OSQP does not detect the Objective Function while reading nl file model through MathOptInterface

[Eyantra698Sumanto]

Description

OSQP does not detect the Objective Function while reading nl file through MathOptInterface.

We tried running a simple problem to demonstrate the issue:

$$min ( x^2 +y^2)$$ $$s. t. \ \ x>=1, y>=1$$

Using the following approaches:

1. OSQP directly using JuMP by defining the model in Julia
2. OSQP using the MathOptInterface to read the model from .nl file

The 1st one works fine and gives the correct results while the 2nd one doesn't detect the Objective Function correctly.

Steps to Reproduce

Extract the zip file attached here:
circle.zip

1. Run the circle_osqp.jl using julia circle_osqp.jl. This runs OSQP directly using JuMP by defining the model in Julia.
2. Run the circle_osqp_nl.jl using julia circle_osqp_nl.jl. This runs OSQP using the MathOptInterface to read the model from .nl file.

Expected Behavior

Both circle_osqp.jl and circle_osqp_nl.jl must give the same the same result. But, the objective is not getting detected in case of circle_osqp_nl.jl due to which the objective value in the result is 0.

Version and OS

• julia-1.7.0
• OS: Debian GNU/Linux 11 (bullseye)