add tests for exp primal and sdps

I also added `tol` as an argument since SCS by default isn't accurate enough to 6 decimal digits.

Not quite; in the example above, the answer is wrong if you replicate the
lower triangle up (because y[1,2] is no longer -10, so the optimal value is
wrong) and wrong if you replicate the upper triangle down (because then y
is not PSD).

On Thu, Jan 1, 2015 at 1:57 PM, Miles Lubin <notifications@github.com>
wrote:

> In test/conicinterface.jl
> <https://github.com/JuliaOpt/MathProgBase.jl/pull/49#discussion-diff-22402513>
> :
>
> > +@test_approx_eq_eps MathProgBase.getsolution(m)[2] 2.0 tol
> > +@test_approx_eq_eps MathProgBase.getsolution(m)[3] 3.29744 tol
> > +
> > +if duals
> > +  d = MathProgBase.getconicdual(m)
> > +  @test_approx_eq_eps d[1] 1.8243 tol
> > +  @test_approx_eq_eps d[2] 2.6488 tol
> > +  # TODO: How do I calculate the dual of the exp constraint and check it with a non-SCS library?
> > +  #
> > +end
> > +end
> > +
> > +
> > +function conicSDPtest(s::MathProgBase.AbstractMathProgSolver;duals=false, tol=1e-6)
> > +
> > +function is_symmetric(A::Matrix)
>
> Would a workaround be to replicate the lower triangle to the upper
> triangle when returning the SDP solution?
>
> —
> Reply to this email directly or view it on GitHub
> <https://github.com/JuliaOpt/MathProgBase.jl/pull/49/files#r22402513>.
>



-- 
Madeleine Udell
PhD Candidate in Computational and Mathematical Engineering
Stanford University
www.stanford.edu/~udell