250909.013857.CST matlab profiling: implement test_feasibility_problems

Author: zaikunzhang

.github/workflows/profile_all.yml

@@ -33,6 +33,7 @@ jobs:
         use_system_libgcc: [true]  # Whether to use the system libgcc or the one shipped with MATLAB.
         with_optim_toolbox: [yes, no]
         ctol_indicator: [0, 1, 2]
+        test_feasibility_problems: [true, false]
         exclude:
           - solver: cobylan
             with_optim_toolbox: yes
@@ -54,6 +55,13 @@ jobs:
             ctol_indicator: 1
           - solver: bobyqa
             ctol_indicator: 2
+          - solver: uobyqa
+            test_feasibility_problems: true
+          - solver: newuoa
+            test_feasibility_problems: true
+          - solver: bobyqa
+            test_feasibility_problems: true
+
 
     steps:
       - name: Get the solver name
@@ -202,6 +210,7 @@ jobs:
             options = struct();
             options.nr = 4;  % 4 random runs for each problem
             options.ctol_multiple = 10^(2*str2num('${{ matrix.ctol_indicator }}'));
+            options.test_feasibility_problems = ${{ matrix.test_feasibility_problems }};
 
             if strcmp('${{ matrix.solver }}', 'cobylal')
                 %options.nr = 3;

.github/workflows/profile_all_sq.yml

@@ -34,7 +34,7 @@ jobs:
         use_system_libgcc: [true]  # Whether to use the system libgcc or the one shipped with MATLAB.
         precision: [single, quadruple]
         ctol_indicator: [0, 1, 2]
-
+        test_feasibility_problems: [true, false]
         exclude:
           - solver: uobyqa
             ctol_indicator: 1
@@ -51,6 +51,13 @@ jobs:
           - solver: uobyqa  # See https://github.com/libprima/prima/issues/98
             competitor: classical
             precision: single
+          - solver: uobyqa
+            test_feasibility_problems: true
+          - solver: newuoa
+            test_feasibility_problems: true
+          - solver: bobyqa
+            test_feasibility_problems: true
+
 
     steps:
       - name: Get the solver name
@@ -202,6 +209,7 @@ jobs:
             options.nr = 1;
             options.precision = '${{ matrix.precision }}';
             options.ctol_multiple = 10^(2*str2num('${{ matrix.ctol_indicator }}'));
+            options.test_feasibility_problems = ${{ matrix.test_feasibility_problems }};
 
             try
               if strcmp('${{ matrix.solver }}', 'cobylal')

.github/workflows/profile_cobyla_small.yml

@@ -34,6 +34,7 @@ jobs:
         use_system_libgcc: [true]  # Whether to use the system libgcc or the one shipped with MATLAB.
         with_optim_toolbox: [yes, no]
         ctol_indicator: [0, 1, 2]
+        test_feasibility_problems: [true, false]
         exclude:
           - solver: cobylan
             with_optim_toolbox: yes
@@ -187,6 +188,7 @@ jobs:
             options = struct();
             options.nr = 3;
             options.ctol_multiple = 10^(2*str2num('${{ matrix.ctol_indicator }}'));
+            options.test_feasibility_problems = ${{ matrix.test_feasibility_problems }};
 
             if strcmp('${{ matrix.solver }}', 'cobylal')
                 prof('cobyla', '${{ matrix.dim }}', 'l', '${{ matrix.competitor }}', options);

.github/workflows/profile_cobyla_small_sq.yml

@@ -34,6 +34,7 @@ jobs:
         competitor: [classical, archiva, norma]
         use_system_libgcc: [true]  # Whether to use the system libgcc or the one shipped with MATLAB.
         ctol_indicator: [0, 1, 2]
+        test_feasibility_problems: [true, false]
 
     steps:
 
@@ -178,6 +179,7 @@ jobs:
             options.nr = 1;
             options.precision = '${{ matrix.precision }}';
             options.ctol_multiple = 10^(2*str2num('${{ matrix.ctol_indicator }}'));
+            options.test_feasibility_problems = ${{ matrix.test_feasibility_problems }};
 
             if strcmp('${{ matrix.solver }}', 'cobylal')
                 prof('cobyla', '${{ matrix.dim }}', 'l', '${{ matrix.competitor }}', options);

