Improve codecov (#14)

* Improve codecov

* remove unused

* fix tests

* more tests

* format

* fix test

* add feasibility tests

* improve numerical cov

* format

* more numerical

* add stdout test with no print

* fix redirect

* add tests for numerical

* more tests

* add empty model test

* add infeasibility tests

* more tests

* more tests

* add intervals tests

* simplify interval

Author: joaquimg

docs/src/numerical.md

@@ -31,9 +31,10 @@ ModelAnalyzer.Numerical.SmallObjectiveCoefficient
 ModelAnalyzer.Numerical.LargeObjectiveCoefficient
 ModelAnalyzer.Numerical.SmallObjectiveQuadraticCoefficient
 ModelAnalyzer.Numerical.LargeObjectiveQuadraticCoefficient
-ModelAnalyzer.Numerical.NonconvexQuadraticConstraint
 ModelAnalyzer.Numerical.SmallMatrixQuadraticCoefficient
 ModelAnalyzer.Numerical.LargeMatrixQuadraticCoefficient
+ModelAnalyzer.Numerical.NonconvexQuadraticObjective
+ModelAnalyzer.Numerical.NonconvexQuadraticConstraint
 ```
 
 These issues are saved in the data structure that is returned from the `ModelAnalyzer.analyze` function:

src/feasibility.jl

@@ -815,7 +815,8 @@ function _analyze_complementarity!(model, data)
         obj = JuMP.constraint_object(con)
         func = obj.func
         set = obj.set
-        func_val = JuMP.value(x -> data.primal_point[x], func) - _set_value(set)
+        func_val =
+            JuMP.value.(x -> data.primal_point[x], func) - _set_value(set)
         comp_val = MOI.Utilities.set_dot(func_val, data.dual_point[con], set)
         if abs(comp_val) > data.atol
             push!(data.complementarity, ComplemetarityViolation(con, comp_val))
@@ -824,9 +825,14 @@ function _analyze_complementarity!(model, data)
     return
 end
 
-function _set_value(set::MOI.AbstractScalarSet)
-    return 0.0
-end
+# not needed because it would have stoped in dualization before
+# function _set_value(set::MOI.AbstractScalarSet)
+#     return 0.0
+# end
+# function _set_value(set::MOI.Interval)
+#     error("Interval sets are not supported.")
+#     return (set.lower, set.upper)
+# end
 
 function _set_value(set::MOI.AbstractVectorSet)
     return zeros(MOI.dimension(set))
@@ -844,11 +850,6 @@ function _set_value(set::MOI.EqualTo)
     return set.value
 end
 
-function _set_value(set::MOI.Interval)
-    error("Interval sets are not supported.")
-    return (set.lower, set.upper)
-end
-
 function _analyze_objectives!(
     model::JuMP.GenericModel{T},
     dual_model,
@@ -915,13 +916,9 @@ function _analyze_objectives!(
 end
 
 ###
+
+# unsafe as is its checked upstream
 function _last_primal_solution(model::JuMP.GenericModel)
-    if !JuMP.has_values(model)
-        error(
-            "No primal solution is available. You must provide a point at " *
-            "which to check feasibility.",
-        )
-    end
     return Dict(v => JuMP.value(v) for v in JuMP.all_variables(model))
 end
 
@@ -1138,137 +1135,13 @@ function _fix_ret(
     return ret
 end
 
-function _add_with_resize!(vec, val, i)
-    if i > length(vec)
-        resize!(vec, i)
-    end
-    return vec[i] = val
-end
-
-"""
-    dual_feasibility_report(
-        point::Function,
-        model::GenericModel{T};
-        atol::T = zero(T),
-        skip_missing::Bool = false,
-    ) where {T}
-
-A form of `dual_feasibility_report` where a function is passed as the first
-argument instead of a dictionary as the second argument.
-
-## Example
-
-```jldoctest
-julia> model = Model();
-
-julia> @variable(model, 0.5 <= x <= 1, start = 1.3); TODO
-
-julia> dual_feasibility_report(model) do v
-           return dual_start_value(v)
-       end
-Dict{Any, Float64} with 1 entry:
-  x ≤ 1 => 0.3 TODO
-```
-"""
-# probablye remove this method
-function dual_feasibility_report(
-    point::Function,
-    model::JuMP.GenericModel{T};
-    atol::T = zero(T),
-    skip_missing::Bool = false,
-) where {T}
-    if JuMP.num_nonlinear_constraints(model) > 0
