SDPT3
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))Installation
You can install SDPT3.jl through the Julia package manager:
] add SDPT3but 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.
Troubleshooting
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")
Stacktrace:
[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.