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More tests (#192)
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‎test/linproginterface.jl‎

Lines changed: 183 additions & 92 deletions
Original file line numberDiff line numberDiff line change
@@ -61,7 +61,7 @@ function linprogsolvertest(solver::AbstractMathProgSolver, eps = Base.rtoldefaul
6161

6262
MPB.setattribute!(m, MPB.Sense(), MPB.MinSense)
6363

64-
MPB.setobjective!(m, 1, 0.0, v, [-1.0, 0.0])
64+
MPB.setobjective!(m, 0.0, v, [-1.0, 0.0])
6565

6666
# TODO: query objective
6767
# (b, a_varref, a_coef, qi, qj, qc) = MPB.getobjective(m)
@@ -82,29 +82,31 @@ function linprogsolvertest(solver::AbstractMathProgSolver, eps = Base.rtoldefaul
8282

8383
test_result(m, v, c, MPB.Success, MPB.FeasiblePoint, MPB.FeasiblePoint, 1, [1.0, 0.0], [0.0, -1.0], [0.0, 0.0], [1.0], [1.0])
8484

85+
end
86+
end
87+
end
88+
"""
8589
# add new variable to get:
8690
# max x + 2z
8791
# s.t. x + y + z <= 1
8892
# x,y,z >= 0
89-
z = MPB.addvariable!(m, c, [1])
90-
MPB.setattribute!(m, MPB.VariableLowerBound(), z, 0)
91-
MPB.modifyobjective!(m, z, 2)
93+
addvar!(m, [1], [1.0], 0, Inf, 2.0)
9294
93-
@test MPB.getattribute(m, MPB.VariableCount()) == 3
94-
@test MPB.getattribute(m, MPB.ConstraintCount()) == 1
95+
@test numvar(m) == 3
96+
@test numconstr(m) == 1
9597
9698
optimize!(m)
9799
98-
test_result(m, v, c, MPB.Success, MPB.FeasiblePoint, MPB.FeasiblePoint, 2, [0.0, 0.0, 1.0], [-1.0, -2.0, 0.0], [0.0, 0.0, 0.0], [1.0], [2.0])
99-
100-
MPB.setattribute!(m, MPB.VariableLowerBound(), v[1], -1)
100+
@test status(m) == :Optimal
101+
@test isapprox(getobjval(m), 2, atol=eps)
102+
@test isapprox(norm(getsolution(m) - [0.0, 0.0, 1.0]), 0.0, atol=eps)
103+
@test isapprox(getconstrsolution(m)[1], 1.0, atol=eps)
104+
@test isapprox(getconstrduals(m)[1], 2.0, atol=eps)
105+
@test isapprox(norm(getreducedcosts(m) - [-1.0, -2.0, 0.0]), 0.0, atol=eps)
101106
107+
setvarLB!(m, [-1.0,0.0,0.0])
102108
optimize!(m)
103109
104-
end
105-
end
106-
end
107-
"""
108110
@test status(m) == :Optimal
109111
@test isapprox(getobjval(m), 3, atol=eps)
110112
@@ -143,35 +145,53 @@ end
143145
@test isapprox(norm(getreducedcosts(m) - [0.0, 0.0, -1.5]), 0.0, atol=eps)
144146
end
145147
148+
"""
146149

150+
function linprogsolvertest2(solver::AbstractMathProgSolver, eps = Base.rtoldefault(Float64))
151+
@testset "Testing LP interface with $solver part 2" begin
147152
@testset "addvar! interface" begin
148153
m = LinearQuadraticModel(solver)
149154

150155
# Min -x
151156
# s.t. x + y <= 1
152157
# x, y >= 0
153-
addvar!(m, 0, Inf, -1)
154-
addvar!(m, 0, Inf, 0)
155-
addconstr!(m, [1, 2], [1.0, 1.0], -Inf, 1.0)
156-
@test numvar(m) == 2
157-
@test numconstr(m) == 1
158-
@test getvarLB(m) == [0.,0.]
159-
@test getvarUB(m)[1] >= 1e20
160-
@test getvarUB(m)[2] >= 1e20
161-
@test getconstrLB(m)[1] <= -1e20
162-
@test getconstrUB(m)[1] == 1.0
163-
@test getobj(m) == [-1.,0.]
164-
@test getsense(m) == :Min
158+
m = MPB.Model(solver)
159+
160+
x = MPB.addvariable!(m)
161+
y = MPB.addvariable!(m)
162+
163+
MPB.setattribute!(m, MPB.VariableLowerBound(), [x, y], [0, 0])
164+
165+
c = MPB.addconstraint!(m, -1, [x, y], [1.0, 1.0], MPB.NonPositive(1))
166+
167+
MPB.setattribute!(m, MPB.Sense(), MPB.MinSense)
168+
MPB.setobjective!(m, 0.0, x, -1.0)
169+
170+
@test MPB.getattribute(m, MPB.VariableCount()) == 2
171+
@test MPB.getattribute(m, MPB.ConstraintCount()) == 1
172+
173+
# getters #190
174+
# @test getvarLB(m) == [0.,0.]
175+
# @test getvarUB(m)[1] >= 1e20
176+
# @test getvarUB(m)[2] >= 1e20
177+
# @test getconstrLB(m)[1] <= -1e20
178+
# @test getconstrUB(m)[1] == 1.0
179+
# @test getobj(m) == [-1.,0.]
180+
# @test getsense(m) == :Min
165181

