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can't use primal_feasibility_report with complex variables

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Assessment

Difficulty
2/5
Estimated time
1-3 hours
Newbie friendliness
78/100
Issue type
Bug
Clarity
Clearly specified
Activity status
Active
Tech stack
julia
Domain
testing-qa

Research direction

The stack trace points to src/Utilities/distance_to_set.jl and src/feasibility_checker.jl; start by reading the distance handling for EqualTo sets and the feasibility checker call site. Reproduce the example with complex variables and check that primal_feasibility_report handles the resulting EqualTo{ComplexF64} constraint without error.

Written by the indexing model from the issue text.

Description

Should be easy enough to implement.

using JuMP, LinearAlgebra
import Hypatia

function complex_test()
    model = Model(Hypatia.Optimizer)
    @variable(model, ρ[1:2,1:2] in HermitianPSDCone())
    @constraint(model, tr(ρ) == 1)
    @objective(model, Max, imag(ρ[1, 2]))
    set_silent(model)
    optimize!(model)
    display(primal_feasibility_report(model))
    return objective_value(model)
end

Stacktrace:

julia> complex_test()
ERROR: distance_to_set using the distance metric MathOptInterface.Utilities.ProjectionUpperBoundDistance() for set type MathOptInterface.EqualTo{ComplexF64} has not been implemented yet.
Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:44
  [2] distance_to_set(d::MathOptInterface.Utilities.ProjectionUpperBoundDistance, ::Float64, set::MathOptInterface.EqualTo{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/lY2WB/src/Utilities/distance_to_set.jl:75
  [3] distance_to_set(point::Float64, set::MathOptInterface.EqualTo{ComplexF64})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/lY2WB/src/Utilities/distance_to_set.jl:71
  [4] _distance_to_set(point_f::JuMP.var"#115#116"{…}, func::GenericAffExpr{…}, set::MathOptInterface.EqualTo{…}, ::Type{…})
    @ JuMP ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:196
  [5] _add_infeasible_constraints(model::Model, ::Type{…}, ::Type{…}, violated_constraints::Dict{…}, point_f::Function, atol::Float64)
    @ JuMP ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:160
  [6] primal_feasibility_report(point::Function, model::Model; atol::Float64, skip_missing::Bool)
    @ JuMP ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:130
  [7] primal_feasibility_report
    @ ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:109 [inlined]
  [8] #primal_feasibility_report#113
    @ ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:48 [inlined]
  [9] primal_feasibility_report
    @ ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:42 [inlined]
 [10] primal_feasibility_report(model::Model; kwargs::@Kwargs{})
    @ JuMP ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:81
 [11] primal_feasibility_report
    @ ~/.julia/packages/JuMP/insRt/src/feasibility_checker.jl:68 [inlined]
 [12] complex_test()
    @ Main ./REPL[5]:8
 [13] top-level scope
    @ REPL[6]:1
Some type information was truncated. Use `show(err)` to see complete types.
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