Implementing bridge cost #1125
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Implementing bridge cost #1125
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There is an issue with the fact that there may be a clash between constraint indices between bridged constraint and solvers constraints of type
VectorOfVariablesorSingleVariable.Indeed for instance if variables constrained on creation in
Sare supported but notVectorOfVariables-in-Sconstraints then there may be a clash between a constraint indexVectorOfVariables-in-Sthat was created with a variable constrained on creation and a bridgedVectorOfVariables-in-Sconstraints.The solution would be to recommend the index value of
VectorOfVariables-in-Sconstraints to be equal to the index of the first variable (this is already the case for most solvers) so that when there is a clash, it's when the same variable is the first one of two conic variable constraint so it's the user fault. It's already an error withLazyBridgeOptimizerif the two constraints are bridged anyway it seems to be a reasonable solution.It's not what is implemented in this PR (I tried using negative indices but it's a bad idea), I still need to make the change.
jump-dev/MosekTools.jl#53 is passing all the tests (except an error which seems unrelated) with this PR