166182
optimize!(m)
167-
@test status(m) == :Optimal
168-
@test isapprox(getobjval(m), -1, atol=eps)
169-
@test isapprox(norm(getsolution(m) - [1.0, 0.0]), 0.0, atol=eps)
170-
@test isapprox(getconstrsolution(m)[1], 1.0, atol=eps)
171-
@test isapprox(getconstrduals(m)[1], -1.0, atol=eps)
172-
@test isapprox(norm(getreducedcosts(m) - [0.0, 1.0]), 0.0, atol=eps)
173-
end
183+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
184+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
185+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
186+
187+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), -1.0, atol=eps)
188+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), [x, y]), [1.0, 0.0], atol=eps)
189+
190+
@test isapprox(MPB.getattribute(m, MPB.ConstraintPrimal()), 0.0, atol=eps)
174191

192+
@test isapprox(MPB.getattribute(m, MPB.ConstraintDual()), -1.0, atol=eps)
193+
@test isapprox(MPB.getattribute(m, MPB.VariableDual(), [x, y]), [0.0, 1.0], atol=eps)
194+
end
175195

176196
@testset "setconstrLB! and setconstrUB!" begin
177197
####################################
@@ -182,67 +202,100 @@ end
182202
# Setting upper and lower bound to same value works
183203
#
184204

185-
m = LinearQuadraticModel(solver)
205+
m = MPB.Model(solver)
206+
207+
x = MPB.addvariable!(m)
208+
y = MPB.addvariable!(m)
209+
186210
# Min x - y
187-
# s.t. 0.0 <= x
188-
# y <= 0.0
211+
# s.t. 0.0 <= x (c1)
212+
# y <= 0.0 (c2)
189213
# x,y unbounded
214+
c1 = MPB.addconstraint!(m, 0.0, x, [1.0, 0.0], MPB.NonNegative(1))
215+
c2 = MPB.addconstraint!(m, 0.0, y, [0.0, 1.0], MPB.NonPositive(1))
216+
217+
MPB.setattribute!(m, MPB.Sense(), MPB.MinSense)
190218

191-
loadproblem!(m, [ 1.0 0.0 ; 0.0 1.0 ], [-Inf, -Inf], [Inf,Inf], [1.0, -1.0], [0.0,-Inf], [Inf,0.0], :Min)
219+
MPB.setobjective!(m, 0.0, [x, y], [1.0, -1.0])
192220

193-
optimize!(m)
221+
MPB.optimize!(m)
194222

195-
@test status(m) == :Optimal
196-
@test isapprox(getobjval(m), 0.0, atol=eps)
197-
@test isapprox(norm(getsolution(m)), 0.0, atol=eps)
223+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
224+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
225+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
226+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 0.0, atol=eps)
227+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), [x, y]), [0.0, 0.0], atol=eps)
198228

199229
# Min x - y
200-
# s.t. 100.0 <= x
230+
# s.t. 100.0 <= x or -100 + x \in NonNegative
201231
# y <= 0.0
202232
# x,y unbounded
203-
setconstrLB!(m,[100.0,-Inf])
233+
modifyconstraint!(m, c1, 1, -100.0)
204234
optimize!(m)
205-
@test status(m) == :Optimal
206-
@test isapprox(getobjval(m), 100.0, atol=eps)
207-
@test isapprox(norm(getsolution(m) - [ 100.0, 0.0 ]), 0.0, atol=eps)
235+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
236+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
237+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
238+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 100.0, atol=eps)
239+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), [x, y]), [100.0, 0.0], atol=eps)
208240

