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lines changed Original file line number Diff line number Diff line change 6767 X & Δ\\\\
6868 Δ^\\ top & \\ mathrm{Diag}(Δ)
6969 \\ end{pmatrix} & \\ succeq 0\\\\
70- t - \\ sum_{i=1}^n u \\ log( Δ_{ii}/u ) & \\ le 0
70+ t - \\ sum_{i=1}^n u \\ log\\ left( \\ frac{ Δ_{ii}}{u} \\ right ) & \\ le 0
7171\\ end{align*}
7272```
7373Which we reformulate further into
@@ -77,7 +77,7 @@ Which we reformulate further into
7777 X & Δ\\\\
7878 Δ^\\ top & \\ mathrm{Diag}(Δ)
7979 \\ end{pmatrix} & \\ succeq 0\\\\
80- (l_i, u , Δ_{ii}) in ExponentialCone & \\ forall i \\\\
80+ (l_i, u , Δ_{ii}) & \\ in ExponentialCone\\ quad \\ forall i \\\\
8181 t - \\ sum_{i=1}^n l_i & \\ le 0
8282\\ end{align*}
8383```
@@ -310,7 +310,7 @@ matrix ``Δ`` such that:
310310 X & Δ\\\\
311311 Δ^\\ top & \\ mathrm{Diag}(Δ)
312312 \\ end{pmatrix} & \\ succeq 0\\\\
313- (t, \\ mathrm{Diag}(Δ)) in GeometricMeanCone
313+ (t, \\ mathrm{Diag}(Δ)) & \\ in GeometricMeanCone
314314\\ end{align*}
315315```
316316
Original file line number Diff line number Diff line change @@ -33,7 +33,7 @@ This is equivalent to:
3333 y_1^2 & \\ le 2y_2 y_3,\\\\
3434 y_2^2 & \\ le 2x_1 x_2, \\\\
3535 y_3^2 & \\ le 2x_3(y_1/\\ sqrt{4}) \\\\
36- y \\ ge 0.
36+ y & \\ ge 0.
3737\\ end{align*}
3838```
3939
Original file line number Diff line number Diff line change 99
1010`IndicatorActiveOnFalseBridge` implements the following reformulation:
1111
12- * ``! z \\ implies {f(x) \\ in S}`` into ``y \\ implies {f(x) \\ in S}``,
13- ``z + y == 1``, and ``y \\ in \\ {0, \\ }``
12+ * ``\\ neg z \\ implies {f(x) \\ in S}`` into ``y \\ implies {f(x) \\ in S}``,
13+ ``z + y = 1``, and ``y \\ in \\ {0, 1 \\ }``
1414
1515## Source node
1616
Original file line number Diff line number Diff line change 1010`NormSpectralBridge` implements the following reformulation:
1111
1212 * ``t \\ ge \\ sigma_1(X)`` into
13- ``\\ left[\\ begin{array}{c c}t\\ mathbf{I} & X^\\ top \\\\ X & t \\ mathbf{I}\\ end{array}\\ right] \\ succ 0``
13+ ``\\ left[\\ begin{array}{c c}t\\ mathbf{I} & X^\\ top \\\\ X & t \\ mathbf{I}\\ end{array}\\ right] \\ succeq 0``
1414
1515## Source node
1616
221221`NormNuclearBridge` implements the following reformulation:
222222
223223 * ``t \\ ge \\ sum_i \\ sigma_i (X)`` into
224- ``\\ left[\\ begin{array}{c c}U & X^\\ top \\\\ X & V\\ end{array}\\ right] \\ succ 0``
225- and ``t \\ ge ( tr(U) + tr(V)) / 2 ``.
224+ ``\\ left[\\ begin{array}{c c}U & X^\\ top \\\\ X & V\\ end{array}\\ right] \\ succeq 0``
225+ and ``2t \\ ge tr(U) + tr(V)``.
226226
227227## Source node
228228
Original file line number Diff line number Diff line change 1111[`MOI.RelativeEntropyCone`](@ref) into an [`MOI.ExponentialCone`](@ref):
1212
1313 * ``u \\ ge \\ sum_{i=1}^n w_i \\ log \\ left(\\ frac{w_i}{v_i}\\ right)`` into
14- ``y_i \\ ge 0``, ``\\ sum_{i=1}^n y_i``, and
14+ ``y_i \\ ge 0``, ``u \\ ge \\ sum_{i=1}^n y_i``, and
1515 ``(-y_i, w_i, v_i) \\ in ExponentialCone``.
