t_om_solve_leqs

T_OM_SOLVE_LEQS  Tests of LEQ solvers via OM.SOLVE().

0001 function t_om_solve_leqs(quiet)
0002 %T_OM_SOLVE_LEQS  Tests of LEQ solvers via OM.SOLVE().
0003 
0004 %   MP-Opt-Model
0005 %   Copyright (c) 2010-2020, Power Systems Engineering Research Center (PSERC)
0006 %   by Ray Zimmerman, PSERC Cornell
0007 %
0008 %   This file is part of MP-Opt-Model.
0009 %   Covered by the 3-clause BSD License (see LICENSE file for details).
0010 %   See https://github.com/MATPOWER/mp-opt-model for more info.
0011 
0012 if nargin < 1
0013     quiet = 0;
0014 end
0015 
0016 %%  alg     name        check   opts
0017 cfg = {
0018     {'',    'default',  []      []  },
0019     {'\',   '\',        []      []  },
0020     {'LU',  'LU',       []      []  },
0021 %     {'PARDISO',  'PARDISO',       []      []  },
0022 };
0023 
0024 A1 = [2 1; -3 5];
0025 b1 = [8; 1];
0026 x1 = [3;2];
0027 
0028 A2 = sparse([2 -1 0; -3 1 -2; 0 5 -4]);
0029 b2 = [-5; 1; -7];
0030 x2 = [-2; 1; 3];
0031 
0032 n = 7;
0033 
0034 t_begin(10+n*length(cfg), quiet);
0035 
0036 for k = 1:length(cfg)
0037     alg   = cfg{k}{1};
0038     name  = cfg{k}{2};
0039 
0040     t = sprintf('%s - full A matrix : ', name);
0041     om = opt_model;
0042     om.add_var('x', 2, zeros(size(x1)));
0043     om.add_lin_constraint('A', A1, b1, b1);
0044     if isempty(alg)
0045         opt = struct();
0046     else
0047         opt = struct('leq_opt', struct('solver', alg));
0048     end
0049     x = om.solve(opt);
0050     t_is(x, x1, 14, [t 'x']);
0051     t_ok(~isfield(om.soln, 'var'), [t 'no parse_soln() outputs']);
0052     
0053     t = sprintf('%s - sparse A matrix : ', name);
0054     om = opt_model;
0055     om.add_var('x', 3, zeros(size(x2)));
0056     om.add_lin_constraint('A12', A2(1:2, :), b2(1:2), b2(1:2));
0057     om.add_lin_constraint('A3', A2(3, :), b2(3), b2(3));
0058     opt = struct('leq_opt', struct('solver', alg), 'parse_soln', 1);
0059     [x, f, e, out, jac] = om.solve(opt);
0060     t_is(x, x2, 14, [t 'x']);
0061     t_is(f, A2*x-b2, 14, [t 'f']);
0062     t_is(e, 1, 14, [t 'exitflag']);
0063     t_ok(strcmp(out.alg, alg), [t 'output']);
0064     t_is(jac, A2, 14, [t 'jac']);
0065     opt.parse_soln = 0;
0066 end
0067 
0068 t = 'om.soln.';
0069 t_is(om.soln.x, x, 14, [t 'x']);
0070 t_is(om.soln.f, f, 14, [t 'f']);
0071 t_is(om.soln.eflag, e, 14, [t 'eflag']);
0072 t_ok(strcmp(om.soln.output.alg, out.alg), [t 'output.alg']);
0073 t_is(om.soln.jac, jac, 14, [t 'jac']);
0074 
0075 t = 'om.get_soln(''var'', ''x'') : ';
0076 t_is(om.get_soln('var', 'x'), x, 14, [t 'x']);
0077 
0078 t = 'om.get_soln(''lin'', ''A12'') : ';
0079 f12 = om.get_soln('lin', 'A12');
0080 t_is(f12, f(1:2), 14, [t 'A12 * x - u12']);
0081 
0082 t = 'om.get_soln(''lin'', ''f'', ''A3'') : ';
0083 g = om.get_soln('lin', 'Ax_u', 'A3');
0084 t_is(g, f(3), 14, [t 'A3 * x - u3']);
0085 
0086 t = 'om.get_soln(''lin'', ''l_Ax'', ''A3'') : ';
0087 g = om.get_soln('lin', 'l_Ax', 'A3');
0088 t_is(g, f(3), 14, [t 'l3 - A3 * x']);
0089 
0090 t = 'parse_soln : ';
0091 t_is(om.soln.var.val.x, om.get_soln('var', 'x'), 14, [t 'var.val.x']);
0092 
0093 t_end;