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[FileFormats.NL] add support for other variable dual suffixes #2567

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merged 4 commits into from
Oct 27, 2024

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@odow odow commented Oct 27, 2024

Closes #2566

Required for cvanaret/Uno#47

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odow commented Oct 27, 2024

Just confirming that with this PR, Uno now returns the correct dual solutions:

julia> using JuMP, AmplNLWriter, Uno_jll, Ipopt_jll, Test

julia> function main(args...)
           @testset "Model 1" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x)
               @objective(model, Min, x)
               c1 = @constraint(model, x >= 1)
               optimize!(model)
               @test dual(c1)  1.0 atol=1e-6
           end
           @testset "Model 2" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x)
               @objective(model, Max, -x)
               c1 = @constraint(model, x >= 1)
               optimize!(model)
               @test dual(c1)  1.0 atol=1e-6
           end
           @testset "Model 3" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x)
               @objective(model, Max, x)
               c1 = @constraint(model, x <= 1)
               optimize!(model)
               @test dual(c1)  -1.0 atol=1e-6
           end
           @testset "Model 4" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x)
               @objective(model, Min, -x)
               c1 = @constraint(model, x <= 1)
               optimize!(model)
               @test dual(c1)  -1.0 atol=1e-6
           end

           @testset "Model 5" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x >= 1)
               @objective(model, Min, x)
               optimize!(model)
               @test dual(LowerBoundRef(x))  1.0 atol=1e-6
           end
           @testset "Model 6" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x >= 1)
               @objective(model, Max, -x)
               optimize!(model)
               @test dual(LowerBoundRef(x))  1.0 atol=1e-6
           end
           @testset "Model 7" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x <= 1)
               @objective(model, Max, x)
               optimize!(model)
               @test dual(UpperBoundRef(x))  -1.0 atol=1e-6
           end
           @testset "Model 8" begin
               model = Model(
               () -> AmplNLWriter.Optimizer(args...; directory = "/tmp"),
               )
               @variable(model, x <= 1)
               @objective(model, Min, -x)
               optimize!(model)
               @test dual(UpperBoundRef(x))  -1.0 atol=1e-6
           end
           return
       end
main (generic function with 1 method)

julia> main(Ipopt_jll.amplexe, ["print_level=0", "sb=yes"])
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 1       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 2       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 3       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 4       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 5       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 6       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 7       |    1      1  0.1s
Ipopt 3.14.16: print_level=0
sb=yes

Test Summary: | Pass  Total  Time
Model 8       |    1      1  0.1s

julia> main(Uno_jll.amplexe, ["logger=SILENT"])
Test Summary: | Pass  Total  Time
Model 1       |    1      1  0.1s
Test Summary: | Pass  Total  Time
Model 2       |    1      1  0.1s
Test Summary: | Pass  Total  Time
Model 3       |    1      1  0.1s
Test Summary: | Pass  Total  Time
Model 4       |    1      1  0.1s
Test Summary: | Pass  Total  Time
Model 5       |    1      1  0.0s
Test Summary: | Pass  Total  Time
Model 6       |    1      1  0.0s
Test Summary: | Pass  Total  Time
Model 7       |    1      1  0.1s
Test Summary: | Pass  Total  Time
Model 8       |    1      1  0.1s

@odow odow merged commit f11a616 into master Oct 27, 2024
16 checks passed
@odow odow deleted the od/dual-suffix branch October 27, 2024 21:43
This was referenced Oct 27, 2024
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[FileFormats.NL] support other suffixes in the sol reader
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