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MOI tests: LP unit tests and contlinear tests #571

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merged 7 commits into from
Aug 9, 2021
Merged

MOI tests: LP unit tests and contlinear tests #571

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96cc0a0
first draft of MOI.ConstraintDual for Coluna.Optimizer
laradicp Jul 21, 2021
389f43d
fix MOI.ConstraintDual for ScalarAffine and add draft for SingleVariable
laradicp Aug 2, 2021
a93a375
fix lists of var and constr indices and fix var primal
laradicp Aug 5, 2021
90eaf48
add MOI.DualObjectiveValue and organize unsupported/failing tests
laradicp Aug 6, 2021
385713e
close fill mode before viewing matrix in get MOI.ConstraintFunction
laradicp Aug 6, 2021
ba3dc84
update comments
laradicp Aug 9, 2021
ba250bd
Merge branch 'master' into moi_tests
guimarqu Aug 9, 2021
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49 changes: 34 additions & 15 deletions src/MOIwrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -216,10 +216,10 @@ end

function MOI.get(model::Coluna.Optimizer, ::MOI.ListOfVariableIndices)
indices = Vector{MathOptInterface.VariableIndex}()
for (key,value) in model.moi_varids
for (_, value) in model.moi_varids
push!(indices, value)
end
return sort!(indices)
return sort!(indices, by = x -> x.value)
end

############################################################################################
Expand Down Expand Up @@ -286,11 +286,10 @@ end
function MOI.get(
model::Coluna.Optimizer, ::MOI.ListOfConstraintIndices{F, S}
) where {F<:MOI.SingleVariable, S}
orig_form = get_original_formulation(model.inner)
indices = MOI.ConstraintIndex{F,S}[]
for (id, var) in model.vars
if S == MathProg.convert_coluna_kind_to_moi(getperenkind(orig_form, var))
push!(indices, MOI.ConstraintIndex{F,S}(id.value))
for (id, _) in model.constrs_on_single_var_to_vars
if S == typeof(MOI.get(model, MOI.ConstraintSet(), id))
push!(indices, id)
end
end
return sort!(indices, by = x -> x.value)
Expand All @@ -302,8 +301,10 @@ function MOI.get(
orig_form = get_original_formulation(model.inner)
constrid = getid(model.constrs[index])
terms = MOI.ScalarAffineTerm{Float64}[]
for (varid, coeff) in @view getcoefmatrix(orig_form)[constrid, :]
push!(terms, MOI.ScalarAffineTerm(coeff, model.moi_varids[varid]))
coefmatrix = getcoefmatrix(orig_form)
coefmatrix.fillmode && closefillmode!(coefmatrix)
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For what test did you have to do that (is it a test that does set get set) ?

If you close the fill mode, then writing operations become time consuming. Do you think we should we be able to reopen the fill mode ?

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Tests "linear1" and "linear6" threw this error:

Expression: MOI.get(model, MOI.ConstraintFunction(), c1) ≈ fx
View of a row not available in fill mode (Open an issue at https://github.com/atoptima/DynamicSparseArrays.jl if you need it).

I don't know if there's a better fix to that and I don't understand fully how fill mode works yet, but being able to reopen the fill mode seems like a good option.

for (varid, coef) in @view coefmatrix[constrid, :]
push!(terms, MOI.ScalarAffineTerm(coef, model.moi_varids[varid]))
end
return MOI.ScalarAffineFunction(terms, 0.0)
end
Expand Down Expand Up @@ -619,6 +620,8 @@ function MOI.empty!(model::Coluna.Optimizer)
model.env.varids = CleverDicts.CleverDict{MOI.VariableIndex, VarId}()
model.moi_varids = Dict{VarId, MOI.VariableIndex}()
model.constrs = Dict{MOI.ConstraintIndex, Constraint}()
model.constrs_on_single_var_to_vars = Dict{MOI.ConstraintIndex, VarId}()
model.constrs_on_single_var_to_names = Dict{MOI.ConstraintIndex, String}()
if model.default_optimizer_builder !== nothing
set_default_optimizer_builder!(model.inner, model.default_optimizer_builder)
end
Expand Down Expand Up @@ -703,18 +706,21 @@ function MOI.get(optimizer::Optimizer, ::MOI.ObjectiveValue)
return getvalue(get_ip_primal_bound(optimizer.result))
end

function MOI.get(optimizer::Optimizer, ::MOI.DualObjectiveValue)
return getvalue(get_lp_dual_bound(optimizer.result))
end

function MOI.get(optimizer::Optimizer, ::MOI.RelativeGap)
return ip_gap(optimizer.result)
end

function MOI.get(optimizer::Optimizer, ::MOI.VariablePrimal, ref::MOI.VariableIndex)
function MOI.get(optimizer::Optimizer, attr::MOI.VariablePrimal, ref::MOI.VariableIndex)
id = getid(optimizer.vars[ref]) # This gets a coluna Id{Variable}
best_primal_sol = get_best_ip_primal_sol(optimizer.result)
if best_primal_sol === nothing
@warn "Coluna did not find a primal feasible solution."
return NaN
primalsols = get_ip_primal_sols(optimizer.result)
if 1 <= attr.N <= length(primalsols)
return get(primalsols[attr.N], id, 0.0)
end
return get(best_primal_sol, id, 0.0)
return error("Invalid result index.")
end

function MOI.get(optimizer::Optimizer, ::MOI.VariablePrimal, refs::Vector{MOI.VariableIndex})
Expand Down Expand Up @@ -775,7 +781,20 @@ end
MOI.get(optimizer::Optimizer, ::MOI.NodeCount) = optimizer.env.kpis.node_count
MOI.get(optimizer::Optimizer, ::MOI.SolveTime) = optimizer.env.kpis.elapsed_optimization_time

