I have tried to follow the approach mentioned here: JuMP constraints involving matrix inverse. But I am still not able to get my code to run.
My code is as follows:
using JuMP, Ipopt, LinearAlgebra
FP = Model(solver=IpoptSolver())
@variable(FP, x[1:2,1:2] >= 0)
@objective(FP, Max, 0)
@NLconstraint(FP, inv(x) <= 0.5*I)
status = solve(FP)
I get the following error:
ERROR: LoadError: Unexpected object x[i,j] >= 0 for all i in {1,2}, j in {1,2} in nonlinear expression.
I am not sure what is going wrong. I am using JuMP 0.18.6. Could you please help? Thanks.