Jiahao: interesting link! Do you think we should put the meaning of that error code somewhere? Maybe best would be as the actual message of the PosDefException. Andreas: if we un-pivot the result then the user would be unaware, correct? I feel like chol() is the "casual" way of doing it and should make a best effort to work, whereas cholfact is the more poweruser version. David: I was indeed playing around with max-cut, check out https://github.com/JuliaOpt/JuMP.jl/blob/sdp/examples/maxcut_sdp.jl
Cheers, Iain On Tuesday, April 8, 2014 5:58:36 AM UTC-4, David de Laat wrote: > > You can also use a hack to make the matrix positive definite: > mineig = minimum(eigvals(M)) > M -= mineig * eye(M) > > (And in case you're working on max-cut you can also use > M = (M - mineig * eye(M)) / (1-mineig) > so that the linear constraints in the semidefinite program are still > satisfied by the new matrix M.) > > Best, > David >
