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Basic tests to catch edge cases #379

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Jun 6, 2018
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Basic tests to catch edge cases #379

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72011d9
A basic tests to catch edge cases relating to ScalarQuadraticFunctions:
odow Jun 5, 2018
289a840
Add tests for correctly deleting scalaraffine and vectoraffine constr…
odow Jun 6, 2018
f9aba4b
Remove unneeded {Float64} from constructors
odow Jun 6, 2018
b679227
Remove erroneously checked in file
odow Jun 6, 2018
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116 changes: 116 additions & 0 deletions src/Test/UnitTests/constraints.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -132,3 +132,119 @@ function solve_affine_interval(model::MOI.ModelLike, config::TestConfig)
end
end
unittests["solve_affine_interval"] = solve_affine_interval

"""
solve_qcp_edge_cases(model::MOI.ModelLike, config::TestConfig)

Test various edge cases relating to quadratically constrainted programs (i.e.,
with a ScalarQuadraticFunction-in-Set constraint.

If `config.solve=true` confirm that it solves correctly.
"""
function solve_qcp_edge_cases(model::MOI.ModelLike, config::TestConfig)
@testset "Duplicate on-diagonal" begin
# max x + 2y | y + x^2 + x^2 <= 1, x >= 0.5, y >= 0.5
MOI.empty!(model)
x = MOI.addvariables!(model, 2)
MOI.set!(model, MOI.ObjectiveSense(), MOI.MaxSense)
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
MOI.ScalarAffineFunction{Float64}(
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You don't have to explicitely specify the type {Float64}. At least it is inconsistent with other tests

MOI.ScalarAffineTerm{Float64}.([1.0, 2.0], x),
0.0
)
)
MOI.addconstraint!(model, MOI.SingleVariable(x[1]), MOI.GreaterThan{Float64}(0.5))
MOI.addconstraint!(model, MOI.SingleVariable(x[2]), MOI.GreaterThan{Float64}(0.5))
MOI.addconstraint!(model,
MOI.ScalarQuadraticFunction{Float64}(
MOI.ScalarAffineTerm{Float64}.([1.0], [x[2]]), # affine terms
MOI.ScalarQuadraticTerm{Float64}.([2.0, 2.0], [x[1], x[1]], [x[1], x[1]]), # quad
0.0 # constant
),
MOI.LessThan{Float64}(1.0)
)
test_model_solution(model, config;
objective_value = 1.5,
variable_primal = [(x[1], 0.5), (x[2], 0.5)]
)
end
@testset "Duplicate off-diagonal" begin
# max x + 2y | x^2 + 0.25y*x + 0.25x*y + 0.5x*y + y^2 <= 1, x >= 0.5, y >= 0.5
MOI.empty!(model)
x = MOI.addvariables!(model, 2)
MOI.set!(model, MOI.ObjectiveSense(), MOI.MaxSense)
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
MOI.ScalarAffineFunction{Float64}(
MOI.ScalarAffineTerm{Float64}.([1.0, 2.0], x),
0.0
)
)
MOI.addconstraint!(model, MOI.SingleVariable(x[1]), MOI.GreaterThan{Float64}(0.5))
MOI.addconstraint!(model, MOI.SingleVariable(x[2]), MOI.GreaterThan{Float64}(0.5))
MOI.addconstraint!(model,
MOI.ScalarQuadraticFunction{Float64}(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm{Float64}.(
[ 2.0, 0.25, 0.25, 0.5, 2.0],
[x[1], x[1], x[2], x[1], x[2]],
[x[1], x[2], x[1], x[2], x[2]]), # quad
0.0 # constant
),
MOI.LessThan{Float64}(1.0)
)
test_model_solution(model, config;
objective_value = 0.5 + (√13-1)/2,
variable_primal = [(x[1], 0.5), (x[2], (√13-1)/4)]
)
end
end
unittests["solve_qcp_edge_cases"] = solve_qcp_edge_cases

"""
solve_affine_deletion_edge_cases(model::MOI.ModelLike, config::TestConfig)

Test various edge cases relating to deleting affine constraints.

