apply test solver function for R2N

Author: MaxenceGollier

test/runtests.jl

@@ -22,6 +22,7 @@ const global λ = norm(grad(bpdn, zeros(bpdn.meta.nvar)), Inf) / 10
 include("utils.jl")
 include("test-solver.jl")
 
+include("test-R2N.jl")
 include("test_AL.jl")
 
 for (mod, mod_name) ∈ ((x -> x, "exact"), (LSR1Model, "lsr1"), (LBFGSModel, "lbfgs"))

test/test-R2N.jl

@@ -0,0 +1,74 @@
+@testset "R2N" begin
+    # BASIC TESTS
+    # Test basic NLP with 2-norm
+    @testset "BASIC" begin
+        rosenbrock_nlp = construct_rosenbrock_nlp()
+        rosenbrock_reg_nlp = RegularizedNLPModel(rosenbrock_nlp, NormL2(0.01))
+
+        # Test first order status
+        first_order_kwargs = (atol = 1e-6, rtol = 1e-6)
+        test_solver(rosenbrock_reg_nlp, 
+                    "R2N", 
+                    expected_status = :first_order,
+                    solver_kwargs=first_order_kwargs)
+        solver, stats = R2NSolver(rosenbrock_reg_nlp), RegularizedExecutionStats(rosenbrock_reg_nlp)
+
+        # Test max time status
+        max_time_kwargs = (x0 = [π, -π], atol = 1e-16, rtol = 1e-16, max_time = 1e-12)
+        test_solver(rosenbrock_reg_nlp, 
+                    "R2N", 
+                    expected_status = :max_time,
+                    solver_kwargs=max_time_kwargs)
+
+        # Test max iter status
+        max_iter_kwargs = (x0 = [π, -π], atol = 1e-16, rtol = 1e-16, max_iter = 1)
+        test_solver(rosenbrock_reg_nlp, 
+                    "R2N", 
+                    expected_status = :max_iter,
+                    solver_kwargs=max_iter_kwargs)
+        
+        # Test max eval status
+        max_eval_kwargs = (x0 = [π, -π], atol = 1e-16, rtol = 1e-16, max_eval = 1)
+        test_solver(rosenbrock_reg_nlp, 
+                    "R2N", 
+                    expected_status = :max_eval,
+                    solver_kwargs=max_eval_kwargs)
+        
+    end
+    # BPDN TESTS
+
+    # Test bpdn with L-BFGS and 1-norm
+    @testset "BPDN" begin
+        bpdn_kwargs = (x0 = zeros(bpdn.meta.nvar),σk = 1.0, β = 1e16, atol = 1e-6, rtol = 1e-6)
+        reg_nlp = RegularizedNLPModel(LBFGSModel(bpdn), NormL1(λ))
+        test_solver(reg_nlp, 
+                    "R2N", 
+                    expected_status = :first_order,
+                    solver_kwargs=bpdn_kwargs)
+        solver, stats = R2NSolver(reg_nlp), RegularizedExecutionStats(reg_nlp)
+        @test @wrappedallocs(solve!(solver, reg_nlp, stats, σk = 1.0, β = 1e16, atol = 1e-6, rtol = 1e-6)) == 0
+
+        #test_solver(reg_nlp,  # FIXME
+        #            "R2N", 
+        #            expected_status = :first_order,
+        #            solver_kwargs=bpdn_kwargs,
+        #            solver_constructor_kwargs=(subsolver=R2DHSolver,))
+
+        # Test bpdn with L-SR1 and 0-norm
+        reg_nlp = RegularizedNLPModel(LSR1Model(bpdn), NormL0(λ))
+        test_solver(reg_nlp,
+                    "R2N", 
+                    expected_status = :first_order,
+                    solver_kwargs=bpdn_kwargs)
+        solver, stats = R2NSolver(reg_nlp), RegularizedExecutionStats(reg_nlp)
+        @test @wrappedallocs(solve!(solver, reg_nlp, stats, σk = 1.0, β = 1e16, atol = 1e-6, rtol = 1e-6)) == 0
+
+        test_solver(reg_nlp,
+                    "R2N", 
+                    expected_status = :first_order,
+                    solver_kwargs=bpdn_kwargs,
+                    solver_constructor_kwargs=(subsolver=R2DHSolver,))
+        solver, stats = R2NSolver(reg_nlp, subsolver = R2DHSolver), RegularizedExecutionStats(reg_nlp)
+        @test @wrappedallocs(solve!(solver, reg_nlp, stats, σk = 1.0, β = 1e16, atol = 1e-6, rtol = 1e-6)) == 0
+    end
+end