/
test_dualize_soc.jl
141 lines (132 loc) · 5.06 KB
/
test_dualize_soc.jl
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# Copyright (c) 2017: Guilherme Bodin, and contributors
#
# Use of this source code is governed by an MIT-style license that can be found
# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
@testset "soc problems" begin
@testset "soc1_test" begin
#=
primal
max 0x + 1y + 1z
s.t.
x == 1 :w_4
x >= ||(y,z)|| :w_1, w_2, w_3
dual
min -w_4
s.t.
w_2 == -1
w_3 == -1
w_1 + w_4 == 0
w_1 >= ||(w_2, w_3)||
=#
primal_model = soc1_test()
dual_model, primal_dual_map = dual_model_and_map(primal_model)
@test MOI.get(dual_model, MOI.NumberOfVariables()) == 1
list_of_cons = MOI.get(dual_model, MOI.ListOfConstraintTypesPresent())
@test Set(list_of_cons) ==
Set([(MOI.VectorAffineFunction{Float64}, MOI.SecondOrderCone)],)
@test MOI.get(
dual_model,
MOI.NumberOfConstraints{
MOI.VectorAffineFunction{Float64},
MOI.SecondOrderCone,
}(),
) == 1
obj_type = MOI.get(dual_model, MOI.ObjectiveFunctionType())
@test obj_type == MOI.ScalarAffineFunction{Float64}
obj = MOI.get(dual_model, MOI.ObjectiveFunction{obj_type}())
@test MOI.constant(obj) == 0.0
@test MOI.coefficient.(obj.terms) == [-1.0]
end
@testset "soc2_test" begin
#=
primal
max 0x + 1y + 1z
s.t.
x == 1 :w_4
x >= ||(y,z)|| :w_1, w_2, w_3
dual
min -w_4
s.t.
w_2 == -1
w_3 == -1
w_1 + w_4 == 0
w_1 >= ||(w_2, w_3)||
=#
primal_model = soc2_test()
dual_model, primal_dual_map = dual_model_and_map(primal_model)
@test MOI.get(dual_model, MOI.NumberOfVariables()) == 4
list_of_cons = MOI.get(dual_model, MOI.ListOfConstraintTypesPresent())
@test Set(list_of_cons) == Set(
[
(MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64})
(MOI.VectorOfVariables, MOI.SecondOrderCone)
],
)
@test MOI.get(
dual_model,
MOI.NumberOfConstraints{MOI.VectorOfVariables,MOI.SecondOrderCone}(),
) == 1
@test MOI.get(
dual_model,
MOI.NumberOfConstraints{
MOI.ScalarAffineFunction{Float64},
MOI.EqualTo{Float64},
}(),
) == 3
obj_type = MOI.get(dual_model, MOI.ObjectiveFunctionType())
@test obj_type == MOI.ScalarAffineFunction{Float64}
obj = MOI.get(dual_model, MOI.ObjectiveFunction{obj_type}())
@test MOI.constant(obj) == 0.0
@test MOI.coefficient.(obj.terms) == [-1.0]
eq_con1, eq_con2, eq_con3 = MOI.get(
dual_model,
MOI.ListOfConstraintIndices{
MOI.ScalarAffineFunction{Float64},
MOI.EqualTo{Float64},
}(),
)
eq_con1_fun = MOI.get(dual_model, MOI.ConstraintFunction(), eq_con1)
eq_con1_set = MOI.get(dual_model, MOI.ConstraintSet(), eq_con1)
@test MOI.coefficient.(eq_con1_fun.terms) == [1.0; 1.0]
@test MOI.constant.(eq_con1_fun) == 0.0
@test MOI.constant(eq_con1_set) == 0.0
eq_con2_fun = MOI.get(dual_model, MOI.ConstraintFunction(), eq_con2)
eq_con2_set = MOI.get(dual_model, MOI.ConstraintSet(), eq_con2)
@test MOI.coefficient.(eq_con2_fun.terms) == [1.0]
@test MOI.constant.(eq_con2_fun) == 0.0
@test MOI.constant(eq_con2_set) == -1.0
eq_con3_fun = MOI.get(dual_model, MOI.ConstraintFunction(), eq_con3)
eq_con3_set = MOI.get(dual_model, MOI.ConstraintSet(), eq_con3)
@test MOI.coefficient.(eq_con3_fun.terms) == [1.0]
@test MOI.constant.(eq_con3_fun) == 0.0
@test MOI.constant(eq_con3_set) == -1.0
soc_con = MOI.get(
dual_model,
MOI.ConstraintFunction(),
MOI.ConstraintIndex{MOI.VectorOfVariables,MOI.SecondOrderCone}(1),
)
@test soc_con.variables == MOI.VariableIndex.(2:4)
primal_con_dual_var = primal_dual_map.primal_con_dual_var
@test primal_con_dual_var[MOI.ConstraintIndex{
MOI.VectorAffineFunction{Float64},
MOI.Zeros,
}(
1,
)] == [MOI.VariableIndex(1)]
primal_soc_con = first(
MOI.get(
primal_model,
MOI.ListOfConstraintIndices{
MOI.VectorAffineFunction{Float64},
MOI.SecondOrderCone,
}(),
),
)
@test primal_con_dual_var[primal_soc_con] ==
[MOI.VariableIndex(2); MOI.VariableIndex(3); MOI.VariableIndex(4)]
primal_var_dual_con = primal_dual_map.primal_var_dual_con
@test primal_var_dual_con[MOI.VariableIndex(1)] == eq_con1
@test primal_var_dual_con[MOI.VariableIndex(2)] == eq_con2
@test primal_var_dual_con[MOI.VariableIndex(3)] == eq_con3
end
end