|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "code", |
| 5 | + "execution_count": null, |
| 6 | + "metadata": {}, |
| 7 | + "outputs": [], |
| 8 | + "source": [ |
| 9 | + "using SemidefiniteOptInterface\n", |
| 10 | + "const SDOI = SemidefiniteOptInterface\n", |
| 11 | + "\n", |
| 12 | + "using Base.Test\n", |
| 13 | + "\n", |
| 14 | + "using MathOptInterface\n", |
| 15 | + "const MOI = MathOptInterface\n", |
| 16 | + "const MOIT = MOI.Test\n", |
| 17 | + "const MOIB = MOI.Bridges\n", |
| 18 | + "const MOIU = MOI.Utilities" |
| 19 | + ] |
| 20 | + }, |
| 21 | + { |
| 22 | + "cell_type": "markdown", |
| 23 | + "metadata": {}, |
| 24 | + "source": [ |
| 25 | + "We hack the `optimize!` call of CSDP to print the `mock_optimize!` function to be used in the tests for the mock_optimizer.\n", |
| 26 | + "The output still needs to be edited and replaced by the exact solution but this is a good start" |
| 27 | + ] |
| 28 | + }, |
| 29 | + { |
| 30 | + "cell_type": "code", |
| 31 | + "execution_count": null, |
| 32 | + "metadata": { |
| 33 | + "collapsed": true |
| 34 | + }, |
| 35 | + "outputs": [], |
| 36 | + "source": [ |
| 37 | + "const MOIU = MOI.Utilities\n", |
| 38 | + "MOIU.@model SDModelData () (EqualTo, GreaterThan, LessThan) (Zeros, Nonnegatives, Nonpositives, PositiveSemidefiniteConeTriangle) () (SingleVariable,) (ScalarAffineFunction,) (VectorOfVariables,) (VectorAffineFunction,)" |
| 39 | + ] |
| 40 | + }, |
| 41 | + { |
| 42 | + "cell_type": "code", |
| 43 | + "execution_count": null, |
| 44 | + "metadata": {}, |
| 45 | + "outputs": [], |
| 46 | + "source": [ |
| 47 | + "import CSDP\n", |
| 48 | + "optimizer = CSDP.CSDPOptimizer(printlevel=0)\n", |
| 49 | + "\n", |
| 50 | + "cached_optimizer = MOIU.CachingOptimizer(SDModelData{Float64}(), optimizer)\n", |
| 51 | + "bridged_optimizer = MOIB.SplitInterval{Float64}(MOIB.RootDet{Float64}(MOIB.GeoMean{Float64}(MOIB.RSOCtoPSD{Float64}(MOIB.SOCtoPSD{Float64}(cached_optimizer)))))\n", |
| 52 | + "\n", |
| 53 | + "config = MOIT.TestConfig(atol=1e-4, rtol=1e-4)" |
| 54 | + ] |
| 55 | + }, |
| 56 | + { |
| 57 | + "cell_type": "code", |
| 58 | + "execution_count": null, |
| 59 | + "metadata": {}, |
| 60 | + "outputs": [], |
| 61 | + "source": [ |
| 62 | + "function MOI.optimize!(m::SDOI.SOItoMOIBridge)\n", |
| 63 | + " MOI.optimize!(m.sdoptimizer)\n", |
| 64 | + " X = SDOI.getX(m.sdoptimizer)\n", |
| 65 | + " println(\"MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,\")\n", |
| 66 | + " print( \" \")\n", |
| 67 | + " if MOI.get(m, MOI.DualStatus()) == MOI.InfeasibilityCertificate\n", |
| 68 | + " print(\"tuple()\")\n", |
| 69 | + " else\n", |
| 70 | + " if MOI.get(m, MOI.PrimalStatus()) == MOI.InfeasibilityCertificate\n", |
| 71 | + " print(\"(MOI.InfeasibilityCertificate, \")\n", |
| 72 | + " end\n", |
| 73 | + " print( \"[\")\n", |
| 74 | + " for (blk, dim) in enumerate(m.blockdims)\n", |
| 75 | + " if blk > 1\n", |
| 76 | + " print(\", \")\n", |
| 77 | + " end\n", |
