def test_non_affine_exception(ineq_form: bool):
# Exception test: non-affine expression
x = cp.Variable()
x_abs = cp.abs(x)
set_vals = {1, 2, 3}
with pytest.raises(ValueError, match="must be affine"):
FiniteSet(x_abs, set_vals, ineq_form=ineq_form)
def test_default_argument():
x = cp.Variable()
objective = cp.Maximize(x)
set_vals = set(range(5))
constraints = [FiniteSet(x, set_vals)]
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, 4)
def test_9(ineq_form: bool):
# Test passing a Python set
x = cp.Variable()
objective = cp.Maximize(x)
set_vals = set(range(5))
constraints = [FiniteSet(x, set_vals, ineq_form=ineq_form)]
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, 4)
def test_10(ineq_form: bool):
# Test set with two elements
x = cp.Variable()
objective = cp.Maximize(x)
set_vals = {1, 2}
constraints = [FiniteSet(x, set_vals, ineq_form=ineq_form)]
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, 2)
def test_11(ineq_form: bool):
# Test 2D Variable
shape = (2, 2)
x = cp.Variable(shape)
objective = cp.Maximize(cp.sum(x))
set_vals = {1, 2, 3}
constraints = [FiniteSet(x, set_vals, ineq_form=ineq_form)]
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, np.ones(shape) * max(set_vals))
def make_test_3(ineq_form: bool):
"""Case when vec.size==1"""
x = cp.Variable()
objective = cp.Minimize(cp.abs(x - 3))
vec = [1]
cons1 = FiniteSet(x, vec, ineq_form=ineq_form)
expected_x = np.array([1.])
obj_pair = (objective, 2.0)
var_pairs = [(x, expected_x)]
con_pairs = [(cons1, None)]
sth = STH.SolverTestHelper(obj_pair, var_pairs, con_pairs)
return sth
def make_test_1(ineq_form: bool):
"""vec contains a contiguous range of integers"""
x = cp.Variable(shape=(4, ))
expect_x = np.array([0., 7., 3., 0.])
vec = np.arange(10)
objective = cp.Maximize(x[0] + x[1] + 2 * x[2] - 2 * x[3])
constr1 = FiniteSet(x[0], vec, ineq_form=ineq_form)
constr2 = FiniteSet(x[1], vec, ineq_form=ineq_form)
constr3 = FiniteSet(x[2], vec, ineq_form=ineq_form)
constr4 = FiniteSet(x[3], vec, ineq_form=ineq_form)
constr5 = x[0] + 2 * x[2] <= 700
constr6 = 2 * x[1] - 8 * x[2] <= 0
constr7 = x[1] - 2 * x[2] + x[3] >= 1
constr8 = x[0] + x[1] + x[2] + x[3] == 10
obj_pair = (objective, 13.0)
con_pairs = [(constr1, None), (constr2, None), (constr3, None),
(constr4, None), (constr5, None), (constr6, None),
(constr7, None), (constr8, None)]
var_pairs = [(x, expect_x)]
sth = STH.SolverTestHelper(obj_pair, var_pairs, con_pairs)
return sth
def test_independent_entries(ineq_form: bool):
shape = (2, 2)
x = cp.Variable(shape)
objective = cp.Maximize(cp.sum(x))
set_vals = {0, 1, 2}
constraints = [
FiniteSet(x, set_vals, ineq_form=ineq_form),
x <= np.arange(4).reshape(shape)
]
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, np.array([[0, 1], [2, 2]]))
def make_test_4(ineq_form: bool):
"""Case when vec houses duplicates"""
x = cp.Variable()
objective = cp.Minimize(cp.abs(x - 3))
vec = [1, 1, 1, 2, 2, 3, 3]
cons1 = FiniteSet(x, vec, ineq_form=ineq_form)
expected_x = np.array([3.])
