no method matching allocate when solving a problem

[chkwon]

When solving this problem, I received an error.

using JuMP, SCS

m = Model(with_optimizer(SCS.Optimizer))

D = [0.0 1.0 1.0 1.0
     1.0 0.0 2.0 2.0
     1.0 2.0 0.0 2.0
     1.0 2.0 2.0 0.0]

@variable(m, cSq >= 1.0)

@variable(m, Q[1:4,1:4], PSD)

for i in 1:4
    for j in (i+1):4
        @constraint(m, D[i,j]^2 <= Q[i,i] + Q[j,j] - 2Q[i,j])
        @constraint(m, Q[i,i] + Q[j,j] - 2Q[i,j] <= D[i,j]^2*cSq )
    end
end

@objective(m, Min, cSq)

JuMP.optimize!(m)

println(JuMP.result_value.(cSq))

julia> JuMP.optimize!(m)
ERROR: MethodError: no method matching allocate(::SCS.Optimizer, ::MathOptInterface.ObjectiveFunction{MathOptInterface.SingleVariable}, ::MathOptInterface.SingleVariable)
Closest candidates are:
  allocate(::MathOptInterface.Utilities.AbstractModel, ::Any...) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/model.jl:339
  allocate(::MathOptInterface.Utilities.MockOptimizer, ::MathOptInterface.ObjectiveFunction, ::Any) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/mockoptimizer.jl:285
  allocate(::MathOptInterface.Utilities.MockOptimizer, ::Union{AbstractConstraintAttribute, AbstractModelAttribute, AbstractOptimizerAttribute, AbstractVariableAttribute}, ::Any) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/mockoptimizer.jl:284
  ...
Stacktrace:
 [1] _pass_attributes(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractModelAttribute,1}, ::Tuple{}, ::Tuple{}, ::Tuple{}, ::typeof(MathOptInterface.Utilities.allocate)) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:59
 [2] pass_attributes at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:40 [inlined]
 [3] allocate_load(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:248
 [4] #copy_to#28 at /Users/chkwon/.julia/packages/SCS/LBz0o/src/MOIWrapper.jl:87 [inlined]
 [5] (::getfield(MathOptInterface, Symbol("#kw##copy_to")))(::NamedTuple{(:copy_names,),Tuple{Bool}}, ::typeof(MathOptInterface.copy_to), ::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}) at ./none:0
 [6] attachoptimizer!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/cachingoptimizer.jl:125
 [7] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/cachingoptimizer.jl:158
 [8] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}},MathOptInterface.Bridges.AllBridgedConstraints{Float64}}) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Bridges/bridgeoptimizer.jl:73
 [9] #optimize!#94(::Bool, ::Function, ::Model, ::Nothing) at /Users/chkwon/.julia/packages/JuMP/LjMor/src/optimizer_interface.jl:65
 [10] optimize! at /Users/chkwon/.julia/packages/JuMP/LjMor/src/optimizer_interface.jl:42 [inlined] (repeats 2 times)
 [11] top-level scope at none:0

[blegat]

Only affine objective functions are supported at the moment:
https://github.com/JuliaOpt/SCS.jl/blob/fa37cd967006cde4e4f0b1ab5699ddf38bdcd7ff/src/MOIWrapper.jl#L307
You can do

@objective(m, Min, 1.0 * cSq)

as a workaround.

The error message will be improved with jump-dev/MathOptInterface.jl#534