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45 changes: 45 additions & 0 deletions test/contlinear.jl
Original file line number Diff line number Diff line change
Expand Up @@ -1063,6 +1063,50 @@ function linear11test(solver::MOI.AbstractSolver; atol=Base.rtoldefault(Float64)
end
end

function linear12test(solver::MOI.AbstractSolver; atol=Base.rtoldefault(Float64), rtol=Base.rtoldefault(Float64))
@testset "test infeasible problem with 2 linear constraints" begin
# min x
# s.t. 2x-3y <= -7
# y <= 2
# x,y >= 0
@test MOI.supportsproblem(solver, MOI.ScalarAffineFunction{Float64}, [(MOI.ScalarAffineFunction{Float64},MOI.GreaterThan{Float64}),(MOI.SingleVariable,MOI.GreaterThan{Float64})])

m = MOI.SolverInstance(solver)
x = MOI.addvariable!(m)
y = MOI.addvariable!(m)
c1 = MOI.addconstraint!(m, MOI.ScalarAffineFunction([x,y], [2.0,-3.0], 0.0), MOI.LessThan(-7.0))
c2 = MOI.addconstraint!(m, MOI.ScalarAffineFunction([y], [1.0], 0.0), MOI.LessThan(2.0))
bndx = MOI.addconstraint!(m, MOI.SingleVariable(x), MOI.GreaterThan(0.0))
bndy = MOI.addconstraint!(m, MOI.SingleVariable(y), MOI.GreaterThan(0.0))
MOI.set!(m, MOI.ObjectiveFunction(), MOI.ScalarAffineFunction([x], [1.0], 0.0))
MOI.set!(m, MOI.ObjectiveSense(), MOI.MinSense)
MOI.optimize!(m)

@test MOI.canget(m, MOI.ResultCount())
if MOI.get(m, MOI.ResultCount()) >= 1
# solver returned an infeasibility ray
@test MOI.get(m, MOI.TerminationStatus()) == MOI.Success
@test MOI.get(m, MOI.DualStatus()) == MOI.InfeasibilityCertificate
@test MOI.canget(m, MOI.ConstraintDual(), c1)
cd1 = MOI.get(m, MOI.ConstraintDual(), c1)
cd2 = MOI.get(m, MOI.ConstraintDual(), c2)
bndxd = MOI.get(m, MOI.ConstraintDual(), bndx)
bndyd = MOI.get(m, MOI.ConstraintDual(), bndy)
@test cd1 < - atol
@test cd2 < - atol
@test - 3 * cd1 + cd2 ≈ -bndyd atol=atol rtol=rtol
@test 2 * cd1 ≈ -bndxd atol=atol rtol=rtol
@test -7 * cd1 + 2 * cd2 > atol
else
# solver returned nothing
@test MOI.get(m, MOI.ResultCount()) == 0
@test MOI.canget(m, MOI.PrimalStatus(1)) == false
@test MOI.get(m, MOI.TerminationStatus()) == MOI.InfeasibleNoResult ||
MOI.get(m, MOI.TerminationStatus()) == MOI.InfeasibleOrUnbounded
end
end
end

function contlineartest(solver::MOI.AbstractSolver; atol=Base.rtoldefault(Float64), rtol=Base.rtoldefault(Float64))
linear1test(solver, atol=atol, rtol=rtol)
linear2test(solver, atol=atol, rtol=rtol)
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You should add linear12test in this function

Expand All @@ -1075,4 +1119,5 @@ function contlineartest(solver::MOI.AbstractSolver; atol=Base.rtoldefault(Float6
linear9test(solver, atol=atol, rtol=rtol)
linear10test(solver, atol=atol, rtol=rtol)
linear11test(solver, atol=atol, rtol=rtol)
linear12test(solver, atol=atol, rtol=rtol)
end