Add MINLPTests (#586)

.github/workflows/MINLPTests.yml

@@ -0,0 +1,44 @@
+name: MINLPTests
+on:
+  push:
+    branches: [master]
+  pull_request:
+    types: [opened, synchronize, reopened]
+jobs:
+  test:
+    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        version: ['1']
+        os: [ubuntu-latest]
+        arch: ['x64']
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: julia-actions/cache@v1
+      - shell: julia --project=. --color=yes {0}
+        run: |
+          import Pkg
+          Pkg.add(; name = "Gurobi_jll", version = "12.0.0")
+        env:
+          GUROBI_JL_SKIP_LIB_CHECK: "true"
+          GUROBI_JLL_VERSION: ${{ matrix.jll_version }}
+      - uses: julia-actions/julia-buildpkg@v1
+        env:
+          WLSLICENSE: ${{ secrets.WLSLICENSE }}
+      - uses: julia-actions/julia-buildpkg@v1
+      - name:
+        shell: julia --color=yes {0}
+        run: |
+          path = joinpath(ENV["GITHUB_WORKSPACE"], "test", "MINLPTests")
+          cd(path)
+          using Pkg
+          Pkg.activate(".")
+          Pkg.instantiate()
+          Pkg.add(PackageSpec(path=ENV["GITHUB_WORKSPACE"]))
+          include(joinpath(path, "runtests.jl"))

test/MINLPTests/Project.toml

@@ -0,0 +1,6 @@
+[deps]
+MINLPTests = "ee0a3090-8ee9-5cdb-b8cb-8eeba3165522"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+MINLPTests = "0.6.1"

test/MINLPTests/runtests.jl

@@ -0,0 +1,61 @@
+# Copyright (c) 2015 Dahua Lin, Miles Lubin, Joey Huchette, Iain Dunning, and
+#   contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+using Gurobi
+using MINLPTests
+using Test
+
+@testset "MINLPTests" begin
+    optimizer = MINLPTests.JuMP.optimizer_with_attributes(
+        Gurobi.Optimizer,
+        "TimeLimit" => 60.0,
+    )
+    MINLPTests.test_nlp_cvx_expr(
+        optimizer;
+        termination_target = MINLPTests.TERMINATION_TARGET_GLOBAL,
+        primal_target = MINLPTests.PRIMAL_TARGET_GLOBAL,
+        objective_tol = 1e-6,
+        primal_tol = 1e-2,
+        dual_tol = NaN,
+        exclude = [
+            "206_010",  # TIME_LIMIT
+            "501_011",  # TIME_LIMIT
+        ],
+    )
+    MINLPTests.test_nlp_expr(
+        optimizer;
+        termination_target = MINLPTests.TERMINATION_TARGET_GLOBAL,
+        primal_target = MINLPTests.PRIMAL_TARGET_GLOBAL,
+        objective_tol = 1e-6,
+        primal_tol = 1e-2,
+        dual_tol = NaN,
+        exclude = [
+            "001_010",  # TIME_LIMIT
+            "004_010",  # abs
+            "004_011",  # abs
+            "005_010",  # inv
+            "006_010",  # UserDefinedFunction
+            "008_010",  # MINLPTests.jl#21
+            "009_010",  # min
+            "009_011",  # max
+        ],
+    )
+    MINLPTests.test_nlp_mi_expr(
+        optimizer;
+        termination_target = MINLPTests.TERMINATION_TARGET_GLOBAL,
+        primal_target = MINLPTests.PRIMAL_TARGET_GLOBAL,
+        objective_tol = 1e-6,
+        primal_tol = 1e-2,
+        dual_tol = NaN,
+        exclude = [
+            "001_010",  # TIME_LIMIT
+            "004_010",  # abs
+            "004_011",  # abs
+            "005_010",  # inv
+            "006_010",  # UserDefinedFunction
+        ],
+    )
+end