CDCS.jl

CDCS.jl is a wrapper for the CDCS solver.

The wrapper has two components:

• an exported cdcs function that is a thin wrapper on top of the cdcs MATLAB function
• an interface to MathOptInterface

CDCS.jl is licensed under the MIT license.

The underlying solver oxfordcontrol/CDCS is licensed under the LGPL v3 license.

In addition, CDCS requires an installation of MATLAB, which is a closed-source commercial product for which you must obtain a license.

First, make sure that you satisfy the requirements of the MATLAB.jl Julia package and that the CDCS software is installed in your MATLAB™ installation.

Then, install CDCS.jl using Pkg.add:

import Pkg
Pkg.add("CDCS")

To use CDCS with JuMP, do:

using JuMP, CDCS
model = Model(CDCS.Optimizer)
set_attribute(model, "verbose", 0)

If you get the error:

Undefined function or variable 'cdcs'.

Error using save
Variable 'jx_cdcs_arg_out_1' not found.

Linear Programming example: Error During Test at /home/blegat/.julia/dev/CDCS/test/lp.jl:5
  Got exception outside of a @test
  MATLAB.MEngineError("failed to get variable jx_cdcs_arg_out_1 from MATLAB session")
  Stacktrace:
    [1] get_mvariable(session::MATLAB.MSession, name::Symbol)
      @ MATLAB ~/.julia/packages/MATLAB/SVjnA/src/engine.jl:164
    [2] mxcall(::MATLAB.MSession, ::Symbol, ::Int64, ::Matrix{Float64}, ::Vararg{Any})
      @ MATLAB ~/.julia/packages/MATLAB/SVjnA/src/engine.jl:297
    [3] mxcall
      @ ~/.julia/packages/MATLAB/SVjnA/src/engine.jl:317 [inlined]
    [4] cdcs(A::Matrix{Float64}, b::Vector{Float64}, c::Vector{Float64}, K::CDCS.Cone; kws::Base.Pairs{Symbol, Int64, Tuple{Symbol}, NamedTuple{(:verbose,), Tuple{Int64}}})

The error means that we could not find the cdcs function with one output argument using the MATLAB C API.

This most likely means that you did not add CDCS to the MATLAB's path (that is, the toolbox/local/pathdef.m file).

If modifying toolbox/local/pathdef.m does not work, the following should work where /path/to/CDCS/ is the directory where the CDCS folder is located:

julia> using MATLAB

julia> cd("/path/to/CDCS/") do
           mat"cdcsInstall"
       end

julia> mat"savepath"