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Description
Another error from jump-dev/ParametricOptInterface.jl#143
the code
function fallback_error()
num_A = 2
##### SecondOrderCone #####
x_hat = rand(num_A)
μ = rand(num_A) * 10
Σ_12 = rand(num_A, num_A)
Σ = Σ_12 * Σ_12' + 0.1 * I
γ = 1.0
model = direct_model(DiffOpt.diff_optimizer(SCS.Optimizer))
set_silent(model)
@variable(model, x[1:num_A])
@variable(model, norm_2)
# (x - x_hat)^T Σ^-1 (x - x_hat) <= γ
@constraint(
model,
(x - μ)' * inv(Σ) * (x - μ) <= γ,
)
# norm_2 >= ||x - x_hat||_2
@constraint(model, ctr, [norm_2; x - x_hat] in SecondOrderCone())
@objective(model, Min, norm_2)
optimize!(model)
MOI.set(model, DiffOpt.ForwardConstraintFunction(), ctr,
MOI.VectorAffineFunction{Float64}(MOI.VectorOfVariables([norm_2, x[1], x[2]]))
)
DiffOpt.forward_differentiate!(model) # ERROR
return
end
the error:
ERROR: MethodError: no method matching throw_set_error_fallback(::MathOptInterface.Bridges.LazyBridgeOptimizer{DiffOpt.ConicProgram.Model}, ::DiffOpt.ObjectiveFunctionAttribute{DiffOpt.ObjectiveDualStart, MathOptInterface.VariableIndex}, ::MathOptInterface.Bridges.Objective.FunctionConversionBridge{Float64, MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.VariableIndex}, ::Float64)
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