Add sdp test (#30)

* Add sdp test

* Fixes

* Fix

* Debug

* Fix

* Remove debug log

Author: blegat

test/runtests.jl

@@ -2,6 +2,7 @@ using DSDP
 using Test
 
 include("maxcut.jl")
-include("build.jl")
-include("options.jl")
-include("MOI_wrapper.jl")
+include("sdp.jl")
+#include("build.jl")
+#include("options.jl")
+#include("MOI_wrapper.jl")

test/sdp.jl

@@ -0,0 +1,37 @@
+using Test, DSDP
+
+function test_sdp(tol)
+    dsdp = DSDP.Create(1)
+    sdpcone = DSDP.CreateSDPCone(dsdp, 1)
+    DSDP.SDPCone.SetBlockSize(sdpcone, 0, 2)
+    DSDP.SDPCone.SetSparsity(sdpcone, 0, 0)
+    DSDP.SDPCone.SetStorageFormat(sdpcone, 0, UInt8('U'))
+    DSDP.SetY0(dsdp, 1, 0.0)
+    DSDP.SetDualObjective(dsdp, 1, 1.0)
+    DSDP.SDPCone.SetASparseVecMat(sdpcone, 0, 1, 2, 1.0, 0, Int32[2], [0.5], 1)
+    DSDP.SDPCone.SetASparseVecMat(sdpcone, 0, 0, 2, 1.0, 0, Int32[0, 3], [0.5, 0.5], 2)
+    DSDP.Setup(dsdp)
+    DSDP.Solve(dsdp)
+    DSDP.ComputeX(dsdp)
+    @test DSDP.GetIts(dsdp) == 11
+    derr = DSDP.GetFinalErrors(dsdp)
+    @test derr != zeros(Cdouble, 6) # To check that it's not just the allocated vector and we actually got the errors
+    @test derr ≈ zeros(Cdouble, 6) atol = tol
+    
+    # P Infeasible: derr[1]
+    # D Infeasible: derr[3]
+    # Minimal P Eigenvalue: derr[2]
+    # Minimal D Eigenvalue: 0.00, see `DSDP` source in `examples/readsdpa.c`
+    # Relative P - D Objective values: derr[5]
+    # Relative X Dot S: %4.2e: derr[6]
+    
+    @test DSDP.StopReason(dsdp) == 1
+    @test DSDP.GetSolutionType(dsdp) == 1
+    @test DSDP.GetDObjective(dsdp) ≈ 1 rtol = 1e-6
+    @test DSDP.GetPObjective(dsdp) ≈ 1 rtol = 1e-6
+    @test DSDP.SDPCone.GetXArray(sdpcone, 0) ≈ [1, 0, 1, 1] rtol = 1e-6
+    return
+end
+@testset "SDP example" begin
+    test_sdp(1e-6)
+end