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Indexing of exponential cones does not match MOI convention #42

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mtanneau opened this issue Oct 13, 2019 · 2 comments
Closed

Indexing of exponential cones does not match MOI convention #42

mtanneau opened this issue Oct 13, 2019 · 2 comments

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@mtanneau
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In the MOI documentation, the exponential cone is defined as

K = {(x,y,z) | y exp(x/y) ≤ z, y>0}

while in Mosek it is defined as

K = {(x,y,z) | y exp(z/y) ≤ x, y>0}

so the correspondence from MOI to Mosek is (x, y, z) -> (z, y, x).

However that index transformation does not seem to be implemented.

@blegat
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blegat commented Oct 13, 2019

It should be implemented:
https://github.com/JuliaOpt/MosekTools.jl/blob/98a27b7b3abcd360731cccee9989c5ffed261ca1/src/attributes.jl#L363-L366
and tests are passing so basic use cases should be covered. Let us know if we missed a corner case.

@mtanneau
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Turns out my issue was index-related, but it came from my part of the code. Sorry about the noise.

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