Dear All,
I recently updated some of my Julia packages related to optimization as follows:
[4076af6c] ↑ JuMP v0.21.10 ⇒ v0.22.1
[b8f27783] ↑ MathOptInterface v0.9.22 ⇒ v0.10.6
[1ec41992] ↑ MosekTools v0.9.4 ⇒ v0.10.0
[4076af6c] ↑ JuMP v0.21.10 ⇒ v0.22.1
[b8f27783] ↑ MathOptInterface v0.9.22 ⇒ v0.10.6
[1ec41992] ↑ MosekTools v0.9.4 ⇒ v0.10.0
Now after updating, I am getting error solving a very simple SDP, which I was able to solve without any problem prior to my update. My mosek version is 9.3.10 (the latest). The SDP is as follows:
using JuMP, MosekTools, Mosek, LinearAlgebra
N = 3
model = Model(optimizer_with_attributes(Mosek.Optimizer))
# construct G ⪰ 0
@variable(model, G[1:N, 1:N], PSD)
@variable(model, F[1:N-1] >= 0)
A = [1 2 3; 4 5 6; 7 8 9]
b = [7;8]
@constraint(model, F'*b + tr(G) <= 0)
@objective(model, Min, sum(F) - tr(G))
optimize!(model)
p_star = objective_value(model)
G_star = value.(G)
F_star = value.(F)
The error I am getting is as follows:
MethodError: no method matching set_column_name(::Mosek.Task, ::MosekTools.MatrixIndex, ::String)
Closest candidates are:
set_column_name(::Mosek.Task, !Matched::MosekTools.ColumnIndex, ::String) at C:\Users\shuvo\.julia\packages\MosekTools\Ryr4X\src\variable.jl:44
set_column_name(!Matched::MosekTools.Optimizer, !Matched::MathOptInterface.VariableIndex, ::String) at C:\Users\shuvo\.julia\packages\MosekTools\Ryr4X\src\variable.jl:47
in eval at base\boot.jl:360
in top-level scope at junk_7.jl:22
in optimize! at JuMP\2IF9U\src\optimizer_interface.jl:167
in optimize! at JuMP\2IF9U\src\optimizer_interface.jl:167
in var"#optimize!#121" at JuMP\2IF9U\src\optimizer_interface.jl:195
in optimize! at MathOptInterface\eoIu0\src\Utilities\cachingoptimizer.jl:285
in optimize! at MathOptInterface\eoIu0\src\MathOptInterface.jl:80
in copy_to at MathOptInterface\eoIu0\src\Bridges\bridge_optimizer.jl:421
in #copy_to#7 at MathOptInterface\eoIu0\src\Bridges\bridge_optimizer.jl:421
in default_copy_to at MathOptInterface\eoIu0\src\Utilities\copy.jl:438
in pass_attributes at MathOptInterface\eoIu0\src\Utilities\copy.jl:69
in _pass_attribute at MathOptInterface\eoIu0\src\Utilities\copy.jl:84
in set at MathOptInterface\eoIu0\src\Bridges\bridge_optimizer.jl:1327
in set at MosekTools\Ryr4X\src\variable.jl:296
in set_column_name at MosekTools\Ryr4X\src\variable.jl:48
I have no idea what is going on. The code ran without any problem before updating. Any tips/suggestions regarding how to avoid this issue will be much appreciated.