If `config.solve=true` confirm that it solves correctly.
"""
function solve_affine_deletion_edge_cases(model::MOI.ModelLike, config::TestConfig)
MOI.empty!(model)
x = MOI.addvariable!(model)
# helpers. The function 1.0x + 0.0
saf = MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([1.0], x), 0.0)
vaf = MOI.VectorAffineFunction([MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x))], [0.0])
vaf2 = MOI.VectorAffineFunction([MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x))], [-2.0])
# max x
MOI.set!(model, MOI.ObjectiveSense(), MOI.MaxSense)
MOI.set!(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(), saf)
# test adding a VectorAffineFunction -in- LessThan
c1 = MOI.addconstraint!(model, vaf, MOI.Nonpositives(1))
test_model_solution(model, config; objective_value = 0.0,
constraint_primal = [(c1, [0.0])]
)
# test adding a ScalarAffineFunction -in- LessThan
c2 = MOI.addconstraint!(model, saf, MOI.LessThan(1.0))
test_model_solution(model, config; objective_value = 0.0,
constraint_primal = [(c1, [0.0]), (c2, 0.0)]
)
# now delete the VectorAffineFunction
@test MOI.candelete(model, c1)
MOI.delete!(model, c1)
test_model_solution(model, config; objective_value = 1.0,
constraint_primal = [(c2, 1.0)]
)
# add a different VectorAffineFunction constraint
c3 = MOI.addconstraint!(model, vaf2, MOI.Nonpositives(1))
test_model_solution(model, config; objective_value = 1.0,
constraint_primal = [(c2, 1.0), (c3, [-1.0])]
)
# delete the ScalarAffineFunction
@test MOI.candelete(model, c2)
MOI.delete!(model, c2)
test_model_solution(model, config; objective_value = 2.0,
constraint_primal = [(c3, [0.0])]
)
end
unittests["solve_affine_deletion_edge_cases"] = solve_affine_deletion_edge_cases
64 changes: 64 additions & 0 deletions src/Test/UnitTests/objectives.jl
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Expand Up @@ -145,3 +145,67 @@ function solve_singlevariable_obj(model::MOI.ModelLike, config::TestConfig)
end
end
unittests["solve_singlevariable_obj"] = solve_singlevariable_obj

"""
solve_qp_edge_cases(model::MOI.ModelLike, config::TestConfig)

Test various edge cases relating to quadratic programs (i.e., with a quadratic
objective function).

If `config.solve=true` confirm that it solves correctly.
"""
function solve_qp_edge_cases(model::MOI.ModelLike, config::TestConfig)
MOI.empty!(model)
x = MOI.addvariables!(model, 2)
MOI.set!(model, MOI.ObjectiveSense(), MOI.MinSense)
MOI.addconstraint!(model, MOI.SingleVariable(x[1]), MOI.GreaterThan{Float64}(1.0))
MOI.addconstraint!(model, MOI.SingleVariable(x[2]), MOI.GreaterThan{Float64}(2.0))

# min x^2 + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction{Float64}(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm{Float64}.([2.0, 2.0], x, x), # quad
0.0 # constant
)
)
test_model_solution(model, config;
objective_value = 5.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
)

# duplicate terms on diagonal
# min x^2 + x^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction{Float64}(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm{Float64}.([2.0, 2.0], [x[1], x[1]], [x[1], x[1]]), # quad
0.0 # constant
)
)
test_model_solution(model, config;
objective_value = 2.0,
variable_primal = [(x[1], 1.0)]
)

# duplicate terms on off-diagonal
# min x^2 + 0.25x*y + 0.25y*x + 0.5x*y + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction{Float64}(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm{Float64}.(
[ 2.0, 0.25, 0.25, 0.5, 2.0],
[x[1], x[1], x[2], x[1], x[2]],
[x[1], x[2], x[1], x[2], x[2]]), # quad
0.0 # constant
)
)
test_model_solution(model, config;
objective_value = 7.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
)
end
unittests["solve_qp_edge_cases"] = solve_qp_edge_cases
58 changes: 57 additions & 1 deletion test/Test/unit.jl
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Expand Up @@ -16,7 +16,10 @@ end
"solve_affine_lessthan",
"solve_affine_greaterthan",
"solve_affine_equalto",
"solve_affine_interval"
"solve_affine_interval",
"solve_qp_edge_cases",
"solve_qcp_edge_cases",
"solve_affine_deletion_edge_cases"
])

@testset "solve_blank_obj" begin
Expand Down Expand Up @@ -120,4 +123,57 @@ end
)
MOIT.solve_affine_interval(mock, config)
end

@testset "solve_qcp_edge_cases" begin
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [0.5, 0.5])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [0.5, (√13 - 1)/4])
)
)
MOIT.solve_qcp_edge_cases(mock, config)
end

@testset "solve_qp_edge_cases" begin
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [1.0, 2.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [1.0, 2.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [1.0, 2.0])
)
)
MOIT.solve_qp_edge_cases(mock, config)
end

@testset "solve_affine_deletion_edge_cases" begin
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success, (MOI.FeasiblePoint, [0.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success, (MOI.FeasiblePoint, [0.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success, (MOI.FeasiblePoint, [1.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success, (MOI.FeasiblePoint, [1.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success, (MOI.FeasiblePoint, [2.0])
)
)
MOIT.solve_affine_deletion_edge_cases(mock, config)
end
end