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Add support for Hermitian PSD for conic inequality #3705

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merged 3 commits into from
Mar 9, 2024
Merged

Add support for Hermitian PSD for conic inequality #3705

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e9c3394
Add support for Hermitian PSD for conic inequality
blegat Mar 8, 2024
cbb681b
Update test_complex.jl
odow Mar 9, 2024
f4495c3
Fix
blegat Mar 9, 2024
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6 changes: 6 additions & 0 deletions src/macros/@constraint.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -674,6 +674,12 @@ function _functionize(
return LinearAlgebra.Symmetric(_functionize(v.data))
end

function _functionize(
v::LinearAlgebra.Hermitian{V},
) where {V<:AbstractVariableRef}
return LinearAlgebra.Hermitian(_functionize(v.data))
end

_functionize(x) = x

_functionize(::_MA.Zero) = false
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2 changes: 2 additions & 0 deletions src/sd.jl
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Expand Up @@ -774,6 +774,7 @@ function build_constraint(
MOI.AbstractSymmetricMatrixSetTriangle,
MOI.AbstractSymmetricMatrixSetSquare,
PSDCone,
HermitianPSDCone,
},
)
return build_constraint(error_fn, f, extra)
Expand All @@ -787,6 +788,7 @@ function build_constraint(
MOI.AbstractSymmetricMatrixSetTriangle,
MOI.AbstractSymmetricMatrixSetSquare,
PSDCone,
HermitianPSDCone,
},
)
new_f = _MA.operate!!(*, -1, f)
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17 changes: 17 additions & 0 deletions test/test_complex.jl
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Expand Up @@ -257,6 +257,23 @@ function test_complex_hermitian_constraint()
return
end

function test_complex_hermitian_inequality_constraint()
model = Model()
@variable(model, x[1:2, 1:2])
H = LinearAlgebra.Hermitian(x)
@test vectorize(H, HermitianMatrixShape(2)) ==
[x[1, 1], x[1, 2], x[2, 2], 0.0]
@constraint(model, c, H >= 0, HermitianPSDCone())
@test constraint_object(c).func == [x[1, 1], x[1, 2], x[2, 2], 0.0]
@test function_string(MIME("text/plain"), constraint_object(c)) ==
"[x[1,1] x[1,2];\n x[1,2] x[2,2]]"
@constraint(model, c2, 0 <= H, HermitianPSDCone())
@test constraint_object(c2).func == [x[1, 1], x[1, 2], x[2, 2], 0.0]
@test function_string(MIME("text/plain"), constraint_object(c2)) ==
"[x[1,1] x[1,2];\n x[1,2] x[2,2]]"
return
end

function test_isreal()
model = Model()
@variable(model, x[1:2])
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