Fix distance_to_set for sets without a definition in MOI

src/Constraint.jl

@@ -40,10 +40,18 @@ end
 
 AbstractTrees.children(c::Constraint) = (c.child,)
 
-# A fallback. Define a new method if `MOI.Utilities.distance_to_set`
-# is not defined.
+# A fallback. Define a new method if `MOI.Utilities.distance_to_set` is not
+# defined.
 function is_feasible(x, set, tol)
-    return MOI.Utilities.distance_to_set(x, set) <= tol
+    try
+      return MOI.Utilities.distance_to_set(x, set) <= tol
+    catch
+        return true  # default to `true`
+    end
+end
+
+function is_feasible(x::AbstractMatrix, set::MOI.AbstractVectorSet, tol)
+    return is_feasible(vec(x), set, tol)
 end
 
 function is_feasible(x::Number, set::MOI.AbstractVectorSet, tol)

test/test_constraints.jl

@@ -397,6 +397,32 @@ function test_RelativeEntropyEpiConeSquare()
     return
 end
 
+function test_distance_to_set_matrix()
+    x = Variable(2, 2)
+    y = Variable()
+    fix!(x, [1 0; 0 1])
+    # Constraint has a fixed `Matrix` value.
+    model = minimize(y, [sum(x; dims = 1) <= 1, y >= 1])
+    solve!(model, SCS.Optimizer; silent = true)
+    @test ≈(model.optval, 1.0; atol = 1e-6)
+    return
+end
+
+function test_distance_to_set_undefined()
+    t = Variable()
+    fix!(t, 2)
+    x = Variable(2, 2)
+    fix!(x, [1 0; 0 1])
+    y = Variable()
+    # This constraint is fixed, and `MOI.distance_to_set` is not defined for it,
+    # but it should still work without erroring.
+    c = Convex.Constraint(vcat(t, vec(x)), MOI.NormSpectralCone(2, 2))
+    model = minimize(y, [c, y >= 1])
+    solve!(model, SCS.Optimizer; silent = true)
+    @test ≈(model.optval, 1.0; atol = 1e-6)
+    return
+end
+
 end  # TestConstraints
 
 TestConstraints.runtests()