209241
# Min x - y
210242
# s.t. 100.0 <= x
211243
# y <= -100.0
212244
# x,y unbounded
213-
setconstrUB!(m,[Inf,-100.0])
245+
modifyconstraint!(m, c2, 1, 100.0)
214246
optimize!(m)
215-
@test status(m) == :Optimal
216-
@test isapprox(getobjval(m), 200.0, atol=eps)
217-
@test isapprox(norm(getsolution(m) - [ 100.0, -100.0 ]), 0.0, atol=eps)
247+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
248+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
249+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
250+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 200.0, atol=eps)
251+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), [x, y]), [100.0, -100.0], atol=eps)
218252
end
219253

220254
@testset "Issue #40 from Gurobi.jl" begin
221255
# Test issue #40 from Gurobi.jl
222256
# min x
223-
# s.t. x >= 0
224-
# x >= 3
225-
m = LinearQuadraticModel(solver)
226-
loadproblem!(m, [1.0 1.0]', [-Inf], [Inf], [1.0], [0.0, 3.0], [Inf, Inf], :Min)
227-
optimize!(m)
228-
for i = 1:length(getconstrLB(m))
229-
@test getconstrLB(m)[i] <= getconstrsolution(m)[i] + eps
230-
@test getconstrsolution(m)[i] <= getconstrUB(m)[i] + eps
257+
# s.t. x >= 0 (c1)
258+
# x >= 3 (c2)
259+
260+
m = MPB.Model(solver)
261+
262+
x = MPB.addvariable!(m)
263+
264+
c = MPB.addconstraint!(m, [0.0 -3.0], [x x], [1.0 1.0], MPB.NonNegative(2))
265+
266+
MPB.setattribute!(m, MPB.Sense(), MPB.MinSense)
267+
268+
MPB.setobjective!(m, 0.0, [x], [1.0])
269+
270+
MPB.optimize!(m)
271+
272+
for i = 1:MPB.getattribute(m, MPB.ConstraintCount())
273+
# Get Bounds #190
274+
# @test getconstrLB(m)[i] <= getconstrsolution(m)[i] + eps
275+
# @test getconstrsolution(m)[i] <= getconstrUB(m)[i] + eps
231276
end
232277

233278
# min x
234279
# s.t. x <= 0
235280
# x <= 3
236-
m = LinearQuadraticModel(solver)
237-
loadproblem!(m, [1.0 1.0]', [-Inf], [Inf], [1.0], [-Inf, -Inf], [0.0, 3.0], :Max)
238-
optimize!(m)
239-
for i = 1:length(getconstrLB(m))
240-
@test getconstrLB(m)[i] <= getconstrsolution(m)[i] + eps
241-
@test getconstrsolution(m)[i] <= getconstrUB(m)[i] + eps
281+
m = MPB.Model(solver)
282+
283+
x = MPB.addvariable!(m)
284+
285+
c = MPB.addconstraint!(m, [0.0 -3.0], [x x], [1.0 1.0], MPB.NonPositive(2))
286+
287+
MPB.setattribute!(m, MPB.Sense(), MPB.MinSense)
288+
289+
MPB.setobjective!(m, 0.0, [x], [1.0])
290+
291+
MPB.optimize!(m)
292+
for i = 1:MPB.getattribute(m, MPB.ConstraintCount())
293+
# Get Bounds #190
294+
# @test getconstrLB(m)[i] <= getconstrsolution(m)[i] + eps
295+
# @test getconstrsolution(m)[i] <= getconstrUB(m)[i] + eps
242296
end
243297
end
244298

245-
246299
@testset "Change coeffs, del constr, del var" begin
247300
#####################################
248301
# Start from simple LP
@@ -254,29 +307,48 @@ end
254307

255308
# maximize x + y
256309
#
257-
# s.t. 2 x + 1 y <= 4
258-
# 1 x + 2 y <= 4
310+
# s.t. 2 x + 1 y <= 4 (c1)
311+
# 1 x + 2 y <= 4 (c2)
259312
# x >= 0, y >= 0
260313
#
261314
# solution: x = 1.3333333, y = 1.3333333, objv = 2.66666666
262315

263-
m = LinearQuadraticModel(solver)
316+
m = MPB.Model(solver)
264317

265-
loadproblem!(m, [ 2.0 1.0 ; 1.0 2.0 ], [0.0,0.0], [Inf,Inf], [1.0, 1.0], [-Inf, -Inf], [4.0,4.0], :Max)
318+
v = MPB.addvariables!(m, 2)
319+
320+
MPB.setattribute!(m, MPB.VariableLowerBound(), v, [0, 0])
266321

