From 8cc7aee468d07152f1c0b8f464294bcd39b2f6de Mon Sep 17 00:00:00 2001
From: odow <o.dowson@gmail.com>
Date: Thu, 19 Aug 2021 17:52:49 +1200
Subject: [PATCH 1/3] [Test] Add test for NaN in NLP callbacks

---
 src/Test/test_nonlinear.jl | 72 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 72 insertions(+)

diff --git a/src/Test/test_nonlinear.jl b/src/Test/test_nonlinear.jl
index b0dbd80d20..f336ae94ee 100644
--- a/src/Test/test_nonlinear.jl
+++ b/src/Test/test_nonlinear.jl
@@ -850,3 +850,75 @@ function test_nonlinear_Feasibility_internal(::MOI.ModelLike, ::Config)
     @test H == [2.2]
     return
 end
+
+"""
+    InvalidEvaluator()
+
+An AbstractNLPEvaluator for the problem:
+```
+min sqrt(x)
+    x <= -1
+```
+"""
+struct InvalidEvaluator <: MOI.AbstractNLPEvaluator end
+
+function MOI.initialize(d::InvalidEvaluator, requested_features::Vector{Symbol})
+    for feat in requested_features
+        @assert feat in MOI.features_available(d)
+    end
+    return
+end
+
+function MOI.features_available(::InvalidEvaluator)
+    return [:Grad, :ExprGraph]
+end
+
+MOI.objective_expr(::InvalidEvaluator) = :(0 * x[$(MOI.VariableIndex(1))] / 0)
+
+MOI.constraint_expr(::InvalidEvaluator, i::Int) = :()
+
+MOI.eval_objective(::InvalidEvaluator, x) = NaN
+
+MOI.eval_constraint(::InvalidEvaluator, g, x) = nothing
+
+function MOI.eval_objective_gradient(::InvalidEvaluator, grad_f, x)
+    grad_f[1] = NaN
+    return
+end
+
+"""
+    test_nonlinear_invalid(model::MOI.ModelLike, config::Config)
+
+Test that a nonlinear model returns the TerminationStatus `INVALID_MODEL` if a
+NaN is detected in a function evaluation.
+"""
+function test_nonlinear_invalid(model::MOI.ModelLike, config::Config)
+    @requires MOI.supports(model, MOI.NLPBlock())
+    @requires _supports(config, MOI.optimize!)
+    MOI.add_variable(model)
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(
+        model,
+        MOI.NLPBlock(),
+        MOI.NLPBlockData(MOI.NLPBoundsPair[], InvalidEvaluator(), true),
+    )
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.INVALID_MODEL
+    return
+end
+
+function setup_test(
+    ::typeof(test_nonlinear_invalid),
+    model::MOIU.MockOptimizer,
+    ::Config,
+)
+    MOI.Utilities.set_mock_optimize!(
+        model,
+        (mock) -> MOI.Utilities.mock_optimize!(
+            mock,
+            MOI.INVALID_MODEL,
+            [NaN],
+        ),
+    )
+    return
+end

From 2252cc170a891b936b6891f25cef1441d392f9fa Mon Sep 17 00:00:00 2001
From: Oscar Dowson <odow@users.noreply.github.com>
Date: Thu, 19 Aug 2021 17:58:35 +1200
Subject: [PATCH 2/3] Update test_nonlinear.jl

---
 src/Test/test_nonlinear.jl | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

diff --git a/src/Test/test_nonlinear.jl b/src/Test/test_nonlinear.jl
index f336ae94ee..fe3fe0a043 100644
--- a/src/Test/test_nonlinear.jl
+++ b/src/Test/test_nonlinear.jl
@@ -914,11 +914,7 @@ function setup_test(
 )
     MOI.Utilities.set_mock_optimize!(
         model,
-        (mock) -> MOI.Utilities.mock_optimize!(
-            mock,
-            MOI.INVALID_MODEL,
-            [NaN],
-        ),
+        mock -> MOI.Utilities.mock_optimize!(mock, MOI.INVALID_MODEL, [NaN]),
     )
     return
 end

From b6ce713d8eaad1e65846c038c2d06067c6957110 Mon Sep 17 00:00:00 2001
From: Oscar Dowson <odow@users.noreply.github.com>
Date: Fri, 20 Aug 2021 09:58:11 +1200
Subject: [PATCH 3/3] Update test_nonlinear.jl

---
 src/Test/test_nonlinear.jl | 37 +++++++++++++++++++++++++++----------
 1 file changed, 27 insertions(+), 10 deletions(-)

diff --git a/src/Test/test_nonlinear.jl b/src/Test/test_nonlinear.jl
index fe3fe0a043..f45066f6c5 100644
--- a/src/Test/test_nonlinear.jl
+++ b/src/Test/test_nonlinear.jl
@@ -854,11 +854,10 @@ end
 """
     InvalidEvaluator()
 
-An AbstractNLPEvaluator for the problem:
-```
-min sqrt(x)
-    x <= -1
-```
+An AbstractNLPEvaluator for the problem: `min NaN`, where `eval_objective`
+returns a `NaN`.
+
+Solvers should return a `TerminationStatus` of `MOI.INVALID_MODEL`.
 """
 struct InvalidEvaluator <: MOI.AbstractNLPEvaluator end
 
@@ -873,19 +872,37 @@ function MOI.features_available(::InvalidEvaluator)
     return [:Grad, :ExprGraph]
 end
 
-MOI.objective_expr(::InvalidEvaluator) = :(0 * x[$(MOI.VariableIndex(1))] / 0)
-
-MOI.constraint_expr(::InvalidEvaluator, i::Int) = :()
+MOI.objective_expr(::InvalidEvaluator) = :(NaN)
 
 MOI.eval_objective(::InvalidEvaluator, x) = NaN
 
-MOI.eval_constraint(::InvalidEvaluator, g, x) = nothing
-
 function MOI.eval_objective_gradient(::InvalidEvaluator, grad_f, x)
     grad_f[1] = NaN
     return
 end
 
+"""
+    test_nonlinear_InvalidEvaluator_internal(::MOI.ModelLike, ::Config)
+
+A test for the correctness of the InvalidEvaluator evaluator.
+
+This is mainly for the internal purpose of checking their correctness as
+written. External solvers can exclude this test without consequence.
+"""
+function test_nonlinear_InvalidEvaluator_internal(::MOI.ModelLike, ::Config)
+    d = InvalidEvaluator()
+    @test MOI.objective_expr(d) == :(NaN)
+    MOI.initialize(d, [:Grad, :ExprGraph])
+    x = [1.5]
+    # f(x)
+    @test isnan(MOI.eval_objective(d, x))
+    # f'(x)
+    ∇f = fill(NaN, length(x))
+    MOI.eval_objective_gradient(d, ∇f, x)
+    @test isnan(∇f[1])
+    return
+end
+
 """
     test_nonlinear_invalid(model::MOI.ModelLike, config::Config)