COSMO.jl does not work with JuMP

[Shuvomoy]

Dear All,

I am trying to run the following code verbatim from the documentation:

using COSMO, JuMP, LinearAlgebra

C =  [1 2; 0 2]
A = [1 0; 5 2]
b = 4;

m = Model(COSMO.Optimizer);
# replacing the previous line with 
# m = JuMP.Model(SCS.Optimizer);
# works just fine
@variable(m, X[1:2, 1:2], PSD)
@objective(m, Min, tr(C * X));
@constraint(m, tr(A * X) == b);
JuMP.optimize!(m);

status = JuMP.termination_status(m)
X_sol = JuMP.value.(X)
obj_value = JuMP.objective_value(m)

And I am getting the error:

MethodError: no method matching _pass_attributes(::Optimizer{Float64}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractModelAttribute,1}, ::Tuple{}, ::Tuple{}, ::Tuple{}, ::typeof(MathOptInterface.Utilities.load))
Closest candidates are:
  _pass_attributes(::MathOptInterface.ModelLike, ::MathOptInterface.ModelLike, !Matched::MathOptInterface.Utilities.IndexMap, ::Any, ::Any, ::Any, ::Any) at C:\Users\shuvo\.julia\packages\MathOptInterface\ZJFKw\src\Utilities\copy.jl:175
  _pass_attributes(::MathOptInterface.ModelLike, ::MathOptInterface.ModelLike, !Matched::MathOptInterface.Utilities.IndexMap, ::Any, ::Any, ::Any, ::Any, !Matched::Function) at C:\Users\shuvo\.julia\packages\MathOptInterface\ZJFKw\src\Utilities\copy.jl:175
pass_attributes!(::Optimizer{Float64}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::MathOptInterface.Utilities.IndexMap, ::Function) at MOIWrapper.jl:615
pass_attributes!(::Optimizer{Float64}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::MathOptInterface.Utilities.IndexMap) at MOIWrapper.jl:611
copy_to(::Optimizer{Float64}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}; copy_names::Bool) at MOIWrapper.jl:148
(::MathOptInterface.var"#copy_to##kw")(::NamedTuple{(:copy_names,),Tuple{Bool}}, ::typeof(MathOptInterface.copy_to), ::Optimizer{Float64}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}) at MOIWrapper.jl:137
attach_optimizer(::MathOptInterface.Utilities.CachingOptimizer{Optimizer{Float64},MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at cachingoptimizer.jl:150
optimize!(::MathOptInterface.Utilities.CachingOptimizer{Optimizer{Float64},MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at cachingoptimizer.jl:211
optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{Optimizer{Float64},MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}) at bridge_optimizer.jl:264
optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at cachingoptimizer.jl:215
optimize!(::Model, ::Nothing; bridge_constraints::Bool, ignore_optimize_hook::Bool, kwargs::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at optimizer_interface.jl:131
optimize! at optimizer_interface.jl:107 [inlined]
optimize!(::Model) at optimizer_interface.jl:107
top-level scope at all_files_test.jl:556
include_string(::Function, ::Module, ::String, ::String) at loading.jl:1088

I have tried the same problem with SCS and it works just fine. Any help on how to fix this will be appreciated.

[blegat]

See #117

[migarstka]

@Shuvomoy What MathOptInterface version are you using? You should use a version higher than v.0.19.14 (and the latest COSMO v0.7.8).

Looks similar to #117.

[Shuvomoy]

Thanks, my MathOptInterface was not updated as you pointed out. Updating it fixed the issue.