Hi, I am attempting to rewrite MATLAB code, which is slow due to Yalmip’s parsing speed. The resulting problem that gets sent to the solver from JuMP is much larger (and slower to solve) than Yalmip’s output. I don’t think I am using any “inefficient” functions for building the problem, but the di…

I checked the code in your top post. I detailed the issue in https://github.com/jump-dev/SumOfSquares.jl/issues/205 . In short, SumOfSquares uses the standard conic form for SumOfSquares constraints. In your case, you should use the geometric conic form as discussed in https://github.com/jump-dev/S…

JuMP & SumOfSquares generate SDPs with ~18x more constraints than YALMIP

Specific Domains Optimization (Mathematical)

ciba12 July 30, 2021, 1:45pm 16

Yes, this solves it!
Thanks!

1 Like

Topic		Replies	Views
YALMIP vs JuMP Optimization (Mathematical)	13	3791	November 8, 2019
Pre-processing time and Mosek Solve inordinately long Optimization (Mathematical)	13	342	October 10, 2024
Write large Least Square like problems in JuMP Optimization (Mathematical) jump	2	1227	March 16, 2020
How to efficiently generate constraints Optimization (Mathematical)	4	938	January 10, 2019
SDP Sum of Squares optimization Optimization (Mathematical) question , jump	10	775	October 27, 2022

JuMP & SumOfSquares generate SDPs with ~18x more constraints than YALMIP

Related topics