Thanks for your response @odow! Here is a reproducible example along with output with both MosekTools 0.15.3 and MosekTools 0.15.1. I have opened an issue on Github as well. Any tips to fix this will be much appreciated (for now I am just using 0.15.1) because this ends up breaking many of my previous SDP codes in existing research projects.
## Load the packages
# -------------------------
using JuMP, MosekTools, Mosek, LinearAlgebra, OffsetArrays
## Data matrices in OffsetArray format
# ------------------------------------------------
A = [0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.5 0.0 -0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.5 0.0 -0.0 0.0; 0.0 0.0 0.5 -0.5 0.0 0.0 0.0 0.0 -0.5 0.0 0.0 -0.5 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.5 0.0 -0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0];
A_Offset = OffsetArray(A, 1:13, 1:13)
B = [0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.5 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 -0.453602203155747 0.0 0.0 0.0; 0.0 0.0 0.5 -0.453602203155747 0.0 0.0 0.0 0.453602; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.453602 0.0 0.0 0.0];
B_Offset = OffsetArray(B, 1:8, 1:8)
## JuMP model
# -----------------
model_test = Model(Mosek.Optimizer)
@variable(model_test, X_var[1:13, 1:13], PSD)
@variable(model_test, Y_var[1:8, 1:8], PSD)
@objective(model_test, Min, tr(X_var))
@constraint(model_test,tr(X_var * A_Offset) - tr(Y_var * B_Offset) == 0) # This constraint causes the issue
@constraint(model_test, tr(X_var) <= 1)
optimize!(model_test)
OUTPUT with MosekTools v0.15.3:
(Please see output with MosekTools v0.15.1 below, which runs fine)
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 9 specified for sparse symmetric is invalid. The valid range is [0,8[.
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 9 specified for sparse symmetric is invalid. The valid range is [0,8[.
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 9 specified for sparse symmetric is invalid. The valid range is [0,8[.
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 11 specified for sparse symmetric is invalid. The valid range is [0,8[.
ERROR: MosekError(3940, "The row index 11 specified for sparse symmetric is invalid. The valid range is [0,8[.\n")
Stacktrace:
[1] appendsparsesymmat(task::Mosek.Task, dim::Int32, subi::Vector{Int32}, subj::Vector{Int32}, valij::Vector{Float64})
@ Mosek ~/.julia/packages/Mosek/cMwUF/src/msk_functions.jl:3707
[2] appendsparsesymmat(task::Mosek.Task, dim::Int64, subi::Vector{Int32}, subj::Vector{Int32}, valij::Vector{Float64})
@ Mosek ~/.julia/packages/Mosek/cMwUF/src/msk_functions.jl:16628
[3] (::MosekTools.var"#add_sd#24"{MosekTools.Optimizer, MosekTools.var"#25#26"{…}, Vector{…}, Vector{…}, Vector{…}})()
@ MosekTools ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:69
[4] split_scalar_matrix(m::MosekTools.Optimizer, terms::Vector{…}, set_sd::MosekTools.var"#25#26"{…})
@ MosekTools ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:93
[5] set_row
@ ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:103 [inlined]
[6] add_constraint(m::MosekTools.Optimizer, axb::MathOptInterface.ScalarAffineFunction{…}, dom::MathOptInterface.EqualTo{…})
@ MosekTools ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:437
[7] _copy_constraints(dest::MosekTools.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, index_map_FS::MathOptInterface.Utilities.DoubleDicts.IndexDoubleDictInner{…}, cis_src::Vector{…})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:180
[8] _copy_constraints(dest::MosekTools.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, cis_src::Vector{…})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:192
[9] pass_nonvariable_constraints_fallback(dest::MosekTools.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{…})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:203
[10] pass_nonvariable_constraints
@ ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:229 [inlined]
[11] pass_nonvariable_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, idxmap::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{…})
@ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:426
[12] _pass_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, variable_constraints_not_added::Vector{…})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:251
[13] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:393
[14] copy_to
@ ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:442 [inlined]
[15] optimize!
@ ~/.julia/packages/MathOptInterface/gLl4d/src/MathOptInterface.jl:121 [inlined]
[16] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/cachingoptimizer.jl:321
[17] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
@ JuMP ~/.julia/packages/JuMP/i68GU/src/optimizer_interface.jl:595
[18] optimize!(model::Model)
@ JuMP ~/.julia/packages/JuMP/i68GU/src/optimizer_interface.jl:546
[19] top-level scope
@ ~/Library/MyDrive/junk_3.jl:35
Output with MosekTools v0.15.1:
Problem
Name :
Objective sense : minimize
Type : CONIC (conic optimization problem)
Constraints : 2
Affine conic cons. : 0
Disjunctive cons. : 0
Cones : 0
Scalar variables : 0
Matrix variables : 2 (scalarized: 127)
Integer variables : 0
Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries : 2 time : 0.00
Lin. dep. - tries : 1 time : 0.00
Lin. dep. - primal attempts : 1 successes : 1
Lin. dep. - dual attempts : 0 successes : 0
Lin. dep. - primal deps. : 0 dual deps. : 0
Presolve terminated. Time: 0.00
Optimizer - threads : 20
Optimizer - solved problem : the primal
Optimizer - Constraints : 2
Optimizer - Cones : 0
Optimizer - Scalar variables : 1 conic : 0
Optimizer - Semi-definite variables: 2 scalarized : 127
Factor - setup time : 0.00
Factor - dense det. time : 0.00 GP order time : 0.00
Factor - nonzeros before factor : 3 after factor : 3
Factor - dense dim. : 0 flops : 1.20e+03
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME
0 1.2e+01 1.0e+00 1.4e+01 0.00e+00 1.300000000e+01 0.000000000e+00 1.0e+00 0.00
1 0.0e+00 0.0e+00 0.0e+00 1.00e+00 0.000000000e+00 0.000000000e+00 0.0e+00 0.01
Optimizer terminated. Time: 0.01