Getting problem data from jump model (semidefinite programming, etc.)

Specific Domains Optimization (Mathematical)
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Hi everyone, after a quick search here and the API, I have not seen this question addressed to my liking so let me raise it:

  • How to get the problem data in canonical form min dot(C,x) subject to Ax=b, that is from a model return the data C,A,b? This is very similar to print(model) or write a model to file. Also I dont know if this should be a MOI question instead of JuMP.
  • How about other problems where there are canonical forms like polynomial optimization?
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JuMP uses a novel standard form for representing problems, so we don’t store the problem in the canonical form min dot(C,x) subject to Ax=b. (For reasons and motivation, see: [2002.03447] MathOptInterface: a data structure for mathematical optimization problems)

We currently don’t provide tools to access the matrix data because there are a variety of different forms people could want. However, there’s a work-in-process: https://github.com/jump-dev/MatrixOptInterface.jl.

For now, you can access the constraints in the model using: Constraints · JuMP

This code should give you the general idea: JuMP.jl/lp_sensitivity2.jl at e2b6ee959c827d60f0c8178a813fddb6e21048b2 · jump-dev/JuMP.jl · GitHub
You could call it from JuMP using JuMP._standard_form_matrix, but functions beginning with _ are private, and could change in any future release so you shouldn’t rely on this.

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How about other problems where there are canonical forms like polynomial optimization?

You can solve polynomial optimization problems using SumOfSquares. See this example.