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[docs] add warning about Y <= X, Set() syntax #3769

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Jun 9, 2024
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[docs] add warning about Y <= X, Set() syntax #3769

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[docs] add warning about Y <= X, Set() syntax
odow Jun 5, 2024
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odow Jun 5, 2024
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18 changes: 13 additions & 5 deletions docs/src/manual/constraints.md
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Original file line number Diff line number Diff line change
Expand Up @@ -1238,8 +1238,9 @@
## Set inequality syntax

For modeling convenience, the syntax `@constraint(model, x >= y, Set())` is
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Note that as per https://docs.julialang.org/en/v1/manual/unicode-input/
⪰ can be "trivially" inputted as \succeq.

Wouldn't it be possible to:

@constraint(model, x \succeq y)
# error: specify one of the conic sets

@constraint(model, x >= y, <... Some conic set ...>)
# warning: use \succeq instead

@constraint(model, x \succeq y, <... Some non-conic set ...>)
# warning: use >= instead

@constraint(model, x >= y)
# becomes @constraint(model, x - y, Nonnegatives)

@constraint(model, x <= y)
# becomes @constraint(model, x - y, Nonpositives)

Is the concern that someone writes @constraint(model, x >= y) thinking it means PSDCone,
it silently works, and doesn't do what's expected? Or is there some other concern?

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Is the concern that someone writes @constraint(model, x >= y) thinking it means PSDCone,
it silently works, and doesn't do what's expected?

Yes.

We won't be adding support for \succeq. There is too much risk of confusion.

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:/ I really feel such a decision should be made with a larger headcount than i see here.

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I'll open a new issue

short-hand for `@constraint(model, x - y in Set())`. Therefore, the following
calls are equivalent:
short-hand for `@constraint(model, x - y in Set())`.

Therefore, the following calls are equivalent:
```jldoctest set_inequality
julia> model = Model();

Expand All @@ -1250,9 +1251,6 @@
julia> @constraint(model, x >= y, MOI.Nonnegatives(2))
[x[1] - 0.5, x[2] - 0.75] ∈ MathOptInterface.Nonnegatives(2)

julia> @constraint(model, y <= x, MOI.Nonnegatives(2))
[x[1] - 0.5, x[2] - 0.75] ∈ MathOptInterface.Nonnegatives(2)

julia> @constraint(model, x - y in MOI.Nonnegatives(2))
[x[1] - 0.5, x[2] - 0.75] ∈ MathOptInterface.Nonnegatives(2)
```
Expand All @@ -1270,6 +1268,11 @@
[x[1] - 1, x[2] - 1] ∈ MathOptInterface.Nonnegatives(2)
```

!!! warning
The syntax `@constraint(model, y <= x, Set())` is supported, but it is not
recommended because the value of the primal and dual solutions associated
with the connstraint may be the negative of what you expect.

Check failure on line 1274 in docs/src/manual/constraints.md

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[vale] reported by reviewdog 🐶
[Vale.Spelling] Did you really mean 'connstraint'?

Raw Output:
{"message": "[Vale.Spelling] Did you really mean 'connstraint'?", "location": {"path": "docs/src/manual/constraints.md", "range": {"start": {"line": 1274, "column": 14}}}, "severity": "ERROR"}
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## Second-order cone constraints

A [`SecondOrderCone`](@ref) constrains the variables `t` and `x` to the set:
Expand Down Expand Up @@ -1440,6 +1443,11 @@
X[2,1] - 2 X[2,2] - 1] ∈ PSDCone()
```

!!! warning
The syntax `@constraint(model, Y <= X, PSDCone())` is supported, but it is
not recommended because the value of the primal and dual solutions associated
with the connstraint may be the negative of what you expect.

Check failure on line 1449 in docs/src/manual/constraints.md

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[vale] reported by reviewdog 🐶
[Vale.Spelling] Did you really mean 'connstraint'?

Raw Output:
{"message": "[Vale.Spelling] Did you really mean 'connstraint'?", "location": {"path": "docs/src/manual/constraints.md", "range": {"start": {"line": 1449, "column": 14}}}, "severity": "ERROR"}
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### Symmetry

Solvers supporting PSD constraints usually expect to be given a matrix that
Expand Down
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