From f131da703ba4022f83c21fae229bf3bac1537cba Mon Sep 17 00:00:00 2001
From: goulart-paul <paul.goulart@eng.ox.ac.uk>
Date: Tue, 7 Jan 2025 13:00:01 +0000
Subject: [PATCH] pytest for basic qp/sdp
---
python/clarabel/tests/test_basic_qp.py | 86 +++++++++++++++++++++++++
python/clarabel/tests/test_basic_sdp.py | 81 +++++++++++++++++++++++
tests/basic_sdp.rs | 43 ++++++-------
3 files changed, 185 insertions(+), 25 deletions(-)
create mode 100644 python/clarabel/tests/test_basic_qp.py
create mode 100644 python/clarabel/tests/test_basic_sdp.py
diff --git a/python/clarabel/tests/test_basic_qp.py b/python/clarabel/tests/test_basic_qp.py
new file mode 100644
index 00000000..daccc3b5
--- /dev/null
+++ b/python/clarabel/tests/test_basic_qp.py
@@ -0,0 +1,86 @@
+import clarabel
+import pytest
+import numpy as np
+from scipy import sparse
+
+
+@pytest.fixture
+def basic_qp_data():
+
+ P = sparse.csc_matrix([[4., 1.], [1., 2.]])
+ P = sparse.triu(P).tocsc()
+
+ A = sparse.csc_matrix(
+ [[-1., -1.],
+ [-1., 0.],
+ [0., -1.],
+ [1., 1.],
+ [1., 0.],
+ [0., 1.]])
+
+ q = np.array([1., 1.])
+ b = np.array([-1., 0., 0., 1., 0.7, 0.7])
+
+ cones = [clarabel.NonnegativeConeT(3), clarabel.NonnegativeConeT(3)]
+ settings = clarabel.DefaultSettings()
+ return P, q, A, b, cones, settings
+
+
+@pytest.fixture
+def basic_qp_data_dual_inf():
+
+ P = sparse.csc_matrix([[1., 1.], [1., 1.]])
+ P = sparse.triu(P).tocsc()
+
+ A = sparse.csc_matrix(
+ [[1., 1.],
+ [1., 0.]])
+
+ q = np.array([1., -1.])
+ b = np.array([1., 1.])
+
+ cones = [clarabel.NonnegativeConeT(2)]
+ settings = clarabel.DefaultSettings()
+ return P, q, A, b, cones, settings
+
+
+def test_qp_feasible(basic_qp_data):
+
+ P, q, A, b, cones, settings = basic_qp_data
+
+ solver = clarabel.DefaultSolver(P, q, A, b, cones, settings)
+ solution = solver.solve()
+
+ refsol = np.array([0.3, 0.7])
+ refobj = 1.8800000298331538
+
+ assert solution.status == clarabel.SolverStatus.Solved
+ assert np.allclose(solution.x, refsol)
+ assert np.allclose(solution.obj_val, refobj)
+ assert np.allclose(solution.obj_val_dual, refobj)
+
+
+def test_qp_primal_infeasible(basic_qp_data):
+
+ P, q, A, b, cones, settings = basic_qp_data
+ b[0] = -1.
+ b[3] = -1.
+
+ solver = clarabel.DefaultSolver(P, q, A, b, cones, settings)
+ solution = solver.solve()
+
+ assert solution.status == clarabel.SolverStatus.PrimalInfeasible
+ assert np.isnan(solution.obj_val)
+ assert np.isnan(solution.obj_val_dual)
+
+
+def test_qp_dual_infeasible(basic_qp_data_dual_inf):
+
+ P, q, A, b, cones, settings = basic_qp_data_dual_inf
+
+ solver = clarabel.DefaultSolver(P, q, A, b, cones, settings)
+ solution = solver.solve()
+
+ assert solution.status == clarabel.SolverStatus.DualInfeasible
+ assert np.isnan(solution.obj_val)
+ assert np.isnan(solution.obj_val_dual)
diff --git a/python/clarabel/tests/test_basic_sdp.py b/python/clarabel/tests/test_basic_sdp.py
new file mode 100644
index 00000000..74308c69
--- /dev/null
+++ b/python/clarabel/tests/test_basic_sdp.py
@@ -0,0 +1,81 @@
+import clarabel
+import pytest
+import numpy as np
+from scipy import sparse
+from scipy.sparse import vstack
+
+
+@pytest.fixture
+def basic_sdp_data():
+
+ P = sparse.eye(6).tocsc()
+ A = sparse.eye(6).tocsc()
+
+ q = np.zeros(6)
+ b = np.array([-3., 1., 4., 1., 2., 5.])
