Merge pull request #1007 from JuliaOpt/bl/psd3

Add PSD3 test

Author: blegat

src/Test/contconic.jl

@@ -2495,20 +2495,82 @@ function psdt2test(model::MOI.ModelLike, config::TestConfig)
     end
 end
 
+function _psd3test(model::MOI.ModelLike, psdcone, config::TestConfig{T}) where T
+    # min x
+    # s.t. [x 1 1]
+    #      [1 x 1] ⪰ 0
+    #      [1 1 x]
+
+    atol = config.atol
+    rtol = config.rtol
+
+    @test MOIU.supports_default_copy_to(model, #=copy_names=# false)
+    @test MOI.supports(model, MOI.ObjectiveFunction{MOI.SingleVariable}())
+    @test MOI.supports(model, MOI.ObjectiveSense())
+    @test MOI.supports_constraint(model, MOI.VectorAffineFunction{T}, psdcone)
+
+    MOI.empty!(model)
+    @test MOI.is_empty(model)
+
+    x = MOI.add_variable(model)
+    fx = MOI.SingleVariable(x)
+
+    if psdcone == MOI.PositiveSemidefiniteConeTriangle
+        func = MOIU.operate(vcat, T, fx, one(T), fx, one(T), one(T), fx)
+    else
+        @assert psdcone == MOI.PositiveSemidefiniteConeSquare
+        func = MOIU.operate(vcat, T, fx, one(T), one(T), one(T), fx, one(T), one(T), one(T), fx)
+    end
+
+    c = MOI.add_constraint(model, func, psdcone(3))
+
+    MOI.set(model, MOI.ObjectiveFunction{MOI.SingleVariable}(), MOI.SingleVariable(x))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+
+    if config.solve
+        @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED
+
+        MOI.optimize!(model)
+
+        @test MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
+
+        @test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
+        if config.duals
+            @test MOI.get(model, MOI.DualStatus()) == MOI.FEASIBLE_POINT
+        end
+
+        @test MOI.get(model, MOI.VariablePrimal(), x) ≈ one(T) atol=atol rtol=rtol
+
+        @test MOI.get(model, MOI.ConstraintPrimal(), c) ≈ ones(T, MOI.output_dimension(func)) atol=atol rtol=rtol
+        if config.duals
+            if psdcone == MOI.PositiveSemidefiniteConeTriangle
+                @test MOI.get(model, MOI.ConstraintDual(), c) ≈ [T(2), -one(T), T(2), -one(T), -one(T), T(2)] / T(6) atol=atol rtol=rtol
+            else
+                @assert psdcone == MOI.PositiveSemidefiniteConeSquare
+                @test MOI.get(model, MOI.ConstraintDual(), c) ≈ [one(T), zero(T), zero(T), -one(T), one(T), zero(T), -one(T), -one(T), one(T)] / T(3) atol=atol rtol=rtol
+            end
+        end
+    end
+end
+psdt3test(model, config) = _psd3test(model, MOI.PositiveSemidefiniteConeTriangle, config)
+psds3test(model, config) = _psd3test(model, MOI.PositiveSemidefiniteConeSquare, config)
+
 # PSDConeTriangle
 const psdttests = Dict("psdt0v" => psdt0vtest,
                        "psdt0f" => psdt0ftest,
                        "psdt1v" => psdt1vtest,
                        "psdt1f" => psdt1ftest,
-                       "psdt2"  => psdt2test)
+                       "psdt2"  => psdt2test,
+                       "psdt3"  => psdt3test)
 
 @moitestset psdt
 
 # PSDConeSquare
 const psdstests = Dict("psds0v" => psds0vtest,
                        "psds0f" => psds0ftest,
                        "psds1v" => psds1vtest,
-                       "psds1f" => psds1ftest)
+                       "psds1f" => psds1ftest,
+                       "psds3"  => psds3test)
 
 @moitestset psds
 

test/Test/contconic.jl

@@ -208,6 +208,13 @@ end
                           (MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeTriangle) => [[(1-1/√3)/2, 1/√6, (1+1/√3)/2]],
                           (MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64})                 => [0])
     MOIT.psdt2test(mock, config)
+    # PSD3
+    mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, ones(1),
+        (MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeTriangle) => [[2, -1, 2, -1, -1, 2] / 6])
+    MOIT.psdt3test(mock, config)
+    mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, ones(1),
+        (MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeSquare) => [[1, 0, 0, -1, 1, 0, -1, -1, 1] / 3])
+    MOIT.psds3test(mock, config)
 end
 @testset "LogDet and RootDet" begin
     mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [0, 1, 0, 1, 1])