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Fix sign of objective (#12)
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* Fix sign of objective

* Square scalar variables

* Enable fixed tests

* Exclude surprises

* Exclude more
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@blegat
blegat authored Dec 13, 2023
1 parent 30488fe commit a172a41
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Showing 2 changed files with 36 additions and 168 deletions.
7 changes: 5 additions & 2 deletions src/MOI_wrapper.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -357,7 +357,7 @@ function MOI.set(
)
sign = sense == MOI.MAX_SENSE ? -1 : 1
if model.objective_sign != sign
model.b .*= -1
model.Cent .*= -1
model.objective_sign = sign
end
return
Expand All @@ -383,6 +383,9 @@ function MOI.set(
model.Cinfo_type,
func,
)
if model.objective_sign != 1
model.Cent .*= -1
end
return
end

Expand Down Expand Up @@ -430,7 +433,7 @@ function MOI.get(
return U[i, :]' * U[j, :]
else
@assert optimizer.blktype[blk] == Cchar('d')
return optimizer.R[I[i]]
return optimizer.R[I[i]]^2
end
end

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197 changes: 31 additions & 166 deletions test/MOI_wrapper.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -33,46 +33,18 @@ function test_runtests()
model,
config,
exclude = [
# Get `Surprise! Got a quadratic function!` from SDPLR
r"test_conic_NormInfinityCone_INFEASIBLE$",
r"test_conic_NormOneCone_INFEASIBLE$",
r"test_conic_RotatedSecondOrderCone_INFEASIBLE$",
r"test_conic_linear_INFEASIBLE$",
r"test_constraint_ScalarAffineFunction_EqualTo$",
r"test_conic_linear_INFEASIBLE_2$",
r"test_constraint_ScalarAffineFunction_Interval$",
r"test_infeasible_MAX_SENSE$",
r"test_infeasible_MAX_SENSE_offset$",
r"test_infeasible_MIN_SENSE$",
r"test_infeasible_MIN_SENSE_offset$",
r"test_infeasible_affine_MAX_SENSE$",
r"test_infeasible_affine_MAX_SENSE_offset$",
r"test_infeasible_affine_MIN_SENSE$",
r"test_infeasible_affine_MIN_SENSE_offset$",
r"test_linear_HyperRectangle_VectorAffineFunction$",
r"test_linear_HyperRectangle_VectorOfVariables$",
r"test_linear_INFEASIBLE$",
r"test_linear_INFEASIBLE_2$",
r"test_linear_integration$",
r"test_linear_integration_Interval$",
r"test_modification_func_vectoraffine_nonneg$",
r"test_solve_TerminationStatus_DUAL_INFEASIBLE$",
# Error(sdplrlib): Got NaN from SDPLR
r"test_conic_GeometricMeanCone_VectorAffineFunction_3$",
r"test_conic_GeometricMeanCone_VectorAffineFunction$",
r"test_conic_GeometricMeanCone_VectorOfVariables_2$",
r"test_conic_GeometricMeanCone_VectorOfVariables$",
r"test_conic_GeometricMeanCone_VectorOfVariables_3$",
r"test_conic_PositiveSemidefiniteConeTriangle$",
r"test_conic_RootDetConeSquare_VectorAffineFunction$",
r"test_conic_RootDetConeSquare_VectorOfVariables$",
r"test_conic_RootDetConeTriangle_VectorAffineFunction$",
r"test_conic_RootDetConeTriangle_VectorOfVariables$",
r"test_constraint_ScalarAffineFunction_duplicate$",
r"test_constraint_ScalarAffineFunction_LessThan$",
r"test_modification_func_scalaraffine_lessthan$",
r"test_modification_func_scalaraffine_lessthan$",
r"test_modification_const_vectoraffine_nonpos$",
# test_basic_VectorOfVariables_Nonpositives: Error During Test at /home/blegat/.julia/dev/MathOptInterface/src/Test/test_basic_constraint.jl:276
# Test threw exception
# Expression: MOI.get(model, MOI.ConstraintSet(), c) == set
# StackOverflowError:
# Stacktrace:
# [1] call_in_context(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, ci::MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables, MathOptInterface.Nonpositives}, f::MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.get), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.ConstraintSet, Tuple{}})
# @ MathOptInterface.Bridges ~/.julia/dev/MathOptInterface/src/Bridges/bridge_optimizer.jl:309
# [2] call_in_context
# @ ~/.julia/dev/MathOptInterface/src/Bridges/bridge_optimizer.jl:332 [inlined]
# [3] get(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, attr::MathOptInterface.ConstraintSet, ci::MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables, MathOptInterface.Nonpositives})
# @ MathOptInterface.Bridges ~/.julia/dev/MathOptInterface/src/Bridges/bridge_optimizer.jl:1467
r"test_basic_VectorOfVariables_Nonpositives$",
