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Clarify dual solution of pow1 #1013

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Merged
blegat merged 1 commit into from
Jan 31, 2020
Merged

Clarify dual solution of pow1 #1013

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31 changes: 20 additions & 11 deletions src/Test/contconic.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1723,6 +1723,12 @@ function _pow1test(model::MOI.ModelLike, config::TestConfig, vecofvars::Bool)
# st x^0.9 * y^(0.1) >= |z| (i.e (x, y, z) are in the 3d power cone with a=0.9)
# x == 2
# y == 1
# Dual
# min -2α - β
# st (u/0.9)^0.9 (v/0.1)^0.1 >= |w|
# u + α = 0
# v + β = 0
# w = -1
a = 0.9
@test MOIU.supports_default_copy_to(model, #=copy_names=#false)
@test MOI.supports(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}())
Expand All @@ -1749,8 +1755,8 @@ function _pow1test(model::MOI.ModelLike, config::TestConfig, vecofvars::Bool)
vc = MOI.add_constraint(model, MOI.VectorAffineFunction{Float64}(vov), MOI.PowerCone(a))
end

cx = MOI.add_constraint(model, MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, v[1])], 0.), MOI.EqualTo(2.))
cy = MOI.add_constraint(model, MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, v[2])], 0.), MOI.EqualTo(1.))
cx = MOI.add_constraint(model, MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, v[1])], 0.0), MOI.EqualTo(2.0))
cy = MOI.add_constraint(model, MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, v[2])], 0.0), MOI.EqualTo(1.0))

MOI.set(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(), MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, v[3])], 0.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
Expand All @@ -1767,22 +1773,25 @@ function _pow1test(model::MOI.ModelLike, config::TestConfig, vecofvars::Bool)
@test MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT
end

@test MOI.get(model, MOI.ObjectiveValue()) ≈ 2.0^0.9 atol=atol rtol=rtol
@test MOI.get(model, MOI.VariablePrimal(), v) ≈ [2., 1., 2^0.9] atol=atol rtol=rtol
@test MOI.get(model, MOI.ObjectiveValue()) ≈ 2^0.9 atol=atol rtol=rtol
@test MOI.get(model, MOI.VariablePrimal(), v) ≈ [2.0, 1.0, 2^0.9] atol=atol rtol=rtol

@test MOI.get(model, MOI.ConstraintPrimal(), vc) ≈ [2., 1., 2^0.9] atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintPrimal(), vc) ≈ [2.0, 1.0, 2^0.9] atol=atol rtol=rtol

@test MOI.get(model, MOI.ConstraintPrimal(), cx) ≈ 2. atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintPrimal(), cy) ≈ 1. atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintPrimal(), cx) ≈ 2.0 atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintPrimal(), cy) ≈ 1.0 atol=atol rtol=rtol

if config.duals
# Only real solution of u^10 - u^9 / 2^0.1 = -(0.1*0.9^9)/2
u_value = 0.839729692
v_value = 2^0.9 - 2u_value
u, v, w = MOI.get(model, MOI.ConstraintDual(), vc)
@test u ≈ 0.839729692 atol=atol rtol=rtol
@test v ≈ 0.1866065982 atol=atol rtol=rtol
@test u ≈ u_value atol=atol rtol=rtol
@test v ≈ v_value atol=atol rtol=rtol
@test w ≈ -1 atol=atol rtol=rtol

@test MOI.get(model, MOI.ConstraintDual(), cx) ≈ -0.839729692 atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintDual(), cy) ≈ -0.1866065982 atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintDual(), cx) ≈ -u_value atol=atol rtol=rtol
@test MOI.get(model, MOI.ConstraintDual(), cy) ≈ -v_value atol=atol rtol=rtol
end
end
end
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