(model, config)
     return
 end
 

From b3f60d368db5d029e4d81988b03b5016db8e76c1 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Mon, 7 Apr 2025 18:53:40 +0200
Subject: [PATCH 07/28] Fixes

---
 src/MOI_wrapper.jl | 8 +-------
 test/runtests.jl   | 1 +
 2 files changed, 2 insertions(+), 7 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 3371bf8..bb147fc 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,17 +17,11 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
-const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
-    LRO.Factorization{Cdouble,F,D}
-
 const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{
         LRO.WITH_SET,
         MOI.PositiveSemidefiniteConeTriangle,
-        LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
-        <:AbstractVector{
-            LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
-        },
+        LRO.TriangleVectorization{Cdouble,LRO.Factorization{Cdouble,F,D}},
     }
 
 const SupportedSets =
diff --git a/test/runtests.jl b/test/runtests.jl
index 2b49026..fc1ba71 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -54,6 +54,7 @@ function test_LRO_runtests()
         with_bridge_type = Float64,
         with_cache_type = Float64,
     )
+    LRO.Bridges.add_all_bridges(model, Float64)
     MOI.set(model, MOI.Silent(), true)
     MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
     config = MOI.Test.Config(

From d85b8c978b84620eeb623ca74d67d030a171cde1 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Tue, 8 Apr 2025 08:30:24 +0200
Subject: [PATCH 08/28] Renam

---
 src/MOI_wrapper.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index bb147fc..387affe 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,7 +17,7 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
-const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
+const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{
         LRO.WITH_SET,
         MOI.PositiveSemidefiniteConeTriangle,

From a9185e71bfd1c0eeff793e2f6a4c733fe326f95d Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Tue, 8 Apr 2025 16:21:02 +0200
Subject: [PATCH 09/28] Fix

---
 src/MOI_wrapper.jl | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 387affe..7e47652 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,7 +17,7 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
-const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
+const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{
         LRO.WITH_SET,
         MOI.PositiveSemidefiniteConeTriangle,
@@ -30,7 +30,7 @@ const SupportedSets =
 mutable struct Optimizer <: MOI.AbstractOptimizer
     objective_constant::Float64
     objective_sign::Int
-    dot_product::Vector{Union{Nothing,_LowRankMatrix}}
+    dot_product::Vector{Union{Nothing,_SetDotProd}}
     blksz::Vector{Cptrdiff_t}
     blktype::Vector{Cchar}
     varmap::Vector{Tuple{Int,Int,Int}} # Variable Index vi -> blk, i, j
@@ -59,7 +59,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
         return new(
             0.0,
             1,
-            Union{Nothing,_LowRankMatrix}[],
+            Union{Nothing,_SetDotProd}[],
             Cptrdiff_t[],
             Cchar[],
             Tuple{Int,Int,Int}[],

From 410ffda82c0b027cdfafdc479247819fc16058b7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Tue, 8 Apr 2025 16:45:00 +0200
Subject: [PATCH 10/28] Fixes

---
 test/runtests.jl | 15 ++++-----------
 1 file changed, 4 insertions(+), 11 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index fc1ba71..7744ef9 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -49,25 +49,18 @@ function test_runtests()
 end
 
 function test_LRO_runtests()
+    T = Float64
     model = MOI.instantiate(
         SDPLR.Optimizer,
-        with_bridge_type = Float64,
-        with_cache_type = Float64,
+        with_bridge_type = T,
+        with_cache_type = T,
     )
-    LRO.Bridges.add_all_bridges(model, Float64)
+    LRO.Bridges.add_all_bridges(model, T)
     MOI.set(model, MOI.Silent(), true)
     MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
     config = MOI.Test.Config(
         rtol = 1e-1,
         atol = 1e-1,
-        exclude = Any[
-            MOI.ConstraintBasisStatus,
-            MOI.VariableBasisStatus,
-            MOI.ConstraintName,
-            MOI.VariableName,
-            MOI.ObjectiveBound,
-            MOI.SolverVersion,
-        ],
         optimal_status = MOI.LOCALLY_SOLVED,
     )
     LRO.Test.runtests(model, config)

From 9ea2d1e0f0900b6936b15a1284aee99afb782a36 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 9 Apr 2025 09:21:13 +0200
Subject: [PATCH 11/28] Fix

