Merge pull request #190 from jump-dev/bl/jump0.23

Update to MOI v1 and JuMP v0.23

Author: joaquimg

Project.toml

@@ -18,10 +18,10 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 BlockDiagonals = "0.1"
 ChainRulesCore = "1"
 IterativeSolvers = "0.9"
-JuMP = "0.22"
+JuMP = "0.23"
 LazyArrays = "0.21, 0.22"
-MathOptInterface = "0.10.8"
-MathOptSetDistances = "0.1"
+MathOptInterface = "1"
+MathOptSetDistances = "0.2"
 julia = "1.6"
 
 [extras]

test/runtests.jl

@@ -15,8 +15,8 @@ const MOI = MathOptInterface
 const MOIU = MathOptInterface.Utilities
 const MOIT = MathOptInterface.Test
 
-const ATOL = 1e-4
-const RTOL = 1e-4
+const ATOL = 2e-4
+const RTOL = 2e-4
 
 @testset "MOI_wrapper" begin
     @testset "Utils" begin

test/solver_interface.jl

@@ -1,40 +1,3 @@
-const MOIDT = MOI.DeprecatedTest
-
-@testset "Linear tests" begin
-    MOIDT.contlineartest(DiffOpt.diff_optimizer(GLPK.Optimizer), MOIDT.Config(basis = true), [
-        "partial_start",  # see below
-        "linear12",       # see below
-    ])
-    model = DiffOpt.diff_optimizer(Ipopt.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    MOIDT.partial_start_test(
-        model,
-        MOIDT.Config(basis = true, optimal_status=MOI.LOCALLY_SOLVED, atol=ATOL, rtol=RTOL)
-    )
-
-    # This requires an infeasiblity certificate for a variable bound.
-    MOIDT.linear12test(
-        DiffOpt.diff_optimizer(GLPK.Optimizer),
-        MOIDT.Config(infeas_certificates=false)
-    )
-end
-
-@testset "Convex Quadratic tests" begin
-    model = DiffOpt.diff_optimizer(OSQP.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    MOIDT.qp1test(model, MOIDT.Config(atol=1e-2, rtol=1e-2))
-    model = DiffOpt.diff_optimizer(OSQP.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    MOIDT.qp2test(model, MOIDT.Config(atol=1e-2, rtol=1e-2))
-    model = DiffOpt.diff_optimizer(Ipopt.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    MOIDT.qp3test(
-        model,
-        MOIDT.Config(optimal_status=MOI.LOCALLY_SOLVED, atol=1e-3),
-    )
-end
-
-
 @testset "FEASIBILITY_SENSE zeros objective" begin
     model = DiffOpt.diff_optimizer(GLPK.Optimizer)
     MOI.set(model, MOI.Silent(), true)
@@ -50,87 +13,3 @@ end
     MOI.optimize!(model)
     @test MOI.get(model, MOI.ObjectiveValue()) == 0.0
 end
-
-@testset "ModelLike" begin
-    for opt in [GLPK.Optimizer]
-        MODEL = DiffOpt.diff_optimizer(opt)
-        @testset "default_objective_test" begin
-            MOIDT.default_objective_test(MODEL)
-        end
-        @testset "default_status_test" begin
-            MOIDT.default_status_test(MODEL)
-        end
-        @testset "nametest" begin
-            MOIDT.nametest(MODEL)
-        end
-        @testset "validtest" begin
-            MOIDT.validtest(MODEL)
-        end
-        @testset "emptytest" begin
-            MOIDT.emptytest(MODEL)
-        end
-        @testset "orderedindicestest" begin
-            MOIDT.orderedindicestest(MODEL)
-        end
-        @testset "copytest" begin
-            # Requires VectorOfVariables
-            # MOIDT.copytest(MODEL, MOIU.CachingOptimizer(
-            #     DiffOpt.diff_optimizer(GLPK.Optimizer),
-            #     GLPK.Optimizer()
-            # ))
-        end
-    end
-end
-
-
-@testset "Unit" begin
-    MOIDT.unittest(DiffOpt.diff_optimizer(GLPK.Optimizer), MOIDT.Config(atol=ATOL, rtol=RTOL), [
-        "number_threads", # might not work on all solvers
-
-        # not testing integer constraints
-        "solve_zero_one_with_bounds_1",
-        "solve_zero_one_with_bounds_2",
-        "solve_zero_one_with_bounds_3",
-        "solve_integer_edge_cases",
-
-        "delete_soc_variables",
-        "solve_qcp_edge_cases",  # currently only affine or conic constraints
-        "solve_objbound_edge_cases",
-        "solve_qp_edge_cases",  # No quadratics
-        "solve_qp_zero_offdiag",
-        "update_dimension_nonnegative_variables", # TODO: fix this
-
-        # see below
-        "solve_duplicate_terms_vector_affine",
-        # SOC not supportedot supported
-        "solve_start_soc",
-    ])
-    model = DiffOpt.diff_optimizer(SCS.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    MOIDT.solve_duplicate_terms_obj(model, MOIDT.Config(atol=ATOL, rtol=RTOL))
-end
-
-@testset "basic_constraint_tests" begin
-    # it contains SOCP constraints
-    model = DiffOpt.diff_optimizer(SCS.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    MOIDT.basic_constraint_tests(model, MOIDT.Config())
-end
-
-# TODO: re-organiza conic tests
-@testset "contconic.jl tests" begin
-    model = DiffOpt.diff_optimizer(SCS.Optimizer)
-    MOI.set(model, MOI.Silent(), true)
-    # Needed for `lin2v`
-    MOI.Bridges.remove_bridge(model.optimizer.optimizer, MOI.Bridges.Variable.ZerosBridge{Float64})
-    # linear tests
-    for (name, test) in MOIDT.lintests
-        test(model, MOIDT.Config(atol=ATOL, rtol=RTOL))
-    end
-
-    CONFIG_LOW_TOL = MOIDT.Config(atol = 1e-3, rtol = 1e-2, duals = false, infeas_certificates = false)
-    # SOCP tests
-    for (name, test) in MOIDT.soctests
-        test(model, CONFIG_LOW_TOL)
-    end
-end

test/utils.jl

@@ -6,9 +6,6 @@ const MOI = MathOptInterface
 import LinearAlgebra: dot, ⋅, Diagonal
 import SparseArrays: sparse
 
-const ATOL = 1e-4
-const RTOL = 1e-4
-
 macro _test(computed, expected::Symbol)
     exp = esc(expected)
     com = esc(computed)