def test_cplex_change_objective_can_handle_removed_vars(self):
self.model.objective = Objective(self.model.variables[0])
self.model.remove(self.model.variables[0])
self.model.update()
self.model.objective = Objective(self.model.variables[1]**2)
self.model.remove(self.model.variables[1])
self.model.update()
self.model.objective = Objective(self.model.variables[2])
def test_convex_obj(self):
model = self.model
obj = Objective(self.x1**2 + self.x2**2, direction="min")
model.objective = obj
model.optimize()
self.assertAlmostEqual(model.objective.value, 0.5)
self.assertAlmostEqual(self.x1.primal, 0.5)
self.assertAlmostEqual(self.x2.primal, 0.5)
obj_2 = Objective(self.x1, direction="min")
model.objective = obj_2
model.optimize()
self.assertAlmostEqual(model.objective.value, 0.0)
self.assertAlmostEqual(self.x1.primal, 0.0)
self.assertGreaterEqual(self.x2.primal, 1.0)
def test_change_of_objective_is_reflected_in_low_level_solver(self):
x = Variable('x', lb=-83.3, ub=1324422.)
y = Variable('y', lb=-181133.3, ub=12000.)
objective = Objective(0.3 * x + 0.4 * y,
name='obj',
direction='max')
self.model.objective = objective
for variable in self.model.variables:
coeff = self.model.problem.objective.get_linear(variable.name)
if variable.name == 'x':
self.assertEqual(coeff, 0.3)
elif variable.name == 'y':
self.assertEqual(coeff, 0.4)
else:
self.assertEqual(coeff, 0.)
z = Variable('z', lb=0.000003, ub=0.000003, type='continuous')
objective += 77. * z
for variable in self.model.variables:
coeff = self.model.problem.objective.get_linear(variable.name)
if variable.name == 'x':
self.assertEqual(coeff, 0.3)
elif variable.name == 'y':
self.assertEqual(coeff, 0.4)
elif variable.name == 'z':
self.assertEqual(coeff, 77.)
else:
self.assertEqual(coeff, 0.)
def test_non_convex_obj(self):
model = self.model
obj = Objective(self.x1 * self.x2, direction="min")
model.objective = obj
model.configuration.solution_target = "convex"
self.assertRaises(SolverError, model.optimize)
model.configuration.solution_target = "local"
model.configuration.qp_method = "barrier"
model.optimize()
self.assertAlmostEqual(model.objective.value, 0)
model.configuration.solution_target = "global"
model.optimize()
self.assertAlmostEqual(model.objective.value, 0)
obj_2 = Objective(self.x1, direction="min")
model.objective = obj_2
model.optimize()
self.assertAlmostEqual(model.objective.value, 0.0)
self.assertAlmostEqual(self.x1.primal, 0.0)
self.assertGreaterEqual(self.x2.primal, 1.0)
def test_quadratic_objective_expression(self):
objective = Objective(self.x1 ** 2 + self.x2 ** 2, direction="min")
self.model.objective = objective
self.assertEqual((self.model.objective.expression - (self.x1 ** 2 + self.x2 ** 2)).simplify(), 0)