Memory blow-up when solving a sparse affine Hermitian SDP translated from YALMIP to JuMP

[odow]

Hi @hz-xiaxz, try with this code:

Bottleneck of JuMP

Try with: function dual_optimizer() inner = MosekTools.Optimizer() dual_problem = Dualization.DualProblem{Float64}(inner) return Dualization.DualOptimizer{Float64,typeof(inner)}(dual_problem) end model = Model(dual_optimizer) The underlying issue is: Mosek does not support HermitianPSDCone directly, so JuMP reformulates the problem into a larger PSD model. Model(Dualization.dual_optimizer(Mosek.Optimizer)) creates two sets of bridges: one before the dual_optimizer and one betwee…