Add tests.

Author: samuelsonric

test/Project.toml

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+[deps]
+FileIO = "5789e2e9-d7fb-5bc7-8068-2c6fae9b9549"
+JLD2 = "033835bb-8acc-5ee8-8aae-3f567f8a3819"
+JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Mosek = "6405355b-0ac2-5fba-af84-adbd65488c0e"
+MosekTools = "1ec41992-ff65-5c91-ac43-2df89e9693a4"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

test/runtests.jl

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+using FileIO
+using LinearAlgebra
+using JuMP
+using Test
+
+import MathOptChordalDecomposition
+import Mosek
+import MosekTools
+
+function construct_model(f, name::String)
+    # load data
+    data = load("../sdplib/$name.jld2");
+    F = data["F"]
+    c = data["c"]
+    m = data["m"]
+    n = data["n"]
+
+    # construct model
+    model = JuMP.Model(f)
+    set_silent(model)
+    @variable(model, x[1:m])
+    @objective(model, Min, c' * x)
+    @constraint(model, con1,  Symmetric(-Matrix(F[1]) + sum(Matrix(F[k + 1]) .* x[k] for k in 1:m)) in JuMP.PSDCone())
+    return model
+end
+
+model = construct_model("mcp124-1") do
+    MathOptChordalDecomposition.Optimizer(Mosek.Optimizer)
+end
+
+JuMP.optimize!(model)
+@test round(MOI.get(model.moi_backend.optimizer.model.inner, MOI.ObjectiveValue()); digits=2) == 141.99
+
+model = construct_model("mcp124-2") do
+    MathOptChordalDecomposition.Optimizer(Mosek.Optimizer)
+end
+
+JuMP.optimize!(model)
+@test round(MOI.get(model.moi_backend.optimizer.model.inner, MOI.ObjectiveValue()); digits=2) == 269.88
+
+model = construct_model("mcp124-3") do
+    MathOptChordalDecomposition.Optimizer(Mosek.Optimizer)
+end
+
+JuMP.optimize!(model)
+@test round(MOI.get(model.moi_backend.optimizer.model.inner, MOI.ObjectiveValue()); digits=2) == 467.75
+
+model = construct_model("mcp124-4") do
+    MathOptChordalDecomposition.Optimizer(Mosek.Optimizer)
+end
+
+JuMP.optimize!(model)
+@test round(MOI.get(model.moi_backend.optimizer.model.inner, MOI.ObjectiveValue()); digits=2) == 864.41