fixed variables were broken for nonlinear solvers that did not suppor…

…t MINLP

src/nlp.jl

@@ -463,14 +463,16 @@ function solvenlp(m::Model; suppress_warnings=false)
             error("Unrecognized quadratic constraint sense $(c.sense)")
         end
     end
-    
+
     #print("LB: ");show([linrowlb,nlrowlb]);println()
     #print("UB: ");show([linrowub,nlrowub]);println()
 
     m.internalModel = MathProgBase.model(m.solver)
 
+    const nl_cont = [:Cont, :Fixed]
+
     MathProgBase.loadnonlinearproblem!(m.internalModel, m.numCols, numConstr, m.colLower, m.colUpper, [linrowlb,quadrowlb,nlrowlb], [linrowub,quadrowub,nlrowub], m.objSense, d)
-    if any(x->x!=:Cont, m.colCat)
+    if !all(x->(x in nl_cont), m.colCat)
         if applicable(MathProgBase.setvartype!, m.internalModel, m.colCat)
             MathProgBase.setvartype!(m.internalModel, m.colCat)
         else

test/nonlinear.jl

@@ -60,6 +60,20 @@ context("With solver $(typeof(nlp_solver))") do
             [1.000000, 4.742999, 3.821150, 1.379408], 1e-5)
 end; end; end
 
+facts("[nonlinear] Accepting fixed variables") do
+for nlp_solver in convex_nlp_solvers
+context("With solver $(typeof(nlp_solver))") do
+    m = Model(solver=nlp_solver)
+    @defVar(m, x == 0)
+    @defVar(m, y ≥ 0)
+    @setObjective(m, Min, y)
+    @addNLConstraint(m, y ≥ x^2)
+    for α in 1:4
+        setValue(x, α)
+        solve(m)
+        @fact getValue(y) => roughly(α^2, 1e-6)
+    end
+end; end; end
 
 facts("[nonlinear] Test QP solve through NL pathway") do
 for nlp_solver in convex_nlp_solvers