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[TEST] Added Test HS35MOD 

[FEATURE] Added support for FX bounds for QPS Parsing format.
release/4.3a0
= 2016-06-29 15:38:00 -04:00
parent 4ba87c59e7
commit ac1a02337e
4 changed files with 37 additions and 1 deletions
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21
examples/Data/HS35MOD.QPS Normal file
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@ -0,0 +1,21 @@
NAME HS35MOD
ROWS
N OBJ.FUNC
G R------1
COLUMNS
C------1 OBJ.FUNC -.800000e+01 R------1 -.100000e+01
C------2 OBJ.FUNC -.600000e+01 R------1 -.100000e+01
C------3 OBJ.FUNC -.400000e+01 R------1 -.200000e+01
RHS
RHS OBJ.FUNC -.900000e+01
RHS R------1 -.300000e+01
RANGES
BOUNDS
FX BOUNDS C------2 0.500000e+00
QUADOBJ
C------1 C------1 0.400000e+01
C------1 C------2 0.200000e+01
C------1 C------3 0.200000e+01
C------2 C------2 0.400000e+01
C------3 C------3 0.200000e+01
ENDATA

5
gtsam_unstable/linear/RawQP.cpp
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@ -198,6 +198,8 @@ void RawQP::addBound(
up[varname_to_key[var_]] = number;
else if (type_.compare(std::string("LO")) == 0)
lo[varname_to_key[var_]] = number;
else if (type_.compare(std::string("FX")) == 0)
fx[varname_to_key[var_]] = number;
else
std::cout << "Invalid Bound Type: " << type_ << std::endl;
@ -334,6 +336,9 @@ QP RawQP::makeQP() {
for (Key k : keys) {
if (std::find(Free.begin(), Free.end(), k) != Free.end())
continue;
if (fx.count(k) == 1)
madeQP.equalities.push_back(
LinearEquality(k, I_1x1, fx[k] * I_1x1, dual_key_num++));
if (up.count(k) == 1)
madeQP.inequalities.push_back(
LinearInequality(k, I_1x1, up[k], dual_key_num++));

3
gtsam_unstable/linear/RawQP.h
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@ -54,12 +54,13 @@ private:
std::string name_;
std::unordered_map<Key, double> up;
std::unordered_map<Key, double> lo;
std::unordered_map<Key, double> fx;
std::vector<Key> Free;
const bool debug = false;
public:
RawQP() :
row_to_constraint_v(), E(), IG(), IL(), varNumber(1), b(), ranges(), g(), varname_to_key(), H(), f(), obj_name(), name_(), up(), lo(), Free() {
row_to_constraint_v(), E(), IG(), IL(), varNumber(1), b(), ranges(), g(), varname_to_key(), H(), f(), obj_name(), name_(), up(), lo(), fx(), Free() {
}
void setName(

9
gtsam_unstable/linear/tests/testQPSolver.cpp
View File

@ -303,6 +303,15 @@ TEST(QPSolver, HS35) {
CHECK(assert_equal(1.11111111e-01,error_actual, 1e-7))
}
TEST(QPSolver, HS35MOD) {
QP problem = QPSParser("HS35MOD.QPS").Parse();
VectorValues actualSolution;
boost::tie(actualSolution, boost::tuples::ignore) = QPSolver(problem).optimize();
double error_actual = problem.cost.error(actualSolution);
CHECK(assert_equal(2.50000001e-01,error_actual, 1e-7))
}
/* ************************************************************************* */
// Create Matlab's test graph as in http://www.mathworks.com/help/optim/ug/quadprog.html
QP createTestMatlabQPEx() {