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Add tests, extend docstring for ScalarQuadraticFunction. #697

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Apr 9, 2019
Merged

Add tests, extend docstring for ScalarQuadraticFunction. #697

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9989e36
add test qcp4: mixed quadratic term in x*y <= 4
rschwarz Mar 13, 2019
3e1c22f
add test qcp5 with quadratic equations (x^2 == 4, x*y == 4)
rschwarz Mar 13, 2019
65b62d8
add example to docstring of ScalarQuadraticFunction
rschwarz Mar 13, 2019
0191f1e
test the new tests with MockOptimizer
rschwarz Mar 29, 2019
fd9e954
fix style (space after comma)
rschwarz Mar 29, 2019
9a8bace
fix style (space around operators)
rschwarz Mar 29, 2019
30f7ac7
move non-convex problems from `qcp` to `ncqcp`
rschwarz Mar 29, 2019
1aa0b7c
add (new) test qcp4 with convex quadratic constraint
rschwarz Mar 29, 2019
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106 changes: 105 additions & 1 deletion src/Test/contquadratic.jl
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Expand Up @@ -385,9 +385,113 @@ function qcp3test(model::MOI.ModelLike, config::TestConfig)
end
end

function qcp4test(model::MOI.ModelLike, config::TestConfig)
atol = config.atol
rtol = config.rtol
# Max 2x + y
# s.t. x*y <= 4 (c)
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# x, y >= 1

@test MOIU.supports_default_copy_to(model, #=copy_names=# false)
@test MOI.supports(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}())
@test MOI.supports_constraint(model, MOI.ScalarQuadraticFunction{Float64}, MOI.LessThan{Float64})

MOI.empty!(model)
@test MOI.is_empty(model)

x = MOI.add_variable(model)
y = MOI.add_variable(model)
@test MOI.get(model, MOI.NumberOfVariables()) == 2

MOI.add_constraint(model, MOI.SingleVariable(x), MOI.GreaterThan(1.0))
MOI.add_constraint(model, MOI.SingleVariable(y), MOI.GreaterThan(1.0))

cf = MOI.ScalarQuadraticFunction([MOI.ScalarAffineTerm(0.0, x)], [MOI.ScalarQuadraticTerm(1.0, x, y)], 0.0)
c = MOI.add_constraint(model, cf, MOI.LessThan(4.0))
@test MOI.get(model, MOI.NumberOfConstraints{MOI.ScalarQuadraticFunction{Float64}, MOI.LessThan{Float64}}()) == 1

MOI.set(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(), MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([2.0, 1.0], [x, y]), 0.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
@test MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE

if config.query
@test cf ≈ MOI.get(model, MOI.ConstraintFunction(), c)
end

if config.solve
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED

MOI.optimize!(model)

@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status

@test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT

@test MOI.get(model, MOI.ObjectiveValue()) ≈ 9.0 atol=atol rtol=rtol

@test MOI.get(model, MOI.VariablePrimal(), x) ≈ 4.0 atol=atol rtol=rtol
@test MOI.get(model, MOI.VariablePrimal(), y) ≈ 1.0 atol=atol rtol=rtol

@test MOI.get(model, MOI.ConstraintPrimal(), c) ≈ 4.0 atol=atol rtol=rtol
end
end

function qcp5test(model::MOI.ModelLike, config::TestConfig)
atol = config.atol
rtol = config.rtol
# Find x,y
# s.t. x*y == 4 (c)
# x*x == 4 (c2)
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# x, y >= 0

@test MOIU.supports_default_copy_to(model, #=copy_names=# false)
@test MOI.supports_constraint(model, MOI.ScalarQuadraticFunction{Float64}, MOI.EqualTo{Float64})

MOI.empty!(model)
@test MOI.is_empty(model)

x = MOI.add_variable(model)
y = MOI.add_variable(model)
@test MOI.get(model, MOI.NumberOfVariables()) == 2

MOI.add_constraint(model, MOI.SingleVariable(x), MOI.GreaterThan(0.0))
MOI.add_constraint(model, MOI.SingleVariable(y), MOI.GreaterThan(0.0))

cf = MOI.ScalarQuadraticFunction([MOI.ScalarAffineTerm(0.0, x)], [MOI.ScalarQuadraticTerm(1.0, x, y)], 0.0)
c = MOI.add_constraint(model, cf, MOI.EqualTo(4.0))

cf2 = MOI.ScalarQuadraticFunction([MOI.ScalarAffineTerm(0.0, x)], [MOI.ScalarQuadraticTerm(2.0, x, x)], 0.0)
c2 = MOI.add_constraint(model, cf2, MOI.EqualTo(4.0))

@test MOI.get(model, MOI.NumberOfConstraints{MOI.ScalarQuadraticFunction{Float64}, MOI.EqualTo{Float64}}()) == 2

if config.query
@test cf ≈ MOI.get(model, MOI.ConstraintFunction(), c)
@test cf2 ≈ MOI.get(model, MOI.ConstraintFunction(), c2)
end

if config.solve
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED

MOI.optimize!(model)

@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status

@test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT

@test MOI.get(model, MOI.VariablePrimal(), x) ≈ 2.0 atol=atol rtol=rtol
@test MOI.get(model, MOI.VariablePrimal(), y) ≈ 2.0 atol=atol rtol=rtol

@test MOI.get(model, MOI.ConstraintPrimal(), c) ≈ 4.0 atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintPrimal(), c2) ≈ 4.0 atol=atol rtol=rtol
end
end

const qcptests = Dict("qcp1" => qcp1test,
"qcp2" => qcp2test,
"qcp3" => qcp3test)
"qcp3" => qcp3test,
"qcp4" => qcp4test,
"qcp5" => qcp5test)

@moitestset qcp

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4 changes: 4 additions & 0 deletions src/functions.jl
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Expand Up @@ -162,6 +162,10 @@ Duplicate indices in ``a`` or ``Q`` are accepted, and the corresponding
coefficients are summed together. "Mirrored" indices `(q,r)` and `(r,q)` (where
`r` and `q` are `VariableIndex`es) are considered duplicates; only one need be
specified.

For example, for two scalar variables ``y, z``, the quadratic expression
``yz + y^2`` is represented by the terms
`ScalarQuadraticTerm.([1.0, 2.0], [y, y], [z, y])`.
"""
mutable struct ScalarQuadraticFunction{T} <: AbstractScalarFunction
affine_terms::Vector{ScalarAffineTerm{T}}
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6 changes: 6 additions & 0 deletions test/Test/contquadratic.jl
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Expand Up @@ -22,6 +22,12 @@
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [√2], MOI.FEASIBLE_POINT))
MOIT.qcp3test(mock, config)
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [4.0, 1.0], MOI.FEASIBLE_POINT))
MOIT.qcp4test(mock, config)
MOIU.set_mock_optimize!(mock,
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [2.0, 2.0], MOI.FEASIBLE_POINT))
MOIT.qcp5test(mock, config)
end
@testset "SOCP" begin
MOIU.set_mock_optimize!(mock,
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