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Add power cone unit test #768

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Merged
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Jul 10, 2019
Merged

Add power cone unit test #768

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85 changes: 85 additions & 0 deletions src/Test/contconic.jl
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Expand Up @@ -1144,6 +1144,90 @@ exptests = Dict("exp1v" => exp1vtest,

@moitestset exp

function _pow1test(model::MOI.ModelLike, config::TestConfig, vecofvars::Bool)
atol = config.atol
rtol = config.rtol
# Problem POW1
# max z
# 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
a = 0.9
@test MOIU.supports_default_copy_to(model, #=copy_names=#false)
@test MOI.supports(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}())
@test MOI.supports(model, MOI.ObjectiveSense())

if vecofvars
@test MOI.supports_constraint(model, MOI.VectorOfVariables, MOI.PowerCone{Float64})
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I am not sure about this line? Should it be MOI.PowerCone or MOI.PowerCone{Float64}? Either way it seems to produce different errors.

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It should be PowerCone{typeof(a)} so PowerCone{Float64}

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It seems you need to add MOI.PowerCone, here: https://github.com/JuliaOpt/MathOptInterface.jl/blob/ef83d2381b2e26a3e6466b8bc34b6687c7c20c61/test/Bridges/lazy_bridge_optimizer.jl#L17

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This doesn't seem to solve it. There are some errors in the Bridges unit tests related to the fact that PowerCone is typed. I am not really sure, what's going on there.

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Can you post the errors or push the suggested fix so that I see the errors on Travis ?

else
@test MOI.supports_constraint(model, MOI.VectorAffineFunction{Float64}, MOI.PowerCone{Float64})
end
@test MOI.supports_constraint(model, MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64})

MOI.empty!(model)
@test MOI.is_empty(model)

v = MOI.add_variables(model, 3)
@test MOI.get(model, MOI.NumberOfVariables()) == 3

vov = MOI.VectorOfVariables(v)

if vecofvars
vc = MOI.add_constraint(model, vov, MOI.PowerCone(a));
else
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.))

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)

if config.solve
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED

MOI.optimize!(model)

@test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status

@test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
if config.duals
@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.ConstraintPrimal(), vc) ≈ [2., 1., 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

if config.duals
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 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
end
end
end


pow1vtest(model::MOI.ModelLike, config::TestConfig) = _pow1test(model, config, true)
pow1ftest(model::MOI.ModelLike, config::TestConfig) = _pow1test(model, config, false)



powtests = Dict("pow1v" => pow1vtest,
"pow1f" => pow1ftest)

@moitestset pow


function _psd0test(model::MOI.ModelLike, vecofvars::Bool, psdcone, config::TestConfig)
atol = config.atol
rtol = config.rtol
Expand Down Expand Up @@ -1612,6 +1696,7 @@ const contconictests = Dict("lin" => lintest,
"rsoc" => rsoctest,
"geomean" => geomeantest,
"exp" => exptest,
"pow" => powtest,
"sdp" => sdptest,
"logdet" => logdettest,
"rootdet" => rootdettest)
Expand Down
2 changes: 1 addition & 1 deletion test/Bridges/lazy_bridge_optimizer.jl
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Expand Up @@ -14,7 +14,7 @@ MOIU.@model(NoRSOCModel,
(MOI.EqualTo, MOI.GreaterThan, MOI.LessThan),
(MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives, MOI.SecondOrderCone,
MOI.ExponentialCone, MOI.PositiveSemidefiniteConeTriangle),
(),
(MOI.PowerCone,),
(),
(MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction),
(MOI.VectorOfVariables,),
Expand Down