test Ipopt for QCQP. ref #227

jump-dev · Dec 17, 2014 · e7fd802 · e7fd802
1 parent 7245969
commit e7fd802
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Showing 2 changed files with 16 additions and 4 deletions.
diff --git a/test/qcqpmodel.jl b/test/qcqpmodel.jl
@@ -9,8 +9,8 @@
 #############################################################################
 using JuMP, FactCheck
 
-facts("[qcqpmodel] Test quad objective") do
-for solver in quad_solvers
+facts("[qcqpmodel] Test quad objective (discrete)") do
+for solver in quad_mip_solvers
 context("With solver $(typeof(solver))") do 
 
     modQ = Model(solver=solver)
@@ -32,6 +32,11 @@ context("With solver $(typeof(solver))") do
     @fact modQ.objVal => roughly(-247.0, 1e-5)
     @fact getValue(x)[:] => roughly([2.0, 3.0, 4.0], 1e-6)
 
+end; end; end
+
+facts("[qcqpmodel] Test quad objective (continuous)") do
+for solver in quad_solvers
+context("With solver $(typeof(solver))") do
 
     modQ = Model(solver=solver)
     @defVar(modQ, 0.5 <= x <= 2 )
@@ -41,11 +46,12 @@ context("With solver $(typeof(solver))") do
     @fact solve(modQ) => :Optimal
     @fact modQ.objVal => roughly(1.0, 1e-6)
     @fact (getValue(x) + getValue(y)) => roughly(1.0, 1e-6)
+
 end; end; end
 
 
 
-facts("[qcqpmodel] Test quad constraints") do
+facts("[qcqpmodel] Test quad constraints (continuous)") do
 for solver in quad_solvers
 context("With solver $(typeof(solver))") do 
 
@@ -59,7 +65,11 @@ context("With solver $(typeof(solver))") do
     @fact modQ.objVal => roughly(-1-4/sqrt(3), 1e-6)
     @fact (getValue(x) + getValue(y)) => roughly(-1/3, 1e-3)
 
+end; end; end
 
+facts("[qcqpmodel] Test quad constraints (discrete)") do
+for solver in quad_mip_solvers
+context("With solver $(typeof(solver))") do
     modQ = Model(solver=solver)
     @defVar(modQ, -2 <= x <= 2, Int )
     @defVar(modQ, -2 <= y <= 2, Int )
@@ -101,4 +111,4 @@ context("With solver $(typeof(solver))") do
     @fact modQ.internalModelLoaded => true
     @fact solve(modQ) => :Optimal
     @fact getObjectiveValue(modQ) => roughly(-0.75, 1e-6)
-end; end; end
+end; end; end
diff --git a/test/solvers.jl b/test/solvers.jl
@@ -73,6 +73,8 @@ quad_solvers = Any[]
 grb && push!(quad_solvers, Gurobi.GurobiSolver(OutputFlag=0))
 cpx && push!(quad_solvers, CPLEX.CplexSolver(CPX_PARAM_SCRIND=0))
 mos && push!(quad_solvers, Mosek.MosekSolver(LOG=0))
+quad_mip_solvers = copy(quad_solvers)
+ipt && push!(quad_solvers, Ipopt.IpoptSolver(print_level=0))
 # Nonlinear solvers
 nl_solvers = Any[]
 ipt && push!(nl_solvers, Ipopt.IpoptSolver(print_level=0))