Mosek: warn on Q_NOT_PSD #229 #192

On 'nonconvex QC' error, remind user to check if she has a SOCP
ampl · Jan 15, 2024 · 10da62d · 10da62d
1 parent 87bedd9
commit 10da62d
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Showing 2 changed files with 13 additions and 2 deletions.
diff --git a/include/mp/flat/redef/conic/cones.h b/include/mp/flat/redef/conic/cones.h
@@ -155,7 +155,7 @@ class ConicConverter : public MCKeeper<MCType> {
                         "solver might not accept the model.\n"
                         "Try to express all SOCP cones in standard forms,\n"
                         "not in the objective.\n"
-                        "See mp.ampl.com/model-guide.html#");
+                        "See mp.ampl.com/model-guide.html.");
       }
     }
   }

diff --git a/solvers/mosek/mosekbackend.cc b/solvers/mosek/mosekbackend.cc
@@ -219,7 +219,18 @@ MSKsoltypee MosekBackend::GetSolutionTypeToFetch() {
 }
 
 void MosekBackend::Solve() {
-  MOSEK_CCALL(MSK_optimizetrm(lp(), &termCode_));
+  auto res = MSK_optimizetrm(lp(), &termCode_);
+  if (MSK_RES_ERR_CON_Q_NOT_PSD == res) {
+    AddWarning("Nonconvex QC",
+               "Mosek reported the problem as nonconvex QCP.\n"
+               "If the constraints are in fact Second-Order Cones,\n"
+               "make sure they have standard SOCP forms, and\n"
+               "the objective is linear by moving the\n"
+               "quadratic terms into auxiliary SOC constraints.\n"
+               "See mp.ampl.com/model-guide.html.");
+
+  }
+  MOSEK_CCALL( res );
   solToFetch_ = GetSolutionTypeToFetch();
   MOSEK_CCALL(MSK_getprosta(lp(), solToFetch_, &proSta_));
   MOSEK_CCALL(MSK_getsolsta(lp(), solToFetch_, &solSta_));