jump-dev / jump-dev/Dualization.jl

Request to add support for PSD constraints in square form in future release

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Description

In applying Dualization in our project, I found that support is provided for PSD constraints in triangular form but not in square form. May I request that support for PSD in square form also be provided in a future release? If this is feasible?

I can use Dualization for our purposes still, but I need to modify my local version of other third party Julia packages to post PSD constraints in triangular form rather than square form, and so my rationale for this request is for the sake of minimizing the potential need to modify third party code in the future. Thank you.

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