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Starting value in unsupported bridge errors instead of skipping #2327

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odow opened this issue Oct 28, 2023 · 4 comments · Fixed by #2330
Closed

Starting value in unsupported bridge errors instead of skipping #2327

odow opened this issue Oct 28, 2023 · 4 comments · Fixed by #2330
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@blegat

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odow commented Oct 28, 2023 •
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x-ref https://discourse.julialang.org/t/wram-start-of-hermitianpsdcone-in-jump/105491

julia> using JuMP, LinearAlgebra, COSMO, SCS

julia> ρs = map(LinearAlgebra.Hermitian, [[1 0; 0 0], [1 1; 1 1]/2])
2-element Vector{Hermitian{Float64, Matrix{Float64}}}:
 [1.0 0.0; 0.0 0.0]
 [0.5 0.5; 0.5 0.5]

julia> E0 = [0.5 0.0; 0.0 0.5]
2×2 Matrix{Float64}:
 0.5  0.0
 0.0  0.5

julia> model = Model(COSMO.Optimizer)
A JuMP Model
Feasibility problem with:
Variables: 0
Model mode: AUTOMATIC
CachingOptimizer state: EMPTY_OPTIMIZER
Solver name: COSMO

julia> @variable(model, E1[i=1:2, j=1:2] in HermitianPSDCone(), start = E0[i,j])
2×2 Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}:
 real(E1[1,1])                     real(E1[1,2]) + imag(E1[1,2]) im
 real(E1[1,2]) - imag(E1[1,2]) im  real(E1[2,2])

julia> @variable(model, E2[i=1:2, j=1:2] in HermitianPSDCone(), start = E0[i,j])
2×2 Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}:
 real(E2[1,1])                     real(E2[1,2]) + imag(E2[1,2]) im
 real(E2[1,2]) - imag(E2[1,2]) im  real(E2[2,2])

julia> @constraint(model, E1 + E2 == LinearAlgebra.I(2))
[real(E1[1,1]) + real(E2[1,1]) - 1                                    real(E1[1,2]) + real(E2[1,2]) + imag(E1[1,2]) im + imag(E2[1,2]) im;
 real(E1[1,2]) + real(E2[1,2]) - imag(E1[1,2]) im - imag(E2[1,2]) im  real(E1[2,2]) + real(E2[2,2]) - 1] ∈ Zeros()

julia> @objective(model, Max, real(LinearAlgebra.dot(ρs, [E1, E2])) / 2)
0.5 real(E1[1,1]) + 0.25 real(E2[1,1]) + 0.5 real(E2[1,2]) + 0.25 real(E2[2,2])