obj_pair = (objective, 0.0)
var_pairs = [(x, expected_x)]
con_pairs = [(cons1, None)]
sth = STH.SolverTestHelper(obj_pair, var_pairs, con_pairs)
return sth
def make_test_2(ineq_form: bool):
x = cp.Variable()
expect_x = np.array([-1.125])
objective = cp.Minimize(x)
vec = [-1.125, 1, 2]
constr1 = x >= -1.25
constr2 = x <= 10
constr3 = FiniteSet(x, vec, ineq_form=ineq_form)
obj_pairs = (objective, -1.125)
var_pairs = [(x, expect_x)]
con_pairs = [(constr1, None), (constr2, None), (constr3, None)]
sth = STH.SolverTestHelper(obj_pairs, var_pairs, con_pairs)
return sth
def test_8(ineq_form: bool):
# Test parametrized FiniteSet
x = cp.Variable()
objective = cp.Maximize(x)
set_vals = cp.Parameter((5, ), value=np.arange(5))
constraints = [FiniteSet(x, set_vals, ineq_form=ineq_form)]
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, 4)
set_vals.value = np.arange(5) + 1
problem = cp.Problem(objective, constraints)
problem.solve(solver=cp.GLPK_MI)
assert np.allclose(x.value, 5)
def make_test_5(ineq_form: bool):
"""Case when input expression to FiniteSet constraint is affine"""
x = cp.Variable(shape=(4, ))
vec = np.arange(10)
objective = cp.Maximize(x[0] + x[1] + 2 * x[2] - 2 * x[3])
expr0 = 2 * x[0] + 1
expr2 = 3 * x[2] + 5
constr1 = FiniteSet(expr0, vec, ineq_form=ineq_form)
constr2 = FiniteSet(x[1], vec, ineq_form=ineq_form)
constr3 = FiniteSet(expr2, vec, ineq_form=ineq_form)
constr4 = FiniteSet(x[3], vec, ineq_form=ineq_form)
constr5 = x[0] + 2 * x[2] <= 700
constr6 = 2 * x[1] - 8 * x[2] <= 0
constr7 = x[1] - 2 * x[2] + x[3] >= 1
constr8 = x[0] + x[1] + x[2] + x[3] == 10
expected_x = np.array([4., 4., 1., 1.])
obj_pair = (objective, 8.0)
con_pairs = [(constr1, None), (constr2, None), (constr3, None),
(constr4, None), (constr5, None), (constr6, None),
(constr7, None), (constr8, None)]
var_pairs = [(x, expected_x)]
sth = STH.SolverTestHelper(obj_pair, var_pairs, con_pairs)
return sth
def make_test_6(ineq_form: bool):
"""vec contains only real quantities + passed expression is affine"""
x = cp.Variable()
expect_x = np.array([-1.0625])
objective = cp.Minimize(x)
vec = [-1.125, 1.5, 2.24]
constr1 = x >= -1.25
constr2 = x <= 10
expr = 2 * x + 1
constr3 = FiniteSet(expr, vec, ineq_form=ineq_form)
obj_pairs = (objective, -1.0625)
var_pairs = [(x, expect_x)]
con_pairs = [(constr1, None), (constr2, None), (constr3, None)]
sth = STH.SolverTestHelper(obj_pairs, var_pairs, con_pairs)
return sth
def make_test_7(ineq_form: bool):
"""For testing vectorization of FiniteSet class"""
x = cp.Variable(shape=(4, ))
expect_x = np.array([0., 7., 3., 0.])
vec = np.arange(10)
objective = cp.Maximize(x[0] + x[1] + 2 * x[2] - 2 * x[3])
constr1 = FiniteSet(x, vec, ineq_form=ineq_form)
constr2 = x[0] + 2 * x[2] <= 700
constr3 = 2 * x[1] - 8 * x[2] <= 0
constr4 = x[1] - 2 * x[2] + x[3] >= 1
constr5 = x[0] + x[1] + x[2] + x[3] == 10
obj_pair = (objective, 13.0)
con_pairs = [(constr1, None), (constr2, None), (constr3, None),
(constr4, None), (constr5, None)]
var_pairs = [(x, expect_x)]
sth = STH.SolverTestHelper(obj_pair, var_pairs, con_pairs)
return sth