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Description
The bridge transforms (t, u, x)
from 2tu >= ||x||_2
, t, u >= 0
to
t x'
x 2uI
is PSD.
However, when the dimension is 2, i.e., the length of x
is zero, this is transformed into the 1x1 PSD constraint t >= 0
.
This is missing the constraint that u
should be nonnegative.
Ideally the bridge should add two linear inequality constraints but in the meantime it should at least provide a nice error instead of being incorrect.
Detected while going from DeprecatedTest to Test in jump-dev/CSDP.jl#72