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adjust tests
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‎test/jump_wrapper.jl‎

Lines changed: 86 additions & 47 deletions
Original file line numberDiff line numberDiff line change
@@ -29,38 +29,79 @@ function runtests()
2929
return
3030
end
3131

32-
function test_obj()
33-
34-
for (MODEL, SOLVER) in [
32+
function test_obj_simple()
33+
34+
for (MODEL, SOLVER) in [
3535
(DiffOpt.diff_model, HiGHS.Optimizer),
36-
# (DiffOpt.diff_model, SCS.Optimizer),
37-
# (DiffOpt.diff_model, Ipopt.Optimizer),
38-
# (DiffOpt.quadratic_diff_model, HiGHS.Optimizer),
39-
# (DiffOpt.quadratic_diff_model, SCS.Optimizer),
40-
# (DiffOpt.quadratic_diff_model, Ipopt.Optimizer),
41-
# (DiffOpt.conic_diff_model, HiGHS.Optimizer),
42-
# (DiffOpt.conic_diff_model, SCS.Optimizer),
43-
# (DiffOpt.conic_diff_model, Ipopt.Optimizer),
44-
# (DiffOpt.nonlinear_diff_model, HiGHS.Optimizer),
45-
# (DiffOpt.nonlinear_diff_model, SCS.Optimizer),
46-
# (DiffOpt.nonlinear_diff_model, Ipopt.Optimizer),
36+
(DiffOpt.diff_model, SCS.Optimizer),
37+
(DiffOpt.diff_model, Ipopt.Optimizer),
4738
],
48-
# ineq in [true, false],
49-
# _min in [true, false],
50-
# flip in [true, false],
39+
sign in [+1, -1],
40+
sign_p in [-1, +1],
41+
sense in [:Min, :Max],
5142
with_bridge_type in [Float64, nothing]
5243

5344
if isnothing(with_bridge_type) && SOLVER === SCS.Optimizer
5445
continue
5546
end
5647

48+
@testset "$(MODEL) with: $(SOLVER), bridge:$with_bridge_type, sign:$sign, sense: $sense, sign_p: $sign_p" begin
49+
model = MODEL(SOLVER; with_bridge_type)
50+
set_silent(model)
5751

58-
MODEL = DiffOpt.diff_model
59-
SOLVER = HiGHS.Optimizer
60-
with_bridge_type = Float64
61-
ineq = false
62-
_min = true
63-
flip = false
52+
p_val = 4.0
53+
@variable(model, x)
54+
@variable(model, p in Parameter(p_val))
55+
@constraint(model, con, x == 3 * sign_p * p)
56+
@objective(model, Min, 2 * sign * x)
57+
if sense == :Max
58+
@objective(model, Max, 2 * sign * x)
59+
end
60+
optimize!(model)
61+
@test value(x) ≈ sign_p * 3 * p_val atol = ATOL rtol = RTOL
62+
63+
DiffOpt.empty_input_sensitivities!(model)
64+
direction_obj = 2.0
65+
DiffOpt.set_reverse_objective(model, direction_obj)
66+
DiffOpt.reverse_differentiate!(model)
67+
@test DiffOpt.get_reverse_parameter(model, p) ≈ sign_p * sign * 6 * direction_obj atol = ATOL rtol = RTOL
68+
69+
DiffOpt.empty_input_sensitivities!(model)
70+
direction_p = 3.0
71+
DiffOpt.set_forward_parameter(model, p, direction_p)
72+
DiffOpt.forward_differentiate!(model)
73+
@test DiffOpt.get_forward_objective(model) ≈ sign_p * sign * 6 * direction_p atol = ATOL rtol = RTOL
74+
75+
end
76+
end
77+
78+
return
79+
end
80+
81+
function test_obj()
82+
83+
for (MODEL, SOLVER) in [
84+
(DiffOpt.diff_model, HiGHS.Optimizer),
85+
(DiffOpt.diff_model, SCS.Optimizer),
86+
(DiffOpt.diff_model, Ipopt.Optimizer),
87+
(DiffOpt.quadratic_diff_model, HiGHS.Optimizer),
88+
(DiffOpt.quadratic_diff_model, SCS.Optimizer),
89+
(DiffOpt.quadratic_diff_model, Ipopt.Optimizer),
90+
(DiffOpt.conic_diff_model, HiGHS.Optimizer),
91+
(DiffOpt.conic_diff_model, SCS.Optimizer),
92+
(DiffOpt.conic_diff_model, Ipopt.Optimizer),
93+
(DiffOpt.nonlinear_diff_model, HiGHS.Optimizer),
94+
(DiffOpt.nonlinear_diff_model, SCS.Optimizer),
95+
(DiffOpt.nonlinear_diff_model, Ipopt.Optimizer),
96+
],
97+
ineq in [true, false],
98+
_min in [true, false],
99+
flip in [true, false],
100+
with_bridge_type in [Float64, nothing]
101+
102+
if isnothing(with_bridge_type) && SOLVER === SCS.Optimizer
103+
continue
104+
end
64105

