[TEST] Added Test HS35MOD

[FEATURE] Added support for FX bounds for QPS Parsing format.

examples/Data/HS35MOD.QPS

@@ -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

gtsam_unstable/linear/RawQP.cpp

@@ -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++));

gtsam_unstable/linear/RawQP.h

@@ -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(

gtsam_unstable/linear/tests/testQPSolver.cpp

@@ -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() {