I’m trying to add a constraint of type `(x'Ax <= b)`

in JuMP to be interpreted as SOC by the solver.

A is Positive definite.

Seems to be the same error as presented in this issue, but `A+A'`

has positive eigenvalues:

```
eigvals(cov(d).data + cov(d).data')
10-element Array{Float64,1}:
2.0014222400461272
2.0605866115342453
2.2799706986926673
2.5317489320096396
2.7815912421610607
3.459123499910021
4.181503965703311
4.970808766218942
6.5318231430488245
53.903463261426204
```

`A`

also has positive eignenvalues:

```
eigvals(cov(d).data)
10-element Array{Float64,1}:
1.0007111200230636
1.0302933057671226
1.1399853493463337
1.2658744660048198
1.3907956210805303
1.7295617499550104
2.0907519828516556
2.485404383109471
3.2659115715244122
26.951731630713102
```

From stacktrace, I can see that this happens at the call of `cholesky`

(ref) and seems that the “error” was already reported: https://github.com/JuliaLang/julia/issues/30831

Could the solution be to call `cholesky(Hermitian(matrix))`

or the same with `Symmetric `

in MOI?