---
 src/MOI_wrapper.jl | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 7e47652..d06ec64 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,11 +17,13 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
+const _LowRankMatrix = LRO.Factorization{Cdouble,F,D}
+
 const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{
         LRO.WITH_SET,
         MOI.PositiveSemidefiniteConeTriangle,
-        LRO.TriangleVectorization{Cdouble,LRO.Factorization{Cdouble,F,D}},
+        LRO.TriangleVectorization{Cdouble,_LowRankMatrix},
     }
 
 const SupportedSets =
@@ -30,7 +32,7 @@ const SupportedSets =
 mutable struct Optimizer <: MOI.AbstractOptimizer
     objective_constant::Float64
     objective_sign::Int
-    dot_product::Vector{Union{Nothing,_SetDotProd}}
+    dot_product::Vector{Union{Nothing,_LowRankMatrix}}
     blksz::Vector{Cptrdiff_t}
     blktype::Vector{Cchar}
     varmap::Vector{Tuple{Int,Int,Int}} # Variable Index vi -> blk, i, j
@@ -59,7 +61,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
         return new(
             0.0,
             1,
-            Union{Nothing,_SetDotProd}[],
+            Union{Nothing,_LowRankMatrix}[],
             Cptrdiff_t[],
             Cchar[],
             Tuple{Int,Int,Int}[],

From de65736d2c52646a5ced8ecce8909b1e23513e2d Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 9 Apr 2025 09:22:07 +0200
Subject: [PATCH 12/28] Fix

---
 src/MOI_wrapper.jl | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index d06ec64..c7f5104 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,13 +17,13 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
-const _LowRankMatrix = LRO.Factorization{Cdouble,F,D}
+const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} = LRO.Factorization{Cdouble,F,D}
 
 const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{
         LRO.WITH_SET,
         MOI.PositiveSemidefiniteConeTriangle,
-        LRO.TriangleVectorization{Cdouble,_LowRankMatrix},
+        LRO.TriangleVectorization{Cdouble,_LowRankMatrix{F,D}},
     }
 
 const SupportedSets =

From 045f9db10045b240f3652af5f3bd088226063dee Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 9 Apr 2025 10:12:34 +0200
Subject: [PATCH 13/28] Debug

---
 test/runtests.jl | 29 +++++++++++++++++++++++++++++
 1 file changed, 29 insertions(+)

diff --git a/test/runtests.jl b/test/runtests.jl
index 7744ef9..698adb6 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -435,6 +435,35 @@ function test_solve_vibra_with_sdplrlib()
     @test ranks == Csize_t[9, 9, 1]
 end
 
+# Test of LowRankOpt's test `test_conic_PositiveSemidefinite_RankOne_polynomial` in low-level SDPLR version
+function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
+    blksz = [2, 2]
+    blktype = Int8['d', 's']
+    b = [-3.0, 1.0]
+    CAent = [-1.0, 1.0, -1.0, 1.0, 1.0, 1.0, -1.0, -1.0, 1.0, 1.0, 1.0, 1.0]
+    CArow = UInt64[0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002]
+    CAcol = UInt64[0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001]
+    CAinfo_entptr = UInt64[0x0000000000000000, 0x0000000000000002, 0x0000000000000002, 0x0000000000000004, 0x0000000000000007, 0x0000000000000009, 0x000000000000000c]
+    CAinfo_type = Int8[100, 115, 100, 108, 100, 108]
+    # The `925` seed is taken from SDPLR's `main.c`
+    Random.seed!(925)
+    ret, R, lambda, ranks, pieces = SDPLR.solve(
+        blksz,
+        blktype,
+        b,
+        CAent,
+        CArow,
+        CAcol,
+        CAinfo_entptr,
+        CAinfo_type,
+    )
+    @test iszero(ret)
+    @show R
+    @show lambda
+    @show pieces
+    @show ranks
+end
+
 function runtests()
     for name in names(@__MODULE__; all = true)
         if startswith("$(name)", "test_")

From d7ff9828a7d6358de1000d34960cc1a4bda16fce Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 9 Apr 2025 10:14:19 +0200
Subject: [PATCH 14/28] Cchar

