Add solvers in test

JuliaStochOpt · Apr 7, 2017 · fe5ef82 · fe5ef82
1 parent 26df7cf
commit fe5ef82
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Showing 6 changed files with 27 additions and 14 deletions.
diff --git a/test/optimize_stock.jl b/test/optimize_stock.jl
@@ -1,4 +1,4 @@
-@testset "Optimize Stock" begin
+@testset "Optimize Stock with $solver" for solver in lp_solvers
     numScen = 2
     C = 1
     P = 2

diff --git a/test/prob5.2.jl b/test/prob5.2.jl
@@ -1,4 +1,4 @@
-function fulltest(m, num_stages, objval, solval, ws, wsσ)
+function fulltest(m, num_stages, objval, solval, ws, wsσ, solver)
     for K in [-1, 40]
         for maxncuts in [-1, 7]
             for newcut in [:InvalidateSolver]#[:AddImmediately, :InvalidateSolver]

diff --git a/test/prob5.2_2stages.jl b/test/prob5.2_2stages.jl
@@ -1,4 +1,4 @@
-@testset "2 stages" begin
+@testset "2 stages with $solver" for solver in lp_solvers
     include("prob5.2_data.jl")
 
     numScen = 2
@@ -21,7 +21,7 @@
         @objective(M2, Min, dot(C, y2 * T))
     end
 
-    fulltest(M1, 2, 340315.52, [5085,1311,3919,854], 334687.754566,15869.996575)
+    fulltest(M1, 2, 340315.52, [5085,1311,3919,854], 334687.754566, 15869.996575, solver)
     # root = model2lattice(M1, 2, solver, cutmode)
     # sol = SDDP(root, 2, cutmode, :All, verbose)
     #

diff --git a/test/prob5.2_3stages.jl b/test/prob5.2_3stages.jl
@@ -1,4 +1,4 @@
-@testset "3 stages" begin
+@testset "3 stages with $solver" for solver in lp_solvers
     include("prob5.2_data.jl")
 
     numScen = 2
@@ -38,7 +38,7 @@
         end
     end
 
-    fulltest(M, 3, 406712.49, [2986,0,7329,854], 402593.71614, 17319.095064)
+    fulltest(M, 3, 406712.49, [2986,0,7329,854], 402593.71614, 17319.095064, solver)
     # root = model2lattice(M, 3, solver, cutmode)
     # sol = SDDP(root, 3, cutmode, :All, verbose)
     #

diff --git a/test/prob5.2_3stages_serial.jl b/test/prob5.2_3stages_serial.jl
@@ -1,4 +1,4 @@
-@testset "3 stages serial" begin
+@testset "3 stages serial with $solver" for solver in lp_solvers
     include("prob5.2_data.jl")
 
     numScen = 2
@@ -47,5 +47,5 @@
         end
     end
 
-    fulltest(models[1], 3, 406712.49, [2986,0,7329,854], 402593.71614, 17319.095064)
+    fulltest(models[1], 3, 406712.49, [2986,0,7329,854], 402593.71614, 17319.095064, solver)
 end
diff --git a/test/solvers.jl b/test/solvers.jl
@@ -1,8 +1,21 @@
+# Similar to JuMP/test/solvers.jl
+
+function try_import(name::Symbol)
+    try
+        @eval import $name
+        return true
+    catch e
+        return false
+    end
+end
+
 #using ECOS
 #solver = ECOS.ECOSSolver(verbose=false)
-#using Clp
-#solver = Clp.ClpSolver()
-#using Gurobi
-#solver = Gurobi.GurobiSolver(OutputFlag=0)
-using GLPKMathProgInterface
-solver = GLPKSolverLP()
+clp = try_import(:Clp)
+glp = try_import(:GLPKMathProgInterface)
+gur = try_import(:Gurobi)
+
+lp_solvers = Any[]
+clp && push!(lp_solvers, Clp.ClpSolver())
+glp && push!(lp_solvers, GLPKMathProgInterface.GLPKSolverLP())
+gur && push!(lp_solvers, Gurobi.GurobiSolver())