def test_scalar_lp(self):
p = Problem(Minimize(3*self.a), [self.a >= 2])
result = p.solve()
self.assertAlmostEqual(result, 6)
self.assertAlmostEqual(self.a.value, 2)
p = Problem(Maximize(3*self.a - self.b),
[self.a <= 2, self.b == self.a, self.b <= 5])
result = p.solve()
self.assertAlmostEqual(result, 4.0)
self.assertAlmostEqual(self.a.value, 2)
self.assertAlmostEqual(self.b.value, 2)
# With a constant in the objective.
p = Problem(Minimize(3*self.a - self.b + 100),
[self.a >= 2,
self.b + 5*self.c - 2 == self.a,
self.b <= 5 + self.c])
result = p.solve()
self.assertAlmostEqual(result, 101 + 1.0/6)
self.assertAlmostEqual(self.a.value, 2)
self.assertAlmostEqual(self.b.value, 5-1.0/6)
self.assertAlmostEqual(self.c.value, -1.0/6)
# Test get_status.
exp = Maximize(self.a)
p = Problem(exp, [self.a <= 2])
status = s.get_status(p.solve(solver=s.ECOS))
self.assertEqual(status, s.SOLVED)
# Unbounded problems.
p = Problem(Maximize(self.a), [self.a >= 2])
status = s.get_status(p.solve(solver=s.ECOS))
self.assertEqual(status, s.UNBOUNDED)
p = Problem(Maximize(self.a), [self.a >= 2])
status = s.get_status(p.solve(solver=s.CVXOPT))
self.assertEqual(status, s.UNBOUNDED)
# Infeasible problems.
p = Problem(Maximize(self.a), [self.a >= 2, self.a <= 1])
status = s.get_status(p.solve(solver=s.ECOS))
self.assertEqual(status, s.INFEASIBLE)
p = Problem(Maximize(self.a), [self.a >= 2, self.a <= 1])
status = s.get_status(p.solve(solver=s.ECOS))
self.assertEqual(status, s.INFEASIBLE)
def test_sdp_symmetry(self):
# TODO should these raise exceptions?
# with self.assertRaises(Exception) as cm:
# lambda_max([[1,2],[3,4]])
# self.assertEqual(str(cm.exception), "lambda_max called on non-symmetric matrix.")
# with self.assertRaises(Exception) as cm:
# lambda_min([[1,2],[3,4]])
# self.assertEqual(str(cm.exception), "lambda_min called on non-symmetric matrix.")
p = Problem(Minimize(lambda_max(self.A)), [self.A >= 2])
result = p.solve()
self.assertItemsAlmostEqual(self.A.value, self.A.value.T)
p = Problem(Minimize(lambda_max(self.A)), [self.A == [[1,2],[3,4]]])
status = s.get_status(p.solve())
self.assertEqual(status, s.INFEASIBLE)