65106
@testset "$(MODEL) with: $(SOLVER), $(ineq ? "ineqs" : "eqs"), $(_min ? "Min" : "Max"), $(flip ? "geq" : "leq") bridge:$with_bridge_type" begin
66107
model = MODEL(SOLVER; with_bridge_type)
@@ -71,24 +112,25 @@ function test_obj()
71112
@variable(model, x)
72113
@variable(model, p in Parameter(p_val))
73114
@variable(model, pc in Parameter(pc_val))
74-
# if ineq
75-
# if !flip
76-
# cons = @constraint(model, con, pc * x >= 3 * p)
77-
# else
78-
# cons = @constraint(model, con, pc * x <= 3 * p)
79-
# end
80-
# else
115+
if ineq
116+
if !flip
117+
cons = @constraint(model, con, pc * x >= 3 * p)
118+
else
119+
cons = @constraint(model, con, pc * x <= 3 * p)
120+
end
121+
else
81122
cons = @constraint(model, con, pc * x == 3 * p)
82-
# end
83-
# sign = flip ? -1 : 1
84-
# if _min
85-
# @objective(model, Min, 2x * sign)
86-
# else
87-
# @objective(model, Max, -2x * sign)
88-
# end
123+
end
89124

90-
for obj_coef in [-3, 2, 5]
91-
@objective(model, Min, obj_coef * x)
125+
for obj_coef in [2, 5]
126+
127+
sign = flip ? -1 : 1
128+
dir = _min ? 1 : -1
129+
if _min
130+
@objective(model, Min, dir * obj_coef * x * sign)
131+
else
132+
@objective(model, Max, dir * obj_coef * x * sign)
133+
end
92134

93135
optimize!(model)
94136
@test value(x) ≈ 3 * p_val / pc_val atol = ATOL rtol = RTOL
@@ -97,27 +139,24 @@ function test_obj()
97139
direction_obj = 2.0
98140
DiffOpt.set_reverse_objective(model, direction_obj)
99141
DiffOpt.reverse_differentiate!(model)
100-
@test DiffOpt.get_reverse_parameter(model, p) ≈ obj_coef * direction_obj * 3 / pc_val atol = ATOL rtol = RTOL
101-
@test DiffOpt.get_reverse_parameter(model, pc) ≈ -obj_coef * direction_obj * 3 * p_val / (pc_val^2) atol = ATOL rtol = RTOL
142+
@test DiffOpt.get_reverse_parameter(model, p) ≈ dir * sign * obj_coef * direction_obj * 3 / pc_val atol = ATOL rtol = RTOL
143+
@test DiffOpt.get_reverse_parameter(model, pc) ≈ - dir * sign * obj_coef * direction_obj * 3 * p_val / (pc_val^2) atol = ATOL rtol = RTOL
102144

103145
DiffOpt.empty_input_sensitivities!(model)
104146
direction_p = 3.0
105147
DiffOpt.set_forward_parameter(model, p, direction_p)
106148
DiffOpt.forward_differentiate!(model)
107-
@test DiffOpt.get_forward_objective(model) ≈ obj_coef * direction_p * 3 / pc_val atol = ATOL rtol = RTOL
149+
@test DiffOpt.get_forward_objective(model) ≈ dir * sign * obj_coef * direction_p * 3 / pc_val atol = ATOL rtol = RTOL
108150

109-
# stop differentiating with respect to p
151+
# stop differentiating with respect to p
110152
DiffOpt.empty_input_sensitivities!(model)
111153
# differentiate w.r.t. pc
112154
direction_pc = 10.0
113155
DiffOpt.set_forward_parameter(model, pc, direction_pc)
114156
DiffOpt.forward_differentiate!(model)
115157
@test DiffOpt.get_forward_objective(model) ≈
116-
- obj_coef * direction_pc * 3 * p_val / pc_val^2 atol = ATOL rtol = RTOL
117-
158+
- dir * sign * obj_coef * direction_pc * 3 * p_val / pc_val^2 atol = ATOL rtol = RTOL
118159
end
119-
120-
121160
end
122161
end
123162

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