{"action":"created","issue":{"url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/issues/108","repository_url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl","labels_url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/issues/108/labels{/name}","comments_url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/issues/108/comments","events_url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/issues/108/events","html_url":"https://github.com/JuliaOpt/MathProgBase.jl/pull/108","id":153866262,"number":108,"title":"Revise SDP format","user":{"login":"mlubin","id":1733683,"avatar_url":"https://avatars.githubusercontent.com/u/1733683?v=3","gravatar_id":"","url":"https://api.github.com/users/mlubin","html_url":"https://github.com/mlubin","followers_url":"https://api.github.com/users/mlubin/followers","following_url":"https://api.github.com/users/mlubin/following{/other_user}","gists_url":"https://api.github.com/users/mlubin/gists{/gist_id}","starred_url":"https://api.github.com/users/mlubin/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/mlubin/subscriptions","organizations_url":"https://api.github.com/users/mlubin/orgs","repos_url":"https://api.github.com/users/mlubin/repos","events_url":"https://api.github.com/users/mlubin/events{/privacy}","received_events_url":"https://api.github.com/users/mlubin/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2016-05-09T20:48:21Z","updated_at":"2016-05-09T20:52:38Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/pulls/108","html_url":"https://github.com/JuliaOpt/MathProgBase.jl/pull/108","diff_url":"https://github.com/JuliaOpt/MathProgBase.jl/pull/108.diff","patch_url":"https://github.com/JuliaOpt/MathProgBase.jl/pull/108.patch"},"body":"@chriscoey and I realized that the current SDP lower triangular format (https://github.com/JuliaOpt/MathProgBase.jl/issues/51 https://github.com/JuliaOpt/MathProgBase.jl/pull/55 https://github.com/cvxgrp/scs/issues/31) is a bad idea. Because the lower triangle is not self dual in R^(n*(n+1)/2), it means that our primal-dual pair in the MathProgBase documentation is flat out incorrect and it's painful to handle this discrepancy in a general conic solver like Pajarito because it means rescaling problem data and primal/dual solutions all over the place. Given that we have a generic conic interface, I don't think we have a choice but to present a coherent primal-dual pair. We could revert back to the full matrix SDP form, but that seems like a waste, so I'm proposing to adopt the [svec](http://docs.mosek.com/slides/ismp2012/sdo.pdf) format where off-diagonal terms are rescaled by sqrt(2).\r\n\r\nThis PR updates the SDP tests for the new format. I have SCS and Mosek passing on local branches and I'll make the rounds of updating Convex.jl and JuMP. We'll need to tag a new 0.x release of MPB once this goes through.\r\n\r\nDoc updates are still TODO.\r\n\r\nCC @madeleineudell @bodono @ulfworsoe @erling-d-andersen @joehuchette @IainNZ \r\n\r\nCloses #78 \r\nSupersedes #107 "},"comment":{"url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/issues/comments/217986056","html_url":"https://github.com/JuliaOpt/MathProgBase.jl/pull/108#issuecomment-217986056","issue_url":"https://api.github.com/repos/JuliaOpt/MathProgBase.jl/issues/108","id":217986056,"user":{"login":"mlubin","id":1733683,"avatar_url":"https://avatars.githubusercontent.com/u/1733683?v=3","gravatar_id":"","url":"https://api.github.com/users/mlubin","html_url":"https://github.com/mlubin","followers_url":"https://api.github.com/users/mlubin/followers","following_url":"https://api.github.com/users/mlubin/following{/other_user}","gists_url":"https://api.github.com/users/mlubin/gists{/gist_id}","starred_url":"https://api.github.com/users/mlubin/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/mlubin/subscriptions","organizations_url":"https://api.github.com/users/mlubin/orgs","repos_url":"https://api.github.com/users/mlubin/repos","events_url":"https://api.github.com/users/mlubin/events{/privacy}","received_events_url":"https://api.github.com/users/mlubin/received_events","type":"User","site_admin":false},"created_at":"2016-05-09T20:52:38Z","updated_at":"2016-05-09T20:52:38Z","body":"CC @SteveDiamond, this will eventually effect cmpb."}}