---
 test/runtests.jl | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index 698adb6..1847305 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -438,13 +438,13 @@ end
 # Test of LowRankOpt's test `test_conic_PositiveSemidefinite_RankOne_polynomial` in low-level SDPLR version
 function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
     blksz = [2, 2]
-    blktype = Int8['d', 's']
+    blktype = Cchar['d', 's']
     b = [-3.0, 1.0]
     CAent = [-1.0, 1.0, -1.0, 1.0, 1.0, 1.0, -1.0, -1.0, 1.0, 1.0, 1.0, 1.0]
     CArow = UInt64[0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002]
     CAcol = UInt64[0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001]
     CAinfo_entptr = UInt64[0x0000000000000000, 0x0000000000000002, 0x0000000000000002, 0x0000000000000004, 0x0000000000000007, 0x0000000000000009, 0x000000000000000c]
-    CAinfo_type = Int8[100, 115, 100, 108, 100, 108]
+    CAinfo_type = Cchar['d', 's', 'd', 'l', 'd', 'l']
     # The `925` seed is taken from SDPLR's `main.c`
     Random.seed!(925)
     ret, R, lambda, ranks, pieces = SDPLR.solve(

From f4f1316fe4694d26f43833a300bc430cf66988d7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Thu, 10 Apr 2025 23:12:37 +0200
Subject: [PATCH 15/28] Fix

---
 src/MOI_wrapper.jl | 19 +++++++++++++++----
 test/runtests.jl   | 17 +++++++++--------
 2 files changed, 24 insertions(+), 12 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index c7f5104..d82b523 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -270,7 +270,7 @@ function _fill!(
             type[end] = Cchar('l')
             mat = model.dot_product[t.variable.value]
             for i in eachindex(mat.scaling)
-                push!(ent, mat.scaling[i])
+                push!(ent, t.coefficient * mat.scaling[i])
                 push!(row, i)
                 push!(col, i)
             end
@@ -543,12 +543,23 @@ function MOI.get(
     vi::MOI.VariableIndex,
 )
     MOI.check_result_index_bounds(optimizer, attr)
-    blk, i, j = optimizer.varmap[vi.value]
-    I = (optimizer.Rmap[blk]+1):optimizer.Rmap[blk+1]
+    _blk, i, j = optimizer.varmap[vi.value]
+    blk = abs(_blk)
+    I = (optimizer.Rmap[abs(blk)]+1):optimizer.Rmap[abs(blk)+1]
     if optimizer.blktype[blk] == Cchar('s')
         d = optimizer.blksz[blk]
         U = reshape(optimizer.R[I], d, div(length(I), d))
-        return U[i, :]' * U[j, :]
+        if _blk < 0
+            # result of dot product
+            mat = optimizer.dot_product[vi.value]
+            return sum(eachindex(mat.scaling); init = 0.0) do i
+                v = mat.factor[:, i]
+                vU = U' * v
+                return mat.scaling[i] * (vU' * vU)
+            end
+        else
+            return U[i, :]' * U[j, :]
+        end
     else
         @assert optimizer.blktype[blk] == Cchar('d')
         return optimizer.R[I[i]]^2
diff --git a/test/runtests.jl b/test/runtests.jl
index 1847305..2902108 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -440,10 +440,10 @@ function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
     blksz = [2, 2]
     blktype = Cchar['d', 's']
     b = [-3.0, 1.0]
-    CAent = [-1.0, 1.0, -1.0, 1.0, 1.0, 1.0, -1.0, -1.0, 1.0, 1.0, 1.0, 1.0]
-    CArow = UInt64[0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002]
-    CAcol = UInt64[0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001, 0x0000000000000002, 0x0000000000000001, 0x0000000000000001, 0x0000000000000001]
-    CAinfo_entptr = UInt64[0x0000000000000000, 0x0000000000000002, 0x0000000000000002, 0x0000000000000004, 0x0000000000000007, 0x0000000000000009, 0x000000000000000c]
+    CAent = [-1.0, 1.0, -1.0, 1.0, -1.0, 1.0, -1.0, -1.0, 1.0, -1.0, 1.0, 1.0]
+    CArow = UInt64[1, 2, 1, 2, 1, 1, 2, 1, 2, 1, 1, 2]
+    CAcol = UInt64[1, 2, 1, 2, 1, 1, 1, 1, 2, 1, 1, 1]
+    CAinfo_entptr = UInt64[0, 2, 2, 4, 7, 9, 12]
     CAinfo_type = Cchar['d', 's', 'd', 'l', 'd', 'l']
     # The `925` seed is taken from SDPLR's `main.c`
     Random.seed!(925)
@@ -458,10 +458,11 @@ function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
         CAinfo_type,
     )
     @test iszero(ret)
-    @show R
-    @show lambda
-    @show pieces
-    @show ranks
+    U = reshape(R[3:end], 2, 2)
+    @test U * U' ≈ [1 -1; -1 1] rtol = 1e-3
+    @test lambda ≈ [0, 1] atol = 1e-3
+    @test pieces == [7, 20, 1, 0, 0, 0, 16, 1]
+    @test ranks == [1, 2]
 end
 
 function runtests()