267-
optimize!(m)
268-
@test status(m) == :Optimal
269-
@test isapprox(getobjval(m), 2.6666666666, atol=eps)
270-
@test isapprox(norm(getsolution(m) - [1.3333333333, 1.3333333333]), 0.0, atol=eps)
322+
c1 = MPB.addconstraint!(m, -4, v, [2, 1], MPB.NonPositive(1))
323+
c2 = MPB.addconstraint!(m, -4, v, [1, 2], MPB.NonPositive(1))
271324

272-
# copy and solve again
325+
MPB.setattribute!(m, MPB.Sense(), MPB.MaxSense)
326+
327+
MPB.setobjective!(m, 0.0, v, [1.0, 1.0])
328+
329+
MPB.optimize!(m)
330+
331+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
332+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
333+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
273334

274-
if applicable(copy, m)
335+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 2.6666666666, atol=eps)
336+
337+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), v), [1.3333333333, 1.3333333333], atol=eps)
338+
339+
# copy and solve again
340+
341+
if applicable(copy, m) # see 188
275342
m2 = copy(m)
343+
276344
optimize!(m2)
277-
@test status(m2) == :Optimal
278-
@test isapprox(getobjval(m2), 2.6666666666, atol=eps)
279-
@test isapprox(norm(getsolution(m2) - [1.3333333333, 1.3333333333]), 0.0, atol=eps)
345+
346+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
347+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
348+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
349+
350+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 2.6666666666, atol=eps)
351+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), v), [1.3333333333, 1.3333333333], atol=eps)
280352
end
281353

282354

@@ -289,11 +361,18 @@ end
289361
#
290362
# solution: x = 0, y = 2, objv = 2
291363
if applicable(changecoeffs!, m, [1], [2], [2.])
292-
changecoeffs!(m, [1], [2], [2.])
364+
modifyconstraint!(m, c1, v[2], 2.0)
293365
optimize!(m)
294-
@test status(m) == :Optimal
295-
@test isapprox(getobjval(m), 2.0, atol=eps)
296-
@test isapprox(norm(getsolution(m) - [0.0, 2.0]), 0.0, atol=eps)
366+
367+
MPB.optimize!(m)
368+
369+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
370+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
371+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
372+
373+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 2.0, atol=eps)
374+
375+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), v), [0.0, 2.0], atol=eps)
297376
end
298377

299378

@@ -304,12 +383,18 @@ end
304383
# x >= 0, y >= 0
305384
#
306385
# solution: x = 4, y = 0, objv = 4
307-
if applicable(delconstrs!, m, [1])
308-
delconstrs!(m, [1])
386+
if applicable(delete!, m, [1])
387+
delete!(m, c1)
388+
309389
optimize!(m)
310-
@test status(m) == :Optimal
311-
@test isapprox(getobjval(m), 4.0, atol=eps)
312-
@test isapprox(norm(getsolution(m) - [4.0, 0.0]), 0.0, atol=eps)
390+
391+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
392+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
393+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
394+
395+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 4.0, atol=eps)
396+
397+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), v), [4.0, 0.0], atol=eps)
313398
end
314399

315400
# delvars and solve
@@ -319,18 +404,24 @@ end
319404
# y >= 0
320405
#
321406
# solution: y = 2, objv = 2
322-
if applicable(delvars!, m, [1])
323-
delvars!(m, [1])
407+
if applicable(delete!, m, [1])
408+
delete!(m, v[1])
409+
324410
optimize!(m)
325-
@test status(m) == :Optimal
326-
@test isapprox(getobjval(m), 2.0, atol=eps)
327-
@test isapprox(getsolution(m)[1], 2.0, atol=eps)
411+
412+
@test MPB.getattribute(m, MPB.TerminationStatus()) == :Success
413+
@test MPB.getattribute(m, MPB.PrimalStatus()) == MPB.FeasiblePoint
414+
@test MPB.getattribute(m, MPB.DualStatus()) == MPB.FeasiblePoint
415+
416+
@test isapprox(MPB.getattribute(m, MPB.ObjectiveValue()), 2.0, atol=eps)
417+
418+
@test isapprox(MPB.getattribute(m, MPB.VariablePrimal(), v[2]), 2.0, atol=eps)
328419
end
329420
end
330421
end
331422
end
332423

333-
424+
"""
334425
335426
function linprogsolvertestextra(solver::AbstractMathProgSolver; eps = Base.rtoldefault(Float64))
336427
@testset "Testing LP interface extra with $solver" begin

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