add many more tests from CSIP suite

test/csip_tests.jl

@@ -1,8 +1,9 @@
 # Translation of tests from CSIP wrapper
 
+solver = SCIPSolver("display/verblevel", 0)
+
 @testset "LP" begin
- s = SCIPSolver("display/verblevel", 0)
- m = Model(solver=s)
+ m = Model(solver=solver)
  @variable(m, x >= 0)
  @variable(m, y >= 0)
  @constraint(m, 2x + y <= 1.5)
@@ -14,3 +15,164 @@
  @test getvalue(x) ≈ 0.75
  @test getvalue(y) ≈ 0.0
 end
+
+@testset "MIP" begin
+ m = Model(solver=solver)
+ @variable(m, x[1:5], Bin)
+ @constraint(m, 2x[1] + 8x[2] + 4x[3] + 2x[4] + 5x[5] <= 10)
+ @objective(m, :Min, -5x[1] - 3x[2] - 2x[3] - 7x[4] - 4x[5])
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getobjectivevalue(m) ≈ -16.0
+ @test getvalue(x) ≈ [1.0, 0.0, 0.0, 1.0, 1.0]
+end
+
+@testset "MIP2 (unbounded)" begin
+ m = Model(solver=solver)
+ @variable(m, x, Int)
+ @objective(m, :Min, x)
+
+ status = solve(m, suppress_warnings=true)
+ @test status == :Unbounded
+end
+
+@testset "MIP3 (infeasible)" begin
+ m = Model(solver=solver)
+ @variable(m, x, Int)
+ @constraint(m, x >= 2)
+ @constraint(m, x <= 1)
+
+ status = solve(m, suppress_warnings=true)
+ @test status == :Infeasible
+end
+
+@testset "SOCP" begin
+ m = Model(solver=solver)
+ @variable(m, x)
+ @variable(m, y)
+ @variable(m, t >= 0)
+ @constraint(m, x + y >= 1)
+ @constraint(m, x^2 + y^2 <= t^2)
+ @objective(m, :Min, t)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getobjectivevalue(m) ≈ sqrt(0.5) atol=1e-5
+ @test getvalue(t) ≈ sqrt(0.5) atol=1e-5
+ @test getvalue(x) ≈ 0.5 atol=1e-5
+ @test getvalue(y) ≈ 0.5 atol=1e-5
+end
+
+@testset "NLP" begin
+ m = Model(solver=solver)
+ @variable(m, x <= 0)
+ @variable(m, y <= 0)
+ @variable(m, z)
+ @NLconstraint(m, z^2 <= 1)
+ @NLobjective(m, :Max, x + y - z^3)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getobjectivevalue(m) ≈ 1.0 atol=1e-5
+ @test getvalue(x) ≈ 0.0 atol=1e-5
+ @test getvalue(y) ≈ 0.0 atol=1e-5
+ @test getvalue(z) ≈ -1.0 atol=1e-5
+end
+
+@testset "NLP (no objective)" begin
+ m = Model(solver=solver)
+ @variable(m, z)
+ @NLconstraint(m, z^2 <= 1)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getvalue(z)^2 <= 1.0 + 1e-5
+end
+
+@testset "quad obj" begin
+ m = Model(solver=solver)
+ @variable(m, x)
+ @variable(m, y)
+ @constraint(m, x + y >= 1)
+ @objective(m, :Min, x^2 + y^2)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getobjectivevalue(m) ≈ 0.5 atol=1e-5
+ @test getvalue(x) ≈ 0.5 atol=1e-5
+ @test getvalue(y) ≈ 0.5 atol=1e-5
+end
+
+@testset "lazy" begin
+ m = Model(solver=solver)
+ @variable(m, x <= 2)
+ @variable(m, y <= 2)
+ @objective(m, :Max, 0.5x + y)
+
+ function lazycb(cb)
+ if getvalue(x) + getvalue(y) > 3.0
+ @lazyconstraint(cb, x + y <= 3)
+ end
+ end
+ addlazycallback(m, lazycb)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getobjectivevalue(m) ≈ 2.5 atol=1e-5
+ @test getvalue(x) ≈ 1.0 atol=1e-5
+ @test getvalue(y) ≈ 2.0 atol=1e-5
+end
+
+@testset "lazy2 (integer)" begin
+ m = Model(solver=solver)
+ @variable(m, x <= 100.5, Int)
+ @objective(m, :Min, -x)
+
+ function lazycb(cb)
+ if getvalue(x) > 10.5
+ @lazyconstraint(cb, x <= 10.5)
+ end
+ end
+ addlazycallback(m, lazycb)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getobjectivevalue(m) ≈ -10.0 atol=1e-5
+ @test getvalue(x) ≈ 10.0 atol=1e-5
+end
+
+@testset "lazy interrupt" begin
+ m = Model(solver=solver)
+ @variable(m, x >= 1.5, Int)
+
+ function lazycb(cb)
+ return JuMP.StopTheSolver
+ end
+ addlazycallback(m, lazycb)
+
+ status = solve(m)
+ @test status == :UserLimit
+end
+
+@testset "obj sense" begin
+ m = Model(solver=solver)
+ @variable(m, -2.3 <= x <= 4.2)
+ @objective(m, :Min, x)
+
+ status = solve(m)
+ @test status == :Optimal
+ @test getvalue(x) ≈ -2.3
+
+ # change sense and resolve
+ setobjectivesense(m, :Max)
+ status = solve(m)
+ @test status == :Optimal
+ @test getvalue(x) ≈ 4.2
+
+ # change sense and resolve
+ setobjectivesense(m, :Min)
+ status = solve(m)
+ @test status == :Optimal
+ @test getvalue(x) ≈ -2.3
+end