Version 1.35.0 broke DiffOpt docs (nearest_correlation)

[joaquimg]

It builds fine in 1.34.x : jump-dev/DiffOpt.jl#268
But fails in 1.35.0 : jump-dev/DiffOpt.jl#267

/home/runner/work/DiffOpt.jl/DiffOpt.jl/docs/src/examples/nearest_correlation.jl: Error During Test at /home/runner/work/DiffOpt.jl/DiffOpt.jl/docs/make.jl:35
  Got exception outside of a @test
  LoadError: MethodError: no method matching projection_gradient_on_set(::MathOptSetDistances.DefaultDistance, ::Vector{Float64}, ::MathOptInterface.Scaled{MathOptInterface.PositiveSemidefiniteConeTriangle})
  The function `projection_gradient_on_set` exists, but no method is defined for this combination of argument types.
  
  Closest candidates are:
    projection_gradient_on_set(::MathOptSetDistances.DefaultDistance, ::AbstractVector{T}, !Matched::MathOptInterface.RotatedSecondOrderCone) where T
     @ MathOptSetDistances ~/.julia/packages/MathOptSetDistances/CwCGT/src/projections.jl:590
    projection_gradient_on_set(::MathOptSetDistances.DefaultDistance, ::AbstractVector{T}, !Matched::MathOptInterface.Nonnegatives) where T
     @ MathOptSetDistances ~/.julia/packages/MathOptSetDistances/CwCGT/src/projections.jl:538
    projection_gradient_on_set(::MathOptSetDistances.DefaultDistance, ::AbstractVector{T}, !Matched::MathOptInterface.DualExponentialCone) where T
     @ MathOptSetDistances ~/.julia/packages/MathOptSetDistances/CwCGT/src/projections.jl:710
    ...
  
