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[Test] fix nonlinear tests by adding starting point #2585

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Dec 4, 2024
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[Test] fix nonlinear tests by adding starting point #2585

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[Test] fix nonlinear tests by adding starting point
odow Dec 3, 2024
5917b7c
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odow Dec 3, 2024
e519960
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odow Dec 3, 2024
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30 changes: 23 additions & 7 deletions src/Test/test_nonlinear.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1820,21 +1820,20 @@ function test_nonlinear_with_scalar_quadratic_function_with_off_diag(
@requires _supports(config, MOI.optimize!)
F = MOI.ScalarNonlinearFunction
@requires MOI.supports_constraint(model, F, MOI.EqualTo{T})
for (a, b, status) in [
(1, 2, config.optimal_status),
(1, 3, config.infeasible_status),
(2, 3, config.optimal_status),
(2, 4, config.infeasible_status),
]
test_cases = [(1, 2, true), (1, 3, false), (2, 3, true), (2, 4, false)]
for (a, b, status) in test_cases
MOI.empty!(model)
x, _ = MOI.add_constrained_variable(model, MOI.EqualTo(T(2)))
MOI.set(model, MOI.VariablePrimalStart(), x, T(2))
y, _ = MOI.add_constrained_variable(model, MOI.EqualTo(T(3)))
MOI.set(model, MOI.VariablePrimalStart(), y, T(3))
g = T(a) * x * y
@test g isa MOI.ScalarQuadraticFunction{T}
f = MOI.ScalarNonlinearFunction(:sqrt, Any[g])
MOI.add_constraint(model, f, MOI.GreaterThan(T(b)))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == status
term_status = MOI.get(model, MOI.TerminationStatus())
@test (term_status == config.optimal_status) == status
end
return
end
Expand Down Expand Up @@ -1866,15 +1865,20 @@ function test_nonlinear_constraint_log(
x = MOI.add_variable(model)
t = MOI.add_variable(model)
MOI.add_constraint(model, x, MOI.LessThan(T(2)))
MOI.set(model, MOI.VariablePrimalStart(), x, T(1))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = 1.0 * t
# max t
# x <= 2
# log(x) >= t
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
g = MOI.ScalarNonlinearFunction(
:-,
Any[MOI.ScalarNonlinearFunction(:log, Any[x]), t],
)
c = MOI.add_constraint(model, g, MOI.GreaterThan(T(0)))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
x_val = MOI.get(model, MOI.VariablePrimal(), x)
t_val = MOI.get(model, MOI.VariablePrimal(), t)
@test ≈(x_val, T(2), config)
Expand Down Expand Up @@ -1983,7 +1987,9 @@ function test_nonlinear_quadratic_1(
#
# -> x = y = 1/sqrt(2)
x = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), x, T(1))
y = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), y, T(1))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = T(1) * x + T(1) * y
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
Expand All @@ -1993,6 +1999,7 @@ function test_nonlinear_quadratic_1(
g = MOI.ScalarNonlinearFunction(:sqrt, Any[f3])
c = MOI.add_constraint(model, g, MOI.LessThan(T(1)))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 2 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), x), 1 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), y), 1 / sqrt(2), config)
Expand Down Expand Up @@ -2029,7 +2036,9 @@ function test_nonlinear_quadratic_2(
#
# -> x = y = 1/sqrt(2)
x = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), x, T(1))
y = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), y, T(1))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = T(1) * x + T(1) * y
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
Expand All @@ -2039,6 +2048,7 @@ function test_nonlinear_quadratic_2(
g = MOI.ScalarNonlinearFunction(:sqrt, Any[f3])
c = MOI.add_constraint(model, g, MOI.LessThan(T(1)))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 2 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), x), 1 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), y), 1 / sqrt(2), config)
Expand Down Expand Up @@ -2075,7 +2085,9 @@ function test_nonlinear_quadratic_3(
#
# -> x = y = 1/sqrt(2)
x = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), x, T(1))
y = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), y, T(1))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = T(1) * x + T(1) * y
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
Expand All @@ -2085,6 +2097,7 @@ function test_nonlinear_quadratic_3(
g = MOI.ScalarNonlinearFunction(:sqrt, Any[f3])
c = MOI.add_constraint(model, g, MOI.LessThan(T(1)))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 2 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), x), 1 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), y), 1 / sqrt(2), config)
Expand Down Expand Up @@ -2120,7 +2133,9 @@ function test_nonlinear_quadratic_4(
#
# -> x = y = 1/sqrt(2)
x = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), x, T(1))
y = MOI.add_variable(model)
MOI.set(model, MOI.VariablePrimalStart(), y, T(1))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = T(1) * x + T(1) * y
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
Expand All @@ -2130,6 +2145,7 @@ function test_nonlinear_quadratic_4(
g = MOI.ScalarNonlinearFunction(:sqrt, Any[f3])
c = MOI.add_constraint(model, g, MOI.LessThan(T(1)))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 2 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), x), 1 / sqrt(2), config)
@test ≈(MOI.get(model, MOI.VariablePrimal(), y), 1 / sqrt(2), config)
Expand Down
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