1616
1717## Source node
Original file line number Diff line number Diff line change 99
1010`RSOCtoSOCBridge` implements the following reformulation:
1111
12- * ``||x||_2^2 \\ le 2tu`` into ``||v|| \\ le w ``, with the substitution rules
13- ``t = \\ frac{w}{\\ sqrt 2} + \\ frac{v_1}{\\ sqrt 2}``,
14- ``u = \\ frac{w}{\\ sqrt 2} - \\ frac{v_1}{\\ sqrt 2}``, and
15- ``x = (v_2,\\ ldots,v_N)``.
12+ * ``||x||_2^2 \\ le 2tu`` into
13+ ``||\\ frac{t - u}{\\ sqrt 2}, x||_2 \\ le \\ frac{t + u}{\\ sqrt 2}``
1614
1715## Source node
1816
Original file line number Diff line number Diff line change 1212 * ``x \\ in \\ {0\\ } \\ cup [l, u]`` into
1313 ```math
1414 \\ begin{aligned}
15- x \\ leq z \\ times u \\
16- x \\ geq z \\ times l \\
15+ x \\ leq z u \\ \\
16+ x \\ geq z l \\ \\
1717 z \\ in \\ {0, 1\\ }
1818 \\ end{aligned}
1919 ```
2020 * ``x \\ in \\ {0\\ } \\ cup \\ {l, \\ ldots, u\\ }`` into
2121 ```math
2222 \\ begin{aligned}
23- x \\ leq z \\ times u \\
24- x \\ geq z \\ times l \\
25- z \\ in \\ {0, 1\\ } \\
23+ x \\ leq z u \\ \\
24+ x \\ geq z l \\ \\
25+ z \\ in \\ {0, 1\\ } \\\\
2626 x \\ in \\ mathbb{Z}
2727 \\ end{aligned}
2828 ```
Original file line number Diff line number Diff line change 99
1010`SOCtoRSOCBridge` implements the following reformulation:
1111
12- * ``||x||_2 \\ le t`` into ``2uv \\ ge ||w||_2^2``, with the substitution rules
13- ``t = \\ frac{u}{\\ sqrt 2} + \\ frac{v}{\\ sqrt 2}``,
14- ``x = (\\ frac{u}{\\ sqrt 2} - \\ frac{v}{\\ sqrt 2}, w)``.
12+ * ``||x||_2 \\ le t`` into ``(t+x_1)(t-x_1)\\ ge ||(x_2\\ ldots,x_N)||_2^2``
1513
1614## Assumptions
1715
Original file line number Diff line number Diff line change 168168
169169`RSOCtoNonConvexQuadBridge` implements the following reformulations:
170170
171- * ``||x||_2 \\ le t \\ cdot u `` into ``\\ sum x^2 - t \\ cdot u \\ le 0``,
171+ * ``||x||_2^2 \\ le 2tu `` into ``\\ sum x^2 - 2tu \\ le 0``,
172172 ``1t + 0 \\ ge 0``, and ``1u + 0 \\ ge 0``.
173173
174174The [`MOI.ScalarAffineFunction`](@ref)s ``1t + 0`` and ``1u + 0`` are used
Original file line number Diff line number Diff line change 4444`SOCtoPSDBridge` implements the following reformulation:
4545
4646 * ``||x||_2 \\ le t`` into
47- ``\\ left[\\ begin{array}{c c}t & x^\\ top \\\\ x & t \\ mathbf{I}\\ end{array}\\ right]``
47+ ``\\ left[\\ begin{array}{c c}t & x^\\ top \\\\ x & t \\ mathbf{I}\\ end{array}\\ right]\\ succeq 0 ``
4848
4949!!! warning
5050 This bridge is not added by default by [`MOI.Bridges.full_bridge_optimizer`](@ref)
155155
156156`RSOCtoPSDBridge` implements the following reformulation:
157157
158- * ``||x||_2 \\ le t \\ cdot u`` into
159- ``\\ left[\\ begin{array}{c c}t & x^\\ top \\\\ x & 2tu \\ mathbf{I}\\ end{array}\\ right]``
158+ * ``||x||_2^2 \\ le 2t \\ cdot u`` into
159+ ``\\ left[\\ begin{array}{c c}t & x^\\ top \\\\ x & 2tu \\ mathbf{I}\\ end{array}\\ right]\\ succeq 0 ``
160160
161161## Source node
162162
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