| 78 | + " #print(round.(SDOI.block(X, blk), 4))\n", |
| 79 | + " print(SDOI.block(X, blk))\n", |
| 80 | + " end\n", |
| 81 | + " print(\"]\")\n", |
| 82 | + " if MOI.get(m, MOI.PrimalStatus()) == MOI.InfeasibilityCertificate\n", |
| 83 | + " print(\")\")\n", |
| 84 | + " end\n", |
| 85 | + " end\n", |
| 86 | + " if MOI.get(m, MOI.PrimalStatus()) != MOI.InfeasibilityCertificate\n", |
| 87 | + " println(\",\")\n", |
| 88 | + " print( \" \")\n", |
| 89 | + " #print(round.(SDOI.gety(m.sdoptimizer), 4))\n", |
| 90 | + " print(SDOI.gety(m.sdoptimizer))\n", |
| 91 | + " end\n", |
| 92 | + " println(\"))\")\n", |
| 93 | + "end" |
| 94 | + ] |
| 95 | + }, |
| 96 | + { |
| 97 | + "cell_type": "code", |
| 98 | + "execution_count": null, |
| 99 | + "metadata": {}, |
| 100 | + "outputs": [], |
| 101 | + "source": [ |
| 102 | + "mock = SDOI.MockSDOptimizer{Float64}()\n", |
| 103 | + "mock_optimizer = SDOI.SDOIOptimizer(mock, Float64)\n", |
| 104 | + "cached_mock_optimizer = MOIU.CachingOptimizer(SDModelData{Float64}(), mock_optimizer)\n", |
| 105 | + "config = MOIT.TestConfig(atol=1e-4, rtol=1e-4)" |
| 106 | + ] |
| 107 | + }, |
| 108 | + { |
| 109 | + "cell_type": "code", |
| 110 | + "execution_count": null, |
| 111 | + "metadata": {}, |
| 112 | + "outputs": [], |
| 113 | + "source": [ |
| 114 | + "function generate_mock_test(testfun)\n", |
| 115 | + " testfun(bridged_optimizer, config)\n", |
| 116 | + " testcall = replace(string(testfun), \"MathOptInterface.Test\", \"MOIT\")\n", |
| 117 | + " println(\"$testcall(cached_mock_optimizer, config)\")\n", |
| 118 | + "end" |
| 119 | + ] |
| 120 | + }, |
| 121 | + { |
| 122 | + "cell_type": "code", |
| 123 | + "execution_count": null, |
| 124 | + "metadata": {}, |
| 125 | + "outputs": [], |
| 126 | + "source": [ |
| 127 | + "generate_mock_test(MOIT.solve_singlevariable_obj)" |
| 128 | + ] |
| 129 | + }, |
| 130 | + { |
| 131 | + "cell_type": "code", |
| 132 | + "execution_count": null, |
| 133 | + "metadata": {}, |
| 134 | + "outputs": [], |
| 135 | + "source": [ |
| 136 | + "for testfun in map(p -> p.second, sort(collect(MOIT.psdttests), by=p->p.first))\n", |
| 137 | + " generate_mock_test(testfun)\n", |
| 138 | + "end" |
| 139 | + ] |
| 140 | + }, |
| 141 | + { |
| 142 | + "cell_type": "code", |
| 143 | + "execution_count": null, |
| 144 | + "metadata": { |
| 145 | + "collapsed": true |
| 146 | + }, |
| 147 | + "outputs": [], |
| 148 | + "source": [] |
| 149 | + } |
| 150 | + ], |
| 151 | + "metadata": { |
| 152 | + "kernelspec": { |
| 153 | + "display_name": "Julia 0.6.3", |
| 154 | + "language": "julia", |
| 155 | + "name": "julia-0.6" |
| 156 | + }, |
| 157 | + "language_info": { |
| 158 | + "file_extension": ".jl", |
| 159 | + "mimetype": "application/julia", |
| 160 | + "name": "julia", |
| 161 | + "version": "0.6.4" |
| 162 | + } |
| 163 | + }, |
| 164 | + "nbformat": 4, |
| 165 | + "nbformat_minor": 2 |
| 166 | +} |
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