cvxgrp
Feature request: Add Support for Positive Semidefinite Cone Problem
HI, I'm currently attempting to use the SCS solver for generating C code from a PSD cone problem. However, I encountered the following error:
It appears that the current version does not yet support code generation for problems involving PSD cones. I also tried switching to the CVXOPT solver, but it seems that code generation isn't supported there either.
I’m reaching out to ask whether there are plans to support code generation for such problem classes in the near future, or if there are any suggested alternatives for handling this use case.
Thank you for your time and consideration.
Best, Yihao Cai
Correct, CVXPYgen supports code generation for LPs, QPs, and SOCPs. I am not aware of developments for SDPs. In the meantime, you could approximate your SDP as an SOCP, or use CVXPY.