-        error(
-            "Nonlinear constraints are not supported. " *
-            "Use `dual_feasibility_report` instead.",
-        )
-    end
-    if !skip_missing
-        constraint_list = JuMP.all_constraints(
-            model;
-            include_variable_in_set_constraints = false,
-        )
-        for c in constraint_list
-            if !haskey(point, c)
-                error(
-                    "point does not contain a dual for constraint $c. Provide " *
-                    "a dual, or pass `skip_missing = true`.",
-                )
-            end
-        end
-    end
-    dual_model = _dualize2(model)
-    map = dual_model.ext[:dualization_primal_dual_map].primal_con_dual_var
-
-    dual_var_primal_con = _reverse_primal_con_dual_var_map(map)
-
-    function dual_point(jump_dual_var::JuMP.GenericVariableRef{T})
-        # v is a variable in the dual jump model
-        # we need the associated cosntraint in the primal jump model
-        moi_dual_var = JuMP.index(jump_dual_var)
-        moi_primal_con, i = dual_var_primal_con[moi_dual_var]
-        jump_primal_con = JuMP.constraint_ref_with_index(model, moi_primal_con)
-        pre_point = point(jump_primal_con)
-        if ismissing(pre_point)
-            if !skip_missing
-                error(
-                    "point does not contain a dual for constraint $jump_primal_con. Provide " *
-                    "a dual, or pass `skip_missing = true`.",
-                )
-            else
-                return missing
-            end
-        end
-        return point(jump_primal_con)[i]
-    end
-
-    dual_con_to_violation = JuMP.primal_feasibility_report(
-        dual_point,
-        dual_model;
-        atol = atol,
-        skip_missing = skip_missing,
-    )
-
-    # some dual model constraints are associated with primal model variables (primal_con_dual_var)
-    # if variable is free
-    primal_var_dual_con =
-        dual_model.ext[:dualization_primal_dual_map].primal_var_dual_con
-    # if variable is bounded
-    primal_convar_dual_con =
-        dual_model.ext[:dualization_primal_dual_map].constrained_var_dual
-    # other dual model constraints (bounds) are associated with primal model constraints (non-bounds)
-    primal_con_dual_con =
-        dual_model.ext[:dualization_primal_dual_map].primal_con_dual_con
-
-    dual_con_primal_all = _build_dual_con_primal_all(
-        primal_var_dual_con,
-        primal_convar_dual_con,
-        primal_con_dual_con,
-    )
-
-    ret = _fix_ret(dual_con_to_violation, model, dual_con_primal_all)
-
-    return ret
-end
-
-function _reverse_primal_con_dual_var_map(primal_con_dual_var)
-    dual_var_primal_con =
-        Dict{MOI.VariableIndex,Tuple{MOI.ConstraintIndex,Int}}()
-    for (moi_con, vec_vars) in primal_con_dual_var
-        for (i, moi_var) in enumerate(vec_vars)
-            dual_var_primal_con[moi_var] = (moi_con, i)
-        end
-    end
-    return dual_var_primal_con
-end
-
 function _dualize2(
     model::JuMP.GenericModel,
     optimizer_constructor = nothing;
     kwargs...,
 )
     mode = JuMP.mode(model)
-    if mode != JuMP.AUTOMATIC
+    if mode == JuMP.MANUAL
         error("Dualization does not support solvers in $(mode) mode")
     end
     dual_model = JuMP.Model()

src/infeasibility.jl

@@ -261,7 +261,9 @@ function ModelAnalyzer.analyze(
     end
     iis = iis_elastic_filter(model, optimizer)
     # for now, only one iis is computed
-    push!(out.iis, IrreducibleInfeasibleSubset(iis))
+    if iis !== nothing
+        push!(out.iis, IrreducibleInfeasibleSubset(iis))
+    end
 
     return out
 end
@@ -278,7 +280,7 @@ function iis_elastic_filter(original_model::JuMP.GenericModel, optimizer)
         println(
             "iis resolver cannot continue because model is found to be $(status) by the solver",
         )
-        return
+        return nothing