# MOI bug:
# test_basic_VectorOfVariables_SecondOrderCone: Error During Test at /home/blegat/.julia/dev/MathOptInterface/src/Test/Test.jl:266
# Got exception outside of a @test
Expand All @@ -87,138 +59,31 @@ function test_runtests()
# [2] get(model::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, #unused#::MathOptInterface.ConstraintFunction, b::MathOptInterface.Bridges.Constraint.FunctionConversionBridge{Float64, MathOptInterface.VectorAffineFunction{Float64}, MathOptInterface.VectorOfVariables, MathOptInterface.SecondOrderCone})
# @ MathOptInterface.Bridges.Constraint ~/.julia/dev/MathOptInterface/src/Bridges/Constraint/bridges/functionize.jl:293
r"test_basic_VectorOfVariables_SecondOrderCone$",
r"test_conic_SecondOrderCone_negative_post_bound_2$",
r"test_conic_SecondOrderCone_negative_post_bound_3$",
r"test_conic_SecondOrderCone_nonnegative_post_bound$",
# test_basic_VectorOfVariables_Nonpositives: Error During Test at /home/blegat/.julia/dev/MathOptInterface/src/Test/test_basic_constraint.jl:276
# Test threw exception
# Expression: MOI.get(model, MOI.ConstraintSet(), c) == set
# StackOverflowError:
# Stacktrace:
# [1] call_in_context(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, ci::MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables, MathOptInterface.Nonpositives}, f::MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.get), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, MathOptInterface.ConstraintSet, Tuple{}})
# @ MathOptInterface.Bridges ~/.julia/dev/MathOptInterface/src/Bridges/bridge_optimizer.jl:309
# [2] call_in_context
# @ ~/.julia/dev/MathOptInterface/src/Bridges/bridge_optimizer.jl:332 [inlined]
# [3] get(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SDPLR.Optimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}, attr::MathOptInterface.ConstraintSet, ci::MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables, MathOptInterface.Nonpositives})
# @ MathOptInterface.Bridges ~/.julia/dev/MathOptInterface/src/Bridges/bridge_optimizer.jl:1467
r"test_basic_VectorOfVariables_Nonpositives$",
# Unable to bridge RotatedSecondOrderCone to PSD because the dimension is too small: got 2, expected >= 3.
r"test_conic_SecondOrderCone_INFEASIBLE$",
r"test_constraint_PrimalStart_DualStart_SecondOrderCone$",
# To investigate
r"test_conic_RotatedSecondOrderCone_out_of_order$",
# Wrong answer
r"test_NormSpectralCone_VectorOfVariables_with_transform$",
r"test_HermitianPSDCone_min_t$",
r"test_HermitianPSDCone_basic$",
r"test_conic_NormInfinityCone_3$",
r"test_conic_NormOneCone$",
r"test_conic_PositiveSemidefiniteConeSquare_VectorAffineFunction_2$",
r"test_conic_RootDetConeTriangle_VectorOfVariables$",
r"test_conic_RootDetConeTriangle_VectorAffineFunction$",
r"test_conic_RootDetConeTriangle$",
r"test_conic_HermitianPositiveSemidefiniteConeTriangle_1$",
r"test_conic_NormInfinityCone_VectorAffineFunction$",
r"test_conic_NormInfinityCone_VectorOfVariables$",
r"test_conic_NormNuclearCone$",
r"test_conic_NormNuclearCone_2$",
r"test_conic_NormSpectralCone$",
r"test_conic_NormSpectralCone_2$",
r"test_conic_PositiveSemidefiniteConeSquare_3$",
r"test_conic_PositiveSemidefiniteConeSquare_VectorAffineFunction$",
r"test_conic_PositiveSemidefiniteConeSquare_VectorOfVariables$",
r"test_conic_PositiveSemidefiniteConeSquare_VectorOfVariables_2$",
r"test_conic_PositiveSemidefiniteConeTriangle_3$",
r"test_conic_PositiveSemidefiniteConeTriangle_VectorAffineFunction$",
r"test_conic_PositiveSemidefiniteConeTriangle_VectorAffineFunction_2$",
r"test_conic_PositiveSemidefiniteConeTriangle_VectorOfVariables$",
r"test_conic_PositiveSemidefiniteConeTriangle_VectorOfVariables_2$",
r"test_conic_RootDetConeSquare$",
r"test_conic_RootDetConeTriangle$",
r"test_conic_RotatedSecondOrderCone_VectorAffineFunction$",
r"test_conic_RotatedSecondOrderCone_VectorOfVariables$",
r"test_conic_ScaledPositiveSemidefiniteConeTriangle_VectorAffineFunction$",
r"test_conic_SecondOrderCone_Nonnegatives$",
r"test_conic_SecondOrderCone_Nonpositives$",
r"test_conic_SecondOrderCone_VectorAffineFunction$",
r"test_conic_SecondOrderCone_VectorOfVariables$",
r"test_conic_SecondOrderCone_negative_initial_bound$",
r"test_conic_SecondOrderCone_negative_post_bound$",
