Add test for conic subsolver (#236)

Project.toml

@@ -21,14 +21,16 @@ JSON = "~0.18, ~0.19, ~0.20, ~0.21"
 JuMP = "0.23"
 MathOptInterface = "1"
 MutableArithmetics = "1"
+SCS = "1"
 julia = "1.6"
 
 [extras]
 GLPK = "60bf3e95-4087-53dc-ae20-288a0d20c6a6"
 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "GLPK", "HiGHS", "Ipopt", "JuMP"]
+test = ["GLPK", "HiGHS", "Ipopt", "JuMP", "SCS", "Test"]

test/conic.jl

@@ -0,0 +1,46 @@
+module TestConicModels
+
+using Test
+using JuMP
+
+import Juniper
+import SCS
+
+function runtests()
+    for name in names(@__MODULE__; all = true)
+        if startswith("$(name)", "test_")
+            @testset "$(name)" begin
+                getfield(@__MODULE__, name)()
+            end
+        end
+    end
+    return
+end
+
+function test_simple_conic_model()
+    model = Model(
+        optimizer_with_attributes(
+            Juniper.Optimizer,
+            "nl_solver" => optimizer_with_attributes(
+                SCS.Optimizer,
+                MOI.Silent() => true,
+            ),
+            "atol" => 1e-4,
+        ),
+    )
+    @variable(model, 0 <= x[1:2] <= 10, Int)
+    @objective(model, Max, 3x[1] + 5x[2])
+    @constraint(model, [10, x[1], x[2]] in SecondOrderCone())
+    optimize!(model)
+    @test termination_status(model) == LOCALLY_SOLVED
+    @test primal_status(model) == FEASIBLE_POINT
+    @test dual_status(model) == FEASIBLE_POINT
+    @test isapprox(value.(x), [6, 8]; atol = 1e-4)
+    @test sqrt(value(x[1])^2 + value(x[2])^2) <= 10 + 1e-4
+    @test isapprox(objective_value(model), 58; atol = 1e-5)
+    return
+end
+
+end
+
+TestConicModels.runtests()

test/runtests.jl

@@ -91,5 +91,6 @@ start = time()
     include("fpump.jl")
     include("pod.jl")
     include("MOI_wrapper.jl")
+    include("conic.jl")
 end
 println("Time for all tests: ", time() - start)