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cdcs.jl's Issues

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Infeasibility certificates returning infinite values

The dual values are infinite for infinity certificates which prevents distinguishing from a ray (1, 2) or a ray (2, 1) for instance since they would both be (Inf, Inf) IIUC.
This makes tests linear12:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contlinear.jl#L1452-L1507
and rotatedsoc2:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contconic.jl#L674-L750
fail. To reproduce the failue:

import CDCS; optimizer = CDCS.Optimizer(verbose=0, maxIter=4000);
using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities
MOIU.@model(ModelData, (), (),
              (MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
               MOI.RotatedSecondOrderCone, MOI.PositiveSemidefiniteConeTriangle),
              (), (), (), (MOI.VectorOfVariables,), (MOI.VectorAffineFunction,));
const cached = MOIU.CachingOptimizer(ModelData{Float64}(), optimizer);
const bridged = MOI.Bridges.full_bridge_optimizer(cached, Float64);
config = MOI.Test.TestConfig(atol=3e-2, rtol=3e-2)

MOI.Test.linear12test(bridged, config)

# output

Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contlinear.jl:1499
  Expression: (-3 * cd1 + cd2, -bndyd, atol=atol, rtol=rtol)
   Evaluated: NaN  -Inf (atol=0.03, rtol=0.03)
ERROR: There was an error during testing

MOI.Test.rotatedsoc2test(bridged, config)

# output

Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contconic.jl:745
  Expression: (vardual, -y, atol=atol, rtol=rtol)
   Evaluated: [NaN, Inf, -Inf]  [Inf, Inf, -Inf] (atol=0.03, rtol=0.03)
ERROR: There was an error during testing

ITERATION_LIMIT for linear15

The test linear15:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contlinear.jl#L1663-L1713
does not finish even after 20000 iterations. Given how simple the problem is, it is probably a bug with a limit case in CDCS.
To reproduce the failue:

import CDCS; optimizer = CDCS.Optimizer(verbose=0, maxIter=20000);
using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities
MOIU.@model(ModelData, (), (),
              (MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
               MOI.RotatedSecondOrderCone, MOI.PositiveSemidefiniteConeTriangle),
              (), (), (), (MOI.VectorOfVariables,), (MOI.VectorAffineFunction,));
const cached = MOIU.CachingOptimizer(ModelData{Float64}(), optimizer);
const bridged = MOI.Bridges.full_bridge_optimizer(cached, Float64);
config = MOI.Test.TestConfig(atol=3e-2, rtol=3e-2)

MOI.Test.linear15test(bridged, config)

# output

>> Warning: CDCS reached the maximum number of iterations, and will not attempt
to complete the positive semidefinite variable. Your output will most
likely contain NaNs! 
> In cdcs_hsde.setOutputs (line 58)
  In cdcs_utils.setOutputs (line 14)
  In cdcs (line 194) 
Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contlinear.jl:1700
  Expression: MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
   Evaluated: ITERATION_LIMIT::TerminationStatusCode = 11 == OPTIMAL::TerminationStatusCode = 1
ERROR: There was an error during testing

Old version of MATLAB.jl in Project.toml enforced downgrading

When adding this package, my local MATLAB.jl package gets downgraded. The latest version released on Github is 0.8.2, while the version fixed in CDCS's Project.toml is 0.7.3.

I still do not fully get how this versioning works in Julia. But I guess that in this case the CDCS.jl package is the blocker, isn't it? Would it be possible to relax the restriction to the now old 0.7.x versions of MATLAB.jl?

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