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-rw-r--r--tests/unit_tests/lsqlin.dia.ref48
-rw-r--r--tests/unit_tests/lsqlin.tst48
-rw-r--r--tests/unit_tests/lsqnonneg.dia.ref26
-rw-r--r--tests/unit_tests/lsqnonneg.tst26
-rw-r--r--tests/unit_tests/qpipopt_base.dia.ref38
-rw-r--r--tests/unit_tests/qpipopt_base.tst41
-rw-r--r--tests/unit_tests/qpipoptmat_base.dia.ref32
-rw-r--r--tests/unit_tests/qpipoptmat_base.tst35
-rw-r--r--tests/unit_tests/symphony_base.dia.ref1
-rw-r--r--tests/unit_tests/symphony_base.tst8
-rw-r--r--tests/unit_tests/symphonymat_base.dia.ref1
-rw-r--r--tests/unit_tests/symphonymat_base.tst1
12 files changed, 155 insertions, 150 deletions
diff --git a/tests/unit_tests/lsqlin.dia.ref b/tests/unit_tests/lsqlin.dia.ref
index 9fbe23f..327598e 100644
--- a/tests/unit_tests/lsqlin.dia.ref
+++ b/tests/unit_tests/lsqlin.dia.ref
@@ -53,30 +53,30 @@ endfunction
//endfunction
//A simple linear least square example
-C = [0.9501 0.7620 0.6153 0.4057
- 0.2311 0.4564 0.7919 0.9354
- 0.6068 0.0185 0.9218 0.9169
- 0.4859 0.8214 0.7382 0.4102
- 0.8912 0.4447 0.1762 0.8936];
- d = [0.0578
- 0.3528
- 0.8131
- 0.0098
- 0.1388];
- A =[0.2027 0.2721 0.7467 0.4659
- 0.1987 0.1988 0.4450 0.4186
- 0.6037 0.0152 0.9318 0.8462];
- b =[0.5251
- 0.2026
- 0.6721];
- Aeq = [3 5 7 9];
- beq = 4;
- lb = -0.1*ones(4,1);
- ub = 2*ones(4,1);
- [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub)
+C = [1 1 1;
+ 1 1 0;
+ 0 1 1;
+ 1 0 0;
+ 0 0 1]
+d = [89;
+ 67;
+ 53;
+ 35;
+ 20;]
+A = [3 2 1;
+ 2 3 4;
+ 1 2 3];
+b = [191
+ 209
+ 162];
+Aeq = [1 2 1];
+beq = 10;
+lb = repmat(0.1,3,1);
+ub = repmat(4,3,1);
+[xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub)
-assert_close ( xopt , [ -0.1, -0.1, 0.1599089, 0.4089598 ]' , 0.0005 );
-assert_close ( residual , [-0.0352969 -0.0876228 0.3532508 -0.1452700 -0.1212324 ]' , 0.0005 );
-assert_close ( resnorm , [ 0.1695104] , 0.0005 );
+assert_close ( xopt , [ 4 1 4 ]' , 0.0005 );
+assert_close ( residual , [80 62 48 31 16]' , 0.0005 );
+assert_close ( resnorm , [ 13765] , 0.0005 );
assert_checkequal( exitflag , int32(0) );
printf("Test Successful");
diff --git a/tests/unit_tests/lsqlin.tst b/tests/unit_tests/lsqlin.tst
index 9fbe23f..327598e 100644
--- a/tests/unit_tests/lsqlin.tst
+++ b/tests/unit_tests/lsqlin.tst
@@ -53,30 +53,30 @@ endfunction
//endfunction
//A simple linear least square example
-C = [0.9501 0.7620 0.6153 0.4057
- 0.2311 0.4564 0.7919 0.9354
- 0.6068 0.0185 0.9218 0.9169
- 0.4859 0.8214 0.7382 0.4102
- 0.8912 0.4447 0.1762 0.8936];
- d = [0.0578
- 0.3528
- 0.8131
- 0.0098
- 0.1388];
- A =[0.2027 0.2721 0.7467 0.4659
- 0.1987 0.1988 0.4450 0.4186
- 0.6037 0.0152 0.9318 0.8462];
- b =[0.5251
- 0.2026
- 0.6721];
- Aeq = [3 5 7 9];
- beq = 4;
- lb = -0.1*ones(4,1);
- ub = 2*ones(4,1);
- [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub)
+C = [1 1 1;
+ 1 1 0;
+ 0 1 1;
+ 1 0 0;
+ 0 0 1]
+d = [89;
+ 67;
+ 53;
+ 35;
+ 20;]
+A = [3 2 1;
+ 2 3 4;
+ 1 2 3];
+b = [191
+ 209
+ 162];
