This is an SDP problem or Mosek problem.
using JuMP, Mosek, Plots, MosekTools
# 生成一个200x200的稠密随机对称矩阵Q
Q = randn(200,200)
Q = Q + Q'
# 负责进行抽样实验的函数
function SampleBQP(Q,N)
naive_fval = zeros(N,1)
GW_fval = zeros(N,1)
n = size(Q,1)
# 这里先解出SDP，使用了Mosek求解器
GW_SDP = Model(solver =Mosek.Optimizer(MSK_IPAR_LOG = 0) #=MosekSolver(MSK_IPAR_LOG = 0)=#)
@variable(GW_SDP, X[1:n,1:n])
@SDconstraint(GW_SDP, X>=0)
@constraint(GW_SDP, diag(X).== ones(n,1) )
@objective(GW_SDP, Min, trace(Q*X))
solve(GW_SDP)
X_SDP = getvalue(X)
V_SDP = cholfact(X_SDP.+1e-4*eye(n))[:U]
for i = 1:N
# Naive算法
naive_x = rand([-1,1], n)
naive_fval[i] = sum(naive_x' * Q * naive_x)
# 随机生成超平面，其实像这样用高斯随机数就好啦
random_norm_vec = randn(n,1)
random_norm_vec = random_norm_vec/norm(random_norm_vec,2)
GW_sol = [if (dot(random_norm_vec,V_SDP[:,j])>=0) 1 else -1 end for j = 1:n]
GW_fval[i] = sum(GW_sol' * Q * GW_sol)
end
return naive_fval, GW_fval, X_SDP
end
# 进行10000次实验，输出所有的目标函数
naive_f, GW_f, X_SDP = SampleBQP(Q,10000)
# 画出结果的直方图
histogram(naive_f,label = "Naive samples")
histogram(GW_f,label = "GW samples")
Firstly, the code in line 14 is:
GW_SDP = Model(solver =MosekSolver(MSK_IPAR_LOG = 0)
But it shows me an error:
LoadError: UndefVarError: MosekSolver not defined
So I try to change GW_SDP = Model(solver =MosekSolver(MSK_IPAR_LOG = 0) intoGW_SDP = Model(solver =Mosek.Optimizer(MSK_IPAR_LOG = 0). It shows me another error:
LoadError: solver argument (MosekModel) must be an AbstractMathProgSolver
What is the problem, please? What’s wrong with my arguments?