.github/workflows/profile_lincoa_small.yml

@@ -34,6 +34,7 @@ jobs:
         use_system_libgcc: [true]  # Whether to use the system libgcc or the one shipped with MATLAB.
         with_optim_toolbox: [yes, no]
         ctol_indicator: [0, 1, 2]
+        test_feasibility_problems: [true, false]
 
     steps:
 
@@ -181,6 +182,7 @@ jobs:
             options = struct();
             options.nr = 3;
             options.ctol_multiple = 10^(2*str2num('${{ matrix.ctol_indicator }}'));
+            options.test_feasibility_problems = ${{ matrix.test_feasibility_problems }};
 
             prof('${{ matrix.solver }}', '${{ matrix.dim }}', '${{ matrix.competitor }}', options);
 

.github/workflows/profile_lincoa_small_sq.yml

@@ -34,6 +34,7 @@ jobs:
         competitor: [classical, archiva, norma]
         use_system_libgcc: [true]  # Whether to use the system libgcc or the one shipped with MATLAB.
         ctol_indicator: [0, 1, 2]
+        test_feasibility_problems: [true, false]
 
     steps:
 
@@ -175,6 +176,7 @@ jobs:
             options.nr = 1;
             options.precision = '${{ matrix.precision }}';
             options.ctol_multiple = 10^(2*str2num('${{ matrix.ctol_indicator }}'));
+            options.test_feasibility_problems = ${{ matrix.test_feasibility_problems }};
 
             try
               prof('${{ matrix.solver }}', '${{ matrix.dim }}', '${{ matrix.competitor }}', 'l', options);

matlab/tests/private/testcu.m

@@ -69,8 +69,9 @@
 minip = 1;
 maxip = 2^32 - 1;
 strict = 2;
-
 verbose = false;
+% Zaikun 20250908: It turns out that CUTEst contains many feasibility problems. We do not test them by default.
+test_feasibility_problems = false;
 
 % Directories for recording the starting/ending of problems (tic/toc are unavailable in parfor).
 stamp = options.stamp;
@@ -96,7 +97,7 @@
 % Set options
 options = setopt(options, precision, rhobeg, rhoend, npt, maxfun_dim, maxfun, maxit, ftarget, perm, randomizex0, ...
     eval_options, nr, ctol, ctol_multiple, cpenalty, type, mindim, maxdim, mincon, maxcon, ...
-    sequential, debug, chkfunval, output_xhist, output_nlchist, thorough_test, minip, maxip, strict, verbose);
+    sequential, debug, chkfunval, output_xhist, output_nlchist, thorough_test, minip, maxip, strict, verbose, test_feasibility_problems);
 
 assert(options.maxdim <= maxn);
 
@@ -114,6 +115,13 @@
     requirements.maxcon = options.maxcon;
     requirements.type = options.type;
 
+    if ~options.test_feasibility_problems
+        % If requirements does not contain `is_feasibility`, then we test all problems, including feasibility problems.
+        % If requirements.is_feasibility = false, then we test only the problems that are not feasibility problems.
+        % If requirements.is_feasibility = true, then we test only feasibility problems.
+        requirements.is_feasibility = false;
+    end
+
     if isfield(options, 'blacklist')
         requirements.blacklist = options.blacklist;
     else
@@ -555,7 +563,7 @@
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 function options = setopt(options, precision, rhobeg, rhoend, npt, maxfun_dim, maxfun, maxit, ftarget, perm, ...
         randomizex0, eval_options, nr, ctol, ctol_multiple, cpenalty, type, mindim, maxdim, mincon, maxcon, ...
-        sequential, debug, chkfunval, output_xhist, output_nlchist, thorough_test, minip, maxip, strict, verbose) % Set options
+        sequential, debug, chkfunval, output_xhist, output_nlchist, thorough_test, minip, maxip, strict, verbose, test_feasibility_problems) % Set options
 
 if (~isfield(options, 'precision'))
     options.precision = precision;
@@ -651,6 +659,9 @@
 if (~isfield(options, 'verbose'))
     options.verbose = verbose;
 end
+if (~isfield(options, 'test_feasibility_problems'))
+    options.test_feasibility_problems = test_feasibility_problems;
+end
 
 % Set eval_options
 have_eval_options = isfield(options, 'eval_options') && isstruct(options.eval_options) && ~isempty(fieldnames(options.eval_options));