Improve test coverage.

osqp · Feb 6, 2018 · d849131 · d849131
1 parent de19e17
commit d849131
Show file tree

Hide file tree

Showing 2 changed files with 60 additions and 12 deletions.
diff --git a/src/interface.jl b/src/interface.jl
@@ -467,7 +467,7 @@ end
 
 
 
-function warm_start!(model::OSQP.Model; x::Vector{Float64} = nothing, y::Vector{Float64} = nothing)
+function warm_start!(model::OSQP.Model; x::Union{Vector{Float64}, Nothing} = nothing, y::Union{Vector{Float64}, Nothing} = nothing)
     # Get problem dimensions
     (n, m) = OSQP.dimensions(model)
 

diff --git a/test/mpbinterface.jl b/test/mpbinterface.jl
@@ -1,11 +1,13 @@
 using MathProgBase
-import MathProgBase: LinearQuadraticModel, loadproblem!, setquadobj!, optimize!, status, getobjval, getsolution
+import MathProgBase: LinearQuadraticModel, loadproblem!, setquadobj!, optimize!, status, numvar, numconstr, setwarmstart!, getsense,
+    getobjval, getsolution, setsense!, getvarLB, setvarLB!, getvarUB, setvarUB!, getconstrLB, setconstrLB!, getconstrUB, setconstrUB!,
+    getconstrmatrix, numlinconstr, getsolvetime, getrawsolver, getvartype, setvartype!
 
 @testset "MathProgBase" begin
-    solver = OSQPMathProgBaseInterface.OSQPSolver(eps_abs = 1e-7, polish = true)
+    solver = OSQPMathProgBaseInterface.OSQPSolver(eps_abs = 1e-7, eps_rel = 1e-16)
     MathProgBase.setparameters!(solver, Silent=true)
 
-    # from joinpath(Pkg.dir("MathProgBase"), "test", "quadprog.jl"):
+    # modified version of joinpath(Pkg.dir("MathProgBase"), "test", "quadprog.jl"):
     sol = quadprog([0., 0., 0.],[2. 1. 0.; 1. 2. 1.; 0. 1. 2.],[1. 2. 3.; 1. 1. 0.],'>',[4., 1.],-Inf,Inf,solver)
     @test sol.status == :Optimal
     @test isapprox(sol.objval, 130/70, atol=1e-6)
@@ -20,14 +22,60 @@ import MathProgBase: LinearQuadraticModel, loadproblem!, setquadobj!, optimize!,
         cols = [1, 1, 1, 2, 2, 3, 3]
         vals = Float64[2, 0.5, 0.5, 2, 1, 1, 1]
         setquadobj!(m,rows,cols,vals)
+        m2 = copy(m)
+
+        verify_solution = function (m)
+            stat = status(m)
+            @test stat == :Optimal
+            @test isapprox(getobjval(m), 130/70, atol=1e-6)
+            @test isapprox(norm(getsolution(m) - [0.5714285714285715,0.4285714285714285,0.8571428571428572]), 0.0, atol=1e-6)
+            @test getsolvetime(m) > 0
+        end
+
         optimize!(m)
-        stat = status(m)
-        @test stat == :Optimal
-        @test isapprox(getobjval(m), 130/70, atol=1e-6)
-        @test isapprox(norm(getsolution(m) - [0.5714285714285715,0.4285714285714285,0.8571428571428572]), 0.0, atol=1e-6)
+        verify_solution(m)
+
+        # TODO: enable warmstart:
+        # setwarmstart!(m2, getsolution(m) .+ 0.1) # currently causes a segfault
+        optimize!(m2)
+        verify_solution(m2)
+    end
+
+    @testset "Unsupported behavior" begin
+        m = LinearQuadraticModel(solver)
+        @test_throws ErrorException setsense!(m, :Max)
+        @test_throws ErrorException loadproblem!(m, spzeros(0, 2), [-Inf, -Inf], [Inf, Inf], [1.; 1.], Float64[], Float64[], :Max) # maximization not supported
+        @test_throws ErrorException loadproblem!(m, spzeros(0, 2), [-1., -Inf], [Inf, Inf], [1.; 1.], Float64[], Float64[], :Min) # variable bounds not supported
+        @test_throws ErrorException loadproblem!(m, spzeros(0, 2), [-Inf, -Inf], [10., Inf], [1.; 1.], Float64[], Float64[], :Min) # variable bounds not supported
+
+        loadproblem!(m, [1. 2. 3.; 1. 1. 0.],[-Inf,-Inf,-Inf],[Inf,Inf,Inf],[0.,0.,0.],[4., 1.],[Inf,Inf], :Min)
+        @test_throws ErrorException setvarLB!(m, rand(numvar(m)))
+        @test_throws ErrorException setvarUB!(m, rand(numvar(m)))
+
+        @test_throws ErrorException setvartype!(m, [:Cont, :Bin, :Cont])
     end
-end
 
-# include(joinpath(Pkg.dir("MathProgBase"), "test", "quadprog.jl"))
-# quadprogtest(solver)
-# qpdualtest(solver)
+    @testset "Getters/setters" begin
+        m = LinearQuadraticModel(solver)
+        loadproblem!(m, [1. 2. 3.; 1. 1. 0.],[-Inf,-Inf,-Inf],[Inf,Inf,Inf],[0.,0.,0.],[4., 1.],[Inf,Inf], :Min)
+
+        @test getrawsolver(m) isa OSQP.Model
+
+        @test getsense(m) == :Min
+
+        @test getvarLB(m) == [-Inf, -Inf, -Inf]
+        @test getvarUB(m) == [Inf, Inf, Inf]
+
+        @test getconstrLB(m) == [4., 1.]
+        setconstrLB!(m, [-4., Inf])
+        @test getconstrLB(m) == [-4., Inf]
+        @test getconstrUB(m) == [Inf, Inf]
+        setconstrUB!(m, [5., 8.])
+        @test getconstrUB(m) == [5., 8.]
+
+        @test getconstrmatrix(m) == [1. 2. 3.; 1. 1. 0.]
+        @test numlinconstr(m) == 2
+
+        @test getvartype(m) == [:Cont, :Cont, :Cont]
+    end
+end