Merge pull request #1844 from jsiirola/mosek-test-updates

Update Mosek tests, fixed variable bounds
Pyomo · Feb 26, 2021 · 7412149 · 7412149
2 parents 9c48afa + 2f9af81
commit 7412149
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Showing 5 changed files with 40 additions and 28 deletions.
diff --git a/pyomo/solvers/plugins/solvers/mosek_direct.py b/pyomo/solvers/plugins/solvers/mosek_direct.py
@@ -293,10 +293,16 @@ def _add_vars(self, var_seq):
         vnames = tuple(self._symbol_map.getSymbol(
             v, self._labeler) for v in var_seq)
         vtypes = tuple(map(self._mosek_vartype_from_var, var_seq))
-        lbs = tuple(-inf if value(v.lb) is None else value(v.lb)
-                    for v in var_seq)
-        ubs = tuple(inf if value(v.ub) is None else value(v.ub)
-                    for v in var_seq)
+        lbs = tuple( value(v) if v.fixed
+                     else -inf if value(v.lb) is None
+                     else value(v.lb)
+                     for v in var_seq
+        )
+        ubs = tuple( value(v) if v.fixed
+                     else inf if value(v.ub) is None
+                     else value(v.ub)
+                     for v in var_seq
+        )
         fxs = tuple(v.is_fixed() for v in var_seq)
         bound_types = tuple(map(self._mosek_bounds, lbs, ubs, fxs))
         self._solver_model.appendvars(len(var_seq))

diff --git a/pyomo/solvers/plugins/solvers/mosek_persistent.py b/pyomo/solvers/plugins/solvers/mosek_persistent.py
@@ -208,10 +208,16 @@ def update_vars(self, *solver_vars):
             for v in solver_vars:
                 var_ids.append(self._pyomo_var_to_solver_var_map[v])
             vtypes = tuple(map(self._mosek_vartype_from_var, solver_vars))
-            lbs = tuple(-float('inf') if value(v.lb) is None else value(v.lb)
-                        for v in solver_vars)
-            ubs = tuple(float('inf') if value(v.ub) is None else value(v.ub)
-                        for v in solver_vars)
+            lbs = tuple( value(v) if v.fixed
+                         else -float('inf') if value(v.lb) is None
+                         else value(v.lb)
+                         for v in solver_vars
+            )
+            ubs = tuple( value(v) if v.fixed
+                         else float('inf') if value(v.ub) is None
+                         else value(v.ub)
+                         for v in solver_vars
+            )
             fxs = tuple(v.is_fixed() for v in solver_vars)
             bound_types = tuple(map(self._mosek_bounds, lbs, ubs, fxs))
             self._solver_model.putvartypelist(var_ids, vtypes)

diff --git a/pyomo/solvers/tests/checks/test_pickle.py b/pyomo/solvers/tests/checks/test_pickle.py
@@ -45,12 +45,17 @@ def pickle_test(self):
         load_solutions = (not model_class.solve_should_fail) and \
                          (test_case.status != 'expected failure')
 
-        opt, status = model_class.solve(solver,
-                                        io,
-                                        test_case.testcase.io_options,
-                                        test_case.testcase.options,
-                                        symbolic_labels,
-                                        load_solutions)
+        try:
+            opt, status = model_class.solve(solver,
+                                            io,
+                                            test_case.testcase.io_options,
+                                            test_case.testcase.options,
+                                            symbolic_labels,
+                                            load_solutions)
+        except:
+            if test_case.status == 'expected failure':
+                return
+            raise
         m = pickle.loads(pickle.dumps(model_class.model))
 
         #

diff --git a/pyomo/solvers/tests/solvers.py b/pyomo/solvers/tests/solvers.py
@@ -97,17 +97,17 @@ def test_solver_cases(*args):
                                    'conic_constraints'])
 
         _test_solver_cases['mosek', 'python'] = initialize(
-            name='mosek_direct',
+            name='mosek',
             io='python',
             capabilities=_mosek_capabilities,
             import_suffixes=['dual', 'rc', 'slack'])
 
         #
         # MOSEK Persistent
         #
-        _test_solver_cases['mosek_persistent','python'] = initialize(
-                name = 'mosek_persistent',
-                io = 'python',
+        _test_solver_cases['mosek','persistent'] = initialize(
+                name = 'mosek',
+                io = 'persistent',
                 capabilities=_mosek_capabilities,
                 import_suffixes=['dual','rc','slack'])
 

diff --git a/pyomo/solvers/tests/testcases.py b/pyomo/solvers/tests/testcases.py
@@ -45,17 +45,12 @@
 # MOSEK
 #
 
-ExpectedFailures['mosek_direct', 'python', 'QCP_simple'] = \
-    (lambda v: True,
-     "Conic constraints not yet handled by this interface")
+for _io in ('python', 'persistent'):
+    for _test in ('QCP_simple', 'QCP_simple_nosuffixes', 'MIQCP_simple'):
+        ExpectedFailures['mosek', _io, _test] = (
+            lambda v: True,
+            "Mosek does not handle nonconvex quadratic constraints")
 
-ExpectedFailures['mosek_direct', 'python', 'QCP_simple_nosuffixes'] = \
-    (lambda v: True,
-     "Conic constraints not yet handled by this interface")
-
-ExpectedFailures['mosek_direct', 'python', 'MIQCP_simple'] = \
-    (lambda v: True,
-     "Conic constraints not yet handled by this interface")
 #
 # CPLEX
 #