julia> optimize!(model)
ERROR: MathOptInterface.UnsupportedAttribute{MathOptInterface.VariablePrimalStart}: Attribute MathOptInterface.VariablePrimalStart() is not supported by the model.
Stacktrace:
  [1] set(model::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, attr::MathOptInterface.VariablePrimalStart, bridge::MathOptInterface.Bridges.Variable.HermitianToSymmetricPSDBridge{Float64}, value::Float64, #unused#::MathOptInterface.Bridges.IndexInVector)
    @ MathOptInterface.Bridges.Variable ~/.julia/packages/MathOptInterface/am39L/src/Bridges/Variable/bridge.jl:157
  [2] (::MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.set), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.VariablePrimalStart, Tuple{Float64, MathOptInterface.Bridges.IndexInVector}})(bridge::MathOptInterface.Bridges.Variable.HermitianToSymmetricPSDBridge{Float64})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/am39L/src/Bridges/bridge_optimizer.jl:335
  [3] (::MathOptInterface.Bridges.Variable.var"#23#24"{MathOptInterface.Bridges.Variable.Map, MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.set), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.VariablePrimalStart, Tuple{Float64, MathOptInterface.Bridges.IndexInVector}}, Int64})()
    @ MathOptInterface.Bridges.Variable ~/.julia/packages/MathOptInterface/am39L/src/Bridges/Variable/map.jl:494
  [4] call_in_context(map::MathOptInterface.Bridges.Variable.Map, bridge_index::Int64, f::MathOptInterface.Bridges.Variable.var"#23#24"{MathOptInterface.Bridges.Variable.Map, MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.set), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.VariablePrimalStart, Tuple{Float64, MathOptInterface.Bridges.IndexInVector}}, Int64})
    @ MathOptInterface.Bridges.Variable ~/.julia/packages/MathOptInterface/am39L/src/Bridges/Variable/map.jl:479
  [5] call_in_context
    @ ~/.julia/packages/MathOptInterface/am39L/src/Bridges/Variable/map.jl:494 [inlined]
  [6] call_in_context
    @ ~/.julia/packages/MathOptInterface/am39L/src/Bridges/bridge_optimizer.jl:296 [inlined]
  [7] call_in_context(::typeof(MathOptInterface.set), ::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, ::MathOptInterface.VariableIndex, ::MathOptInterface.VariablePrimalStart, ::Float64, ::MathOptInterface.Bridges.IndexInVector)
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/am39L/src/Bridges/bridge_optimizer.jl:332
  [8] set(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, attr::MathOptInterface.VariablePrimalStart, index::MathOptInterface.VariableIndex, value::Float64)
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/am39L/src/Bridges/bridge_optimizer.jl:1265
  [9] _pass_attribute(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, vis_src::Vector{MathOptInterface.VariableIndex}, attr::MathOptInterface.VariablePrimalStart)
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/am39L/src/Utilities/copy.jl:96
 [10] pass_attributes(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, vis_src::Vector{MathOptInterface.VariableIndex})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/am39L/src/Utilities/copy.jl:81
 [11] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/am39L/src/Utilities/copy.jl:503
 [12] copy_to
    @ ~/.julia/packages/MathOptInterface/am39L/src/Bridges/bridge_optimizer.jl:453 [inlined]
 [13] optimize!
    @ ~/.julia/packages/MathOptInterface/am39L/src/MathOptInterface.jl:84 [inlined]
 [14] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{COSMO.Optimizer{Float64}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/am39L/src/Utilities/cachingoptimizer.jl:316
 [15] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
    @ JuMP ~/.julia/packages/JuMP/D44Aq/src/optimizer_interface.jl:448
 [16] optimize!(model::Model)
    @ JuMP ~/.julia/packages/JuMP/D44Aq/src/optimizer_interface.jl:409
 [17] top-level scope
    @ REPL[25]:1

julia> set_optimizer(model, SCS.Optimizer)

julia> optimize!(model)
------------------------------------------------------------------
	       SCS v3.2.3 - Splitting Conic Solver
	(c) Brendan O'Donoghue, Stanford University, 2012
------------------------------------------------------------------
problem:  variables n: 8, constraints m: 24
cones: 	  z: primal zero / dual free vars: 4
	  s: psd vars: 20, ssize: 2
settings: eps_abs: 1.0e-04, eps_rel: 1.0e-04, eps_infeas: 1.0e-07
	  alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
	  max_iters: 100000, normalize: 1, rho_x: 1.00e-06
	  acceleration_lookback: 10, acceleration_interval: 10
lin-sys:  sparse-direct-amd-qdldl
	  nnz(A): 24, nnz(P): 0
------------------------------------------------------------------
 iter | pri res | dua res |   gap   |   obj   |  scale  | time (s)
------------------------------------------------------------------
     0| 1.22e+00  3.85e-01  1.19e+00 -1.21e+00  1.00e-01  1.17e-04 
    50| 2.12e-06  4.80e-07  6.38e-07 -8.54e-01  1.00e-01  2.47e-04 
------------------------------------------------------------------
status:  solved
timings: total: 2.50e-04s = setup: 8.56e-05s + solve: 1.64e-04s
	 lin-sys: 2.02e-05s, cones: 1.03e-04s, accel: 2.92e-06s
------------------------------------------------------------------
objective = -0.853552
------------------------------------------------------------------
@blegat
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blegat commented Oct 29, 2023 •
edited
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Related to #684 and #2117 (but this one can be done variable by variable)

Starting value in unsupported bridge errors instead of skipping

This might be due to #1993

@blegat blegat self-assigned this Oct 29, 2023
@blegat blegat mentioned this issue Oct 29, 2023
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@odow odow reopened this Oct 30, 2023
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odow commented Oct 30, 2023

Re-opening because I'd like to understand the root cause, not just fix the one bridge.

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odow commented Oct 31, 2023

So this is because supports is a "I can for at least some, even if I can't for some right now." So I think we can fix this in MOI.

@odow odow mentioned this issue Oct 31, 2023
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odow commented Oct 31, 2023

Closing as intentional for now (see #2333). We can revisit this later if there are complaints.

@odow odow closed this as completed Oct 31, 2023
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