use super::super::*;
use super::{assert_close, EPS};
use crate::problem::SolveStatus;
use crate::sparse::CscMatrix;
use crate::test_kkt::assert_solver_invariants_qp;
#[test]
fn test_presolve_pfeas_large_row_norm() {
let q = CscMatrix::from_triplets(&[0], &[0], &[2.0], 1, 1).unwrap();
let c = vec![0.0];
let a = CscMatrix::from_triplets(&[0], &[0], &[1000.0], 1, 1).unwrap();
let b = vec![500.0];
let bounds = vec![(f64::NEG_INFINITY, f64::INFINITY)];
let problem = QpProblem::new_all_le(q, c, a, b, bounds).unwrap();
let opts = SolverOptions::default();
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result, &problem);
let ax = problem.a.mat_vec_mul(&result.solution).unwrap();
let pfeas = ax
.iter()
.zip(problem.b.iter())
.map(|(&ax_i, &b_i)| (ax_i - b_i).max(0.0))
.fold(0.0_f64, f64::max);
let norm_b = problem
.b
.iter()
.fold(0.0_f64, |a, &bi| a.max(bi.abs()))
.max(1.0);
let eps = opts.ipm_eps();
assert!(pfeas < eps * (1.0 + norm_b), "pfeas={pfeas:.2e}");
}
#[test]
fn test_presolve_bfeas_bounded_problem() {
let q = CscMatrix::from_triplets(&[0], &[0], &[2.0], 1, 1).unwrap();
let c = vec![0.0];
let a = CscMatrix::new(0, 1);
let b = vec![];
let bounds = vec![(0.0_f64, 1.0_f64)];
let problem = QpProblem::new_all_le(q, c, a, b, bounds).unwrap();
let opts = SolverOptions::default();
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result, &problem);
let x = result.solution[0];
assert!(x >= -1e-4, "x >= lb=0, got {x}");
assert!(x <= 1.0 + 1e-4, "x <= ub=1, got {x}");
}
#[test]
fn test_presolve_pfeas_bfeas_ok() {
let q = CscMatrix::from_triplets(&[0], &[0], &[2.0], 1, 1).unwrap();
let c = vec![0.0];
let a = CscMatrix::from_triplets(&[0], &[0], &[1.0], 1, 1).unwrap();
let b = vec![1.0];
let bounds = vec![(0.0_f64, 0.5_f64)];
let problem = QpProblem::new_all_le(q, c, a, b, bounds).unwrap();
let opts = SolverOptions::default();
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result, &problem);
}
#[test]
fn test_solve_qp_with_presolve_path_verified() {
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
let c = vec![0.0, 0.0];
let a = CscMatrix::from_triplets(&[0, 0], &[0, 1], &[-1.0, -1.0], 1, 2).unwrap();
let b = vec![-1.0];
let bounds = vec![(f64::NEG_INFINITY, f64::INFINITY); 2];
let problem = QpProblem::new_all_le(q, c, a, b, bounds).unwrap();
let opts = SolverOptions::default();
assert!(opts.presolve);
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result, &problem);
let eps = 1e-3_f64;
assert!((result.solution[0] - 0.5).abs() < eps);
assert!((result.solution[1] - 0.5).abs() < eps);
}
#[test]
fn test_presolve_qp_eq_on_off_consistency() {
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
let c = vec![0.0, 0.0];
let a = CscMatrix::from_triplets(&[0, 0], &[0, 1], &[1.0, 1.0], 1, 2).unwrap();
let b = vec![1.0];
let bounds = vec![(f64::NEG_INFINITY, f64::INFINITY); 2];
let problem =
QpProblem::new(q, c, a, b, bounds, vec![crate::problem::ConstraintType::Eq]).unwrap();
let opts_on = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
let mut opts_off = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
opts_off.presolve = false;
let result_on = solve_qp_with(&problem, &opts_on);
let result_off = solve_qp_with(&problem, &opts_off);
assert_eq!(result_on.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result_on, &problem);
assert_eq!(result_off.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result_off, &problem);
assert!((result_on.solution[0] - result_off.solution[0]).abs() < 1e-4);
assert!((result_on.solution[1] - result_off.solution[1]).abs() < 1e-4);
}
#[test]
fn test_presolve_qp_box_on_off_consistency() {
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
let c = vec![0.0, 0.0];
let a = CscMatrix::new(0, 2);
let b = vec![];
let bounds = vec![(0.0_f64, 2.0_f64); 2];
let problem = QpProblem::new_all_le(q, c, a, b, bounds).unwrap();
let opts_on = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
let mut opts_off = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
opts_off.presolve = false;
let result_on = solve_qp_with(&problem, &opts_on);
let result_off = solve_qp_with(&problem, &opts_off);
assert_eq!(result_on.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result_on, &problem);
assert_eq!(result_off.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result_off, &problem);
assert_close(result_on.solution[0], 0.0, EPS, "ON x[0]");
assert_close(result_on.solution[1], 0.0, EPS, "ON x[1]");
assert_close(result_off.solution[0], 0.0, EPS, "OFF x[0]");
assert_close(result_off.solution[1], 0.0, EPS, "OFF x[1]");
}
#[test]
