def test_gurobi_socp_dual(self):
prog = mp.MathematicalProgram()
x = prog.NewContinuousVariables(2, "x")
constraint = prog.AddLorentzConeConstraint(
[2., 2 * x[0], 3 * x[1] + 1])
prog.AddLinearCost(x[1])
solver = GurobiSolver()
options = mp.SolverOptions()
options.SetOption(solver.solver_id(), "QCPDual", 1)
result = solver.Solve(prog, None, options)
np.testing.assert_allclose(result.GetDualSolution(constraint),
np.array([-1. / 12]),
atol=1e-7)
def test_gurobi_solver(self):
prog = mp.MathematicalProgram()
x = prog.NewContinuousVariables(2, "x")
prog.AddLinearConstraint(x[0] >= 1)
prog.AddLinearConstraint(x[1] >= 1)
prog.AddQuadraticCost(np.eye(2), np.zeros(2), x)
solver = GurobiSolver()
self.assertEqual(solver.solver_id(), GurobiSolver.id())
self.assertTrue(solver.available())
self.assertEqual(solver.solver_type(), mp.SolverType.kGurobi)
result = solver.Solve(prog, None, None)
self.assertTrue(result.is_success())
x_expected = np.array([1, 1])
self.assertTrue(np.allclose(result.GetSolution(x), x_expected))
self.assertGreater(result.get_solver_details().optimizer_time, 0.)
self.assertEqual(result.get_solver_details().error_code, 0)
self.assertEqual(result.get_solver_details().optimization_status, 2)
self.assertTrue(np.isnan(result.get_solver_details().objective_bound))