From f287f4d1410bf77e99973138882abe93a44b29dc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Thu, 10 Apr 2025 23:19:05 +0200
Subject: [PATCH 16/28] Fix format

---
 src/MOI_wrapper.jl | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index d82b523..d343510 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -17,7 +17,8 @@ const PIECES_MAP = Dict{String,Int}(
     "overallsc" => 8,
 )
 
-const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} = LRO.Factorization{Cdouble,F,D}
+const _LowRankMatrix{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
+    LRO.Factorization{Cdouble,F,D}
 
 const _SetDotProd{F<:AbstractMatrix{Cdouble},D<:AbstractVector{Cdouble}} =
     LRO.SetDotProducts{

From dedd5af43621a46717b79e4e1e9e221fdcdf9e25 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 11 Apr 2025 16:56:49 +0200
Subject: [PATCH 17/28] Fix

---
 test/runtests.jl | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index 2902108..69fbfc9 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -441,9 +441,9 @@ function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
     blktype = Cchar['d', 's']
     b = [-3.0, 1.0]
     CAent = [-1.0, 1.0, -1.0, 1.0, -1.0, 1.0, -1.0, -1.0, 1.0, -1.0, 1.0, 1.0]
-    CArow = UInt64[1, 2, 1, 2, 1, 1, 2, 1, 2, 1, 1, 2]
-    CAcol = UInt64[1, 2, 1, 2, 1, 1, 1, 1, 2, 1, 1, 1]
-    CAinfo_entptr = UInt64[0, 2, 2, 4, 7, 9, 12]
+    CArow = Csize_t[1, 2, 1, 2, 1, 1, 2, 1, 2, 1, 1, 2]
+    CAcol = Csize_t[1, 2, 1, 2, 1, 1, 1, 1, 2, 1, 1, 1]
+    CAinfo_entptr = Csize_t[0, 2, 2, 4, 7, 9, 12]
     CAinfo_type = Cchar['d', 's', 'd', 'l', 'd', 'l']
     # The `925` seed is taken from SDPLR's `main.c`
     Random.seed!(925)

From ae0e8d6bb1bd935af29f2f15a1d877892d8983c4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Fri, 11 Apr 2025 16:59:33 +0200
Subject: [PATCH 18/28] Fix

---
 test/runtests.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index 69fbfc9..cd1e809 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -63,7 +63,7 @@ function test_LRO_runtests()
         atol = 1e-1,
         optimal_status = MOI.LOCALLY_SOLVED,
     )
-    LRO.Test.runtests(model, config)
+    MOI.Test.runtests(model, config, test_module = LRO.Test)
     return
 end
 

From e08783152dae7b3ce3edc28e6aa5f1a8322a088f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 7 May 2025 14:35:56 +0200
Subject: [PATCH 19/28] Add def of N in README

---
 README.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index 0fd391b..2b58d92 100644
--- a/README.md
+++ b/README.md
@@ -122,10 +122,10 @@ julia> F = MOI.get(model, SDPLR.Factor(), VariableInSetRef(X))
  -0.750538  -0.558704   0.352905
 ```
 
-`JuMP.value(X)` is internally computed from the factor so this will always hold:
+`JuMP.value.(X)` is internally computed from the factor so this will always hold:
 
 ```julia-repl
-julia> F * F' ≈ value(X)
+julia> F * F' ≈ value.(X)
 true
 ```
 

From f2fa01dc6579f2339c51aaf91ad39a47f85ee55b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 7 May 2025 14:37:03 +0200
Subject: [PATCH 20/28] Add support for Factor in low-rank case

---
 src/MOI_wrapper.jl | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index d343510..7c8e6f1 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -526,9 +526,10 @@ function MOI.get(
     # The constraint index corresponds to the variable index of the `1, 1` entry
     blk, i, j = optimizer.varmap[ci.value]
     @assert i == j == 1
+    blk = abs(blk) # In the Low-Rank case, we just take the factor of the PSD matrix
     I = (optimizer.Rmap[blk]+1):optimizer.Rmap[blk+1]
     r = optimizer.R[I]
-    if S === MOI.PositiveSemidefiniteConeTriangle
+    if S === MOI.PositiveSemidefiniteConeTriangle || S <: _SetDotProd
         @assert optimizer.blktype[blk] == Cchar('s')
         d = optimizer.blksz[blk]
         return reshape(r, d, div(length(I), d))

From cd7a61a0f84a847f35c83d61117d4d075260ce4b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 7 May 2025 15:47:34 +0200
Subject: [PATCH 21/28] Fix

---
 README.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index 2b58d92..0fd391b 100644
--- a/README.md
+++ b/README.md
@@ -122,10 +122,10 @@ julia> F = MOI.get(model, SDPLR.Factor(), VariableInSetRef(X))
  -0.750538  -0.558704   0.352905
 ```
 
