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#include "HCheckConfig.h"
#include "Highs.h"
#include "SpecialLps.h"
#include "catch.hpp"
const bool dev_run = false;
const double double_equal_tolerance = 1e-3;
TEST_CASE("pdlp-distillation-lp", "[pdlp]") {
SpecialLps special_lps;
HighsLp lp;
HighsModelStatus require_model_status;
double optimal_objective;
special_lps.distillationLp(lp, require_model_status, optimal_objective);
Highs highs;
highs.setOptionValue("output_flag", dev_run);
const HighsInfo& info = highs.getInfo();
const HighsOptions& options = highs.getOptions();
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
highs.setOptionValue("solver", kPdlpString);
highs.setOptionValue("presolve", kHighsOffString);
highs.setOptionValue("primal_feasibility_tolerance", 1e-4);
highs.setOptionValue("dual_feasibility_tolerance", 1e-4);
HighsStatus run_status = HighsStatus::kOk;
// First pass uses (HiGHS default) termination for PDLP solver to
// satisfy HiGHS primal/dual feasibility tolerances
bool optimal = true;
for (HighsInt k = 0; k < 2; k++) {
if (k == 1) {
// In second pass use native termination for PDLP solver,
// failing HiGHS optimality test
highs.setOptionValue("pdlp_native_termination", true);
optimal = false;
}
run_status = highs.run();
if (dev_run) highs.writeSolution("", 1);
REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
double_equal_tolerance);
if (optimal) {
REQUIRE(run_status == HighsStatus::kOk);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
} else {
REQUIRE(run_status == HighsStatus::kWarning);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnknown);
}
}
HighsInt pdlp_iteration_count = highs.getInfo().pdlp_iteration_count;
REQUIRE(pdlp_iteration_count > 0);
REQUIRE(pdlp_iteration_count == 160);
// Now run with half the iteration count as the limit to test
// iteration limit termination
highs.setOptionValue("pdlp_iteration_limit", pdlp_iteration_count / 2);
run_status = highs.run();
REQUIRE(run_status == HighsStatus::kWarning);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kIterationLimit);
pdlp_iteration_count = highs.getInfo().pdlp_iteration_count;
REQUIRE(pdlp_iteration_count > 0);
REQUIRE(pdlp_iteration_count == 79);
}
TEST_CASE("pdlp-3d-lp", "[pdlp]") {
SpecialLps special_lps;
HighsLp lp;
HighsModelStatus require_model_status;
double optimal_objective;
special_lps.ThreeDLp(lp, require_model_status, optimal_objective);
Highs highs;
highs.setOptionValue("output_flag", dev_run);
const HighsInfo& info = highs.getInfo();
const HighsOptions& options = highs.getOptions();
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
highs.setOptionValue("solver", kPdlpString);
highs.setOptionValue("presolve", kHighsOffString);
highs.setOptionValue("primal_feasibility_tolerance", 1e-4);
highs.setOptionValue("dual_feasibility_tolerance", 1e-4);
HighsStatus run_status = highs.run();
if (dev_run) highs.writeSolution("", 1);
REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
double_equal_tolerance);
const bool not_optimal = false;
if (not_optimal) {
REQUIRE(run_status == HighsStatus::kWarning);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnknown);
} else {
REQUIRE(run_status == HighsStatus::kOk);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
}
}
TEST_CASE("pdlp-boxed-row-lp", "[pdlp]") {
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 2;
lp.col_cost_ = {-1, -2};
lp.col_lower_ = {0, 0};
lp.col_upper_ = {inf, 6};
lp.row_lower_ = {3, -4};
lp.row_upper_ = {10, 2};
lp.a_matrix_.start_ = {0, 2, 4};
lp.a_matrix_.index_ = {0, 1, 0, 1};
lp.a_matrix_.value_ = {1, 1, 1, -1};
double optimal_objective = -16;
Highs highs;
highs.setOptionValue("output_flag", dev_run);
const HighsInfo& info = highs.getInfo();
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
highs.setOptionValue("solver", kPdlpString);
highs.setOptionValue("presolve", kHighsOffString);
HighsStatus run_status = highs.run();
if (dev_run) highs.writeSolution("", 1);
REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
double_equal_tolerance);
const bool not_optimal = false;
if (not_optimal) {
REQUIRE(run_status == HighsStatus::kWarning);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnknown);
} else {
REQUIRE(run_status == HighsStatus::kOk);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
}
}
TEST_CASE("pdlp-infeasible-lp", "[pdlp]") {
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 1;
lp.col_cost_ = {-1, -2};
lp.col_lower_ = {0, 0};
lp.col_upper_ = {inf, 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 highs;
highs.setOptionValue("output_flag", dev_run);
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
highs.setOptionValue("solver", kPdlpString);
highs.setOptionValue("presolve", kHighsOffString);
REQUIRE(highs.run() == HighsStatus::kOk);
if (dev_run) highs.writeSolution("", 1);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnboundedOrInfeasible);
}
TEST_CASE("pdlp-unbounded-lp", "[pdlp]") {
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 1;
lp.col_cost_ = {-1, -2};
lp.col_lower_ = {0, 0};
lp.col_upper_ = {inf, inf};
lp.row_lower_ = {1};
lp.row_upper_ = {inf};
lp.a_matrix_.start_ = {0, 1, 2};
lp.a_matrix_.index_ = {0, 0};
lp.a_matrix_.value_ = {1, 1};
Highs highs;
highs.setOptionValue("output_flag", dev_run);
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
highs.setOptionValue("solver", kPdlpString);
highs.setOptionValue("presolve", kHighsOffString);
REQUIRE(highs.run() == HighsStatus::kOk);
if (dev_run) highs.writeSolution("", 1);
const bool not_unbounded = false;
if (not_unbounded) {
REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnboundedOrInfeasible);
} else {
REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnbounded);
}
}
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