+Aeq = [1 2 1];
+beq = 10;
+lb = repmat(0.1,3,1);
+ub = repmat(4,3,1);
+[xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub)
-assert_close ( xopt , [ -0.1, -0.1, 0.1599089, 0.4089598 ]' , 0.0005 );
-assert_close ( residual , [-0.0352969 -0.0876228 0.3532508 -0.1452700 -0.1212324 ]' , 0.0005 );
-assert_close ( resnorm , [ 0.1695104] , 0.0005 );
+assert_close ( xopt , [ 4 1 4 ]' , 0.0005 );
+assert_close ( residual , [80 62 48 31 16]' , 0.0005 );
+assert_close ( resnorm , [ 13765] , 0.0005 );
assert_checkequal( exitflag , int32(0) );
printf("Test Successful");
diff --git a/tests/unit_tests/lsqnonneg.dia.ref b/tests/unit_tests/lsqnonneg.dia.ref
index 2c7c7d2..af929ee 100644
--- a/tests/unit_tests/lsqnonneg.dia.ref
+++ b/tests/unit_tests/lsqnonneg.dia.ref
@@ -53,20 +53,20 @@ endfunction
//endfunction
// A basic lsqnonneg problem
-C = [
- 0.0372 0.2869
- 0.6861 0.7071
- 0.6233 0.6245
- 0.6344 0.6170];
-d = [
- 0.8587
- 0.1781
- 0.0747
- 0.8405];
+C = [1 1 1;
+ 1 1 0;
+ 0 1 1;
+ 1 0 0;
+ 0 0 1]
+d = [89;
+ 67;
+ 53;
+ 35;
+ 20]
[xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg(C,d)
-assert_close ( xopt , [ 0 0.6929344 ]' , 0.0005 );
-assert_close ( residual , [0.6598971 -0.3118739 -0.3580375 0.4129595]' , 0.0005 );
-assert_close ( resnorm , [ 0.8314560] , 0.0005 );
+assert_close ( xopt , [ 35.125 32.5 20.625 ]' , 0.0005 );
+assert_close ( residual , [0.75 -0.625 -0.125 -0.125 -0.625]' , 0.0005 );
+assert_close ( resnorm , [ 1.375] , 0.0005 );
assert_checkequal( exitflag , int32(0) );
printf("Test Successful");
diff --git a/tests/unit_tests/lsqnonneg.tst b/tests/unit_tests/lsqnonneg.tst
index 2c7c7d2..af929ee 100644
--- a/tests/unit_tests/lsqnonneg.tst
+++ b/tests/unit_tests/lsqnonneg.tst
@@ -53,20 +53,20 @@ endfunction
//endfunction
// A basic lsqnonneg problem
-C = [
- 0.0372 0.2869
- 0.6861 0.7071
- 0.6233 0.6245
- 0.6344 0.6170];
-d = [
- 0.8587
- 0.1781
- 0.0747
- 0.8405];
+C = [1 1 1;
+ 1 1 0;
+ 0 1 1;
+ 1 0 0;
+ 0 0 1]
+d = [89;
+ 67;
+ 53;
+ 35;
+ 20]
[xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg(C,d)
-assert_close ( xopt , [ 0 0.6929344 ]' , 0.0005 );
-assert_close ( residual , [0.6598971 -0.3118739 -0.3580375 0.4129595]' , 0.0005 );
-assert_close ( resnorm , [ 0.8314560] , 0.0005 );
+assert_close ( xopt , [ 35.125 32.5 20.625 ]' , 0.0005 );
+assert_close ( residual , [0.75 -0.625 -0.125 -0.125 -0.625]' , 0.0005 );
+assert_close ( resnorm , [ 1.375] , 0.0005 );
assert_checkequal( exitflag , int32(0) );
printf("Test Successful");
diff --git a/tests/unit_tests/qpipopt_base.dia.ref b/tests/unit_tests/qpipopt_base.dia.ref
index 0cc59f1..25b440f 100644
--- a/tests/unit_tests/qpipopt_base.dia.ref
+++ b/tests/unit_tests/qpipopt_base.dia.ref
@@ -52,25 +52,25 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
-//Find the value of x that minimize following function
-// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
-// Subject to:
-// x1 + x2 ≤ 2
-// –x1 + 2x2 ≤ 2
-// 2x1 + x2 ≤ 3
-// 0 ≤ x1, 0 ≤ x2.