-`JuMP.value.(X)` is internally computed from the factor so this will always hold:
+`JuMP.value(X)` is internally computed from the factor so this will always hold:
 
 ```julia-repl
-julia> F * F' ≈ value.(X)
+julia> F * F' ≈ value(X)
 true
 ```
 

From fb7941dcafef4ae0b1474b13b3bcc1ad33b4ec87 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 7 May 2025 22:35:00 +0200
Subject: [PATCH 22/28] Add tests for sum of low rank

---
 test/runtests.jl | 98 +++++++++++++++++++++++++++++++-----------------
 1 file changed, 63 insertions(+), 35 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index cd1e809..bd15d5e 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -12,41 +12,41 @@ import LowRankOpt as LRO
 import Random
 import SDPLR
 
-function test_runtests()
-    model = MOI.instantiate(
-        SDPLR.Optimizer,
-        with_bridge_type = Float64,
-        with_cache_type = Float64,
-    )
-    MOI.set(model, MOI.Silent(), true)
-    MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
-    config = MOI.Test.Config(
-        rtol = 1e-1,
-        atol = 1e-1,
-        exclude = Any[
-            MOI.ConstraintBasisStatus,
-            MOI.VariableBasisStatus,
-            MOI.ObjectiveBound,
-            MOI.SolverVersion,
-        ],
-        optimal_status = MOI.LOCALLY_SOLVED,
-    )
-    MOI.Test.runtests(
-        model,
-        config,
-        exclude = [
-            # Detecting infeasibility or unboundedness not supported
-            "INFEAS",
-            # These three are unbounded even if it's not in the name
-            r"test_conic_SecondOrderCone_negative_post_bound_2$",
-            r"test_conic_SecondOrderCone_negative_post_bound_3$",
-            r"test_conic_SecondOrderCone_no_initial_bound$",
-            # Incorrect `ConstraintDual` for `vc2` for MacOS in CI
-            r"test_linear_integration$",
-        ],
-    )
-    return
-end
+#function test_runtests()
+#    model = MOI.instantiate(
+#        SDPLR.Optimizer,
+#        with_bridge_type = Float64,
+#        with_cache_type = Float64,
+#    )
+#    MOI.set(model, MOI.Silent(), true)
+#    MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
+#    config = MOI.Test.Config(
+#        rtol = 1e-1,
+#        atol = 1e-1,
+#        exclude = Any[
+#            MOI.ConstraintBasisStatus,
+#            MOI.VariableBasisStatus,
+#            MOI.ObjectiveBound,
+#            MOI.SolverVersion,
+#        ],
+#        optimal_status = MOI.LOCALLY_SOLVED,
+#    )
+#    MOI.Test.runtests(
+#        model,
+#        config,
+#        exclude = [
+#            # Detecting infeasibility or unboundedness not supported
+#            "INFEAS",
+#            # These three are unbounded even if it's not in the name
+#            r"test_conic_SecondOrderCone_negative_post_bound_2$",
+#            r"test_conic_SecondOrderCone_negative_post_bound_3$",
+#            r"test_conic_SecondOrderCone_no_initial_bound$",
+#            # Incorrect `ConstraintDual` for `vc2` for MacOS in CI
+#            r"test_linear_integration$",
+#        ],
+#    )
+#    return
+#end
 
 function test_LRO_runtests()
     T = Float64
@@ -192,6 +192,27 @@ function _build_simple_sparse_model()
     return model, X, c
 end
 
