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[Test] add tests for DualObjectiveValue #2588

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142 changes: 142 additions & 0 deletions src/Test/test_solve.jl
Original file line number Diff line number Diff line change
Expand Up @@ -1879,3 +1879,145 @@ function setup_test(
)
return
end

function test_DualObjectiveValue_Min_VariableIndex_GreaterThan(
model::MOI.ModelLike,
config::Config{T},
) where {T}
@requires _supports(config, MOI.optimize!)
@requires _supports(config, MOI.DualObjectiveValue)
x, _ = MOI.add_constrained_variable(model, MOI.GreaterThan(T(2)))
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = T(3) * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT
@test ≈(MOI.get(model, MOI.DualObjectiveValue()), T(6), config)
return
end

function setup_test(
::typeof(test_DualObjectiveValue_Min_VariableIndex_GreaterThan),
model::MOIU.MockOptimizer,
::Config{T},
) where {T}
MOIU.set_mock_optimize!(
model,
mock -> MOIU.mock_optimize!(
mock,
MOI.OPTIMAL,
(MOI.FEASIBLE_POINT, T[2]),
MOI.FEASIBLE_POINT,
(MOI.VariableIndex, MOI.GreaterThan{T}) => T[3],
),
)
return
end

function test_DualObjectiveValue_Max_VariableIndex_LessThan(
model::MOI.ModelLike,
config::Config{T},
) where {T}
@requires _supports(config, MOI.optimize!)
@requires _supports(config, MOI.DualObjectiveValue)
x, _ = MOI.add_constrained_variable(model, MOI.LessThan(T(2)))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = T(3) * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT
@test ≈(MOI.get(model, MOI.DualObjectiveValue()), T(6), config)
return
end

function setup_test(
::typeof(test_DualObjectiveValue_Max_VariableIndex_LessThan),
model::MOIU.MockOptimizer,
::Config{T},
) where {T}
MOIU.set_mock_optimize!(
model,
mock -> MOIU.mock_optimize!(
mock,
MOI.OPTIMAL,
(MOI.FEASIBLE_POINT, T[2]),
MOI.FEASIBLE_POINT,
(MOI.VariableIndex, MOI.LessThan{T}) => T[-3],
),
)
return
end

function test_DualObjectiveValue_Min_ScalarAffine_GreaterThan(
model::MOI.ModelLike,
config::Config{T},
) where {T}
@requires _supports(config, MOI.optimize!)
@requires _supports(config, MOI.DualObjectiveValue)
x = MOI.add_variable(model)
MOI.add_constraint(model, one(T) * x, MOI.GreaterThan(T(2)))
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = T(3) * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT
@test ≈(MOI.get(model, MOI.DualObjectiveValue()), T(6), config)
return
end

function setup_test(
::typeof(test_DualObjectiveValue_Min_ScalarAffine_GreaterThan),
model::MOIU.MockOptimizer,
::Config{T},
) where {T}
MOIU.set_mock_optimize!(
model,
mock -> MOIU.mock_optimize!(
mock,
MOI.OPTIMAL,
(MOI.FEASIBLE_POINT, T[2]),
MOI.FEASIBLE_POINT,
(MOI.ScalarAffineFunction{T}, MOI.GreaterThan{T}) => T[3],
),
)
return
end

function test_DualObjectiveValue_Max_ScalarAffine_LessThan(
model::MOI.ModelLike,
config::Config{T},
) where {T}
@requires _supports(config, MOI.optimize!)
@requires _supports(config, MOI.DualObjectiveValue)
x = MOI.add_variable(model)
MOI.add_constraint(model, one(T) * x, MOI.LessThan(T(2)))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = T(3) * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT
@test ≈(MOI.get(model, MOI.DualObjectiveValue()), T(6), config)
return
end

function setup_test(
::typeof(test_DualObjectiveValue_Max_ScalarAffine_LessThan),
model::MOIU.MockOptimizer,
::Config{T},
) where {T}
MOIU.set_mock_optimize!(
model,
mock -> MOIU.mock_optimize!(
mock,
MOI.OPTIMAL,
(MOI.FEASIBLE_POINT, T[2]),
MOI.FEASIBLE_POINT,
(MOI.ScalarAffineFunction{T}, MOI.LessThan{T}) => T[-3],
),
)
return
end
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