Revert LDLFactorizations package extension (#2972)

Author: odow

Project.toml

@@ -18,20 +18,13 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
-[weakdeps]
-LDLFactorizations = "40e66cde-538c-5869-a4ad-c39174c6795b"
-
-[extensions]
-MathOptInterfaceLDLFactorizationsExt = "LDLFactorizations"
-
 [compat]
 BenchmarkTools = "1"
 CodecBzip2 = "0.6, 0.7, 0.8"
 CodecZlib = "0.6, 0.7"
 ForwardDiff = "1"
 JSON = "0.21, 1"
 JSONSchema = "1"
-LDLFactorizations = "0.10"
 LinearAlgebra = "1"
 MutableArithmetics = "1"
 NaNMath = "0.3, 1"
@@ -45,9 +38,8 @@ Test = "1"
 julia = "1.10"
 
 [extras]
-LDLFactorizations = "40e66cde-538c-5869-a4ad-c39174c6795b"
 JSONSchema = "7d188eb4-7ad8-530c-ae41-71a32a6d4692"
 ParallelTestRunner = "d3525ed8-44d0-4b2c-a655-542cee43accc"
 
 [targets]
-test = ["LDLFactorizations", "JSONSchema", "ParallelTestRunner"]
+test = ["JSONSchema", "ParallelTestRunner"]

ext/MathOptInterfaceLDLFactorizationsExt.jl

@@ -60,25 +60,6 @@ end
 const QuadtoSOC{T,OT<:MOI.ModelLike} =
     SingleBridgeOptimizer{QuadtoSOCBridge{T},OT}
 
-function compute_sparse_sqrt_fallback(Q, ::F, ::S) where {F,S}
-    msg = """
-    Unable to transform a quadratic constraint into a SecondOrderCone
-    constraint because the quadratic constraint is not strongly convex and
-    our Cholesky decomposition failed.
-
-    If the constraint is convex but not strongly convex, you can work-around
-    this issue by manually installing and loading `LDLFactorizations.jl`:
-    ```julia
-    import Pkg; Pkg.add("LDLFactorizations")
-    using LDLFactorizations
-    ```
-
-    LDLFactorizations.jl is not included by default because it is licensed
-    under the LGPL.
-    """
-    return throw(MOI.AddConstraintNotAllowed{F,S}(msg))
-end
-
 function compute_sparse_sqrt(Q, func, set)
     # There's a big try-catch here because Cholesky can fail even if
     # `check = false`. As one example, it currently (v1.12) fails with
@@ -88,22 +69,20 @@ function compute_sparse_sqrt(Q, func, set)
     # The try-catch isn't a performance concern because the alternative is not
     # being able to reformulate the problem.
     try
-        factor = LinearAlgebra.cholesky(Q; check = false)
-        if !LinearAlgebra.issuccess(factor)
-            return compute_sparse_sqrt_fallback(Q, func, set)
-        end
+        factor = LinearAlgebra.cholesky(Q)
         L, p = SparseArrays.sparse(factor.L), factor.p
         # We have Q = P' * L * L' * P. We want to find Q = U' * U, so U = L' * P
         # First, compute L'. Note I and J are reversed
         J, I, V = SparseArrays.findnz(L)
         # Then, we want to permute the columns of L'. The rows stay in the same
         # order.
         return I, p[J], V
-    catch err
-        if err isa MOI.AddConstraintNotAllowed
-            rethrow(err)
-        end
-        msg = "There was an error computing a matrix square root"
+    catch
+        msg = """
+        Unable to transform a quadratic constraint into a SecondOrderCone
+        constraint because the quadratic constraint is not strongly convex and
+        our Cholesky decomposition failed.
+        """
         throw(MOI.UnsupportedConstraint{typeof(func),typeof(set)}(msg))
     end
 end