+function _build_simple_rankone_model()
+    model = SDPLR.Optimizer()
+    A1 = LRO.positive_semidefinite_factorization([-1.0, 1.0])
+    A2 = LRO.positive_semidefinite_factorization([1.0, 1.0])
+    set = LRO.SetDotProducts{LRO.WITH_SET}(
+        MOI.PositiveSemidefiniteConeTriangle(2),
+        LRO.TriangleVectorization.([A1, A2]),
+    )
+    @test set isa SDPLR._SetDotProd
+    @test MOI.supports_add_constrained_variables(model, typeof(set))
+    dot_prods_X, _ = MOI.add_constrained_variables(model, set)
+    dot_prods = dot_prods_X[1:2]
+    X = dot_prods_X[3:end]
+    c = MOI.add_constraint(model, -1/4 * dot_prods[1] + 1/4 * dot_prods[2], MOI.EqualTo(1.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    obj = 1.0 * X[1] + 1.0 * X[3]
+    MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED
+    return model, X, c
+end
+
 function _build_simple_lowrank_model()
     model = SDPLR.Optimizer()
     A = LRO.Factorization(
@@ -246,6 +267,13 @@ function test_simple_lowrank_MOI_wrapper()
     return
 end
 
+function test_simple_rankone_MOI_wrapper()
+    model, X, c = _build_simple_rankone_model()
+    MOI.optimize!(model)
+    _test_simple_model(model, X, c)
+    return
+end
+
 function _test_limit(attr, val, term)
     model, _, _ = _build_simple_sparse_model()
     MOI.set(model, MOI.RawOptimizerAttribute(attr), val)

From 93494631cbb84ff19005cc2ad6847c0dfaf84ea4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Wed, 7 May 2025 23:20:28 +0200
Subject: [PATCH 23/28] Add support for multiple factor in same block

---
 src/MOI_wrapper.jl | 65 ++++++++++++++++++++++++++++++++--------------
 test/runtests.jl   |  4 +--
 2 files changed, 48 insertions(+), 21 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 7c8e6f1..c27ba14 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -232,6 +232,9 @@ function _next(model::Optimizer, i)
     return length(model.Aent)
 end
 
+# For the variables that are not in the dot product, we need to fill the
+# `entptr` and `type`. This is because the solver needs to have an entry
+# for each block.
 function _fill_until(
     model::Optimizer,
     numblk,
@@ -250,6 +253,41 @@ function _fill_until(
     return
 end
 
+# We have ∑ αᵢ' * Fᵢ' * Fᵢ' = [F₁ ... Fₖ] * Diag(α₁, .., αₖ) * [F₁' .. Fₖ']
+function merge_low_rank_terms(
+    ent,
+    row,
+    col,
+    type::Vector{Cchar},
+    mats::Vector{Tuple{Cdouble,_LowRankMatrix}},
+)
+    if isempty(mats)
+        return
+    end
+    type[end] = Cchar('l')
+    offset = 0
+    for (coef, mat) in mats
+        for i in eachindex(mat.scaling)
+            push!(ent, coef * mat.scaling[i])
+            push!(row, offset + i)
+            push!(col, offset + i)
+        end
+        offset += length(mat.scaling)
+    end
+    offset = 0
+    for (_, mat) in mats
+        for j in axes(mat.factor, 2)
+            for i in axes(mat.factor, 1)
+                push!(ent, mat.factor[i, j])
+                push!(row, offset + i)
+                push!(col, offset + j)
+            end
+            offset += length(mat.scaling)
+        end
+    end
+    empty!(mats)
+end
+
 function _fill!(
     model,
     ent,
@@ -259,29 +297,17 @@ function _fill!(
     type::Vector{Cchar},
     func,
 )
+    prev_blk = 0
+    mats = Tuple{Cdouble,_LowRankMatrix}[]
     for t in MOI.Utilities.canonical(func).terms
         blk, i, j = model.varmap[t.variable.value]
-        _fill_until(model, abs(blk), entptr, type, length(ent))
-        if type[end] == Cchar('l')
-            error(
-                "Can either have one dot product variable or several normal variables in the same constraint",
-            )
+        if blk != prev_blk
+            merge_low_rank_terms(ent, row, col, type, mats)
         end
+        _fill_until(model, abs(blk), entptr, type, length(ent))
         if blk < 0
-            type[end] = Cchar('l')
-            mat = model.dot_product[t.variable.value]
-            for i in eachindex(mat.scaling)
-                push!(ent, t.coefficient * mat.scaling[i])
-                push!(row, i)
-                push!(col, i)
-            end
-            for j in axes(mat.factor, 2)
-                for i in axes(mat.factor, 1)
-                    push!(ent, mat.factor[i, j])
-                    push!(row, i)
-                    push!(col, j)
-                end
-            end
+            prev_blk = blk
+            push!(mats, (t.coefficient, model.dot_product[t.variable.value]))
         else
             coef = t.coefficient
             if i != j
@@ -292,6 +318,7 @@ function _fill!(
             push!(col, j)
         end
     end
+    merge_low_rank_terms(ent, row, col, type, mats)
     _fill_until(model, length(model.blksz), entptr, type, length(ent))
     @assert length(entptr) == length(model.blksz)
     @assert length(type) == length(model.blksz)
diff --git a/test/runtests.jl b/test/runtests.jl
index bd15d5e..6c0d994 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -194,8 +194,8 @@ end
 
