add tests for augmented lagrangian

Author: MaxenceGollier

Project.toml

@@ -18,6 +18,7 @@ SolverCore = "ff4d7338-4cf1-434d-91df-b86cb86fb843"
 Arpack = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"
 
 [compat]
+CUTEst = "1.3.4"
 LinearOperators = "2.10.0"
 NLPModels = "0.19, 0.20, 0.21"
 NLPModelsModifiers = "0.7"
@@ -30,10 +31,11 @@ Arpack = "0.5"
 julia = "^1.6.0"
 
 [extras]
+CUTEst = "1b53aba6-35b6-5f92-a507-53c67d53f819"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 TestSetExtensions = "98d24dd4-01ad-11ea-1b02-c9a08f80db04"
 
 [targets]
-test = ["Random", "RegularizedProblems", "Test", "TestSetExtensions"]
+test = ["CUTEst", "Random", "RegularizedProblems", "Test", "TestSetExtensions"]

test/runtests.jl

@@ -1,7 +1,7 @@
 using LinearAlgebra: length
 using LinearAlgebra, Random, Test
 using ProximalOperators
-using NLPModels, NLPModelsModifiers, RegularizedProblems, RegularizedOptimization, SolverCore
+using CUTEst, NLPModels, NLPModelsModifiers, RegularizedProblems, RegularizedOptimization, SolverCore
 
 const global compound = 1
 const global nz = 10 * compound
@@ -10,6 +10,8 @@ const global bpdn, bpdn_nls, sol = bpdn_model(compound)
 const global bpdn2, bpdn_nls2, sol2 = bpdn_model(compound, bounds = true)
 const global λ = norm(grad(bpdn, zeros(bpdn.meta.nvar)), Inf) / 10
 
+include("test_AL.jl")
+
 for (mod, mod_name) ∈ ((x -> x, "exact"), (LSR1Model, "lsr1"), (LBFGSModel, "lbfgs"))
   for (h, h_name) ∈ ((NormL0(λ), "l0"), (NormL1(λ), "l1"), (IndBallL0(10 * compound), "B0"))
     for solver_sym ∈ (:R2, :TR)

test/test_allocs.jl

@@ -57,5 +57,12 @@ end
         @test stats.status == :first_order
       end
     end
+    @testset "Augmented Lagrangian" begin
+      reg_nlp = RegularizedNLPModel(CUTEstModel("HS8"), h)
+      solver = ALSolver(reg_nlp)
+      stats = RegularizedExecutionStats(reg_nlp)
+      @test @wrappedallocs(solve!(solver, reg_nlp, stats, atol = 1e-3)) == 0
+      @test stats.status == :first_order
+    end
   end
 end