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‎test/Utilities/results.jl‎

Lines changed: 103 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -51,6 +51,57 @@ function _test_hyperrectangle(T)
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return
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end
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function test_dual_objective_value_open_interval_Interval_variable_index()
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inner = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
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model = MOI.Utilities.MockOptimizer(
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inner;
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eval_variable_constraint_dual = false,
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)
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# -Inf <= x[1] <= Inf
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# -Inf <= x[2] <= 2.1
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# -2.2 <= x[3] <= Inf
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# -2.3 <= x[4] <= 2.4
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x = MOI.add_variables(model, 4)
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set = MOI.Interval.([-Inf, -Inf, -2.2, -2.3], [Inf, 2.1, Inf, 2.4])
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c = MOI.add_constraint.(model, x, set)
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for (dual, obj) in [
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[0.0, 0.0, 0.0, 0.0] => 0.0,
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# d[1]
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[-2.0, 0.0, 0.0, 0.0] => 0.0,
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[-1.0, 0.0, 0.0, 0.0] => 0.0,
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[1.0, 0.0, 0.0, 0.0] => 0.0,
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[2.0, 0.0, 0.0, 0.0] => 0.0,
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# d[2]: -(-2.1) = 2.1
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[0.0, -2.0, 0.0, 0.0] => -4.2,
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[0.0, -1.0, 0.0, 0.0] => -2.1,
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[0.0, 1.0, 0.0, 0.0] => 2.1,
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[0.0, 2.0, 0.0, 0.0] => 4.2,
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# d[3]: -(- -2.2) = -2.2
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[0.0, 0.0, -2.0, 0.0] => 4.4,
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[0.0, 0.0, -1.0, 0.0] => 2.2,
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[0.0, 0.0, 1.0, 0.0] => -2.2,
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[0.0, 0.0, 2.0, 0.0] => -4.4,
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# d[4]: -(- -2.3) = -2.3
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# d[4]: -(- 2.4) = 2.4
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[0.0, 0.0, 0.0, -2.0] => -4.8,
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[0.0, 0.0, 0.0, -1.0] => -2.4,
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[0.0, 0.0, 0.0, 1.0] => -2.3,
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[0.0, 0.0, 0.0, 2.0] => -4.6,
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#
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[1.0, 1.0, 1.0, 1.0] => -2.4,
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[-1.0, -1.0, -1.0, -1.0] => -2.3,
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]
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MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
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MOI.set.(model, MOI.ConstraintDual(), c, dual)
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d = MOI.Utilities.get_fallback(model, MOI.DualObjectiveValue(), Float64)
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@test isapprox(d, obj)
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MOI.set.(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
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d = MOI.Utilities.get_fallback(model, MOI.DualObjectiveValue(), Float64)
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@test isapprox(d, -obj)
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end
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return
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end
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function test_dual_objective_value_open_interval_Interval()
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inner = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
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model = MOI.Utilities.MockOptimizer(inner)
@@ -93,7 +144,58 @@ function test_dual_objective_value_open_interval_Interval()
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MOI.set.(model, MOI.ConstraintDual(), c, dual)
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d = MOI.Utilities.get_fallback(model, MOI.DualObjectiveValue(), Float64)
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@test isapprox(d, obj)
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MOI.set.(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
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MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
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d = MOI.Utilities.get_fallback(model, MOI.DualObjectiveValue(), Float64)
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@test isapprox(d, -obj)
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end
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return
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end
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function test_dual_objective_value_open_interval_Hyperrectangle_variable_index()
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inner = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
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model = MOI.Utilities.MockOptimizer(
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inner;
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eval_variable_constraint_dual = false,
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)
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# -Inf <= x[1] <= Inf
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# -Inf <= x[2] <= 2.1
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# -2.2 <= x[3] <= Inf
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# -2.3 <= x[4] <= 2.4
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x = MOI.add_variables(model, 4)
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set = MOI.HyperRectangle([-Inf, -Inf, -2.2, -2.3], [Inf, 2.1, Inf, 2.4])
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c = MOI.add_constraint(model, MOI.VectorOfVariables(x), set)
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for (dual, obj) in [
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[0.0, 0.0, 0.0, 0.0] => 0.0,
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# d[1]
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[-2.0, 0.0, 0.0, 0.0] => 0.0,
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[-1.0, 0.0, 0.0, 0.0] => 0.0,
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[1.0, 0.0, 0.0, 0.0] => 0.0,
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[2.0, 0.0, 0.0, 0.0] => 0.0,
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# d[2]: -(-2.1) = 2.1
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[0.0, -2.0, 0.0, 0.0] => -4.2,
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[0.0, -1.0, 0.0, 0.0] => -2.1,
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[0.0, 1.0, 0.0, 0.0] => 2.1,
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[0.0, 2.0, 0.0, 0.0] => 4.2,
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# d[3]: -(- -2.2) = -2.2
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[0.0, 0.0, -2.0, 0.0] => 4.4,
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[0.0, 0.0, -1.0, 0.0] => 2.2,
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[0.0, 0.0, 1.0, 0.0] => -2.2,
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[0.0, 0.0, 2.0, 0.0] => -4.4,
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# d[4]: -(- -2.3) = -2.3
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# d[4]: -(- 2.4) = 2.4
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[0.0, 0.0, 0.0, -2.0] => -4.8,
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[0.0, 0.0, 0.0, -1.0] => -2.4,
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[0.0, 0.0, 0.0, 1.0] => -2.3,
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[0.0, 0.0, 0.0, 2.0] => -4.6,
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#
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[1.0, 1.0, 1.0, 1.0] => -2.4,
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[-1.0, -1.0, -1.0, -1.0] => -2.3,
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]
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MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
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MOI.set(model, MOI.ConstraintDual(), c, dual)
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d = MOI.Utilities.get_fallback(model, MOI.DualObjectiveValue(), Float64)
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@test isapprox(d, obj)
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MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
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d = MOI.Utilities.get_fallback(model, MOI.DualObjectiveValue(), Float64)
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@test isapprox(d, -obj)
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end

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