1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
|
import unittest
class TestGLPK(unittest.TestCase):
def setUp(self):
try:
from cvxopt import glpk, matrix
c = matrix([-4., -5.])
G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]])
h = matrix([3., 3., 0., 0.])
A = matrix([1.0,1.0],(1,2))
b = matrix(1.0)
self._prob_data = (c,G,h,A,b)
except:
self.skipTest("GLPK not available")
def test_lp(self):
from cvxopt import solvers, glpk
c,G,h,A,b = self._prob_data
sol1 = solvers.lp(c,G,h)
self.assertTrue(sol1['status']=='optimal')
sol2 = solvers.lp(c,G,h,A,b)
self.assertTrue(sol2['status']=='optimal')
sol3 = solvers.lp(c,G,h,solver='glpk')
self.assertTrue(sol3['status']=='optimal')
sol4 = solvers.lp(c,G,h,A,b,solver='glpk')
self.assertTrue(sol4['status']=='optimal')
sol5 = glpk.lp(c,G,h)
self.assertTrue(sol5[0]=='optimal')
sol6 = glpk.lp(c,G,h,A,b)
self.assertTrue(sol6[0]=='optimal')
sol7 = glpk.lp(c,G,h,None,None)
self.assertTrue(sol7[0]=='optimal')
def test_ilp(self):
from cvxopt import glpk, matrix
c,G,h,A,b = self._prob_data
sol1 = glpk.ilp(c, G, h, A, b, set([0]), set())
self.assertTrue(sol1[0]=='optimal')
sol2 = glpk.ilp(c, G, h, A, b, set([0]), set())
self.assertTrue(sol2[0]=='optimal')
sol3 = glpk.ilp(c, G, h, None, None, set([0, 1]), set())
self.assertTrue(sol3[0]=='optimal')
sol4 = glpk.ilp(c, G, h, None, None, set(), set([1]))
self.assertTrue(sol4[0]=='optimal')
sol5 = glpk.ilp(c, G, h, A, matrix(-1.0), set(), set([0,1]))
self.assertTrue(sol5[0]=='LP relaxation is primal infeasible')
def test_options(self):
from cvxopt import glpk, solvers
c,G,h,A,b = self._prob_data
glpk.options = {'msg_lev' : 'GLP_MSG_OFF'}
sol1 = glpk.lp(c,G,h)
self.assertTrue(sol1[0]=='optimal')
sol2 = glpk.lp(c,G,h,A,b)
self.assertTrue(sol2[0]=='optimal')
sol3 = glpk.lp(c,G,h,options={'msg_lev' : 'GLP_MSG_ON'})
self.assertTrue(sol3[0]=='optimal')
sol4 = glpk.lp(c,G,h,A,b,options={'msg_lev' : 'GLP_MSG_ERR'})
self.assertTrue(sol4[0]=='optimal')
sol5 = solvers.lp(c,G,h,solver='glpk',options={'glpk':{'msg_lev' : 'GLP_MSG_ON'}})
self.assertTrue(sol5['status']=='optimal')
sol1 = glpk.ilp(c,G,h,None,None,set(),set([0,1]))
self.assertTrue(sol1[0]=='optimal')
sol2 = glpk.ilp(c,G,h,A,b,set([0,1]),set())
self.assertTrue(sol2[0]=='optimal')
sol3 = glpk.ilp(c,G,h,None,None,set(),set([0,1]),options={'msg_lev' : 'GLP_MSG_ALL'})
self.assertTrue(sol3[0]=='optimal')
sol4 = glpk.ilp(c,G,h,A,b,set(),set([0]),options={'msg_lev' : 'GLP_MSG_ALL'})
self.assertTrue(sol4[0]=='optimal')
solvers.options['glpk'] = {'msg_lev' : 'GLP_MSG_ON'}
sol5 = solvers.lp(c,G,h,solver='glpk')
self.assertTrue(sol5['status']=='optimal')
if __name__ == '__main__':
unittest.main()
|
