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Fix ordering of variables in QCQP.Optimizer (#113)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,164 @@ | ||
| module TestQCQPExtra | ||
|
|
||
| using Test | ||
|
|
||
| import MathOptInterface as MOI | ||
| import MultivariatePolynomials as MP | ||
| import PolyJuMP | ||
| import Random | ||
|
|
||
| MOI.Utilities.@model( | ||
| Model, | ||
| (), | ||
| (MOI.LessThan, MOI.GreaterThan, MOI.EqualTo, MOI.Interval), | ||
| (), | ||
| (), | ||
| (), | ||
| (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction), | ||
| (), | ||
| (), | ||
| ) | ||
|
|
||
| function MOI.supports( | ||
| ::Model, | ||
| ::MOI.ObjectiveFunction{MOI.ScalarNonlinearFunction}, | ||
| ) | ||
| return false | ||
| end | ||
|
|
||
| function run_tests_e2e() | ||
| for name in names(@__MODULE__; all = true) | ||
| if startswith("$name", "test_e2e") | ||
| @testset "$(name) $T" for T in [Int, Float64] | ||
| getfield(@__MODULE__, name)(T) | ||
| end | ||
| end | ||
| end | ||
| return | ||
| end | ||
|
|
||
| function run_test_scalar_polynomial_function(xs, samples) | ||
| @testset "qcqp extra $T" for T in [Float64, BigFloat] | ||
| for i in 1:samples | ||
| test_scalar_polynomial_function(xs, T) | ||
| end | ||
| end | ||
| return | ||
| end | ||
|
|
||
| function run_tests_subs(xs, ys, samples, TS) | ||
| Random.seed!(2024) | ||
| for name in names(@__MODULE__; all = true) | ||
| if startswith("$name", "test_subs") | ||
| @testset "$(name) $T" for T in TS | ||
| for i in 1:samples | ||
| getfield(@__MODULE__, name)(xs, ys, T) | ||
| end | ||
| end | ||
| end | ||
| end | ||
| return | ||
| end | ||
|
|
||
| function test_unconstrained_before_projection(T) | ||
| inner = Model{T}() | ||
| optimizer = MOI.Utilities.MockOptimizer(inner) | ||
| model = PolyJuMP.JuMP.GenericModel{T}( | ||
| () -> PolyJuMP.QCQP.Optimizer{T}(optimizer), | ||
| ) | ||
| PolyJuMP.@variable(model, -1 <= a[1:2] <= 1) | ||
| PolyJuMP.@objective(model, Min, a[1]^2 * a[2]^2) | ||
| PolyJuMP.optimize!(model) | ||
| vis = MOI.get(inner, MOI.ListOfVariableIndices()) | ||
| @test length(vis) == 4 | ||
| F = MOI.ScalarQuadraticFunction{T} | ||
| S = MOI.EqualTo{T} | ||
| cis = MOI.get(inner, MOI.ListOfConstraintIndices{F,S}()) | ||
| @test length(cis) == 2 | ||
| return | ||
| end | ||
|
|
||
| function test_unconstrained_after_projection(T) | ||
| inner = Model{T}() | ||
| optimizer = MOI.Utilities.MockOptimizer(inner) | ||
| model = PolyJuMP.JuMP.GenericModel{T}( | ||
| () -> PolyJuMP.QCQP.Optimizer{T}(optimizer), | ||
| ) | ||
| PolyJuMP.@variable(model, -1 <= a <= 1) | ||
| PolyJuMP.@objective(model, Min, a^2) | ||
| PolyJuMP.optimize!(model) | ||
| vis = MOI.get(inner, MOI.ListOfVariableIndices()) | ||
| @test length(vis) == 1 | ||
| F = MOI.ScalarQuadraticFunction{T} | ||
| S = MOI.EqualTo{T} | ||
| cis = MOI.get(inner, MOI.ListOfConstraintIndices{F,S}()) | ||
| @test length(cis) == 0 | ||
| return | ||
| end | ||
|
|
||
| function _random_polynomial(vars, T) | ||
| ms = Random.shuffle(MP.monomials(vars, 1:length(vars))) | ||
| return sum(ms[i] * T(randn()) for i in eachindex(ms) if rand(Bool)) | ||
| end | ||
|
|
||
| function test_subs!_preserves_moi_sync(xs, ys, T) | ||
| p = _random_polynomial(xs, T) | ||
| mois = MOI.VariableIndex.(eachindex(xs)) | ||
| vals = T.(randn(length(mois))) | ||
| mask = rand(Bool, length(xs)) | ||
| is = Random.shuffle(eachindex(xs)[mask]) | ||
| index = Dict{eltype(mois),eltype(xs)}(zip(mois[is], ys[is])) | ||
| moi_map = Dict(zip(xs, mois)) | ||
| moivars = [moi_map[v] for v in MP.variables(p)] | ||
| before = PolyJuMP.ScalarPolynomialFunction(p, moivars) | ||
| after, _ = PolyJuMP.QCQP._subs!(before, index) | ||
| bmap = [vals[v.value] for v in before.variables] | ||
| amap = [vals[v.value] for v in after.variables] | ||
| bvalue = before.polynomial(MP.variables(before.polynomial) => bmap) | ||
| avalue = after.polynomial(MP.variables(after.polynomial) => amap) | ||
| # avoid verbose fails | ||
| @test isapprox(Float64(bvalue), Float64(avalue)) | ||
| return | ||
| end | ||
|
|
||
| function test_scalar_polynomial_function(xs, T) | ||
| pick = rand(eachindex(xs)) | ||
| ids = Random.shuffle(eachindex(xs)) | ||
| poly = sum(T(randn()) * xs[i] for i in ids if i != pick) | ||
| mois = MOI.VariableIndex.(eachindex(xs)) | ||
| moi_to_vars = Dict(zip(mois, xs)) | ||
| spf = PolyJuMP._scalar_polynomial(moi_to_vars, Any, poly) | ||
| expected = MP.variables(poly) | ||
| actual = [moi_to_vars[m] for m in spf.variables] | ||
| @test length(MP.variables(spf.polynomial)) == length(spf.variables) | ||
| @test expected == actual | ||
| return | ||
| end | ||
|
|
||
| end # module | ||
|
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||
| using Test | ||
|
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| @testset "TestQCQPFinalTouch" begin | ||
| TestQCQPExtra.run_tests_e2e() | ||
| end | ||
|
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| import DynamicPolynomials | ||
| @testset "DynamicPolynomials" begin | ||
| ids = 1:4 | ||
| DynamicPolynomials.@polyvar(x[ids]) | ||
| DynamicPolynomials.@polyvar(y[ids]) | ||
| samples = 10 | ||
| types = [Float64, BigFloat] # Rational fails with DynamicPolynomials | ||
| TestQCQPExtra.run_tests_subs(x, y, samples, types) | ||
| TestQCQPExtra.run_test_scalar_polynomial_function(x, samples) | ||
| end | ||
|
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||
| import TypedPolynomials | ||
| @testset "TypedPolynomials" begin | ||
| TypedPolynomials.@polyvar(z[1:4]) | ||
| TypedPolynomials.@polyvar(w[1:4]) | ||
| types = [Float64, BigFloat, Rational{BigInt}] | ||
| samples = 10 | ||
| TestQCQPExtra.run_tests_subs(z, w, samples, types) | ||
| end |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
|
@@ -8,3 +8,4 @@ include("Mock/mock_tests.jl") | |
| include("kkt.jl") | ||
| include("sage.jl") | ||
| include("qcqp.jl") | ||
| include("qcqp_extra.jl") | ||