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199 lines
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<a href="sharded__quadratic__program__test_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="sharded__quadratic__program_8h.html">ortools/pdlp/sharded_quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <limits></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span> </div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include "Eigen/Core"</span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include "gmock/gmock.h"</span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include "gtest/gtest.h"</span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "<a class="code" href="quadratic__program_8h.html">ortools/pdlp/quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "<a class="code" href="sharder_8h.html">ortools/pdlp/sharder.h</a>"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "<a class="code" href="test__util_8h.html">ortools/pdlp/test_util.h</a>"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span> </div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a> {</div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span> </div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span>using ::testing::ElementsAre;</div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span> </div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a> = std::numeric_limits<double>::infinity();</div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span> </div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(ShardedQuadraticProgramTest, BasicTest) {</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_threads = 2;</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_shards = 10;</div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span> ShardedQuadraticProgram sharded_qp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#afaedaf1e3ebe4d6d1a36e3fd1f206de6">TestDiagonalQp1</a>(), num_threads,</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span> num_shards);</div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span> <span class="keyword">const</span> <span class="keywordtype">int</span> primal_size = 2;</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span> <span class="keyword">const</span> <span class="keywordtype">int</span> dual_size = 1;</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span> EXPECT_EQ(sharded_qp.DualSize(), dual_size);</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> EXPECT_EQ(sharded_qp.PrimalSize(), primal_size);</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> EXPECT_THAT(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a28608a48394073aff1febbc4ca485035">ToDense</a>(sharded_qp.TransposedConstraintMatrix()),</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> EigenArrayEq<double>({{1}, {1}}));</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> EXPECT_EQ(sharded_qp.ConstraintMatrixSharder().NumElements(), primal_size);</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> EXPECT_EQ(sharded_qp.DualSharder().NumElements(), dual_size);</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> EXPECT_EQ(sharded_qp.PrimalSharder().NumElements(), primal_size);</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> EXPECT_EQ(sharded_qp.TransposedConstraintMatrixSharder().NumElements(),</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> dual_size);</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span>}</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> </div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(RescaleProblem, BasicTest) {</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="comment">// The original qp is:</span></div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// min 4x_1^2 + x_2^2 - x_1 - x_2 +5</span></div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="comment">// s.t. -inf <= x_1 + x_2 <=1,</span></div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> <span class="comment">// 1<=x_1<=2, -2<=x_2<=4.</span></div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <span class="comment">// After rescaling with row_scaling_vec [0.5] and col_scaling_vec [1,0.5],</span></div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="comment">// the new qp becomes:</span></div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> <span class="comment">// min 4x_1^2 + 0.25x_2^2 - x_1 - 0.5x_2 +5</span></div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> <span class="comment">// s.t. -inf <= 0.5x_1 + 0.25x_2 <=1,</span></div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <span class="comment">// 1<=x_1<=2, -4<=x_2<=8.</span></div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_threads = 2;</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_shards = 10;</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> ShardedQuadraticProgram sharded_qp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#afaedaf1e3ebe4d6d1a36e3fd1f206de6">TestDiagonalQp1</a>(), num_threads,</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> num_shards);</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> Eigen::VectorXd col_scaling_vec(2);</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> Eigen::VectorXd row_scaling_vec(1);</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> col_scaling_vec << 1, 0.5;</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> row_scaling_vec << 0.5;</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> sharded_qp.RescaleQuadraticProgram(col_scaling_vec, row_scaling_vec);</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> </div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> EXPECT_THAT(sharded_qp.Qp().constraint_lower_bounds, ElementsAre(-<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>));</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> EXPECT_THAT(sharded_qp.Qp().constraint_upper_bounds, ElementsAre(0.5));</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> EXPECT_THAT(sharded_qp.Qp().variable_lower_bounds, ElementsAre(1, -4));</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> EXPECT_THAT(sharded_qp.Qp().variable_upper_bounds, ElementsAre(2, 8));</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> EXPECT_THAT(sharded_qp.Qp().objective_vector, ElementsAre(-1, -0.5));</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> EXPECT_THAT(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a28608a48394073aff1febbc4ca485035">ToDense</a>(sharded_qp.Qp().constraint_matrix),</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> EigenArrayEq<double>({{0.5, 0.25}}));</div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> EXPECT_THAT(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a28608a48394073aff1febbc4ca485035">ToDense</a>(sharded_qp.TransposedConstraintMatrix()),</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> EigenArrayEq<double>({{0.5}, {0.25}}));</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> EXPECT_THAT(sharded_qp.Qp().objective_matrix->diagonal(),</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> EigenArrayEq<double>({4, 0.25}));</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span>}</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> </div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span>} <span class="comment">// namespace operations_research::pdlp</span></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a></div><div class="ttdef"><b>Definition:</b> <a href="iteration__stats_8cc_source.html#l00040">iteration_stats.cc:40</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a28608a48394073aff1febbc4ca485035"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a28608a48394073aff1febbc4ca485035">operations_research::pdlp::ToDense</a></div><div class="ttdeci">::Eigen::ArrayXXd ToDense(const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &sparse_mat)</div><div class="ttdef"><b>Definition:</b> <a href="test__util_8cc_source.html#l00284">test_util.cc:284</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a649a0e24412692f36d1d6c1301caf1d1"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">operations_research::pdlp::kInfinity</a></div><div class="ttdeci">constexpr double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="sharded__optimization__utils_8cc_source.html#l00039">sharded_optimization_utils.cc:39</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_afaedaf1e3ebe4d6d1a36e3fd1f206de6"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#afaedaf1e3ebe4d6d1a36e3fd1f206de6">operations_research::pdlp::TestDiagonalQp1</a></div><div class="ttdeci">QuadraticProgram TestDiagonalQp1()</div><div class="ttdef"><b>Definition:</b> <a href="test__util_8cc_source.html#l00142">test_util.cc:142</a></div></div>
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