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src/Bridges/Variable/psd.jl

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Original file line numberDiff line numberDiff line change
@@ -30,7 +30,7 @@ Moreover, as `(S ∩ T)* = S* + T*` for cones `S` and `T`, we have
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P* = S* + con_11_22* + con_12_21* + con12diag*
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```
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the dual vector of `P*` is the dual vector of `S*` for which we add in the corresponding
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entries the dual of the three constraitns, multiplied by the coefficients for the `EqualTo` constraints.
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entries the dual of the three constraints, multiplied by the coefficients for the `EqualTo` constraints.
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Note that these contribution cancel out when we multiply them by `A*`:
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A* * (S* + con_11_22* + con_12_21* + con12diag*) = A* * S*
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so we can just ignore them.

test/runtests.jl

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@@ -53,5 +53,5 @@ import CSDP
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@testset "CSDP" begin
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bridged = MOI.instantiate(CSDP.Optimizer, with_bridge_type=Float64)
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MOI.Bridges.add_bridge(bridged, COI.Bridges.Variable.HermitianToSymmetricPSDBridge{Float64})
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test(bridged, MOI.Test.TestConfig(atol=1e-4, rtol=1e-4))
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projection_test(bridged, MOI.Test.TestConfig(atol=1e-4, rtol=1e-4))
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end

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