# Detecting infeasibility or unboundedness not supported
"INFEASIBLE",
"infeasible",
# FIXME investigate
r"test_conic_SecondOrderCone_nonnegative_post_bound$",
r"test_conic_SecondOrderCone_negative_post_bound_2$",
r"test_conic_SecondOrderCone_negative_post_bound_3$",
r"test_conic_SecondOrderCone_no_initial_bound$",
r"test_conic_SecondOrderCone_nonnegative_initial_bound$",
r"test_conic_SecondOrderCone_nonnegative_post_bound$",
r"test_conic_SecondOrderCone_out_of_order$",
r"test_NormSpectralCone_VectorOfVariables_without_transform$",
r"test_NormSpectralCone_VectorAffineFunction_without_transform$",
r"test_NormSpectralCone_VectorAffineFunction_with_transform$",
r"test_NormNuclearCone_VectorOfVariables_without_transform$",
r"test_NormNuclearCone_VectorOfVariables_with_transform$",
r"test_NormNuclearCone_VectorAffineFunction_without_transform$",
r"test_NormNuclearCone_VectorAffineFunction_with_transform$",
r"test_conic_linear_VectorAffineFunction$",
r"test_conic_linear_VectorAffineFunction_2$",
r"test_conic_linear_VectorOfVariables$",
r"test_conic_linear_VectorOfVariables_2$",
r"test_conic_GeometricMeanCone_VectorAffineFunction_2$",
r"test_conic_NormOneCone_VectorAffineFunction$",
r"test_conic_RotatedSecondOrderCone_INFEASIBLE_2$",
r"test_linear_add_constraints$",
r"test_model_ListOfVariablesWithAttributeSet$",
r"test_model_LowerBoundAlreadySet$",
r"test_model_ScalarFunctionConstantNotZero$",
r"test_model_UpperBoundAlreadySet$",
r"test_model_delete$",
r"test_modification_affine_deletion_edge_cases$",
# Surprise! Got a quadratic function!, needs https://github.com/sburer/sdplr/pull/2
r"test_constraint_ScalarAffineFunction_GreaterThan$",
r"test_conic_NormOneCone_VectorOfVariables$",
r"test_constraint_ScalarAffineFunction_LessThan$",
r"test_constraint_ScalarAffineFunction_duplicate$",
r"test_linear_FEASIBILITY_SENSE$",
r"test_modification_delete_variables_in_a_batch$",
r"test_constraint_ScalarAffineFunction_EqualTo$",
r"test_constraint_ScalarAffineFunction_Interval$",
r"test_linear_LessThan_and_GreaterThan$",
r"test_linear_modify_GreaterThan_and_LessThan_constraints$",
r"test_modification_const_vectoraffine_zeros$",
r"test_quadratic_constraint_minimize$",
r"test_solve_result_index$",
r"test_variable_solve_with_lowerbound$",
r"test_variable_solve_with_upperbound$",
# Wrong answer on CI
r"test_quadratic_duplicate_terms$",
r"test_quadratic_integration$",
# Unclassified
r"test_constraint_VectorAffineFunction_duplicate",
r"test_linear_DUAL_INFEASIBLE",
r"test_linear_DUAL_INFEASIBLE_2",
r"test_linear_Interval_inactive",
r"test_linear_LessThan_and_GreaterThan",
r"test_linear_VariablePrimalStart_partial",
r"test_linear_VectorAffineFunction",
r"test_linear_VectorAffineFunction_empty_row",
r"test_linear_add_constraints",
r"test_linear_complex_Zeros",
r"test_linear_complex_Zeros_duplicate",
r"test_linear_inactive_bounds",
r"test_linear_integration_2",
r"test_linear_integration_delete_variables",
r"test_linear_integration_modification",
r"test_linear_modify_GreaterThan_and_LessThan_constraints",
r"test_linear_open_intervals",
r"test_linear_transform",
r"test_linear_variable_open_intervals",
r"test_model_ListOfVariablesWithAttributeSet",
r"test_model_LowerBoundAlreadySet",
r"test_model_ScalarFunctionConstantNotZero",
r"test_model_UpperBoundAlreadySet",
r"test_model_delete",
r"test_modification_affine_deletion_edge_cases",
r"test_modification_coef_scalar_objective",
r"test_modification_coef_scalaraffine_lessthan",
r"test_modification_const_scalar_objective",
r"test_modification_delete_variable_with_single_variable_obj",
r"test_modification_multirow_vectoraffine_nonpos",
r"test_modification_set_scalaraffine_lessthan",
r"test_modification_set_singlevariable_lessthan",
r"test_modification_transform_singlevariable_lessthan",
r"test_objective_FEASIBILITY_SENSE_clears_objective",
r"test_objective_ObjectiveFunction_VariableIndex",
r"test_objective_ObjectiveFunction_constant",
r"test_objective_ObjectiveFunction_duplicate_terms",
r"test_objective_qp_ObjectiveFunction_edge_cases",
r"test_objective_qp_ObjectiveFunction_zero_ofdiag",
r"test_quadratic_constraint_basic",
r"test_quadratic_constraint_integration",
r"test_linear_VectorAffineFunction$",
],
)
return
Expand Down

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