Add high cost

Author: odow

src/Bridges/Constraint/bridges/SOCtoPSDBridge.jl

@@ -77,6 +77,11 @@ end
 const SOCtoPSD{T,OT<:MOI.ModelLike} =
     SingleBridgeOptimizer{SOCtoPSDBridge{T},OT}
 
+# This bridge destorys a lot of structure and adding PSD variables is almost
+# always undesirable. We give this bridge an arbitrarily hight cost so that it
+# is used only if necessary.
+bridging_cost(::Type{<:SOCtoPSDBridge}) = 10.0
+
 function concrete_bridge_type(
     ::Type{<:SOCtoPSDBridge{T}},
     G::Type{<:MOI.AbstractVectorFunction},
@@ -186,6 +191,11 @@ end
 const RSOCtoPSD{T,OT<:MOI.ModelLike} =
     SingleBridgeOptimizer{RSOCtoPSDBridge{T},OT}
 
+# This bridge destorys a lot of structure and adding PSD variables is almost
+# always undesirable. We give this bridge an arbitrarily hight cost so that it
+# is used only if necessary.
+bridging_cost(::Type{<:RSOCtoPSDBridge}) = 10.0
+
 function concrete_bridge_type(
     ::Type{<:RSOCtoPSDBridge{T}},
     G::Type{<:MOI.AbstractVectorFunction},