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Fix support for MOI.TimeLimitSec #101

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merged 6 commits into from
Jan 10, 2024
Merged

Fix support for MOI.TimeLimitSec #101

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d5b95d9
Fix support for MOI.TimeLimitSec
odow Aug 17, 2023
73a8fe4
Update moitest.jl
odow Sep 14, 2023
b178514
Update test/moitest.jl
odow Sep 14, 2023
3206d08
Update test/moitest.jl
odow Sep 14, 2023
10bdf8e
Update moitest.jl
odow Sep 14, 2023
f5508b6
Update
odow Sep 14, 2023
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15 changes: 11 additions & 4 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -125,12 +125,19 @@ end

MOI.supports(::Optimizer, ::MOI.TimeLimitSec) = true

function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, value)
function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, value::Real)
optimizer.options.time_limit = value
return
end

function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, ::Nothing)
optimizer.options.time_limit = 3600_00.0
return
end

function MOI.get(optimizer::Optimizer, ::MOI.TimeLimitSec)
return optimizer.options.time_limit
value = optimizer.options.time_limit
return value == 3600_00.0 ? nothing : value
end

MOI.supports(::Optimizer, ::MOI.NumberOfThreads) = false
Expand Down Expand Up @@ -291,7 +298,7 @@ function _optimize!(dest::Optimizer, src::OptimizerCache)
#
end # timeit

#=
#=
Solve modified problem
=#

Expand Down Expand Up @@ -327,7 +334,7 @@ function _optimize!(dest::Optimizer, src::OptimizerCache)
close(f)
end

#=
#=
Fix solution
=#

Expand Down
36 changes: 17 additions & 19 deletions test/moitest.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,7 @@ const optimizer_bridged = MOI.instantiate(
()->ProxSDP.Optimizer(
tol_gap = 1e-6, tol_feasibility= 1e-6,
# max_iter = 100_000,
time_limit = 3., #seconds FAST
time_limit = 30.0, #seconds FAST
warn_on_limit = true,
# log_verbose = true, log_freq = 100000
),
Expand Down Expand Up @@ -49,7 +49,7 @@ function test_runtests()
opt = ProxSDP.Optimizer(
tol_gap = 1e-6, tol_feasibility= 1e-6,
# max_iter = 100_000,
time_limit = 1.0, #seconds FAST
time_limit = 5.0, #seconds FAST
warn_on_limit = true,
# log_verbose = true, log_freq = 100000
)
Expand All @@ -66,24 +66,9 @@ function test_runtests()
"test_model_LowerBoundAlreadySet",
# poorly scaled problem (solved bellow with higher accuracy)
"test_linear_add_constraints",
# time limit hit
"test_linear_INFEASIBLE",
"test_solve_DualStatus_INFEASIBILITY_CERTIFICATE_VariableIndex_LessThan_max",
],
)

MOI.set(model, MOI.RawOptimizerAttribute("time_limit"), 5.0)
MOI.empty!(model)
MOI.Test.test_solve_DualStatus_INFEASIBILITY_CERTIFICATE_VariableIndex_LessThan_max(
model,
config,
)
MOI.empty!(model)
MOI.Test.test_linear_INFEASIBLE(
model,
config,
)

MOI.set(model, MOI.RawOptimizerAttribute("tol_primal"), 1e-7)
MOI.set(model, MOI.RawOptimizerAttribute("tol_dual"), 1e-7)
MOI.set(model, MOI.RawOptimizerAttribute("tol_gap"), 1e-7)
Expand Down Expand Up @@ -113,7 +98,7 @@ end
include("base_mimo.jl")
include("moi_mimo.jl")
for i in 2:5
@testset "MIMO n = $(i)" begin
@testset "MIMO n = $(i)" begin
moi_mimo(optimizer_bridged, 123, i, test = true)
end
end
Expand All @@ -125,7 +110,7 @@ end
# include("base_randsdp.jl")
# include("moi_randsdp.jl")
# for n in 10:11, m in 10:11
# @testset "RANDSDP n=$n, m=$m" begin
# @testset "RANDSDP n=$n, m=$m" begin
# moi_randsdp(optimizer, 123, n, m, test = true, atol = 1e-1)
# end
# end
Expand Down Expand Up @@ -171,3 +156,16 @@ end
end

include("test_terminationstatus.jl")

@testset "test_attribute_TimeLimitSec" begin
model = ProxSDP.Optimizer()
@test MOI.supports(model, MOI.TimeLimitSec())
@test MOI.get(model, MOI.TimeLimitSec()) === nothing
MOI.set(model, MOI.TimeLimitSec(), 0.0)
@test MOI.get(model, MOI.TimeLimitSec()) == 0.0
MOI.set(model, MOI.TimeLimitSec(), nothing)
@test MOI.get(model, MOI.TimeLimitSec()) === nothing
MOI.set(model, MOI.TimeLimitSec(), 1.0)
@test MOI.get(model, MOI.TimeLimitSec()) == 1.0
return
end
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