# function MOI.get(optimizer::Optimizer, ::MOI.ConstraintDual, index::MOI.ConstraintIndex)
function MOI.get(
optimizer::Optimizer, attr::MOI.ConstraintDual,
index::MOI.ConstraintIndex{MOI.ScalarAffineFunction{Float64}}
)
dualsols = get_lp_dual_sols(optimizer.result)
if 1 <= attr.N <= length(dualsols)
return get(dualsols[attr.N], getid(optimizer.constrs[index]), 0.0)
end
return error("Invalid result index.")
end

# function MOI.get(
# optimizer::Optimizer, attr::MOI.ConstraintDual, index::MOI.ConstraintIndex{F,S}
# ) where {F<:MOI.SingleVariable,S}
# return 0.0
# end

Expand Down
66 changes: 54 additions & 12 deletions test/MathOptInterface/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
const OPTIMIZER = Coluna.Optimizer()
MOI.set(OPTIMIZER, MOI.RawParameter("default_optimizer"), GLPK.Optimizer)

const CONFIG = MOIT.TestConfig(atol=1e-6, rtol=1e-6)
const CONFIG = MOIT.TestConfig(atol=1e-6, rtol=1e-6, infeas_certificates = false)


@testset "SolverName" begin
Expand Down Expand Up @@ -130,8 +130,9 @@ const UNSUPPORTED_TESTS = [
"number_threads", # TODO : support of MOI.NumberOfThreads()
"silent", # TODO : support of MOI.Silent()
"time_limit_sec", # TODO : support of MOI.TimeLimitSec()
"solve_time", # TODO : support of MOI.SolveTime()
"solve_twice" # TODO : fix
"solve_unbounded_model", # default lower bound 0
"solve_duplicate_terms_obj", # TODO: support duplicate terms
"solve_duplicate_terms_scalar_affine" # TODO: support duplicate terms
]

MathOptInterface.Test.getconstraint
Expand Down Expand Up @@ -178,6 +179,41 @@ const LP_TESTS = [
"solve_affine_lessthan"
]

const CONSTRAINTDUAL_SINGLEVAR = [
"solve_with_lowerbound",
"solve_singlevariable_obj",
"solve_constant_obj",
"solve_single_variable_dual_max",
"solve_single_variable_dual_min",
"solve_duplicate_terms_obj",
"solve_blank_obj",
"solve_with_upperbound",
"linear1",
"linear2",
"linear10b",
"linear14"
]

const MODIFY_DELETE = [
# BUG
"linear1", # modify
"linear5", # modify
"linear11", # delete
"linear14" # delete
]

const UNCOVERED_TERMINATION_STATUS = [
"linear8b", # DUAL_INFEASIBLE or INFEASIBLE_OR_UNBOUNDED required
"linear8c" # DUAL_INFEASIBLE or INFEASIBLE_OR_UNBOUNDED required
]

const SET_CONSTRAINTSET = [
# BUG
"linear4",
"linear6",
"linear7"
]

@testset "Unit Basic/MIP" begin
MOI.set(OPTIMIZER, MOI.RawParameter("params"), CL.Params(solver = ClA.SolveIpForm()))
MOIT.unittest(OPTIMIZER, CONFIG, vcat(UNSUPPORTED_TESTS, LP_TESTS, MIP_TESTS))
Expand All @@ -197,13 +233,19 @@ MOI.set(BRIDGED, MOI.RawParameter("params"), CL.Params(solver = ClA.SolveIpForm(
])
end

# @testset "Unit LP" begin
# MOI.set(OPTIMIZER, MOI.RawParameter("params"), CL.Params(solver = ClA.SolveLpForm()))
# MOIT.unittest(OPTIMIZER, CONFIG, vcat(UNSUPPORTED_TESTS, MIP_TESTS, BASIC))
# end
@testset "Unit LP" begin
MOI.set(BRIDGED, MOI.RawParameter("params"), CL.Params(solver = ClA.SolveLpForm(
update_ip_primal_solution=true, get_dual_solution=true, set_dual_bound=true
)))
MOIT.unittest(BRIDGED, CONFIG, vcat(UNSUPPORTED_TESTS, MIP_TESTS, BASIC, CONSTRAINTDUAL_SINGLEVAR))
end

# @testset "Continuous Linear" begin
# MOIT.contlineartest(OPTIMIZER, CONFIG, [
# "partial_start" # VariablePrimalStart not supported
# ])
# end
@testset "Continuous Linear" begin
MOIT.contlineartest(BRIDGED, CONFIG, vcat(
CONSTRAINTDUAL_SINGLEVAR, MODIFY_DELETE, UNCOVERED_TERMINATION_STATUS, SET_CONSTRAINTSET, [
"partial_start", # VariablePrimalStart not supported
"linear1", # TODO: support duplicate terms
"linear10" # BUG: optimize twice changing sense from max to min fails
]
))
end