simple_test.go

// This file is part of cvx package. It is free software, distributed
// under the terms of GNU Lesser General Public License Version 3, or any later
// version. See the COPYING tile included in this archive.

package cvx

import (
    "github.com/hrautila/cvx/sets"
    "github.com/hrautila/linalg/blas"
    "github.com/hrautila/matrix"
    "testing"
)

func derror(ref, val *matrix.FloatMatrix) (nrm float64, diff *matrix.FloatMatrix) {
    diff = ref.Minus(val)
    nrm = blas.Nrm2(diff).Float()
    return
}

func solve(solver string, c, G, h, A, b *matrix.FloatMatrix) (*Solution, error) {

    var solopts SolverOptions
    solopts.MaxIter = 30
    solopts.ShowProgress = true
    solopts.KKTSolverName = solver
    return Lp(c, G, h, A, b, &solopts, nil, nil)
}

// This simple test will succeed on initial points, no iterations.

// min(x) st. x+y = 1, x >= y
func TestSimple(t *testing.T) {

    A := matrix.FloatNew(2, 3, []float64{1.0, -1.0, 0.0, 1.0, 0.0, 1.0})
    b := matrix.FloatNew(2, 1, []float64{1.0, 0.0})
    c := matrix.FloatNew(3, 1, []float64{0.0, 1.0, 0.0})
    G := matrix.FloatNew(1, 3, []float64{0.0, -1.0, 1.0})
    h := matrix.FloatNew(1, 1, []float64{0.0})
    dims := sets.NewDimensionSet("l", "q", "s")
    dims.Set("l", []int{1})

    t.Logf("A=\n%v\n", A)
    t.Logf("b=\n%v\n", b)
    t.Logf("G=\n%v\n", G)
    t.Logf("h=\n%v\n", h)
    t.Logf("c=\n%v\n", c)

    // this should work...
    t.Logf("Ldl solver ...\n")
    sol, err := solve("ldl", c, G, h, A, b)
    if sol != nil && sol.Status == Optimal {
        x := sol.Result.At("x")[0]
        s := sol.Result.At("s")[0]
        z := sol.Result.At("z")[0]
        t.Logf("x=\n%v\n", x.ToString("%.9f"))
        t.Logf("s=\n%v\n", s.ToString("%.9f"))
        t.Logf("z=\n%v\n", z.ToString("%.9f"))
    } else {
        t.Logf("status: %v\n", err)
        t.Fail()
    }

    // this should work too
    t.Logf("chol2 solver ...\n")
    sol, err = solve("chol2", c, G, h, A, b)
    if err != nil {
        t.Logf("chol2 status: %v\n", err)
        t.Fail()
    }
}

// Local Variables:
// tab-width: 4
// indent-tabs-mode: nil
// End: