[Bridges] throw better error for nonconvex quadratic constraints (#1655)

Author: odow

src/Bridges/Constraint/quad_to_soc.jl

@@ -78,15 +78,17 @@ function bridge_constraint(
     F = try
         LinearAlgebra.cholesky(LinearAlgebra.Symmetric(Q))
     catch
-        error("""
-            Unable to transform a quadratic constraint into a second-order cone
-            constraint because the quadratic constraint is not strongly convex.
-
-            Convex constraints that are not strongly convex (i.e., the matrix is
-            positive semidefinite but not positive definite) are not supported
-            yet.
-
-            Note that a quadratic equality constraint is non-convex.""")
+        throw(
+            MOI.UnsupportedConstraint{typeof(func),typeof(set)}(
+                "Unable to transform a quadratic constraint into a " *
+                "second-order cone constraint because the quadratic " *
+                "constraint is not strongly convex.\n\nConvex constraints " *
+                "that are not strongly convex (i.e., the matrix is positive " *
+                "semidefinite but not positive definite) are not supported " *
+                "yet.\n\nNote that a quadratic equality constraint is " *
+                "non-convex.",
+            ),
+        )
     end
     # Construct the VectorAffineFunction. We're aiming for:
     #  |          1 |

test/Bridges/Constraint/quad_to_soc.jl

@@ -24,7 +24,8 @@ function test_error_for_nonconvex_quadratic_constraints()
     mock = MOI.Utilities.MockOptimizer(MOI.Utilities.Model{Float64}())
     bridged_mock = MOI.Bridges.Constraint.QuadtoSOC{Float64}(mock)
     x = MOI.add_variable(bridged_mock)
-    @test_throws ErrorException begin
+    @test_throws(
+        MOI.UnsupportedConstraint,
         MOI.add_constraint(
             bridged_mock,
             MOI.ScalarQuadraticFunction(
@@ -34,8 +35,9 @@ function test_error_for_nonconvex_quadratic_constraints()
             ),
             MOI.GreaterThan(0.0),
         )
-    end
-    @test_throws ErrorException begin
+    )
+    @test_throws(
+        MOI.UnsupportedConstraint,
         MOI.add_constraint(
             bridged_mock,
             MOI.ScalarQuadraticFunction(
@@ -45,7 +47,7 @@ function test_error_for_nonconvex_quadratic_constraints()
             ),
             MOI.LessThan(0.0),
         )
-    end
+    )
     return
 end