update accuracy in tests

jump-dev · Sep 6, 2019 · 16363a3 · 16363a3
1 parent 7e2cff4
commit 16363a3
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Showing 3 changed files with 17 additions and 14 deletions.
diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
@@ -12,7 +12,7 @@ const cache = MOIU.UniversalFallback(MOIU.Model{Float64}())
 import SCS
 
 for T in [SCS.Direct, SCS.Indirect]
- optimizer = SCS.Optimizer(linear_solver=T, eps=1e-8)
+ optimizer = SCS.Optimizer(linear_solver=T, eps=1e-6)
  MOI.set(optimizer, MOI.Silent(), true)
 
  @testset "SolverName" begin

diff --git a/test/MPB_wrapper.jl b/test/MPB_wrapper.jl
@@ -6,13 +6,13 @@ import MathProgBase
 for T in [SCS.Direct, SCS.Indirect]
  @testset "MathProgBase $T" begin
  include(joinpath(dirname(dirname(pathof(MathProgBase))), "test", "conicinterface.jl"))
- coniclineartest(SCS.SCSSolver(linear_solver=T, eps=1e-7, verbose=0),
+ coniclineartest(SCS.SCSSolver(linear_solver=T, eps=1e-6, verbose=0),
  duals=true, tol=1e-5)
- conicSOCtest(SCS.SCSSolver(linear_solver=T, verbose=0),
+ conicSOCtest(SCS.SCSSolver(linear_solver=T, eps=1e-6, verbose=0),
  duals=true, tol=1e-5)
- conicEXPtest(SCS.SCSSolver(linear_solver=T, verbose=0),
+ conicEXPtest(SCS.SCSSolver(linear_solver=T, eps=1e-6, verbose=0),
  duals=true, tol=1e-5)
- conicSDPtest(SCS.SCSSolver(linear_solver=T, eps=1e-7, verbose=0),
+ conicSDPtest(SCS.SCSSolver(linear_solver=T, eps=1e-6, verbose=0),
  duals=true, tol=1e-5)
  end
 end
diff --git a/test/options.jl b/test/options.jl
@@ -21,21 +21,23 @@ m = MathProgBase.ConicModel(s)
 MathProgBase.loadproblem!(m, -obj, A, rowub, [(:NonNeg,1:3)],[(:NonNeg,1:5)])
 MathProgBase.optimize!(m)
 
-@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-6, rtol=0.0)
-@test !isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-7, rtol=0.0)
+@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-9, rtol=0.0)
+@test !isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-10, rtol=0.0)
 
-# With eps = 1e-12, solution should be far more accurate
-s = SCSSolver(eps=1e-12)
+# With eps = 1e-14, solution should be far more accurate
+s = SCSSolver(eps=1e-14)
 m = MathProgBase.ConicModel(s)
 MathProgBase.loadproblem!(m, -obj, A, rowub, [(:NonNeg,1:3)],[(:NonNeg,1:5)])
 MathProgBase.optimize!(m)
-@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-10, rtol=0.0)
+@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-12, rtol=0.0)
+@test !isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-14, rtol=0.0)
 
-# With a warmstart from the eps = 1e-8 solution, solution should be extremely accurate even after 1 iteration
+# With a warmstart from the eps = 1e-14 solution, solution should be extremely accurate even after 1 iteration
 SCS.addoption!(m, :warm_start, true)
 SCS.addoption!(m, :max_iters, 1)
 MathProgBase.optimize!(m)
-@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-10, rtol=0.0)
+@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-12, rtol=0.0)
+@test !isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-14, rtol=0.0)
 
 # Now let's do the same warmstart, but on a new instance of the same problem
 primal_sol = m.primal_sol
@@ -46,7 +48,8 @@ m = MathProgBase.ConicModel(s)
 MathProgBase.loadproblem!(m, -obj, A, rowub, [(:NonNeg,1:3)],[(:NonNeg,1:5)])
 MathProgBase.setwarmstart!(m, primal_sol; dual_sol = dual_sol, slack = slack)
 MathProgBase.optimize!(m)
-@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-10, rtol=0.0)
+@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-12, rtol=0.0)
+@test !isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-14, rtol=0.0)
 
 # tests for incorrect options
 s = SCSSolver(eps=1e-12, epps=1.0)
@@ -61,7 +64,7 @@ catch ex
  ex
 end
 @test err.msg == "Unrecognized option passed to SCS: epps;
-Recognized options are: linear_solver, normalize, scale, rho_x, max_iters, eps, alpha, cg_rate, verbose, warm_start and acceleration_lookback."
+Recognized options are: linear_solver, normalize, scale, rho_x, max_iters, eps, alpha, cg_rate, verbose, warm_start, acceleration_lookback and write_data_filename."
 
 # tests for incorrect options
 s = SCSSolver(linear_solver="AAA", eps=1e-12, epps=1.0)