+
+ cones = [clarabel.PSDTriangleConeT(3)]
+ settings = clarabel.DefaultSettings()
+ return P, q, A, b, cones, settings
+
+
+@pytest.fixture
+def basic_sdp_solution():
+
+ refsol = np.array([
+ -3.0729833267361095,
+ 0.3696004167288786,
+ -0.022226685581313674,
+ 0.31441213129613066,
+ -0.026739700851545107,
+ -0.016084530571308823,
+ ])
+ refobj = 4.840076866013861
+
+ return refsol, refobj
+
+
+def test_sdp_feasible(basic_sdp_data, basic_sdp_solution):
+
+ P, q, A, b, cones, settings = basic_sdp_data
+ refsol, refobj = basic_sdp_solution
+
+ solver = clarabel.DefaultSolver(P, q, A, b, cones, settings)
+ solution = solver.solve()
+
+ assert solution.status == clarabel.SolverStatus.Solved
+ assert np.allclose(solution.x, refsol)
+ assert np.allclose(solution.obj_val, refobj)
+ assert np.allclose(solution.obj_val_dual, refobj)
+
+
+def test_sdp_empty_cone(basic_sdp_data, basic_sdp_solution):
+
+ P, q, A, b, cones, settings = basic_sdp_data
+ refsol, refobj = basic_sdp_solution
+
+ cones = np.append(cones, clarabel.PSDTriangleConeT(0))
+
+ solver = clarabel.DefaultSolver(P, q, A, b, cones, settings)
+ solution = solver.solve()
+
+ assert solution.status == clarabel.SolverStatus.Solved
+ assert np.allclose(solution.x, refsol)
+ assert np.allclose(solution.obj_val, refobj)
+ assert np.allclose(solution.obj_val_dual, refobj)
+
+
+def test_sdp_primal_infeasible(basic_sdp_data):
+
+ P, q, A, b, cones, settings = basic_sdp_data
+
+ A = vstack((A, -A))
+ b = np.pad(b, (0, len(b)))
+ cones = np.concatenate((cones, cones))
+
+ solver = clarabel.DefaultSolver(P, q, A, b, cones, settings)
+ solution = solver.solve()
+
+ assert solution.status == clarabel.SolverStatus.PrimalInfeasible
+ assert np.isnan(solution.obj_val)
+ assert np.isnan(solution.obj_val_dual)
diff --git a/tests/basic_sdp.rs b/tests/basic_sdp.rs
index 815ce3ab..683ce77a 100644
--- a/tests/basic_sdp.rs
+++ b/tests/basic_sdp.rs
@@ -26,9 +26,24 @@ fn basic_sdp_data() -> (
(P, c, A, b, cones)
}
+fn basic_sdp_solution() -> (Vec<f64>, f64) {
+ let refsol = vec![
+ -3.0729833267361095,
+ 0.3696004167288786,
+ -0.022226685581313674,
+ 0.31441213129613066,
+ -0.026739700851545107,
+ -0.016084530571308823,
+ ];
+ let refobj = 4.840076866013861;
+
+ (refsol, refobj)
+}
+
#[test]
fn test_sdp_feasible() {
let (P, c, A, b, cones) = basic_sdp_data();
+ let (refsol, refobj) = basic_sdp_solution();
let settings = DefaultSettings::default();
@@ -37,25 +52,15 @@ fn test_sdp_feasible() {
solver.solve();
assert_eq!(solver.solution.status, SolverStatus::Solved);
-
- let refsol = vec![
- -3.0729833267361095,
- 0.3696004167288786,
- -0.022226685581313674,
- 0.31441213129613066,
- -0.026739700851545107,
- -0.016084530571308823,
- ];
-
assert!(solver.solution.x.dist(&refsol) <= 1e-6);
-
- let refobj = 4.840076866013861;
assert!(f64::abs(solver.info.cost_primal - refobj) <= 1e-6);
}
#[test]
-fn empty_sdp_cone() {
+fn test_sdp_empty_cone() {
let (P, c, A, b, mut cones) = basic_sdp_data();
+ let (refsol, refobj) = basic_sdp_solution();
+
cones.append(&mut vec![PSDTriangleConeT(0)]);
let settings = DefaultSettings::default();
@@ -65,19 +70,7 @@ fn empty_sdp_cone() {
solver.solve();
assert_eq!(solver.solution.status, SolverStatus::Solved);
-
- let refsol = vec![
- -3.0729833267361095,
- 0.3696004167288786,
- -0.022226685581313674,
- 0.31441213129613066,
- -0.026739700851545107,
- -0.016084530571308823,
- ];
-
assert!(solver.solution.x.dist(&refsol) <= 1e-6);
-
- let refobj = 4.840076866013861;
assert!(f64::abs(solver.info.cost_primal - refobj) <= 1e-6);
}