Julia wrapper for SDPT3 (
Author jump-dev
1 Star
Updated Last
2 Years Ago
Started In
February 2019


SDPT3.jl is an interface to the SDPT3 solver. It exports the sdpt3 function that is a thin wrapper on top of the sdpt3 MATLAB function and use it to define the SDPT3.Optimizer object that implements the solver-independent MathOptInterface API.

To use it with JuMP, simply do

using JuMP
using SDPT3
model = Model(SDPT3.Optimizer)

To suppress output, do

model = Model(optimizer_with_attributes(SDPT3.Optimizer, printlevel=0))


You can install SDPT3.jl through the Julia package manager:

] add SDPT3

but you first need to make sure that you satisfy the requirements of the MATLAB.jl Julia package and that the SDPT3 software is installed in your MATLAB™ installation.


SDPT3 not in PATH

If you get the error:

Error using save
Variable 'jx_sdpt3_arg_out_1' not found.

ERROR: LoadError: MATLAB.MEngineError("failed to get variable jx_sdpt3_arg_out_1 from MATLAB session")
 [1] get_mvariable(::MATLAB.MSession, ::Symbol) at /home/blegat/.julia/packages/MATLAB/cVrxc/src/engine.jl:164
 [2] mxcall(::MATLAB.MSession, ::Symbol, ::Int64, ::Array{Any,2}, ::Vararg{Any,N} where N) at /home/blegat/.julia/packages/MATLAB/cVrxc/src/engine.jl:297
 [3] mxcall at /home/blegat/.julia/packages/MATLAB/cVrxc/src/engine.jl:317 [inlined]
 [4] sdpt3(::Array{Any,2}, ::Array{Array{Float64,2},1}, ::Array{Array{Float64,1},1}, ::Array{Float64,1}; kws::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at /home/blegat/.julia/dev/SDPT3/src/SDPT3.jl:57
 [5] sdpt3(::Array{Any,2}, ::Array{Array{Float64,2},1}, ::Array{Array{Float64,1},1}, ::Array{Float64,1}) at /home/blegat/.julia/dev/SDPT3/src/SDPT3.jl:51

The error means that we try to find the sdpt3 function with 1 output argument using the MATLAB C API but it wasn't found. This most likely means that you did not add SDPT3 to the MATLAB's path (i.e. the toolbox/local/pathdef.m file).

Error in validate

If you get the error:

Brace indexing is not supported for variables of this type.

Error in validate

Error in sdpt3 (line 171)
   [blk,At,C,b,blkdim,numblk,parbarrier] = validate(blk,At,C,b,par,parbarrier);

Error using save
Variable 'jx_sdpt3_arg_out_1' not found.

It might means that you have added SDPNAL in addition to SDPT3 in the MATLAB's path (i.e. the toolbox/local/pathdef.m file). As SDPNAL also define a validate function, this makes sdpt3 calls SDPNAL's validate function instead of SDPT3's validate function which causes the issue.

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