From ee07c24d544053e4f87812af65fa86788c71bf4d Mon Sep 17 00:00:00 2001 From: Oscar Dowson Date: Wed, 18 Dec 2024 13:49:52 +1300 Subject: [PATCH] Update test_conic.jl --- src/Test/test_conic.jl | 63 +++++++++++++++++++----------------------- 1 file changed, 29 insertions(+), 34 deletions(-) diff --git a/src/Test/test_conic.jl b/src/Test/test_conic.jl index 11730d41e6..596ffa9bc2 100644 --- a/src/Test/test_conic.jl +++ b/src/Test/test_conic.jl @@ -5770,13 +5770,14 @@ function setup_test( return end +# Test with multiple PSD variable on the same constraint in order to catch +# https://github.com/jump-dev/MosekTools.jl/issues/139 function test_conic_PositiveSemidefiniteConeTriangle_4( model::MOI.ModelLike, config::Config{T}, ) where {T<:Real} - atol = config.atol - rtol = config.rtol @requires MOI.supports_incremental_interface(model) + @requires _supports(config, MOI.optimize!) @requires MOI.supports( model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}}(), @@ -5797,7 +5798,6 @@ function test_conic_PositiveSemidefiniteConeTriangle_4( MOI.ScalarAffineFunction{T}, MOI.GreaterThan{T}, ) - x, cx = MOI.add_constrained_variables( model, MOI.PositiveSemidefiniteConeTriangle(2), @@ -5808,42 +5808,37 @@ function test_conic_PositiveSemidefiniteConeTriangle_4( ) c1 = MOI.add_constraint( model, - sum(1.0 .* x) - sum(1.0 .* y), - MOI.EqualTo(0.0), + sum(one(T) .* x) - sum(one(T) .* y), + MOI.EqualTo(zero(T)), ) - c2 = - MOI.add_constraint(model, 1.0 * y[1] + 1.0 * y[3], MOI.GreaterThan(1.0)) - obj = 1.0 * x[1] + 1.0 * x[3] + c2 = MOI.add_constraint( + model, + one(T) * y[1] + one(T) * y[3], + MOI.GreaterThan(one(T)), + ) + obj = one(T) * x[1] + one(T) * x[3] MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE) MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj) - if _supports(config, MOI.optimize!) - @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED - MOI.optimize!(model) - @test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status - @test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT - if _supports(config, MOI.ConstraintDual) - @test MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT - end - @test MOI.get.(model, MOI.VariablePrimal(), x) ≈ ones(3) ./ T(6) atol = - atol rtol = rtol - @test MOI.get.(model, MOI.VariablePrimal(), y) ≈ [1, -1, 1] ./ T(2) atol = - atol rtol = rtol - if _supports(config, MOI.ConstraintDual) - @test MOI.get(model, MOI.ConstraintDual(), cx) ≈ [1, -1, 1] ./ T(3) atol = - atol rtol = rtol - @test MOI.get(model, MOI.ConstraintDual(), cy) ≈ ones(3) ./ T(3) atol = - atol rtol = rtol - @test MOI.get(model, MOI.ConstraintDual(), c1) ≈ T(2) / T(3) atol = - atol rtol = rtol - @test MOI.get(model, MOI.ConstraintDual(), c2) ≈ T(1) / T(3) atol = - atol rtol = rtol - end + @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED + MOI.optimize!(model) + @test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status + @test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT + x_primal = MOI.get.(model, MOI.VariablePrimal(), x) + @test ≈(x_primal, ones(T, 3) ./ T(6), config) + y_primal = MOI.get.(model, MOI.VariablePrimal(), y) + @test ≈(y_primal, T[1, -1, 1] ./ T(2) config) + if _supports(config, MOI.ConstraintDual) + @test MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT + x_dual = MOI.get(model, MOI.ConstraintDual(), cx) + @test ≈(x_dual, [1, -1, 1] ./ T(3) config) + y_dual = MOI.get(model, MOI.ConstraintDual(), cy) + @test ≈(y_dual, ones(T, 3) ./ T(3) config) + @test ≈(MOI.get(model, MOI.ConstraintDual(), c1), T(2) / T(3) config) + @test ≈(MOI.get(model, MOI.ConstraintDual(), c2), T(1) / T(3), config) end return end -# Test with multiple PSD variable on the same constraint in order to catch -# https://github.com/jump-dev/MosekTools.jl/issues/139 function setup_test( ::typeof(test_conic_PositiveSemidefiniteConeTriangle_4), model::MOIU.MockOptimizer, @@ -5853,9 +5848,9 @@ function setup_test( model, (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!( mock, - [[1, 1, 1] / T(6); [1, -1, 1] / T(2)], + T[[1, 1, 1] / T(6); [1, -1, 1] / T(2)], (MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeTriangle) => - [[1, -1, 1] ./ T(3), ones(3) ./ T(3)], + T[[1, -1, 1] ./ T(3), ones(T, 3) ./ T(3)], (MOI.ScalarAffineFunction{T}, MOI.EqualTo{T}) => [T(2) / T(3)], (MOI.ScalarAffineFunction{T}, MOI.GreaterThan{T}) => [T(1) / T(3)],