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#include <cmath>
#include "Highs.h"
#include "catch.hpp"
// I use dev_run to switch on/off printing and logging used for
// development of the unit test
const bool dev_run = false;
const double inf = kHighsInf;
TEST_CASE("test-analytic-centre", "[highs_ipm]") {
// std::string model = "greenbea.mps";
// std::string model = "adlittle.mps";
std::string model = "afiro.mps";
std::string filename = std::string(HIGHS_DIR) + "/check/instances/" + model;
Highs highs;
highs.setOptionValue("output_flag", dev_run);
highs.readModel(filename);
HighsLp lp = highs.getLp();
lp.col_cost_.assign(lp.num_col_, 0);
highs.passModel(lp);
highs.setOptionValue("run_centring", true);
highs.setOptionValue("ipm_optimality_tolerance", 1e-2);
HighsStatus run_status = highs.run();
REQUIRE(run_status == HighsStatus::kOk);
}
TEST_CASE("test-analytic-centre-infeasible", "[highs_ipm]") {
Highs highs;
highs.setOptionValue("output_flag", dev_run);
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 1;
lp.col_cost_.assign(lp.num_col_, 0);
lp.col_lower_.assign(lp.num_col_, 0);
lp.col_upper_.assign(lp.num_col_, inf);
lp.row_lower_ = {-inf};
lp.row_upper_ = {-1};
lp.a_matrix_.start_ = {0, 1, 2};
lp.a_matrix_.index_ = {0, 0};
lp.a_matrix_.value_ = {1, 1};
highs.passModel(lp);
highs.setOptionValue("presolve", kHighsOffString);
highs.setOptionValue("run_centring", true);
highs.setOptionValue("ipm_optimality_tolerance", 1e-2);
HighsStatus run_status = highs.run();
REQUIRE(run_status == HighsStatus::kOk);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
}
TEST_CASE("test-analytic-centre-box", "[highs_ipm]") {
Highs highs;
highs.setOptionValue("output_flag", dev_run);
const HighsInt dim = 4;
HighsLp lp;
lp.num_col_ = dim;
lp.col_cost_.assign(dim, 0);
lp.col_lower_.assign(dim, -1);
lp.col_upper_.assign(dim, 1);
highs.passModel(lp);
std::vector<HighsInt> index = {0, 1};
std::vector<double> value = {1, 1};
const double root2 = std::sqrt(2.0);
highs.addRow(-root2, root2, 2, index.data(), value.data());
value[1] = -1;
highs.addRow(-root2, root2, 2, index.data(), value.data());
highs.setOptionValue("run_centring", true);
highs.setOptionValue("presolve", kHighsOffString);
highs.setOptionValue("ipm_optimality_tolerance", 1e-2);
HighsStatus run_status = highs.run();
const HighsSolution& solution = highs.getSolution();
double solution_norm = 0;
for (HighsInt ix = 0; ix < dim; ix++) {
if (dev_run)
printf("Analytic centre solution %d is %g\n", int(ix),
solution.col_value[ix]);
solution_norm += std::fabs(solution.col_value[ix]);
}
REQUIRE(solution_norm < 1e-6);
if (dev_run) printf("Analytic centre solution norm is %g\n", solution_norm);
}
TEST_CASE("test-1966", "[highs_ipm]") {
Highs highs;
highs.setOptionValue("output_flag", dev_run);
const HighsInfo& info = highs.getInfo();
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 2;
lp.col_cost_ = {2, -1};
lp.col_lower_ = {0, 0};
lp.col_upper_ = {kHighsInf, kHighsInf};
lp.row_lower_ = {-kHighsInf, 2};
lp.row_upper_ = {1, kHighsInf};
lp.a_matrix_.start_ = {0, 2, 4};
lp.a_matrix_.index_ = {0, 1, 0, 1};
lp.a_matrix_.value_ = {1, -1, 1, -1};
highs.passModel(lp);
highs.setOptionValue("solver", kIpmString);
highs.setOptionValue("presolve", kHighsOffString);
if (dev_run) printf("\nWith default residual tolerances\n");
highs.run();
if (dev_run) {
highs.writeSolution("", kSolutionStylePretty);
printf("Num primal infeasibilities = %d\n",
int(info.num_primal_infeasibilities));
printf("Max primal infeasibility = %g\n", info.max_primal_infeasibility);
printf("Sum primal infeasibilities = %g\n",
info.sum_primal_infeasibilities);
printf("Num dual infeasibilities = %d\n",
int(info.num_dual_infeasibilities));
printf("Max dual infeasibility = %g\n", info.max_dual_infeasibility);
printf("Sum dual infeasibilities = %g\n", info.sum_dual_infeasibilities);
}
highs.clearSolver();
if (dev_run) printf("\nWith infinite residual tolerances\n");
highs.setOptionValue("primal_residual_tolerance", 1e30);
highs.setOptionValue("dual_residual_tolerance", 1e30);
highs.run();
if (dev_run) {
highs.writeSolution("", kSolutionStylePretty);
printf("Num primal infeasibilities = %d\n",
int(info.num_primal_infeasibilities));
printf("Max primal infeasibility = %g\n", info.max_primal_infeasibility);
printf("Sum primal infeasibilities = %g\n",
info.sum_primal_infeasibilities);
printf("Num dual infeasibilities = %d\n",
int(info.num_dual_infeasibilities));
printf("Max dual infeasibility = %g\n", info.max_dual_infeasibility);
printf("Sum dual infeasibilities = %g\n", info.sum_dual_infeasibilities);
}
}
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