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Fix support for matrix in HermitianPSDCone #3369

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Merged
merged 3 commits into from
May 22, 2023
Merged

Fix support for matrix in HermitianPSDCone #3369

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e922e55
Fix support for matrix in HermitianPSDCone
odow May 21, 2023
384d7dd
Update test/test_complex.jl
odow May 21, 2023
3479d1d
Remove ishermitian check
odow May 22, 2023
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12 changes: 12 additions & 0 deletions src/sd.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -679,6 +679,18 @@ function build_constraint(
)
end

function build_constraint(
_error::Function,
Q::AbstractMatrix{<:AbstractJuMPScalar},
cone::HermitianPSDCone,
)
return _error(
"Unable to add matrix in HermitianPSDCone because the matrix is " *
"not a subtype of `LinearAlgebra.Hermitian`. To fix, wrap the matrix " *
"`H` in `LinearAlgebra.Hermitian(H)`.",
)
end

function build_constraint(_error::Function, H::LinearAlgebra.Hermitian, ::Zeros)
n = LinearAlgebra.checksquare(H)
shape = HermitianMatrixShape(n)
Expand Down
23 changes: 21 additions & 2 deletions test/test_complex.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -14,10 +14,10 @@ using JuMP
using Test

import LinearAlgebra
import MutableArithmetics
import MutableArithmetics as MA
import SparseArrays

const MA = MutableArithmetics
include(joinpath(@__DIR__, "utilities.jl"))

function _test_dot(a, b)
@test LinearAlgebra.dot(a, b) == conj(a) * b
Expand Down Expand Up @@ -273,4 +273,23 @@ function test_isreal()
return
end

function test_HermitianPSDCone_general_matrix_error()
model = Model()
@variable(model, X[1:2, 1:2] in HermitianPSDCone())
@variable(model, t)
Y = X + LinearAlgebra.I(2) * t
@test LinearAlgebra.ishermitian(Y)
@test !(Y isa LinearAlgebra.Hermitian)
@test_throws_strip(
ErrorException(
"In `@constraint(model, Y in HermitianPSDCone())`: " *
"Unable to add matrix in HermitianPSDCone because the matrix is " *
"not a subtype of `LinearAlgebra.Hermitian`. To fix, wrap the " *
"matrix `H` in `LinearAlgebra.Hermitian(H)`.",
),
@constraint(model, Y in HermitianPSDCone()),
)
return
end

end