-Q = [1 -1; -1 2];
-p = [-2; -6];
-conMatrix = [1 1; -1 2; 2 1];
-conUB = [2; 2; 3];
-conLB = [-%inf; -%inf; -%inf];
-lb = [0; 0];
-ub = [%inf; %inf];
-nbVar = 2;
-nbCon = 3;
-[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
+//Find x in R^6 such that:
+A= [1,-1,1,0,3,1;
+-1,0,-3,-4,5,6;
+2,5,3,0,1,0
+0,1,0,1,2,-1;
+-1,0,2,1,1,0];
+conLB=[1;2;3;-%inf;-%inf];
+conUB = [1;2;3;-1;2.5];
+lb=[-1000;-10000; 0; -1000; -1000; -1000];
+ub=[10000; 100; 1.5; 100; 100; 1000];
+//and minimize 0.5*x'*H*x + f'*x with
+f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
+nbVar = 6;
+nbCon = 5;
+x0 = repmat(0,nbVar,1);
+param = list("MaxIter", 300, "CpuTime", 100);
+[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param)
-assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 );
-assert_close ( fopt , [ - 8.2222223] , 1.e-7 );
+assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 );
+assert_close ( fopt , [ -14.843248] , 1.e-7 );
assert_checkequal( exitflag , int32(0) );
printf("Test Successful");
diff --git a/tests/unit_tests/qpipopt_base.tst b/tests/unit_tests/qpipopt_base.tst
index eee8b91..25b440f 100644
--- a/tests/unit_tests/qpipopt_base.tst
+++ b/tests/unit_tests/qpipopt_base.tst
@@ -52,26 +52,25 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
-//Find the value of x that minimize following function
-// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
-// Subject to:
-// x1 + x2 ≤ 2
-// –x1 + 2x2 ≤ 2
-// 2x1 + x2 ≤ 3
-// 0 ≤ x1, 0 ≤ x2.
-Q = [1 -1; -1 2];
-p = [-2; -6];
-conMatrix = [1 1; -1 2; 2 1];
-conUB = [2; 2; 3];
-conLB = [-%inf; -%inf; -%inf];
-lb = [0; 0];
-ub = [%inf; %inf];
-nbVar = 2;
-nbCon = 3;
-[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
-
-assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 );
-assert_close ( fopt , [ - 8.2222223] , 1.e-7 );
+//Find x in R^6 such that:
+A= [1,-1,1,0,3,1;
+-1,0,-3,-4,5,6;
+2,5,3,0,1,0
+0,1,0,1,2,-1;
+-1,0,2,1,1,0];
+conLB=[1;2;3;-%inf;-%inf];
+conUB = [1;2;3;-1;2.5];
+lb=[-1000;-10000; 0; -1000; -1000; -1000];
+ub=[10000; 100; 1.5; 100; 100; 1000];
+//and minimize 0.5*x'*H*x + f'*x with
+f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
+nbVar = 6;
+nbCon = 5;
+x0 = repmat(0,nbVar,1);
+param = list("MaxIter", 300, "CpuTime", 100);
+[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param)
+assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 );
+assert_close ( fopt , [ -14.843248] , 1.e-7 );
assert_checkequal( exitflag , int32(0) );
-printf("Test Successfull")
+printf("Test Successful");
diff --git a/tests/unit_tests/qpipoptmat_base.dia.ref b/tests/unit_tests/qpipoptmat_base.dia.ref
index e99255c..fbebe58 100644
--- a/tests/unit_tests/qpipoptmat_base.dia.ref
+++ b/tests/unit_tests/qpipoptmat_base.dia.ref
@@ -52,22 +52,22 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
-//Find the value of x that minimize following function
-// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
-// Subject to:
-// x1 + x2 ≤ 2
-// –x1 + 2x2 ≤ 2
-// 2x1 + x2 ≤ 3
-// 0 ≤ x1, 0 ≤ x2.
-H = [1 -1; -1 2];
-f = [-2; -6];
-A = [1 1; -1 2; 2 1];
-b = [2; 2; 3];
-lb = [0; 0];
-ub = [%inf; %inf];
-[xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub)
+//Find x in R^6 such that:
+Aeq= [1,-1,1,0,3,1;
+-1,0,-3,-4,5,6;
+2,5,3,0,1,0];
+beq=[1; 2; 3];
+A= [0,1,0,1,2,-1;
+-1,0,2,1,1,0];
+b = [-1; 2.5];
+lb=[-1000; -10000; 0; -1000; -1000; -1000];
+ub=[10000; 100; 1.5; 100; 100; 1000];
+param = list("MaxIter", 300, "CpuTime",100);
+//and minimize 0.5*x'*H*x + f'*x with
+f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
+[xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param);
-assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 );
-assert_close ( fopt , [ - 8.2222223] , 1.e-7 );
+assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 );
+assert_close ( fopt , [ -14.843248] , 1.e-7 );
assert_checkequal( exitflag , int32(0) );
printf("Test Successful");
diff --git a/tests/unit_tests/qpipoptmat_base.tst b/tests/unit_tests/qpipoptmat_base.tst
index 482457d..fbebe58 100644
--- a/tests/unit_tests/qpipoptmat_base.tst
+++ b/tests/unit_tests/qpipoptmat_base.tst
@@ -52,23 +52,22 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
-//Find the value of x that minimize following function
-// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
-// Subject to:
-// x1 + x2 ≤ 2
-// –x1 + 2x2 ≤ 2
-// 2x1 + x2 ≤ 3
-// 0 ≤ x1, 0 ≤ x2.
