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MOI_wrapper.jl
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# Copyright (c) 2015: AmplNLWriter.jl 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.
module TestMOIWrapper
using Test
import AmplNLWriter
import AmplNLWriter: MOI
import Ipopt_jll
function runtests()
for name in names(@__MODULE__; all = true)
if startswith("$(name)", "test_")
@testset "$(name)" begin
getfield(@__MODULE__, name)()
end
end
end
return
end
function ipopt_optimizer(path = Ipopt_jll.amplexe; kwargs...)
model = AmplNLWriter.Optimizer(path; kwargs...)
MOI.set(model, MOI.RawOptimizerAttribute("print_level"), 0)
MOI.set(model, MOI.RawOptimizerAttribute("sb"), "yes")
MOI.set(
model,
MOI.RawOptimizerAttribute("option_file_name"),
joinpath(@__DIR__, "ipopt.opt"),
)
return MOI.Utilities.CachingOptimizer(
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
MOI.Bridges.full_bridge_optimizer(
MOI.Utilities.CachingOptimizer(
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
model,
),
Float64,
),
)
end
function test_ipopt_runtests()
MOI.Test.runtests(
ipopt_optimizer(),
MOI.Test.Config(
atol = 1e-4,
rtol = 1e-4,
optimal_status = MOI.LOCALLY_SOLVED,
infeasible_status = MOI.LOCALLY_INFEASIBLE,
exclude = Any[
MOI.VariableBasisStatus,
MOI.ConstraintBasisStatus,
MOI.ObjectiveBound,
],
),
exclude = [
# TODO(odow): Bug in MOI/AmplNLWriter
"test_model_copy_to_",
# TODO(odow): implement
"test_attribute_SolverVersion",
# Skip the test with NaNs
"test_nonlinear_invalid",
# Returns UnknownResultStatus
"test_conic_NormInfinityCone_INFEASIBLE",
"test_conic_NormOneCone_INFEASIBLE",
"test_conic_linear_VectorOfVariables_2",
# Ipopt doesn't support integrality
"_ObjectiveBound_",
"_ZeroOne_",
"_Semicontinuous_",
"_Semiinteger_",
"_Integer_",
"_Indicator_",
"_SOS2_",
"test_linear_integer_",
"test_cpsat_",
],
)
return
end
function test_show()
@test sprint(show, AmplNLWriter.Optimizer()) == "An AMPL (.nl) model"
return
end
function test_name()
model = AmplNLWriter.Optimizer()
@test MOI.supports(model, MOI.Name())
MOI.set(model, MOI.Name(), "Foo")
@test MOI.get(model, MOI.Name()) == "Foo"
return
end
function test_show()
@test sprint(show, AmplNLWriter.Optimizer()) == "An AMPL (.nl) model"
return
end
function test_solver_name()
@test MOI.get(ipopt_optimizer(), MOI.SolverName()) == "AmplNLWriter"
return
end
function test_abstractoptimizer()
@test ipopt_optimizer() isa MOI.AbstractOptimizer
return
end
function test_bad_string()
model = ipopt_optimizer("bad_solver")
x = MOI.add_variable(model)
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OTHER_ERROR
@test occursin("IOError", MOI.get(model, MOI.RawStatusString()))
return
end
function test_function_constant_nonzero()
model = ipopt_optimizer()
x = MOI.add_variable(model)
f = MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x)], 1.0)
MOI.add_constraint(model, f, MOI.GreaterThan(3.0))
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.optimize!(model)
@test isapprox(MOI.get(model, MOI.VariablePrimal(), x), 2.0, atol = 1e-6)
@test isapprox(MOI.get(model, MOI.ObjectiveValue()), 3.0, atol = 1e-6)
return
end
function test_raw_parameter()
model = AmplNLWriter.Optimizer()
attr = MOI.RawOptimizerAttribute("print_level")
@test MOI.supports(model, attr)
@test MOI.get(model, attr) === nothing
MOI.set(model, attr, 0)
@test MOI.get(model, attr) == 0
return
end
function test_io()
io = IOBuffer()
model = ipopt_optimizer(; stdin = stdin, stdout = io)
MOI.set(model, MOI.RawOptimizerAttribute("print_level"), 1)
x = MOI.add_variable(model)
MOI.add_constraint(model, x, MOI.GreaterThan(0.0))
MOI.optimize!(model)
flush(io)