src/Bridges/Constraint/bridges/QuadtoSOCBridge.jl

@@ -10,7 +10,6 @@ import LinearAlgebra
 import SparseArrays
 using Test
 
-import LDLFactorizations
 import MathOptInterface as MOI
 
 function runtests()
@@ -345,13 +344,16 @@ function test_semidefinite_cholesky_fail()
     model = MOI.Bridges.Constraint.QuadtoSOC{Float64}(inner)
     x = MOI.add_variables(model, 2)
     f = 0.5 * x[1] * x[1] + 1.0 * x[1] * x[2] + 0.5 * x[2] * x[2]
-    c = MOI.add_constraint(model, f, MOI.LessThan(1.0))
-    F, S = MOI.VectorAffineFunction{Float64}, MOI.RotatedSecondOrderCone
-    ci = only(MOI.get(inner, MOI.ListOfConstraintIndices{F,S}()))
-    g = MOI.get(inner, MOI.ConstraintFunction(), ci)
-    y = MOI.get(inner, MOI.ListOfVariableIndices())
-    sum_y = 1.0 * y[1] + 1.0 * y[2]
-    @test isapprox(g, MOI.Utilities.vectorize([1.0, 1.0, sum_y, 0.0]))
+    @test_throws(
+        MOI.UnsupportedConstraint,
+        MOI.add_constraint(model, f, MOI.LessThan(1.0)),
+    )
+    # F, S = MOI.VectorAffineFunction{Float64}, MOI.RotatedSecondOrderCone
+    # ci = only(MOI.get(inner, MOI.ListOfConstraintIndices{F,S}()))
+    # g = MOI.get(inner, MOI.ConstraintFunction(), ci)
+    # y = MOI.get(inner, MOI.ListOfVariableIndices())
+    # sum_y = 1.0 * y[1] + 1.0 * y[2]
+    # @test isapprox(g, MOI.Utilities.vectorize([1.0, 1.0, sum_y, 0.0]))
     return
 end
 
@@ -361,12 +363,8 @@ function test_compute_sparse_sqrt_edge_cases()
         [1.0 0.0; 0.0 2.0],
         # Cholesky works, with pivoting
         [1.0 0.0 1.0; 0.0 1.0 1.0; 1.0 1.0 3.0],
-        # Cholesky fails due to 0 eigen value. LDL works
-        [1.0 1.0; 1.0 1.0],
         # Cholesky succeeds, even though 0 eigen value
         [2.0 2.0; 2.0 2.0],
-        # Cholesky fails because of 0 column/row. LDL works
-        [2.0 0.0; 0.0 0.0],
     ]
         B = SparseArrays.sparse(A)
         f = zero(MOI.ScalarQuadraticFunction{eltype(A)})
@@ -381,6 +379,8 @@ function test_compute_sparse_sqrt_edge_cases()
     # Test failures
     for A in Any[
         [-1.0 0.0; 0.0 1.0],
+        [1.0 1.0; 1.0 1.0],
+        [2.0 0.0; 0.0 0.0],
         # Found from test_quadratic_nonconvex_constraint_basic
         [0.0 -1.0; -1.0 0.0],
         # Different element type. We could potentially make this work in future,
@@ -400,20 +400,6 @@ function test_compute_sparse_sqrt_edge_cases()
     return
 end
 
-function test_compute_sparse_sqrt_fallback()
-    # Test the default fallback that is hit when LDLFactorizations isn't loaded.
-    # We could put the test somewhere else so it runs before this file is
-    # loaded, but that's pretty flakey for a long-term solution. Instead, we're
-    # going to abuse the lack of a strong type signature to hit it:
-    f = zero(MOI.ScalarAffineFunction{Float64})
-    A = SparseArrays.sparse([-1.0 0.0; 0.0 1.0])
-    @test_throws(
-        MOI.AddConstraintNotAllowed{typeof(f),MOI.GreaterThan{Float64}},
-        MOI.Bridges.Constraint.compute_sparse_sqrt(A, f, MOI.GreaterThan(0.0)),
-    )
-    return
-end
-
 end  # module
 
 TestConstraintQuadToSOC.runtests()