  Stacktrace:
    [1] (::DiffOpt.var"#14#15"{Vector{Float64}, MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ObjectiveContainer{Float64}, MathOptInterface.Utilities.FreeVariables, MathOptInterface.Utilities.MatrixOfConstraints{Float64, MathOptInterface.Utilities.MutableSparseMatrixCSC{Float64, Int64, MathOptInterface.Utilities.OneBasedIndexing}, Vector{Float64}, DiffOpt.ProductOfSets{Float64}}}})(ci::MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64}, MathOptInterface.Scaled{MathOptInterface.PositiveSemidefiniteConeTriangle}}, r::UnitRange{Int64})
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/diff_opt.jl:418
    [2] _map_rows!(f::DiffOpt.var"#14#15"{Vector{Float64}, MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ObjectiveContainer{Float64}, MathOptInterface.Utilities.FreeVariables, MathOptInterface.Utilities.MatrixOfConstraints{Float64, MathOptInterface.Utilities.MutableSparseMatrixCSC{Float64, Int64, MathOptInterface.Utilities.OneBasedIndexing}, Vector{Float64}, DiffOpt.ProductOfSets{Float64}}}}, x::Vector{Matrix{Float64}}, model::MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ObjectiveContainer{Float64}, MathOptInterface.Utilities.FreeVariables, MathOptInterface.Utilities.MatrixOfConstraints{Float64, MathOptInterface.Utilities.MutableSparseMatrixCSC{Float64, Int64, MathOptInterface.Utilities.OneBasedIndexing}, Vector{Float64}, DiffOpt.ProductOfSets{Float64}}}, cones::DiffOpt.ProductOfSets{Float64}, ::Type{MathOptInterface.VectorAffineFunction{Float64}}, ::Type{MathOptInterface.Scaled{MathOptInterface.PositiveSemidefiniteConeTriangle}}, map_mode::DiffOpt.Nested{Matrix{Float64}}, k::Int64)
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/diff_opt.jl:456
    [3] map_rows(f::Function, model::MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ObjectiveContainer{Float64}, MathOptInterface.Utilities.FreeVariables, MathOptInterface.Utilities.MatrixOfConstraints{Float64, MathOptInterface.Utilities.MutableSparseMatrixCSC{Float64, Int64, MathOptInterface.Utilities.OneBasedIndexing}, Vector{Float64}, DiffOpt.ProductOfSets{Float64}}}, cones::DiffOpt.ProductOfSets{Float64}, map_mode::DiffOpt.Nested{Matrix{Float64}})
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/diff_opt.jl:495
    [4] Dπ
      @ ~/work/DiffOpt.jl/DiffOpt.jl/src/diff_opt.jl:416 [inlined]
    [5] _gradient_cache(model::DiffOpt.ConicProgram.Model)
      @ DiffOpt.ConicProgram ~/work/DiffOpt.jl/DiffOpt.jl/src/ConicProgram/ConicProgram.jl:213
    [6] macro expansion
      @ ~/work/DiffOpt.jl/DiffOpt.jl/src/ConicProgram/ConicProgram.jl:247 [inlined]
    [7] macro expansion
      @ ./timing.jl:421 [inlined]
    [8] forward_differentiate!(model::DiffOpt.ConicProgram.Model)
      @ DiffOpt.ConicProgram ~/work/DiffOpt.jl/DiffOpt.jl/src/ConicProgram/ConicProgram.jl:246
    [9] forward_differentiate!(model::MathOptInterface.Bridges.LazyBridgeOptimizer{DiffOpt.ConicProgram.Model})
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/jump_moi_overloads.jl:327
   [10] forward_differentiate!(model::DiffOpt.Optimizer{MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SCS.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}})
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/moi_wrapper.jl:552
   [11] forward_differentiate!
      @ ~/work/DiffOpt.jl/DiffOpt.jl/src/jump_moi_overloads.jl:327 [inlined]
   [12] forward_differentiate!(model::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{DiffOpt.Optimizer{MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SCS.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/jump_moi_overloads.jl:317
   [13] forward_differentiate!(model::JuMP.Model)
      @ DiffOpt ~/work/DiffOpt.jl/DiffOpt.jl/src/jump_moi_overloads.jl:307
   [14] proj(A::LinearAlgebra.Tridiagonal{Float64, Vector{Float64}}, dH::LinearAlgebra.Diagonal{Float64, Vector{Float64}}, H::Matrix{Float64})
      @ Main.var"##386" ~/work/DiffOpt.jl/DiffOpt.jl/docs/src/examples/nearest_correlation.jl:26
   [15] proj(A::LinearAlgebra.Tridiagonal{Float64, Vector{Float64}})
      @ Main.var"##386" ~/work/DiffOpt.jl/DiffOpt.jl/docs/src/examples/nearest_correlation.jl:15
   [16] top-level scope
      @ ~/work/DiffOpt.jl/DiffOpt.jl/docs/src/examples/nearest_correlation.jl:37
   [17] include
      @ ./Base.jl:557 [inlined]
   [18] _include_sandbox(filename::String)
      @ Main ~/work/DiffOpt.jl/DiffOpt.jl/docs/make.jl:20
   [19] macro expansion
      @ ~/work/DiffOpt.jl/DiffOpt.jl/docs/make.jl:36 [inlined]
   [20] macro expansion
      @ /opt/hostedtoolcache/julia/1.11.2/x64/share/julia/stdlib/v1.11/Test/src/Test.jl:1704 [inlined]
   [21] literate_directory(dir::String)
      @ Main ~/work/DiffOpt.jl/DiffOpt.jl/docs/make.jl:36
   [22] top-level scope
      @ ~/work/DiffOpt.jl/DiffOpt.jl/docs/make.jl:43
   [23] include(mod::Module, _path::String)
      @ Base ./Base.jl:557
   [24] exec_options(opts::Base.JLOptions)
      @ Base ./client.jl:323
   [25] _start()
      @ Base ./client.jl:531
  in expression starting at /home/runner/work/DiffOpt.jl/DiffOpt.jl/docs/src/examples/nearest_correlation.jl:37

Indeed the requested method does not exist in MOSD. It should exist and maybe this is the right solution.
But it was not called before. Changes in bridges? Could the order change lead to this?

[blegat]

Not sure why the behavior has changed but I added the missing method in matbesancon/MathOptSetDistances.jl#83