seekstart(io)
s = String(take!(io))
if Sys.iswindows()
@test length(s) >= 0
else
@test length(s) > 0
end
return
end
function test_single_variable_interval_dual()
model = ipopt_optimizer()
x = MOI.add_variable(model)
c = MOI.add_constraint(model, x, MOI.Interval(0.0, 1.0))
f = MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x)], 2.0)
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
MOI.optimize!(model)
@test isapprox(MOI.get(model, MOI.ConstraintDual(), c), -1, atol = 1e-6)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.optimize!(model)
@test isapprox(MOI.get(model, MOI.ConstraintDual(), c), 1, atol = 1e-6)
return
end
function test_nlpblockdual()
model = ipopt_optimizer()
v = MOI.add_variables(model, 4)
l = [1.1, 1.2, 1.3, 1.4]
u = [5.1, 5.2, 5.3, 5.4]
start = [2.1, 2.2, 2.3, 2.4]
MOI.add_constraint.(model, v, MOI.GreaterThan.(l))
MOI.add_constraint.(model, v, MOI.LessThan.(u))
MOI.set.(model, MOI.VariablePrimalStart(), v, start)
lb, ub = [25.0, 40.0], [Inf, 40.0]
evaluator = MOI.Test.HS071(true)
block_data = MOI.NLPBlockData(MOI.NLPBoundsPair.(lb, ub), evaluator, true)
MOI.set(model, MOI.NLPBlock(), block_data)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.optimize!(model)
dual = MOI.get(model, MOI.NLPBlockDual())
@test isapprox(dual, [0.1787618002239518, 0.9850008232874167], atol = 1e-6)
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
MOI.optimize!(model)
dual = MOI.get(model, MOI.NLPBlockDual())
@test isapprox(dual, [0.0, -5.008488314902599], atol = 1e-6)
return
end
function test_AbstractSolverCommand()
cmd = AmplNLWriter._DefaultSolverCommand(f -> f())
model = AmplNLWriter.Optimizer(cmd)
@test model.solver_command === cmd
return
end
function test_solve_time()
model = ipopt_optimizer()
@test isnan(MOI.get(model, MOI.SolveTimeSec()))
v = MOI.add_variables(model, 4)
l = [1.1, 1.2, 1.3, 1.4]
u = [5.1, 5.2, 5.3, 5.4]
start = [2.1, 2.2, 2.3, 2.4]
MOI.add_constraint.(model, v, MOI.GreaterThan.(l))
MOI.add_constraint.(model, v, MOI.LessThan.(u))
MOI.set.(model, MOI.VariablePrimalStart(), v, start)
lb, ub = [25.0, 40.0], [Inf, 40.0]
evaluator = MOI.Test.HS071(true)
block_data = MOI.NLPBlockData(MOI.NLPBoundsPair.(lb, ub), evaluator, true)
MOI.set(model, MOI.NLPBlock(), block_data)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.optimize!(model)
@test MOI.get(model, MOI.SolveTimeSec()) > 0.0
return
end
function test_directory()
temp_dir = mktempdir()
model = ipopt_optimizer(; directory = temp_dir)
v = MOI.add_variables(model, 4)
l = [1.1, 1.2, 1.3, 1.4]
u = [5.1, 5.2, 5.3, 5.4]
start = [2.1, 2.2, 2.3, 2.4]
MOI.add_constraint.(model, v, MOI.GreaterThan.(l))
MOI.add_constraint.(model, v, MOI.LessThan.(u))
MOI.set.(model, MOI.VariablePrimalStart(), v, start)
lb, ub = [25.0, 40.0], [Inf, 40.0]
evaluator = MOI.Test.HS071(true)
block_data = MOI.NLPBlockData(MOI.NLPBoundsPair.(lb, ub), evaluator, true)
MOI.set(model, MOI.NLPBlock(), block_data)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.optimize!(model)
@test isfile(joinpath(temp_dir, "model.nl"))
@test isfile(joinpath(temp_dir, "model.sol"))
return
end
function test_no_sol_file()
model = ipopt_optimizer()
x = MOI.add_variable(model)
MOI.add_constraint(model, x, MOI.GreaterThan(2.0))
MOI.add_constraint(model, x, MOI.LessThan(1.0))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OTHER_ERROR
@test occursin(
"The solver executed normally, but no `.sol` file was created",
MOI.get(model, MOI.RawStatusString()),
)
return
end
function test_supports_incremental_interface()
model = AmplNLWriter.Optimizer()
@test !MOI.supports_incremental_interface(model)
return
end
end # module
TestMOIWrapper.runtests()