Add :EPS test

test/runtests.jl

@@ -51,7 +51,6 @@ facts("NBI optimisation") do
 end
 
 facts("WS optimisation") do
-    # TODO: do for EPS as well
     m = MultiModel(solver = IpoptSolver(print_level=0))
     @defVar(m, x[i=1:5])
     @defNLExpr(m, f1, sum{x[i]^2, i=1:5})
@@ -79,6 +78,35 @@ facts("WS optimisation") do
     @fact f2arr --> roughly(f2true, 1e-5)
 end
 
+facts("EPS optimisation") do
+    m = MultiModel(solver = IpoptSolver(print_level=0))
+    @defVar(m, x[i=1:5])
+    @defNLExpr(m, f1, sum{x[i]^2, i=1:5})
+    @defNLExpr(m, f2, 3x[1]+2x[2]-x[3]/3+0.01*(x[4]-x[5])^3)
+    @addNLConstraint(m, x[1]+2x[2]-x[3]-0.5x[4]+x[5]==2)
+    @addNLConstraint(m, 4x[1]-2x[2]+0.8x[3]+0.6x[4]+0.5x[5]^2 == 0)
+    @addNLConstraint(m, sum{x[i]^2, i=1:5} <= 10)
+
+    obj1 = SingleObjective(f1)
+    obj2 = SingleObjective(f2)
+
+    multim = getMultiData(m)
+    multim.objectives = [obj1, obj2]
+    multim.pointsperdim = 5
+    solve(m, method = :EPS)
+
+    f1arr = convert(Array{Float64},
+                    [multim.paretofront[i][1] for i in 1:multim.pointsperdim])
+    f2arr = convert(Array{Float64},
+                    [multim.paretofront[i][2] for i in 1:multim.pointsperdim])
+    f1true = [0.555081, 10.0, 7.63877, 5.27754, 2.91631]
+    f2true = [2.13057, -4.01115, -2.99356, -1.86918, -0.532781]
+
+    @fact f1arr --> roughly(f1true, 1e-5)
+    @fact f2arr --> roughly(f2true, 1e-5)
+end
+
+
 
 
 facts("TODO: Initial value test") do