Merge 3e5b9a9 into 685be2f

src/PATHSolver.jl

@@ -66,14 +66,29 @@ function solveMCP(f_eval::Function, j_eval::Function, lb::Vector, ub::Vector, va
 end
 
 function solveLCP(f_eval::Function, lb::AbstractVector, ub::AbstractVector,
-                  var_name=C_NULL, con_name=C_NULL)
+                  var_name=C_NULL, con_name=C_NULL; lcp_check=false)
   J = ForwardDiff.jacobian(f_eval, lb)
+  if lcp_check
+      Jr = ForwardDiff.jacobian(f_eval, rand(size(lb)))
+      if norm(J-Jr, 1) > 1e-8
+          error("The problem does not seem linear. Use `solveMCP()` instead.")
+      end
+  end
+
   solveLCP(f_eval, J, lb, ub, var_name, con_name)
 end
 
 function solveLCP(f_eval::Function, M::AbstractMatrix,
                   lb::AbstractVector, ub::AbstractVector,
-                  var_name=C_NULL, con_name=C_NULL)
+                  var_name=C_NULL, con_name=C_NULL; lcp_check=false)
+
+  if lcp_check
+      J = ForwardDiff.jacobian(f_eval, lb)
+      if norm(J-M, 1) > 1e-8
+          warn("The user supplied Jacobian does not match with the result by FowardDiff.jacobian(). It proceeds with the user supplied Jacobian.")
+      end
+  end
+
   user_f[] = f_eval
   cached_J[] = M
   cached_J_filled[] = false

test/lcp.jl

@@ -96,4 +96,35 @@
 
     @test isapprox(z, [2.8, 0.0, 0.8, 1.2])
     @test status == :Solved
+
+
+
+    println("-------------------------------------------------------")
+
+
+    function nl_func(x)
+        val = similar(x)
+        val[1] = -x[3]^3-x[4] + q[1]
+        val[2] = x[3] -2x[4]^2 + q[2]
+        val[3] = x[1]-x[2]+2x[3]^3-2x[4] + q[3]
+        val[4] = x[1]+2x[2]^2-2x[3]+4x[4] + q[4]
+        return val
+    end
+
+    n = 4
+    lb = zeros(n)
+    ub = 100*ones(n)
+
+    @test_throws ErrorException solveLCP(nl_func, lb, ub, lcp_check=true)
+
+
+    println("-------------------------------------------------------")
+
+
+
+    if  VERSION > v"0.6"
+        M2 = rand(size(M))
+        @test_warn "does not match" solveLCP(elemfunc, M2, lb, ub, lcp_check=true)
+    end
+
 end