def test_explicit_model(self):
dual = Model()
convert_linear_problem_to_dual(self.model, dual_model=dual)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 31)
self.assertEqual(dual.objective.value, 31)
def test_making_primal_unbounded(self):
self.model.remove(self.c1)
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.UNBOUNDED)
self.assertEqual(dual_status, optlang.interface.INFEASIBLE)
def test_making_primal_infeasible(self):
# Note: The dual of an infeasible primal will be either unbounded or infeasible. In this case it is unbounded.
c4 = Constraint(self.model.variables["z"], lb=100)
self.model.add(c4)
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.INFEASIBLE)
self.assertEqual(dual_status, optlang.interface.UNBOUNDED)
def test_dual_value_equal_primal(self):
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 31)
self.assertEqual(dual.objective.value, 31)
def test_variable_with_positive_lower_bound(self):
self.model.variables["x"].lb = 1
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 31)
self.assertEqual(dual.objective.value, 31)
def test_with_minimization(self):
self.model.objective = Objective(self.model.objective.expression * -1, direction="min")
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, -31)
self.assertEqual(dual.objective.value, -31)
def test_zero_bound_variable(self):
w = Variable("w", lb=0, ub=0)
self.model.add(w)
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 31)
self.assertEqual(dual.objective.value, 31)
def test_free_constraint(self):
c4 = Constraint(self.model.variables["x"], lb=None, ub=None)
self.model.add(c4)
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 31)
self.assertEqual(dual.objective.value, 31)
def test_empty_constraint(self):
c4 = Constraint(0, lb=0, ub=13)
self.model.add(c4)
dual = convert_linear_problem_to_dual(self.model)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 31)
self.assertEqual(dual.objective.value, 31)
def test_equality_constraint_not_zero(self):
c2 = self.model.constraints[1]
c2.ub = 1
c2.lb = 1
dual = convert_linear_problem_to_dual(self.model, maintain_standard_form=False)
primal_status = self.model.optimize()
dual_status = dual.optimize()
self.assertEqual(primal_status, optlang.interface.OPTIMAL)
self.assertEqual(dual_status, optlang.interface.OPTIMAL)
self.assertEqual(self.model.objective.value, 32)
self.assertEqual(dual.objective.value, 32)
def test_dual_is_standard_form(self):
dual = convert_linear_problem_to_dual(self.model, infinity=1000)
dual_2 = convert_linear_problem_to_dual(self.model, maintain_standard_form=False, infinity=1000)
self.assertTrue(all(var.lb >= 0 for var in dual.variables))
self.assertFalse(all(var.lb >= 0 for var in dual_2.variables))
def test_infinity(self):
dual = convert_linear_problem_to_dual(self.model, infinity=1000)
for var in dual.variables:
self.assertTrue(var.ub <= 1000)
self.assertTrue(var.lb >= -1000)
