EAGO / Gurobi / MOI error ?

Manifest.toml

# This file is machine-generated - editing it directly is not advised

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mwe.jl

using JuMP, GLPK, Gurobi, EAGO

function make_problem_1()
    m = Model()
    @variable(m, 0 <= v[i=1:2] <= 1)
    @variable(m, 0 <= D[i=1:2,j=1:2] <= 1)
    @NLexpression(m, R, sum(D[i,j] for j = 1:2, i = 1:2))

    @NLobjective(m, Min, sum(v[l] * R * v[k] for l = 1:2, k = 1:2))
    return m
end

function make_problem_2()
    m = Model()
    @variable(m, 0 <= v[i=1:2] <= 1)
    @variable(m, 0 <= D[i=1:2,j=1:2] <= 1)
    @NLexpression(m, R, sum(D[i,j] for j = 1:2, i = 1:2))

    # Difference from problem 1: we use an `@NLexpression` for the objective
    @NLexpression(m, term, sum(v[l] * R * v[k] for l = 1:2, k = 1:2))
    @NLobjective(m, Min, term)
    return m
end

@info "Problem 1, GLPK"
m = make_problem_1()
JuMP.optimize!(m, with_optimizer(EAGO.Optimizer; verbosity=0,relaxed_optimizer = GLPK.Optimizer()))
@show JuMP.objective_value(m)

@info "Problem 2, GLPK"
m = make_problem_2()
JuMP.optimize!(m, with_optimizer(EAGO.Optimizer; verbosity=0,relaxed_optimizer = GLPK.Optimizer()))
@show JuMP.objective_value(m)

@info "Problem 1, Gurobi"
m = make_problem_1()
JuMP.optimize!(m, with_optimizer(EAGO.Optimizer; verbosity=0,relaxed_optimizer = Gurobi.Optimizer()))
@show JuMP.objective_value(m)

@info "Problem 2, Gurobi"
m = make_problem_2()
JuMP.optimize!(m, with_optimizer(EAGO.Optimizer; verbosity=0, relaxed_optimizer = Gurobi.Optimizer()))
@show JuMP.objective_value(m)

output.txt

               _
   _       _ _(_)_     |  Documentation: https://docs.julialang.org
  (_)     | (_) (_)    |
   _ _   _| |_  __ _   |  Type "?" for help, "]?" for Pkg help.
  | | | | | | |/ _` |  |
  | | |_| | | | (_| |  |  Version 1.4.1 (2020-04-14)
 _/ |\__'_|_|_|\__'_|  |  Official https://julialang.org/ release
|__/                   |

julia> include("mwe.jl")
[ Info: Precompiling JuMP [4076af6c-e467-56ae-b986-b466b2749572]
[ Info: Precompiling GLPK [60bf3e95-4087-53dc-ae20-288a0d20c6a6]
[ Info: Precompiling Gurobi [2e9cd046-0924-5485-92f1-d5272153d98b]
[ Info: Precompiling EAGO [bb8be931-2a91-5aca-9f87-79e1cb69959a]
[ Info: Problem 1, GLPK

******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
 Ipopt is released as open source code under the Eclipse Public License (EPL).
         For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************

JuMP.objective_value(m) = 2.504796512377432e-9
[ Info: Problem 2, GLPK
JuMP.objective_value(m) = 2.504796512377432e-9
[ Info: Problem 1, Gurobi
Academic license - for non-commercial use only
Gurobi Optimizer version 9.0.2 build v9.0.2rc0 (linux64)
Optimize a model with 0 rows, 6 columns and 0 nonzeros
Model fingerprint: 0x0a275e01
Coefficient statistics:
  Matrix range     [0e+00, 0e+00]
  Objective range  [0e+00, 0e+00]
  Bounds range     [1e+00, 1e+00]
  RHS range        [0e+00, 0e+00]
Presolve removed 0 rows and 6 columns
Presolve time: 0.00s
Presolve: All rows and columns removed
Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    0.0000000e+00   0.000000e+00   0.000000e+00      0s

