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A Julia interface to the DSDP semidefinite programming solver

Home Page: http://www.mcs.anl.gov/hs/software/DSDP/

License: Other

Julia 100.00%
julia jump-jl semidefinite-programming

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dsdp.jl's Issues

build error

In a mac, I got the following error

(@v1.7) pkg> add https://github.com/jump-dev/DSDP.jl
     Cloning git-repo `https://github.com/jump-dev/DSDP.jl`
    Updating git-repo `https://github.com/jump-dev/DSDP.jl`
    Updating registry at `~/.julia/registries/General.toml`
   Resolving package versions...
    Updating `~/.julia/environments/v1.7/Project.toml`
  [2714ae6b] + DSDP v0.1.0 `https://github.com/jump-dev/DSDP.jl#master`
    Updating `~/.julia/environments/v1.7/Manifest.toml`
  [2714ae6b] + DSDP v0.1.0 `https://github.com/jump-dev/DSDP.jl#master`
    Building DSDP โ†’ `~/.julia/scratchspaces/44cfe95a-1eb2-52ea-b672-e2afdf69b78f/e3d74a02067b30a5abbe16d2889987a3bb8e27dc/build.log`
ERROR: Error building `DSDP`:
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed
  0     0    0     0    0     0      0      0 --:--:-- --:--:-- --:--:--     0
100 2547k  100 2547k    0     0  2432k      0  0:00:01  0:00:01 --:--:-- 3681k
patching file src/sys/dsdploginfo.c
patching file Makefile
patching file make.include
patching file pdsdp/PLAPPACK/Makefile
patching file Makefile
patching file make.include
patching file make.include
patching file make.include
Hunk #1 succeeded at 48 with fuzz 1.
make all
make install
make dsdplibrary
==========================================

Compiling DSDP5

For help with installation problems, please send EVERYTHING
printed out below to the developers
==========================================
On Thu May 26 15:04:32 PDT 2022 on Benjamins-MBP-2
Machine characteristics: Darwin Benjamins-MBP-2 21.4.0 Darwin Kernel Version 21.4.0: Fri Mar 18 00:45:05 PDT 2022; root:xnu-8020.101.4~15/RELEASE_X86_64 x86_64
-----------------------------------------
Using C compiler: gcc
Using compiler options: -O3 -I. -I/Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8/include -fPIC
-----------------------------------------
Current Directory: /Users/biona001
Using DSDP directory: /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
==========================================

cd src; make all
cd solver; make dsdplib;
gcc -O3 -I. -I/Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8/include -fPIC   -c dualalg.c
In file included from dsdp.h:5:0,
                 from dualalg.c:1:
dsdpvec.h:4:18: fatal error: math.h: No such file or directory
 #include <math.h>
                  ^
compilation terminated.
make[5]: *** [dualalg.o] Error 1
make[4]: *** [dsdplib] Error 2
make[3]: *** [dsdplibrary] Error 2
make[2]: *** [install] Error 2
make[1]: *** [all] Error 2
make: *** [default] Error 2
[ Info: Attempting to create directory /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/downloads
[ Info: Downloading file http://www.mcs.anl.gov/hs/software/DSDP/DSDP5.8.tar.gz
[ Info: Done downloading file http://www.mcs.anl.gov/hs/software/DSDP/DSDP5.8.tar.gz
[ Info: Attempting to create directory /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src
[ Info: Attempting to create directory /Users/biona001/.julia/packages/DSDP/f2Z4F/deps
[ Info: Directory /Users/biona001/.julia/packages/DSDP/f2Z4F/deps already exists
[ Info: Attempting to create directory /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/usr/lib
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
[ Info: Changing directory to /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/src/DSDP5.8
ERROR: LoadError: failed process: Process(`make`, ProcessExited(2)) [2]

Stacktrace:
 [1] pipeline_error
   @ ./process.jl:531 [inlined]
 [2] run(::Cmd; wait::Bool)
   @ Base ./process.jl:446
 [3] run(::Cmd)
   @ Base ./process.jl:444
 [4] run(s::BinDeps.SynchronousStepCollection) (repeats 2 times)
   @ BinDeps ~/.julia/packages/BinDeps/5xsHU/src/BinDeps.jl:524
 [5] satisfy!(dep::BinDeps.LibraryDependency, methods::Vector{DataType})
   @ BinDeps ~/.julia/packages/BinDeps/5xsHU/src/dependencies.jl:951
 [6] satisfy!(dep::BinDeps.LibraryDependency)
   @ BinDeps ~/.julia/packages/BinDeps/5xsHU/src/dependencies.jl:929
 [7] top-level scope
   @ ~/.julia/packages/BinDeps/5xsHU/src/dependencies.jl:984
 [8] include(fname::String)
   @ Base.MainInclude ./client.jl:451
 [9] top-level scope
   @ none:5
in expression starting at /Users/biona001/.julia/packages/DSDP/f2Z4F/deps/build.jl:41