fn test_qp_ge_constraint_with_presolve() {
use crate::problem::ConstraintType;
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
let c = vec![0.0, 0.0];
let a = CscMatrix::from_triplets(&[0, 0], &[0, 1], &[1.0, 1.0], 1, 2).unwrap();
let b = vec![1.0];
let bounds = vec![(f64::NEG_INFINITY, f64::INFINITY); 2];
let problem = QpProblem::new(q, c, a, b, bounds, vec![ConstraintType::Ge]).unwrap();
let opts = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result, &problem);
assert_close(result.solution[0], 0.5, EPS, "x[0]");
assert_close(result.solution[1], 0.5, EPS, "x[1]");
}
#[test]
fn test_qp_mixed_ge_with_presolve() {
use crate::problem::ConstraintType;
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
let c = vec![0.0, 0.0];
let a =
CscMatrix::from_triplets(&[0, 0, 1, 1], &[0, 1, 0, 1], &[1.0, 1.0, 1.0, -1.0], 2, 2)
.unwrap();
let b = vec![0.5, 1.0];
let bounds = vec![(f64::NEG_INFINITY, f64::INFINITY); 2];
let problem = QpProblem::new(
q,
c,
a,
b,
bounds,
vec![ConstraintType::Ge, ConstraintType::Le],
)
.unwrap();
let mut opts = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
opts.presolve = false;
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result, &problem);
assert_close(result.solution[0], 0.25, EPS, "x[0]");
assert_close(result.solution[1], 0.25, EPS, "x[1]");
}
#[test]
fn test_qp_mixed_ge_le_presolve_ruiz_regression() {
use crate::problem::ConstraintType;
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
let c = vec![0.0, 0.0];
let a =
CscMatrix::from_triplets(&[0, 0, 1, 1], &[0, 1, 0, 1], &[1.0, 1.0, 1.0, -1.0], 2, 2)
.unwrap();
let b = vec![0.5, 1.0];
let bounds = vec![(f64::NEG_INFINITY, f64::INFINITY); 2];
let problem = QpProblem::new(
q,
c,
a,
b,
bounds,
vec![ConstraintType::Ge, ConstraintType::Le],
)
.unwrap();
let opts = SolverOptions {
timeout_secs: Some(10.0),
..Default::default()
};
let result = solve_qp_with(&problem, &opts);
assert_eq!(result.status, SolveStatus::Optimal, "got {:?}", result.status);
assert_solver_invariants_qp(&result, &problem);
assert_close(result.solution[0], 0.25, EPS, "x[0]");
assert_close(result.solution[1], 0.25, EPS, "x[1]");
let pfeas = {
let x = &result.solution;
let ge_viol = (0.5_f64 - (x[0] + x[1])).max(0.0);
let le_viol = (x[0] - x[1] - 1.0_f64).max(0.0);
ge_viol.max(le_viol)
};
assert!(pfeas < 1e-6, "pfeas={:e}", pfeas);
let opts_no_presolve = SolverOptions {
timeout_secs: Some(10.0),
presolve: false,
..Default::default()
};
let result_no_presolve = solve_qp_with(&problem, &opts_no_presolve);
assert_eq!(result_no_presolve.status, SolveStatus::Optimal);
assert_solver_invariants_qp(&result_no_presolve, &problem);
assert_close(result_no_presolve.solution[0], 0.25, EPS, "no-presolve x[0]");
assert_close(result_no_presolve.solution[1], 0.25, EPS, "no-presolve x[1]");
}
#[test]
fn repro_39_a_fixed_bounds_c0() {
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[1.0_f64, 1.0_f64], 2, 2).unwrap();
let a = CscMatrix::new(0, 2);
let problem = QpProblem::new_all_le(
q, vec![0.0, 0.0], a, vec![],
vec![(2.0_f64, 2.0_f64), (3.0_f64, 3.0_f64)],
).unwrap();
let opts = SolverOptions { timeout_secs: Some(5.0), ..Default::default() };
let r = solve_qp_with(&problem, &opts);
assert_eq!(r.status, SolveStatus::Optimal, "repro_39_a: got {:?}", r.status);
assert_close(r.objective, 6.5, 1e-4, "repro_39_a obj");
assert_close(r.solution[0], 2.0, 1e-4, "repro_39_a x[0]");
assert_close(r.solution[1], 3.0, 1e-4, "repro_39_a x[1]");
}
#[test]
fn repro_39_b_fixed_bounds_c_nonzero() {
let q = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[1.0_f64, 1.0_f64], 2, 2).unwrap();
let a = CscMatrix::new(0, 2);
let problem = QpProblem::new_all_le(
q, vec![1.0, -1.0], a, vec![],
vec![(2.0_f64, 2.0_f64), (3.0_f64, 3.0_f64)],
).unwrap();
let opts = SolverOptions { timeout_secs: Some(5.0), ..Default::default() };
let r = solve_qp_with(&problem, &opts);
assert_eq!(r.status, SolveStatus::Optimal, "repro_39_b: got {:?}", r.status);
assert_close(r.objective, 5.5, 1e-4, "repro_39_b obj");
assert_close(r.solution[0], 2.0, 1e-4, "repro_39_b x[0]");
assert_close(r.solution[1], 3.0, 1e-4, "repro_39_b x[1]");
}
#[test]
fn repro_39_c_all_empty_col_unbounded() {
let q = CscMatrix::new(2, 2); let a = CscMatrix::new(0, 2);
let problem = QpProblem::new_all_le(
q, vec![-1.0, 0.0], a, vec![],
vec![(f64::NEG_INFINITY, f64::INFINITY), (0.0_f64, 1.0_f64)],
).unwrap();
let opts = SolverOptions { timeout_secs: Some(5.0), ..Default::default() };
let r = solve_qp_with(&problem, &opts);
assert_eq!(r.status, SolveStatus::Unbounded, "repro_39_c: got {:?}", r.status);
}