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Add the PSD cone - #194

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mlubin merged 1 commit into
break_everythingfrom
psd
Jun 24, 2017
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Add the PSD cone#194
mlubin merged 1 commit into
break_everythingfrom
psd

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@blegat

@blegat blegat commented Jun 20, 2017 •
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Scaled PSD cones are used by Mosek and SCS.
Unscaled PSD cones are used by SDPA, CSDP and DSDP.

mlubin
mlubin reviewed Jun 20, 2017
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Comment thread src/SolverInterface/sets.jl Outdated
#PositiveSemidefiniteCone

"""
PositiveSemidefiniteCone{Scaled}(n)

@mlubin mlubin Jun 20, 2017

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I'd prefer to have two separate cones for scaled and unscaled.

@blegat blegat Jun 20, 2017

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What would be the names then :-P UnscaledPositiveSemidefiniteCone and ScaledPositiveSemidefiniteCone ?

@mlubin mlubin Jun 20, 2017

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Calling in @chriscoey

@mlubin

mlubin commented Jun 21, 2017 •
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I would vote for the "scaled" PSD cone to get the name PositiveSemidefiniteCone and the "unscaled" cone to get the longer name, like the LowerTrianglePositiveSemidefiniteCone, because it's really the lower triangle of entries in the cone. The scaled PSD cone makes much more sense to me and can be handled uniformly with other vector-based cones with regards to duality. The unscaled cone always needs to be a special case.

Edit: maybe VectorPositiveSemidefiniteCone and LowerTrianglePositiveSemidefiniteCone?

@blegat

blegat commented Jun 21, 2017

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I like your idea. Why not TrianglePositiveSemidefiniteCone ? It does not matter whether it is upper or lower triangular.
In JuMP we will keep PSDCone for @constraint m X in PSDCone() and we will use TrianglePositiveSemidefiniteCone in conicdata ?

@mlubin

mlubin commented Jun 21, 2017

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So VectorPositiveSemidefiniteCone and TrianglePositiveSemidefiniteCone?

@mlubin

mlubin commented Jun 22, 2017

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@chriscoey and I have agreed on PositiveSemidefiniteConeScaled and PositiveSemidefiniteConeTriangle. What do you think?

@blegat
blegat force-pushed the psd branch 2 times, most recently from be5d3d3 to 78cf5c7 Compare June 23, 2017 22:34
@blegat

blegat commented Jun 23, 2017

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I like the names ! I have updated the PR :)

@mlubin
mlubin merged commit c6f3838 into break_everything Jun 24, 2017
@mlubin
mlubin deleted the psd branch June 24, 2017 01:39
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