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Update README.md
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mariohsouto authored Oct 4, 2020
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Expand Up @@ -50,7 +50,7 @@ W = [18.0 -5.0 -7.0 -6.0
-6.0 -1.0 -1.0 8.0]

# Build Max-Cut SDP relaxation via JuMP
model = Model(with_optimizer(ProxSDP.Optimizer, log_verbose=true))
model = Model(with_optimizer(ProxSDP.Optimizer, log_verbose=true, tol_gap=1e-4, tol_feasibility=1e-4))
@variable(model, X[1:n, 1:n], PSD)
@objective(model, Max, 0.25 * dot(W, X))
@constraint(model, diag(X) .== 1)
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