-H = [1 -1; -1 2];
-f = [-2; -6];
-A = [1 1; -1 2; 2 1];
-b = [2; 2; 3];
-lb = [0; 0];
-ub = [%inf; %inf];
-[xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub)
+//Find x in R^6 such that:
+Aeq= [1,-1,1,0,3,1;
+-1,0,-3,-4,5,6;
+2,5,3,0,1,0];
+beq=[1; 2; 3];
+A= [0,1,0,1,2,-1;
+-1,0,2,1,1,0];
+b = [-1; 2.5];
+lb=[-1000; -10000; 0; -1000; -1000; -1000];
+ub=[10000; 100; 1.5; 100; 100; 1000];
+param = list("MaxIter", 300, "CpuTime",100);
+//and minimize 0.5*x'*H*x + f'*x with
+f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
+[xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param);
-assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 );
-assert_close ( fopt , [ - 8.2222223] , 1.e-7 );
+assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 );
+assert_close ( fopt , [ -14.843248] , 1.e-7 );
assert_checkequal( exitflag , int32(0) );
-
-printf("Test Successfull")
+printf("Test Successful");
diff --git a/tests/unit_tests/symphony_base.dia.ref b/tests/unit_tests/symphony_base.dia.ref
index 4b653a8..2e96146 100644
--- a/tests/unit_tests/symphony_base.dia.ref
+++ b/tests/unit_tests/symphony_base.dia.ref
@@ -52,6 +52,7 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
+//Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. "An application of mixed integer programming in a Swedish steel mill." Interfaces 7, no. 2 (1977): 39-43.
// Objective function
c = [350*5,330*3,310*4,280*6,500,450,400,100]';
diff --git a/tests/unit_tests/symphony_base.tst b/tests/unit_tests/symphony_base.tst
index 31e7547..2e96146 100644
--- a/tests/unit_tests/symphony_base.tst
+++ b/tests/unit_tests/symphony_base.tst
@@ -52,6 +52,7 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
+//Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. "An application of mixed integer programming in a Swedish steel mill." Interfaces 7, no. 2 (1977): 39-43.
// Objective function
c = [350*5,330*3,310*4,280*6,500,450,400,100]';
@@ -76,9 +77,12 @@ conub = [ 25; 1.25; 1.25]
isInt = [repmat(%t,1,4) repmat(%f,1,4)];
// Calling Symphony
-[x,f,status,output] = symphony(8,3,c,isInt,lb,ub,conMatrix,conlb,conub,1);
+[x,f,iter] = symphony(8,3,c,isInt,lb,ub,conMatrix,conlb,conub,1);
+
+//In Symphony Library for optimal solution status = 227
+status = sym_getStatus();
assert_close ( x , [1 1 0 1 7.25 0 0.25 3.5]' , 1.e-7 );
assert_close ( f , [ 8495] , 1.e-7 );
assert_checkequal( status , 227 );
-
+printf("Test Successful");
diff --git a/tests/unit_tests/symphonymat_base.dia.ref b/tests/unit_tests/symphonymat_base.dia.ref
index d57851a..17a5566 100644
--- a/tests/unit_tests/symphonymat_base.dia.ref
+++ b/tests/unit_tests/symphonymat_base.dia.ref
@@ -52,6 +52,7 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
+// Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. "An application of mixed integer programming in a Swedish steel mill." Interfaces 7, no. 2 (1977): 39-43.
// Objective function
c = [350*5,330*3,310*4,280*6,500,450,400,100]';
diff --git a/tests/unit_tests/symphonymat_base.tst b/tests/unit_tests/symphonymat_base.tst
index 37b4c3f..95a1fec 100644
--- a/tests/unit_tests/symphonymat_base.tst
+++ b/tests/unit_tests/symphonymat_base.tst
@@ -52,6 +52,7 @@ endfunction
// if flag <> 1 then pause,end
//endfunction
+// Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. "An application of mixed integer programming in a Swedish steel mill." Interfaces 7, no. 2 (1977): 39-43.
// Objective function
c = [350*5,330*3,310*4,280*6,500,450,400,100]';
generated by cgit (git 2.34.1) at 2025-03-30 05:19:02 +0000