Solved in 0 iterations and 0.00 seconds
Optimal objective  0.000000000e+00
Gurobi Optimizer version 9.0.2 build v9.0.2rc0 (linux64)
Optimize a model with 0 rows, 6 columns and 0 nonzeros
Coefficient statistics:
  Matrix range     [0e+00, 0e+00]
  Objective range  [0e+00, 0e+00]
  Bounds range     [1e+00, 1e+00]
  RHS range        [0e+00, 0e+00]
Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    0.0000000e+00   0.000000e+00   0.000000e+00      0s

Solved in 0 iterations and 0.00 seconds
Optimal objective  0.000000000e+00
JuMP.objective_value(m) = 2.504796512377432e-9
[ Info: Problem 2, Gurobi
Academic license - for non-commercial use only
ERROR: LoadError: Gurobi.GurobiError(10003, "Element 0 of a double array is Nan.")
Stacktrace:
 [1] set_dblattrelement!(::Gurobi.Model, ::String, ::Int64, ::Float64) at /home/eric/.julia/packages/Gurobi/7YNJV/src/grb_attrs.jl:282
 [2] modify(::Gurobi.Optimizer, ::MathOptInterface.ObjectiveFunction{MathOptInterface.ScalarAffineFunction{Float64}}, ::MathOptInterface.ScalarCoefficientChange{Float64}) at /home/eric/.julia/packages/Gurobi/7YNJV/src/MOI_wrapper.jl:2442
 [3] relax_objective!(::EAGO.DefaultExt, ::Optimizer, ::Array{Float64,1}) at /home/eric/.julia/packages/EAGO/eMuwf/src/eago_optimizer/relax.jl:319
 [4] relax_objective!(::Optimizer, ::Array{Float64,1}) at /home/eric/.julia/packages/EAGO/eMuwf/src/eago_optimizer/relax.jl:518
 [5] lower_problem!(::EAGO.DefaultExt, ::Optimizer) at /home/eric/.julia/packages/EAGO/eMuwf/src/eago_optimizer/subroutines.jl:608
 [6] lower_problem!(::Optimizer) at /home/eric/.julia/packages/EAGO/eMuwf/src/eago_optimizer/optimize.jl:774
 [7] global_solve!(::Optimizer) at /home/eric/.julia/packages/EAGO/eMuwf/src/eago_optimizer/optimize.jl:810
 [8] optimize!(::Optimizer) at /home/eric/.julia/packages/EAGO/eMuwf/src/eago_optimizer/optimize.jl:894
 [9] optimize!(::MathOptInterface.Utilities.CachingOptimizer{Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /home/eric/.julia/packages/MathOptInterface/bygN7/src/Utilities/cachingoptimizer.jl:189
 [10] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}) at /home/eric/.julia/packages/MathOptInterface/bygN7/src/Bridges/bridge_optimizer.jl:239
 [11] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /home/eric/.julia/packages/MathOptInterface/bygN7/src/Utilities/cachingoptimizer.jl:189
 [12] optimize!(::Model, ::OptimizerFactory; bridge_constraints::Bool, ignore_optimize_hook::Bool, kwargs::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at /home/eric/.julia/packages/JuMP/MsUSY/src/optimizer_interface.jl:141
 [13] optimize!(::Model, ::OptimizerFactory) at /home/eric/.julia/packages/JuMP/MsUSY/src/optimizer_interface.jl:111
 [14] top-level scope at /home/eric/Code/EAGO_MWE/mwe.jl:40
 [15] include(::String) at ./client.jl:439
 [16] top-level scope at REPL[1]:1
 [17] eval(::Module, ::Any) at ./boot.jl:331
 [18] eval_user_input(::Any, ::REPL.REPLBackend) at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.4/REPL/src/REPL.jl:86
 [19] run_backend(::REPL.REPLBackend) at /home/eric/.julia/packages/Revise/XFtoQ/src/Revise.jl:1162
 [20] top-level scope at none:0
in expression starting at /home/eric/Code/EAGO_MWE/mwe.jl:40

Project.toml

[deps]
EAGO = "bb8be931-2a91-5aca-9f87-79e1cb69959a"
GLPK = "60bf3e95-4087-53dc-ae20-288a0d20c6a6"
Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"