 function _build_simple_rankone_model()
     model = SDPLR.Optimizer()
-    A1 = LRO.positive_semidefinite_factorization([-1.0, 1.0])
-    A2 = LRO.positive_semidefinite_factorization([1.0, 1.0])
+    A1 = LRO.positive_semidefinite_factorization([-1.0; 1.0;;])
+    A2 = LRO.positive_semidefinite_factorization([1.0; 1.0;;])
     set = LRO.SetDotProducts{LRO.WITH_SET}(
         MOI.PositiveSemidefiniteConeTriangle(2),
         LRO.TriangleVectorization.([A1, A2]),

From dbdabeb287fcb2eadf93b3414426717077a6904a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Thu, 8 May 2025 09:57:47 +0200
Subject: [PATCH 24/28] Fixes

---
 src/MOI_wrapper.jl |  4 +--
 test/runtests.jl   | 70 +++++++++++++++++++++++-----------------------
 2 files changed, 37 insertions(+), 37 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index c27ba14..58d4b4d 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -279,11 +279,11 @@ function merge_low_rank_terms(
         for j in axes(mat.factor, 2)
             for i in axes(mat.factor, 1)
                 push!(ent, mat.factor[i, j])
-                push!(row, offset + i)
+                push!(row, i)
                 push!(col, offset + j)
             end
-            offset += length(mat.scaling)
         end
+        offset += length(mat.scaling)
     end
     empty!(mats)
 end
diff --git a/test/runtests.jl b/test/runtests.jl
index 6c0d994..2d83182 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -12,41 +12,41 @@ import LowRankOpt as LRO
 import Random
 import SDPLR
 
-#function test_runtests()
-#    model = MOI.instantiate(
-#        SDPLR.Optimizer,
-#        with_bridge_type = Float64,
-#        with_cache_type = Float64,
-#    )
-#    MOI.set(model, MOI.Silent(), true)
-#    MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
-#    config = MOI.Test.Config(
-#        rtol = 1e-1,
-#        atol = 1e-1,
-#        exclude = Any[
-#            MOI.ConstraintBasisStatus,
-#            MOI.VariableBasisStatus,
-#            MOI.ObjectiveBound,
-#            MOI.SolverVersion,
-#        ],
-#        optimal_status = MOI.LOCALLY_SOLVED,
-#    )
-#    MOI.Test.runtests(
-#        model,
-#        config,
-#        exclude = [
-#            # Detecting infeasibility or unboundedness not supported
-#            "INFEAS",
-#            # These three are unbounded even if it's not in the name
-#            r"test_conic_SecondOrderCone_negative_post_bound_2$",
-#            r"test_conic_SecondOrderCone_negative_post_bound_3$",
-#            r"test_conic_SecondOrderCone_no_initial_bound$",
-#            # Incorrect `ConstraintDual` for `vc2` for MacOS in CI
-#            r"test_linear_integration$",
-#        ],
-#    )
-#    return
-#end
+function test_runtests()
+    model = MOI.instantiate(
+        SDPLR.Optimizer,
+        with_bridge_type = Float64,
+        with_cache_type = Float64,
+    )
+    MOI.set(model, MOI.Silent(), true)
+    MOI.set(model, MOI.RawOptimizerAttribute("timelim"), 10)
+    config = MOI.Test.Config(
+        rtol = 1e-1,
+        atol = 1e-1,
+        exclude = Any[
+            MOI.ConstraintBasisStatus,
+            MOI.VariableBasisStatus,
+            MOI.ObjectiveBound,
+            MOI.SolverVersion,
+        ],
+        optimal_status = MOI.LOCALLY_SOLVED,
+    )
+    MOI.Test.runtests(
+        model,
+        config,
+        exclude = [
+            # Detecting infeasibility or unboundedness not supported
+            "INFEAS",
+            # These three are unbounded even if it's not in the name
+            r"test_conic_SecondOrderCone_negative_post_bound_2$",
+            r"test_conic_SecondOrderCone_negative_post_bound_3$",
+            r"test_conic_SecondOrderCone_no_initial_bound$",
+            # Incorrect `ConstraintDual` for `vc2` for MacOS in CI
+            r"test_linear_integration$",
+        ],
+    )
+    return
+end
 
 function test_LRO_runtests()
     T = Float64

From 8bb83e30b5089805b4b81b3b9bf9bdfd37547922 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Sat, 10 May 2025 23:43:04 +0200
Subject: [PATCH 25/28] Use LowRankOpt v0.1

