# Bug when using DSDP versus SCS optimiser with JuMP

**URL:** <https://discourse.julialang.org/t/bug-when-using-dsdp-versus-scs-optimiser-with-jump/36554>\
**Category:** Optimization (Mathematical)\
**Tags:** question, jump, optimization\
**Created:** [March 26, 2020, 3:00pm UTC](https://discourse.julialang.org/t/bug-when-using-dsdp-versus-scs-optimiser-with-jump/36554 "2020-03-26T15:00:25Z")\
**Posts on this page:** 3\
**Page:** 1

<div class="post-metadata">

**Author:** ![tdp](https://avatars.discourse-cdn.com/v4/letter/t/50afbb/32.png) [@tdp](https://discourse.julialang.org/u/tdp)\
**Post date:** [March 26, 2020, 3:00pm UTC](https://discourse.julialang.org/t/bug-when-using-dsdp-versus-scs-optimiser-with-jump/36554/1 "2020-03-26T15:00:25Z")

</div>

Hi,  
How do I resolve the error below generated when I run my code using the DSDP optimiser?

I get the right answer, without errors, when I run my code using the SCS optimiser instead. (This question is a follow-up to this one: [How to define matrix objectives in JuMP models](https://discourse.julialang.org/t/how-to-define-matrix-objectives-in-jump-models/33556). ) Thanks for any help!

# Code with DSDP: this gives error

```julia-auto
c = [0, 1, 2]
Gs = [
    0 0 -0.5 0 0 1 0 0 -0.5 0 0 0 0 0 0 0;
    0 0 0 -1 0 0 1 0 0 1 0 0 -1 0 0 0;
    0 0 0 0 0 0 0 -0.5 0 0 1 0 0 -0.5 0 0;
]

Hs = [
      10 10 -1.5 0;
      10 0 0 0.5;
    -1.5 0 0 0;
       0 0.5 0 100
]

using JuMP, DSDP
model = Model(with_optimizer(DSDP.Optimizer))
@variable(model, x[1:3])
@variable(model, s[1:4, 1:4], PSD)
@objective(model, Min, c' * x)
@constraint(model, -Gs' * x + vec(s) .== vec(Hs))
optimize!(model)
# objective_value(model)

```

## Error

```julia-auto
ERROR: TODO
Stacktrace:
 [1] error(::String) at ./error.jl:33
 [2] _setcoefficient!(::DSDP.Optimizer, ::Float64, ::Int64, ::Int64, ::Int64, ::Int64) at /Users/tdp/.julia/packages/DSDP/x4iAt/src/MOI_wrapper.jl:308
 [3] load_constraint(::DSDP.Optimizer, ::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64},MathOptInterface.EqualTo{Float64}}, ::MathOptInterface.ScalarAffineFunction{Float64}, ::MathOptInterface.EqualTo{Float64}) at /Users/tdp/.julia/packages/DSDP/x4iAt/src/MOI_wrapper.jl:335
 [4] load_constraints(::DSDP.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64},MathOptInterface.EqualTo{Float64}},1}) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/copy.jl:637
 [5] pass_constraints(::DSDP.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{DataType,1}, ::Array{Array{#s112,1} where #s112<:(MathOptInterface.ConstraintIndex{MathOptInterface.SingleVariable,S} where S),1}, ::Array{DataType,1}, ::Array{Array{#s13,1} where #s13<:(MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables,S} where S),1}, ::typeof(MathOptInterface.Utilities.load_constraints), ::typeof(MathOptInterface.Utilities.load)) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/copy.jl:265
 [6] allocate_load(::DSDP.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/copy.jl:705
 [7] #automatic_copy_to#109 at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/copy.jl:17 [inlined]
 [8] #automatic_copy_to at ./none:0 [inlined]
 [9] #copy_to#3 at /Users/tdp/.julia/packages/DSDP/x4iAt/src/MOI_wrapper.jl:201 [inlined]
 [10] #copy_to at ./none:0 [inlined]
 [11] attach_optimizer(::MathOptInterface.Utilities.CachingOptimizer{DSDP.Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/cachingoptimizer.jl:149
 [12] optimize!(::MathOptInterface.Utilities.CachingOptimizer{DSDP.Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/cachingoptimizer.jl:185
 [13] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{DSDP.Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Bridges/bridge_optimizer.jl:239
 [14] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/tdp/.julia/packages/MathOptInterface/C1XBe/src/Utilities/cachingoptimizer.jl:189
 [15] #optimize!#78(::Bool, ::Bool, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::typeof(optimize!), ::Model, ::Nothing) at /Users/tdp/.julia/packages/JuMP/MsUSY/src/optimizer_interface.jl:141
 [16] optimize! at /Users/tdp/.julia/packages/JuMP/MsUSY/src/optimizer_interface.jl:111 [inlined] (repeats 2 times)
 [17] top-level scope at REPL[11]:1

```

# Code with SCS: this works

```julia-auto
c = [0, 1, 2]
Gs = [
    0 0 -0.5 0 0 1 0 0 -0.5 0 0 0 0 0 0 0;
    0 0 0 -1 0 0 1 0 0 1 0 0 -1 0 0 0;
    0 0 0 0 0 0 0 -0.5 0 0 1 0 0 -0.5 0 0;
]

Hs = [
      10 10 -1.5 0;
      10 0 0 0.5;
    -1.5 0 0 0;
       0 0.5 0 100
]

using JuMP, SCS
model = Model(with_optimizer(SCS.Optimizer))
@variable(model, x[1:3])
@variable(model, s[1:4, 1:4], PSD)
@objective(model, Min, c' * x)
@constraint(model, -Gs' * x + vec(s) .== vec(Hs))
optimize!(model)
objective_value(model)
# 2.8327599823409098

```

---

<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [March 26, 2020, 5:27pm UTC](https://discourse.julialang.org/t/bug-when-using-dsdp-versus-scs-optimiser-with-jump/36554/2 "2020-03-26T17:27:24Z")

</div>

The “TODO” part of the error suggests that this isn’t a bug per se. It just needs to be implemented:

> <https://github.com/jump-dev/DSDP.jl/blob/29f3b13fbf9ac1105cae9a0d81f4fda701ba8016/src/MOI_wrapper.jl#L308>

I’m not sure what it relates to though. Pull requests to add missing features are most welcome.

---

<div class="post-metadata">

**Author:** ![blegat](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/blegat/32/217090_2.png) [@blegat](https://discourse.julialang.org/u/blegat)\
**Post date:** [March 28, 2020, 8:30am UTC](https://discourse.julialang.org/t/bug-when-using-dsdp-versus-scs-optimiser-with-jump/36554/3 "2020-03-28T08:30:04Z")

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The DSDP wrapper is still a work in progress. IIRC, using SDP variables in linear constraint is not done yet hence the error you ger. PR welcome! 🙂