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Add unit tests for duplicate terms in linear portion of objective #432

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Jul 26, 2018
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Add unit tests for duplicate terms in linear portion of objective #432

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124 changes: 84 additions & 40 deletions src/Test/UnitTests/objectives.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -155,51 +155,95 @@ function solve_qp_edge_cases(model::MOI.ModelLike, config::TestConfig)
MOI.addconstraint!(model, MOI.SingleVariable(x[1]), MOI.GreaterThan(1.0))
MOI.addconstraint!(model, MOI.SingleVariable(x[2]), MOI.GreaterThan(2.0))

# min x^2 + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm.([2.0, 2.0], x, x), # quad
0.0 # constant
@testset "Basic model" begin
# min x^2 + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm.([2.0, 2.0], x, x), # quad
0.0 # constant
)
)
)
test_model_solution(model, config;
objective_value = 5.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
)

# duplicate terms on diagonal
# min x^2 + x^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm.([2.0, 2.0], [x[1], x[1]], [x[1], x[1]]), # quad
0.0 # constant
test_model_solution(model, config;
objective_value = 5.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
)
)
test_model_solution(model, config;
objective_value = 2.0,
variable_primal = [(x[1], 1.0)]
)
end
@testset "Duplicate linear terms" begin
# min x + x + x^2 + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm.([1.0, 1.0], [x[1], x[1]]), # affine terms
MOI.ScalarQuadraticTerm.([2.0, 2.0], x, x), # quad
0.0 # constant
)
)
test_model_solution(model, config;
objective_value = 7.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
)
end
@testset "Duplicate diagonal terms" begin
# min x^2 + x^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm.([2.0, 2.0], [x[1], x[1]], [x[1], x[1]]), # quad
0.0 # constant
)
)
test_model_solution(model, config;
objective_value = 2.0,
variable_primal = [(x[1], 1.0)]
)
end
@testset "Duplicate off-diagonal terms" begin
# min x^2 + 0.25x*y + 0.25y*x + 0.5x*y + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm.(
[ 2.0, 0.25, 0.25, 0.5, 2.0],
[x[1], x[1], x[2], x[1], x[2]],
[x[1], x[2], x[1], x[2], x[2]]), # quad
0.0 # constant
)
)
test_model_solution(model, config;
objective_value = 7.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
)
end
end
unittests["solve_qp_edge_cases"] = solve_qp_edge_cases

"""
solve_duplicate_terms_obj(model::MOI.ModelLike, config::TestConfig)

# duplicate terms on off-diagonal
# min x^2 + 0.25x*y + 0.25y*x + 0.5x*y + y^2 | x>=1, y>=2
MOI.set!(model,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}(),
MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{Float64}[], # affine terms
MOI.ScalarQuadraticTerm.(
[ 2.0, 0.25, 0.25, 0.5, 2.0],
[x[1], x[1], x[2], x[1], x[2]],
[x[1], x[2], x[1], x[2], x[2]]), # quad
0.0 # constant
Test duplicate terms in linear objective, if `config.solve=true` confirm that it
solves correctly.
"""
function solve_duplicate_terms_obj(model::MOI.ModelLike, config::TestConfig)
MOI.empty!(model)
@test MOI.isempty(model)
x = MOI.addvariable!(model)
c = MOI.addconstraint!(model, MOI.SingleVariable(x), MOI.GreaterThan(1.0))
MOI.set!(model, MOI.ObjectiveSense(), MOI.MinSense)
MOI.set!(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
MOI.ScalarAffineFunction(
[MOI.ScalarAffineTerm(2.0, x), MOI.ScalarAffineTerm(1.0, x)],
0.0
)
)
test_model_solution(model, config;
objective_value = 7.0,
variable_primal = [(x[1], 1.0), (x[2], 2.0)]
objective_value = 3.0,
variable_primal = [(x, 1.0)],
constraint_primal = [(c, 1.0)],
constraint_dual = [(c, 3.0)]
)
end
unittests["solve_qp_edge_cases"] = solve_qp_edge_cases
unittests["solve_duplicate_terms_obj"] = solve_duplicate_terms_obj
19 changes: 17 additions & 2 deletions test/Test/unit.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,8 @@ end
"solve_affine_interval",
"solve_qp_edge_cases",
"solve_qcp_edge_cases",
"solve_affine_deletion_edge_cases"
"solve_affine_deletion_edge_cases",
"solve_duplicate_terms_obj"
])

@testset "solve_blank_obj" begin
Expand Down Expand Up @@ -148,14 +149,28 @@ end
MOI.Success,
(MOI.FeasiblePoint, [1.0, 2.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [1.0, 2.0])
),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [1.0, 2.0])
)
)
MOIT.solve_qp_edge_cases(mock, config)
end

@testset "solve_duplicate_terms_obj" begin
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
MOI.Success,
(MOI.FeasiblePoint, [1]),
MOI.FeasiblePoint,
(MOI.SingleVariable, MOI.GreaterThan{Float64}) => [3.0]
)
)
MOIT.solve_duplicate_terms_obj(mock, config)
end
@testset "solve_affine_deletion_edge_cases" begin
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
Expand Down