     end
 
     model, reference_map = JuMP.copy_model(original_model)
@@ -315,19 +317,20 @@ function iis_elastic_filter(original_model::JuMP.GenericModel, optimizer)
                 var = collect(keys(func.terms))
                 coef1 = func.terms[var[1]]
                 coef2 = func.terms[var[2]]
-                if JuMP.value(var1) > tolerance && JuMP.value(var2) > tolerance
+                if JuMP.value(var[1]) > tolerance &&
+                   JuMP.value(var[2]) > tolerance
                     error("IIS failed due numerical instability")
                 elseif JuMP.value(var[1]) > tolerance
                     has_lower = JuMP.has_lower_bound(var[1])
                     JuMP.fix(var[1], 0.0; force = true)
-                    # or delete(model, var1)
+                    # or delete(model, var[1])
                     delete!(constraint_to_affine, con)
                     constraint_to_affine[con] = coef2 * var[2]
                     push!(de_elastisized, (con, var[1], has_lower))
                 elseif JuMP.value(var[2]) > tolerance
                     has_lower = JuMP.has_lower_bound(var[2])
                     JuMP.fix(var[2], 0.0; force = true)
-                    # or delete(model, var2)
+                    # or delete(model, var[2])
                     delete!(constraint_to_affine, con)
                     constraint_to_affine[con] = coef1 * var[1]
                     push!(de_elastisized, (con, var[2], has_lower))
@@ -570,7 +573,7 @@ function ModelAnalyzer._summarize(
 end
 
 function ModelAnalyzer._summarize(io::IO, issue::IrreducibleInfeasibleSubset)
-    return print(io, "IIS: ", join(map(issue.constraint, _name), ", "))
+    return print(io, "IIS: ", join(map(_name, issue.constraint), ", "))
 end
 
 function ModelAnalyzer._verbose_summarize(
@@ -629,7 +632,7 @@ function ModelAnalyzer._verbose_summarize(
     return print(
         io,
         "Irreducible Infeasible Subset: ",
-        join(map(issue.constraint, _name), ", "),
+        join(map(_name, issue.constraint), ", "),
     )
 end
 

src/intervals.jl

@@ -66,28 +66,31 @@ function Base.iszero(a::Interval)
     return iszero(a.hi) && iszero(a.lo)
 end
 
-Base.:+(a::Interval) = a
-Base.:-(a::Interval) = Interval(-a.hi, -a.lo)
+# this code is only used for interval += scalar_coef * interval
+# so only bivariate + and * are needes
 
-function Base.:+(a::Interval{T}, b::T) where {T<:Real}
-    return Interval(a.lo + b, a.hi + b)
-end
-Base.:+(b::T, a::Interval{T}) where {T<:Real} = a + b
+# Base.:+(a::Interval) = a
+# Base.:-(a::Interval) = Interval(-a.hi, -a.lo)
 
-function Base.:-(a::Interval{T}, b::T) where {T<:Real}
-    return Interval(a.lo - b, a.hi - b)
-end
-function Base.:-(b::T, a::Interval{T}) where {T<:Real}
-    return Interval(b - a.hi, b - a.lo)
-end
+# function Base.:+(a::Interval{T}, b::T) where {T<:Real}
+#     return Interval(a.lo + b, a.hi + b)
+# end
+# Base.:+(b::T, a::Interval{T}) where {T<:Real} = a + b
+
+# function Base.:-(a::Interval{T}, b::T) where {T<:Real}
+#     return Interval(a.lo - b, a.hi - b)
+# end
+# function Base.:-(b::T, a::Interval{T}) where {T<:Real}
+#     return Interval(b - a.hi, b - a.lo)
+# end
 
 function Base.:+(a::Interval{T}, b::Interval{T}) where {T<:Real}
     return Interval(a.lo + b.lo, a.hi + b.hi)
 end
 
-function Base.:-(a::Interval{T}, b::Interval{T}) where {T<:Real}
-    return Interval(a.lo - b.hi, a.hi - b.lo)
-end
+# function Base.:-(a::Interval{T}, b::Interval{T}) where {T<:Real}
+#     return Interval(a.lo - b.hi, a.hi - b.lo)
+# end
 
 ## Multiplication
 function Base.:*(x::T, a::Interval{T}) where {T<:Real}
@@ -99,6 +102,6 @@ function Base.:*(x::T, a::Interval{T}) where {T<:Real}
     end
 end
 
-Base.:*(a::Interval{T}, x::T) where {T<:Real} = x * a
+# Base.:*(a::Interval{T}, x::T) where {T<:Real} = x * a
 
 Base.convert(::Type{Interval{T}}, x::T) where {T<:Real} = Interval(x, x)