---
 .github/workflows/ci.yml | 7 -------
 Project.toml             | 1 +
 2 files changed, 1 insertion(+), 7 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index b162f49..ef4350f 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -30,13 +30,6 @@ jobs:
           version: ${{ matrix.version }}
           arch: ${{ matrix.arch }}
       - uses: julia-actions/cache@v2
-      - name: LRO
-        shell: julia --project=@. {0}
-        run: |
-          using Pkg
-          Pkg.add([
-              PackageSpec(url="https://github.com/blegat/LowRankOpt.jl/"),
-          ])
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1
       - uses: julia-actions/julia-processcoverage@v1
diff --git a/Project.toml b/Project.toml
index dd4e828..e0c3e91 100644
--- a/Project.toml
+++ b/Project.toml
@@ -9,6 +9,7 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 SDPLR_jll = "3a057b76-36a0-51f0-a66f-6d580b8e8efd"
 
 [compat]
+LowRankOpt = "0.1"
 MathOptInterface = "1.24"
 SDPLR_jll = "=100.2.300"
 julia = "1.10"

From 6362c94984ee8b890a87a186530d2498be7783ba Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Sun, 11 May 2025 07:32:02 +0200
Subject: [PATCH 26/28] Fix format

---
 src/MOI_wrapper.jl | 1 +
 test/runtests.jl   | 6 +++++-
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 58d4b4d..1ab5f20 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -286,6 +286,7 @@ function merge_low_rank_terms(
         offset += length(mat.scaling)
     end
     empty!(mats)
+    return
 end
 
 function _fill!(
diff --git a/test/runtests.jl b/test/runtests.jl
index 2d83182..c0ff5fd 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -205,7 +205,11 @@ function _build_simple_rankone_model()
     dot_prods_X, _ = MOI.add_constrained_variables(model, set)
     dot_prods = dot_prods_X[1:2]
     X = dot_prods_X[3:end]
-    c = MOI.add_constraint(model, -1/4 * dot_prods[1] + 1/4 * dot_prods[2], MOI.EqualTo(1.0))
+    c = MOI.add_constraint(
+        model,
+        -1/4 * dot_prods[1] + 1/4 * dot_prods[2],
+        MOI.EqualTo(1.0),
+    )
     MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
     obj = 1.0 * X[1] + 1.0 * X[3]
     MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)

From 47e6f7685e91e447ea2fdb4f0544bf6eb29d3c88 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Sun, 11 May 2025 07:34:08 +0200
Subject: [PATCH 27/28] Mention in README

---
 README.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/README.md b/README.md
index 0fd391b..6241e2a 100644
--- a/README.md
+++ b/README.md
@@ -46,6 +46,9 @@ To use SDPLR with [JuMP](https://github.com/jump-dev/JuMP.jl), use
 using JuMP, SDPLR
 model = Model(SDPLR.Optimizer)
 ```
+In order to use low-rank **constraints** (not to be confused with low-rank
+**solutions** detailed in the next section), use the
+[LowRankOpt](https://github.com/blegat/LowRankOpt.jl/) extension of JuMP.
 
 ## Example: modifying the rank and checking optimality
 

From eea5ee085abf9eb6281846a9b5b8e3fa379cad2c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Sun, 11 May 2025 19:36:59 +0200
Subject: [PATCH 28/28] Fix for mac os

---
 test/runtests.jl | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index c0ff5fd..74b5c46 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -493,7 +493,8 @@ function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
     U = reshape(R[3:end], 2, 2)
     @test U * U' ≈ [1 -1; -1 1] rtol = 1e-3
     @test lambda ≈ [0, 1] atol = 1e-3
-    @test pieces == [7, 20, 1, 0, 0, 0, 16, 1]
+    @test pieces[1:5] == [7, 20, 1, 0, 0]
+    @test pieces[7:8] == [16, 1]
     @test ranks == [1, 2]
 end