Merge pull request #133 from JuliaOpt/bl/sdpt3

Add SDPT3

Author: blegat

test/Solvers/Manifest.toml

@@ -243,9 +243,9 @@ uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 
 [[PolyJuMP]]
 deps = ["JuMP", "LinearAlgebra", "MathOptInterface", "MultivariateMoments", "MultivariatePolynomials", "SemialgebraicSets"]
-git-tree-sha1 = "481e3278c66511ef7e384e0dabde379966091a71"
+git-tree-sha1 = "e25628d44af34666f669c80de458036b1cb3cf05"
 uuid = "ddf597a6-d67e-5340-b84c-e37d84115374"
-version = "0.3.3"
+version = "0.3.4"
 
 [[Printf]]
 deps = ["Unicode"]
@@ -301,6 +301,12 @@ git-tree-sha1 = "6787480c2fc87c48f2c7d81a8a995244d084602a"
 uuid = "bfe18334-aefd-11e9-1109-4bf2b15a5b91"
 version = "0.1.1"
 
+[[SDPT3]]
+deps = ["LinearAlgebra", "MATLAB", "MathOptInterface", "SparseArrays"]
+git-tree-sha1 = "2c410fe322a3175bb293539d0cb8bb7f6df0c0a7"
+uuid = "e33b2407-87ff-50a0-8b27-f0fe7855237d"
+version = "0.0.2"
+
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 

test/Solvers/Project.toml

@@ -11,6 +11,7 @@ ProxSDP = "65e78d25-6039-50a4-9445-38022e3d2eb3"
 SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
 SDPA = "b9a10b5b-afa4-512f-a053-bb3d8080febc"
 SDPAFamily = "bfe18334-aefd-11e9-1109-4bf2b15a5b91"
+SDPT3 = "e33b2407-87ff-50a0-8b27-f0fe7855237d"
 SeDuMi = "a895aaad-f784-5544-9392-bb281339c1b2"
 SemialgebraicSets = "8e049039-38e8-557d-ae3a-bc521ccf6204"
 SumOfSquares = "4b9e565b-77fc-50a5-a571-1244f986bda1"

test/Solvers/sdpt3_tests.jl

@@ -0,0 +1,27 @@
+include("solver_preamble.jl")
+import SDPT3
+factory = with_optimizer(SDPT3.Optimizer, printlevel = 0)
+config = MOI.Test.TestConfig(atol=1e-4, rtol=1e-4)
+@testset "Linear" begin
+    Tests.linear_test(factory, config)
+end
+@testset "SOC" begin
+    Tests.soc_test(factory, config, String[
+        #  Expression: termination_status(model) == MOI.OPTIMAL
+        #   Evaluated: MathOptInterface.SLOW_PROGRESS == MathOptInterface.OPTIMAL
+        #  Expression: primal_status(model) == MOI.FEASIBLE_POINT
+        #   Evaluated: MathOptInterface.NO_SOLUTION == MathOptInterface.FEASIBLE_POINT
+        #  Expression: ≈(value(p), x ^ 3, atol=atol, rtol=rtol)
+        #   Evaluated: 1.0173770753701414x³ + 1.5745867283645243e-11x² - 5.33707366495717e-12x + 7.1247443708677416e-12 ≈ x³ (atol=0.0001, rtol=0.0001)
+        "sdsos_concave_then_convex_cubic"
+    ])
+end
+@testset "SDP" begin
+    Tests.sd_test(factory, config, String[
+        #  Expression: JuMP.termination_status(model) == MOI.OPTIMAL
+        #   Evaluated: MathOptInterface.OTHER_ERROR == MathOptInterface.OPTIMAL
+        #  Expression: JuMP.primal_status(model) == MOI.FEASIBLE_POINT
+        #   Evaluated: MathOptInterface.NO_SOLUTION == MathOptInterface.FEASIBLE_POINT
+        "chebyshev"
+    ])
+end