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Clean up sdp2 #46

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Jan 22, 2018
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Clean up sdp2 #46

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65 changes: 19 additions & 46 deletions src/contconic.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1312,20 +1312,18 @@ function sdp2test(solver::Function, config::TestConfig)
x = MOI.addvariables!(instance, 7)
@test MOI.get(instance, MOI.NumberOfVariables()) == 7

c = [0.0,0.0,0.0,0.0,0.0,0.0,1.0]
b = [10.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]
I = [1, 2, 8, 9, 10, 11, 1, 3, 8, 9, 10, 11, 1, 4, 8, 9, 10, 11, 1, 5, 8, 1, 6, 8, 9, 10, 11, 1, 7, 8, 9, 10, 11, 8, 10]
J = [1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 4, 4, 4, 5, 5, 5, 5, 5, 5, 6, 6, 6, 6, 6, 6, 7, 7]
V = -[1.0,1.0,-0.45,0.45/sqrt(2),-0.45,0.0,1.0,1.0,-0.7681980515339464,0.225,-0.13180194846605373,0.0,1.0,1.0,-0.9,0.0,0.0,0.0,1.0,1.0,-0.225,1.0,1.0,-0.1125,0.1125/sqrt(2),-0.1125,0.0,1.0,1.0,0.0,0.0,-0.225,0.0,1.0,1.0]

A = sparse(I, J, V, length(b), length(c))

f = MOI.VectorAffineFunction(I, x[J], V, b)

c1 = MOI.addconstraint!(instance, MOIU.eachscalar(f)[1], MOI.GreaterThan(0.0))
c2 = MOI.addconstraint!(instance, MOIU.eachscalar(f)[2:7], MOI.Nonpositives(6))
c3 = MOI.addconstraint!(instance, MOIU.eachscalar(f)[8:10], MOI.PositiveSemidefiniteConeTriangle(2))
c4 = MOI.addconstraint!(instance, MOIU.eachscalar(f)[11], MOI.EqualTo(0.))
η = 10.0
c1 = MOI.addconstraint!(instance, MOI.ScalarAffineFunction(x[1:6], -ones(6), η), MOI.GreaterThan(0.0))
c2 = MOI.addconstraint!(instance, MOI.VectorAffineFunction(collect(1:6), x[1:6], -ones(6), zeros(6)), MOI.Nonpositives(6))
α = 0.8
δ = 0.9
c3 = MOI.addconstraint!(instance, MOI.VectorAffineFunction([fill(1, 7); fill(2, 5); fill(3, 6)],
[x[1:7]; x[1:3]; x[5:6]; x[1:3]; x[5:7]],
[ δ/2, α, δ, δ/4, δ/8, 0.0, -1.0,
-δ/(2*√2), -δ/4, 0, -δ/(8*√2), 0.0,
δ/2, δ-α, 0, δ/8, δ/4, -1.0],
zeros(3)), MOI.PositiveSemidefiniteConeTriangle(2))
c4 = MOI.addconstraint!(instance, MOI.ScalarAffineFunction([x[1:3]; x[5:6]], zeros(5), 0.0), MOI.EqualTo(0.))

@test MOI.get(instance, MOI.NumberOfConstraints{MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}}()) == 1
@test MOI.get(instance, MOI.NumberOfConstraints{MOI.VectorAffineFunction{Float64}, MOI.Nonpositives}()) == 1
Expand All @@ -1348,50 +1346,25 @@ function sdp2test(solver::Function, config::TestConfig)
end

@test MOI.canget(instance, MOI.VariablePrimal(), MOI.VariableIndex)
xv = MOI.get(instance, MOI.VariablePrimal(), x)
@test all(xv[1:6] .> -atol)

con = A * xv + b
@test MOI.get(instance, MOI.VariablePrimal(), x) ≈ [2η/3, 0, η/3, 0, 0, 0, η*δ*(1 - 1/√3)/2] atol=atol rtol=rtol

@test MOI.canget(instance, MOI.ConstraintPrimal(), typeof(c1))
@test MOI.get(instance, MOI.ConstraintPrimal(), c1) ≈ con[1] atol=atol rtol=rtol
@test MOI.get(instance, MOI.ConstraintPrimal(), c1) ≈ 0.0 atol=atol rtol=rtol
@test MOI.canget(instance, MOI.ConstraintPrimal(), typeof(c2))
@test MOI.get(instance, MOI.ConstraintPrimal(), c2) ≈ con[2:7] atol=atol rtol=rtol
@test all(MOI.get(instance, MOI.ConstraintPrimal(), c2) .< atol)
@test MOI.get(instance, MOI.ConstraintPrimal(), c2) ≈ [-2η/3, 0, -η/3, 0, 0, 0] atol=atol rtol=rtol
@test MOI.canget(instance, MOI.ConstraintPrimal(), typeof(c3))
Xv = MOI.get(instance, MOI.ConstraintPrimal(), c3)
@test Xv ≈ con[8:10] atol=atol rtol=rtol
s2 = sqrt(2)
Xm = [Xv[1] Xv[2]/s2
Xv[2]/s2 Xv[3]]
@test eigmin(Xm) > -atol
@test MOI.get(instance, MOI.ConstraintPrimal(), c3) ≈ [η*δ*(1/√3+1/3)/2, -η*δ/(3*√2), η*δ*(1/√3-1/3)/2] atol=atol rtol=rtol
@test MOI.canget(instance, MOI.ConstraintPrimal(), typeof(c4))
@test MOI.get(instance, MOI.ConstraintPrimal(), c4) ≈ con[11] atol=atol rtol=rtol
@test MOI.get(instance, MOI.ConstraintPrimal(), c4) ≈ 0.0 atol=atol rtol=rtol

if config.duals
@test MOI.canget(instance, MOI.ConstraintDual(), typeof(c1))
y1 = MOI.get(instance, MOI.ConstraintDual(), c1)
@test y1 > -atol
@test MOI.get(instance, MOI.ConstraintDual(), c1) ≈ δ*(1-1/√3)/2 atol=atol rtol=rtol
@test MOI.canget(instance, MOI.ConstraintDual(), typeof(c2))
y2 = MOI.get(instance, MOI.ConstraintDual(), c2)
@test all(MOI.get(instance, MOI.ConstraintDual(), c2) .< atol)

@test MOI.get(instance, MOI.ConstraintDual(), c2) ≈ [0, -α/√3+δ/(2*√6)*(2*√2-1), 0, -3δ*(1-1/√3)/8, -3δ*(1-1/√3)/8, -δ*(3 - 2*√3 + 1/√3)/8] atol=atol rtol=rtol
@test MOI.canget(instance, MOI.ConstraintDual(), typeof(c3))
y3 = MOI.get(instance, MOI.ConstraintDual(), c3)
s2 = sqrt(2)
Ym = [y3[1] y3[2]/s2
y3[2]/s2 y3[3]]
@test eigmin(Ym) > -atol

@test MOI.canget(instance, MOI.ConstraintDual(), typeof(c4))
y4 = MOI.get(instance, MOI.ConstraintDual(), c4)

y = [y1; y2; y3; y4]
@test dot(c, xv) ≈ dot(b, y) atol=atol rtol=rtol
A[9,:] *= 2 # See duality note for PositiveSemidefiniteConeTriangle, 9 correspond to a off-diagonal entry
@test A' * y ≈ -c atol=atol rtol=rtol
@test MOI.get(instance, MOI.ConstraintDual(), c3) ≈ [(1-1/√3)/2, 1/√6, (1+1/√3)/2] atol=atol rtol=rtol
# Dual of c4 could be anything
end
end
end
Expand Down