The default objective function appears to be $0$ when no parameters (i.e., “JuMP's decision variables which are created using the @variable macro”) are present. However, it is said that “using the trace as the objective function is a heuristic for obtaining sum-of-squares decompositions with a small number of squares”. Does there exist a way to use the trace of the corresponding Gram matrix as the objective function automatically?
The default objective function appears to be$0$ when no parameters (i.e., “JuMP's decision variables which are created using the
@variablemacro”) are present. However, it is said that “using the trace as the objective function is a heuristic for obtaining sum-of-squares decompositions with a small number of squares”. Does there exist a way to use the trace of the corresponding Gram matrix as the objective function automatically?