Output of versioninfo

julia> versioninfo()
Julia Version 1.7.1
Commit ac5cc99908 (2021-12-22 19:35 UTC)
Platform Info:
  OS: macOS (x86_64-apple-darwin19.5.0)
  CPU: Intel(R) Core(TM) i9-9880H CPU @ 2.30GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-12.0.1 (ORCJIT, skylake)

Broken MOI interface

The interface with higher-level solvers seems to be broken: with Julia v1.7, DSDP v0.0.1, latest JuMP.jl and Convex.jl (all pulled from github)

julia> using DSDP, Convex
julia> #A is a list of matrices, b is a matrix, c is a vector
julia> A = [[1 0;0 1],[0 1;1 0]]; b = [2 3;4 5]; c = [6,7] # for example
julia> x = Variable(length(A));
julia> problem = minimize(sum(x[l]*v for (l,v) in enumerate(c)),[sum(x[l]*m for (l,m) in enumerate(A))+b in :SDP])
julia> solve!(problem,DSDP.Optimizer)
ERROR: MethodError: no method matching allocate_variables(::DSDP.Optimizer, ::Int64)
Closest candidates are:
  allocate_variables(::Union{MathOptInterface.Utilities.AbstractModelLike{T}, MathOptInterface.Utilities.AbstractOptimizer{T}} where T, ::Any) at /Users/laurent/.julia/packages/MathOptInterface/1EYfq/src/Utilities/model.jl:783
  allocate_variables(::MathOptInterface.Utilities.MockOptimizer, ::Any) at /Users/laurent/.julia/packages/MathOptInterface/1EYfq/src/Utilities/mockoptimizer.jl:767
Stacktrace:
  [1] copy_free_variables(dest::DSDP.Optimizer, idxmap::MathOptInterface.Utilities.IndexMap, vis_src::Vector{MathOptInterface.VariableIndex}, copy_variables::typeof(MathOptInterface.Utilities.allocate_variables))
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/1EYfq/src/Utilities/copy.jl:557
  [2] allocate_load(dest::DSDP.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}, copy_names::Bool, filter_constraints::Nothing)
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/1EYfq/src/Utilities/copy.jl:1067
  [3] #automatic_copy_to#127
    @ ~/.julia/packages/MathOptInterface/1EYfq/src/Utilities/copy.jl:26 [inlined]
  [4] #copy_to#3
    @ ~/.julia/packages/DSDP/x4iAt/src/MOI_wrapper.jl:201 [inlined]
  [5] attach_optimizer(model::MathOptInterface.Utilities.CachingOptimizer{DSDP.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/1EYfq/src/Utilities/cachingoptimizer.jl:185
  [6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{DSDP.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/1EYfq/src/Utilities/cachingoptimizer.jl:248
  [7] optimize!
    @ ~/.julia/packages/MathOptInterface/1EYfq/src/Bridges/bridge_optimizer.jl:293 [inlined]
  [8] solve!(problem::Problem{Float64}, optimizer::DSDP.Optimizer; check_vexity::Bool, verbose::Bool, warmstart::Bool, silent_solver::Bool)
    @ Convex ~/.julia/packages/Convex/LMZC7/src/solution.jl:243
  [9] solve!(problem::Problem{Float64}, optimizer::DSDP.Optimizer)
    @ Convex ~/.julia/packages/Convex/LMZC7/src/solution.jl:221
 [10] solve!(problem::Problem{Float64}, optimizer_factory::Type; kwargs::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
    @ Convex ~/.julia/packages/Convex/LMZC7/src/solution.jl:192
 [11] solve!(problem::Problem{Float64}, optimizer_factory::Type)
    @ Convex ~/.julia/packages/Convex/LMZC7/src/solution.jl:191
 [12] top-level scope
    @ REPL[17]:1

I had the same problems with JuMP.

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TODO bug in MOI interface

Some code is missing in the latest DSDP package:

julia> using DSDP, Convex
julia> A = [[1 0;0 1],[0 1;1 0]];
julia> b = [2 3;4 5];
julia> c = [6,7];
julia> x = Variable(length(A));
julia> pb = minimize(sum(x[l]*v for (l,v) in enumerate(c)),[sum(x[l]*m for (l,m) in enumerate(A))+b in :SDP]);
julia> solve!(pb,DSDP.Optimizer)
ERROR: TODO
Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:33
  [2] _setcoefficient!(m::DSDP.Optimizer, coef::Float64, constr::Int64, blk::Int64, i::Int64, j::Int64)
    @ DSDP ~/.julia/packages/DSDP/4mGFq/src/MOI_wrapper.jl:304
  [3] load_constraint(m::DSDP.Optimizer, ci::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.EqualTo{Float64}}, f::MathOptInterface.ScalarAffineFunction{Float64}, s::MathOptInterface.EqualTo{Float64})
    @ DSDP ~/.julia/packages/DSDP/4mGFq/src/MOI_wrapper.jl:331
  [4] load_constraints(dest::DSDP.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}, idxmap::MathOptInterface.Utilities.IndexMap, cis_src::Vector{MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.EqualTo{Float64}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/1EYfq/src/Utilities/copy.jl:1020

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