Updating to MosekToolsv0.15.3 breaks many JuMP SDP codes involving OffsetArray

[Shuvomoy]

I updated MosekTools to v0.15.3 today (from 0.15.1) and it breaks my existing SDP codes with the following error:

MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 11 specified for sparse symmetric is invalid. The valid range is [0,10[

The numbers 11, [0,10[vary from instance to instance. Here is a reproducible example below along with output with both MosekTools 0.15.3 and MosekTools 0.15.1:

## Load the packages
# -------------------------

using JuMP, MosekTools, Mosek, LinearAlgebra, OffsetArrays

## Data matrices in OffsetArray format 
# ------------------------------------------------

A = [0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.5 0.0 -0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.5 0.0 -0.0 0.0; 0.0 0.0 0.5 -0.5 0.0 0.0 0.0 0.0 -0.5 0.0 0.0 -0.5 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.5 0.0 -0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0];

A_Offset = OffsetArray(A, 1:13, 1:13)

B = [0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.5 0.0 0.0 0.0; 0.0 0.0 0.0 -0.0 -0.453602203155747 0.0 0.0 0.0; 0.0 0.0 0.5 -0.453602203155747 0.0 0.0 0.0 0.453602; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.453602 0.0 0.0 0.0];

B_Offset = OffsetArray(B, 1:8, 1:8)

## JuMP model
# -----------------

model_test = Model(Mosek.Optimizer)

@variable(model_test, X_var[1:13, 1:13], PSD)

@variable(model_test, Y_var[1:8, 1:8], PSD)

@objective(model_test, Min, tr(X_var))

@constraint(model_test,tr(X_var * A_Offset) - tr(Y_var * B_Offset) == 0) # This constraint causes the issue

@constraint(model_test, tr(X_var) <= 1)

optimize!(model_test)

OUTPUT with MosekTools v0.15.3:

(Please see output with MosekTools v0.15.1 below, which runs fine)

MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 9 specified for sparse symmetric is invalid. The valid range is [0,8[.
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 9 specified for sparse symmetric is invalid. The valid range is [0,8[.
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 9 specified for sparse symmetric is invalid. The valid range is [0,8[.
MOSEK error 3940 (MSK_RES_ERR_SYM_MAT_INVALID_ROW_INDEX): The row index 11 specified for sparse symmetric is invalid. The valid range is [0,8[.
ERROR: MosekError(3940, "The row index 11 specified for sparse symmetric is invalid. The valid range is [0,8[.\n")
Stacktrace:
  [1] appendsparsesymmat(task::Mosek.Task, dim::Int32, subi::Vector{Int32}, subj::Vector{Int32}, valij::Vector{Float64})
    @ Mosek ~/.julia/packages/Mosek/cMwUF/src/msk_functions.jl:3707
  [2] appendsparsesymmat(task::Mosek.Task, dim::Int64, subi::Vector{Int32}, subj::Vector{Int32}, valij::Vector{Float64})
    @ Mosek ~/.julia/packages/Mosek/cMwUF/src/msk_functions.jl:16628
  [3] (::MosekTools.var"#add_sd#24"{MosekTools.Optimizer, MosekTools.var"#25#26"{…}, Vector{…}, Vector{…}, Vector{…}})()
    @ MosekTools ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:69
  [4] split_scalar_matrix(m::MosekTools.Optimizer, terms::Vector{…}, set_sd::MosekTools.var"#25#26"{…})
    @ MosekTools ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:93
  [5] set_row
    @ ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:103 [inlined]
  [6] add_constraint(m::MosekTools.Optimizer, axb::MathOptInterface.ScalarAffineFunction{…}, dom::MathOptInterface.EqualTo{…})
    @ MosekTools ~/.julia/packages/MosekTools/uICAS/src/constraint.jl:437
  [7] _copy_constraints(dest::MosekTools.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, index_map_FS::MathOptInterface.Utilities.DoubleDicts.IndexDoubleDictInner{…}, cis_src::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:180
  [8] _copy_constraints(dest::MosekTools.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, cis_src::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:192
  [9] pass_nonvariable_constraints_fallback(dest::MosekTools.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:203
 [10] pass_nonvariable_constraints
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:229 [inlined]
 [11] pass_nonvariable_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, idxmap::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{…})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:426
 [12] _pass_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, variable_constraints_not_added::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:251
 [13] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:393
 [14] copy_to
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:442 [inlined]
 [15] optimize!
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/MathOptInterface.jl:121 [inlined]
 [16] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/cachingoptimizer.jl:321
 [17] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
    @ JuMP ~/.julia/packages/JuMP/i68GU/src/optimizer_interface.jl:595
 [18] optimize!(model::Model)
    @ JuMP ~/.julia/packages/JuMP/i68GU/src/optimizer_interface.jl:546
 [19] top-level scope
    @ ~/Library/MyDrive/junk_3.jl:35

Output with MosekTools v0.15.1:

Problem
  Name                   :                 
  Objective sense        : minimize        
  Type                   : CONIC (conic optimization problem)
  Constraints            : 2               
  Affine conic cons.     : 0               
  Disjunctive cons.      : 0               
  Cones                  : 0               
  Scalar variables       : 0               
  Matrix variables       : 2 (scalarized: 127)
  Integer variables      : 0               

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries                  : 2                 time                   : 0.00            
Lin. dep.  - tries                  : 1                 time                   : 0.00            
Lin. dep.  - primal attempts        : 1                 successes              : 1               
Lin. dep.  - dual attempts          : 0                 successes              : 0               
Lin. dep.  - primal deps.           : 0                 dual deps.             : 0               
Presolve terminated. Time: 0.00    
Optimizer  - threads                : 20              
Optimizer  - solved problem         : the primal      
Optimizer  - Constraints            : 2               
Optimizer  - Cones                  : 0               
Optimizer  - Scalar variables       : 1                 conic                  : 0               
Optimizer  - Semi-definite variables: 2                 scalarized             : 127             
Factor     - setup time             : 0.00            
Factor     - dense det. time        : 0.00              GP order time          : 0.00            
Factor     - nonzeros before factor : 3                 after factor           : 3               
Factor     - dense dim.             : 0                 flops                  : 1.20e+03        
ITE PFEAS    DFEAS    GFEAS    PRSTATUS   POBJ              DOBJ              MU       TIME  
0   1.2e+01  1.0e+00  1.4e+01  0.00e+00   1.300000000e+01   0.000000000e+00   1.0e+00  0.00  
1   0.0e+00  0.0e+00  0.0e+00  1.00e+00   0.000000000e+00   0.000000000e+00   0.0e+00  0.01  
Optimizer terminated. Time: 0.01

[odow]

This PR seems suspicious: #136