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856 lines (715 loc) · 29.8 KB
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/*--------------------------------------------------------------------------*/
/*------------------------ File tests_LagBFunction.cpp ---------------------*/
/*--------------------------------------------------------------------------*/
/** @file
* Unit tests for LagBFunction.
*
* The inner Block is a box: three ColVariable, each with a BoxConstraint,
* and a linear Objective, solved by BoxSolver. The Lagrangian function then
* has a closed form: with c^y = c + y A the Lagrangian costs,
*
* l( y ) = \sum_j min { c^y_j x_j : l_j <= x_j <= u_j } + y b
*
* and every value and linearization the LagBFunction gives is checked
* against it. The tests go over what happens to the Lagrangian term when it
* is empty, when it is removed all at once and then given again, and when
* it is set twice, over the Modification that these changes issue, over the
* points where the minimizer is not unique, and over the copy of the global
* pool that a State holds.
*
* A second set of tests checks the by-column representation of the
* Lagrangian term that the Lagrangian costs c_j + y A^j are computed from,
* as get_A_by_col() gives it, after the Lagrangian pairs are set (once and
* twice), added and removed (all of them, a Range, an ordered and an
* unordered Subset, a single one), and on the edge cases of those methods
* (empty Range and Subset, a Range past the end, a wrong index, no pair at
* all).
*
* A check that fails because of a defect of the library prints what it
* found and what it expected, and the test goes on with the next one; the
* return value of main() says whether any failed.
*
* \author Donato Meoli \n
* Dipartimento di Informatica \n
* Universita' di Pisa \n
*
* \copyright © by Donato Meoli
*/
/*--------------------------------------------------------------------------*/
/*------------------------------ INCLUDES ----------------------------------*/
/*--------------------------------------------------------------------------*/
#include "AbstractBlock.h"
#include "BoxSolver.h"
#include "FakeSolver.h"
#include "FRealObjective.h"
#include "LagBFunction.h"
#include "LinearFunction.h"
#include "OneVarConstraint.h"
#include <cmath>
#include <iostream>
#include <vector>
// last, so that the headers above are read as the library was compiled
#include "TestAssert.h"
/*--------------------------------------------------------------------------*/
/*-------------------------------- USING -----------------------------------*/
/*--------------------------------------------------------------------------*/
using namespace SMSpp_di_unipi_it;
using Index = Block::Index;
using Range = Block::Range;
using Subset = Block::Subset;
using v_dual_pair = LagBFunction::v_dual_pair;
using v_mon_pair = LagBFunction::v_mon_pair;
/*--------------------------------------------------------------------------*/
/*------------------------------- CONSTANTS --------------------------------*/
/*--------------------------------------------------------------------------*/
// the inner Block: min c x, l <= x <= u
static const std::vector< double > c_cost = { 1 , -2 , 0.5 };
static const std::vector< double > c_lb = { 0 , -1 , 1 };
static const std::vector< double > c_ub = { 2 , 1 , 3 };
// the Lagrangian term g( x ) = A x + b
static const std::vector< std::vector< double > > c_A = { { 1 , 1 , 0 } ,
{ 0 , 1 , -2 } };
static const std::vector< double > c_b = { -1 , 3 };
static constexpr double c_eps = 1e-10;
/*--------------------------------------------------------------------------*/
/*------------------------------ FUNCTIONS ---------------------------------*/
/*--------------------------------------------------------------------------*/
static int n_failures = 0; ///< number of failed checks of the library
/// records a failed check of the library, saying what was found
static void expect( bool ok , const std::string & what )
{
if( ok )
return;
std::cout << "FAILED: " << what << std::endl;
++n_failures;
}
/*--------------------------------------------------------------------------*/
static bool equal( double a , double b )
{
return( std::abs( a - b ) <= c_eps * std::max( 1.0 , std::abs( b ) ) );
}
/*--------------------------------------------------------------------------*/
/// the closed form of l( y ) for the rows of A in rows
static double closed_form( const std::vector< double > & y ,
const std::vector< Index > & rows )
{
double val = 0;
for( Index j = 0 ; j < c_cost.size() ; ++j ) {
double cy = c_cost[ j ];
for( Index k = 0 ; k < rows.size() ; ++k )
cy += y[ k ] * c_A[ rows[ k ] ][ j ];
val += cy * ( cy >= 0 ? c_lb[ j ] : c_ub[ j ] );
}
for( Index k = 0 ; k < rows.size() ; ++k )
val += y[ k ] * c_b[ rows[ k ] ];
return( val );
}
/*--------------------------------------------------------------------------*/
/// everything a test needs: the outer and inner Block, the LagBFunction
struct Fixture {
AbstractBlock * outer;
std::vector< ColVariable > * y; ///< the multipliers, in outer
AbstractBlock * inner;
std::vector< ColVariable > * x; ///< the primal variables, in inner
LagBFunction * lbf;
FakeSolver * fake; ///< registered to outer
/// the Block are built, the LagBFunction has no Lagrangian term yet
Fixture( void ) {
inner = new AbstractBlock();
x = new std::vector< ColVariable >( c_cost.size() );
inner->add_static_variable( *x , "x" );
auto box = new std::vector< BoxConstraint >( c_cost.size() );
inner->add_static_constraint( *box , "box" );
LinearFunction::v_coeff_pair cp;
for( Index j = 0 ; j < c_cost.size() ; ++j ) {
( *box )[ j ].set_variable( & ( *x )[ j ] , eNoMod );
( *box )[ j ].set_lhs( c_lb[ j ] , eNoMod );
( *box )[ j ].set_rhs( c_ub[ j ] , eNoMod );
cp.push_back( { & ( *x )[ j ] , c_cost[ j ] } );
}
auto obj = new FRealObjective( inner , new LinearFunction( std::move( cp ) ) );
obj->set_sense( Objective::eMin , eNoMod );
inner->set_objective( obj , eNoMod );
outer = new AbstractBlock();
y = new std::vector< ColVariable >( c_A.size() );
outer->add_static_variable( *y , "y" );
lbf = new LagBFunction( inner );
inner->register_Solver( new BoxSolver() );
fake = new FakeSolver();
outer->register_Solver( fake );
}
/// the i-th row of the Lagrangian term, with y_k as multiplier
LagBFunction::dual_pair pair( Index i , Index k ) {
LinearFunction::v_coeff_pair cp;
for( Index j = 0 ; j < c_cost.size() ; ++j )
cp.push_back( { & ( *x )[ j ] , c_A[ i ][ j ] } );
return( LagBFunction::dual_pair( & ( *y )[ k ] ,
new LinearFunction( std::move( cp ) , c_b[ i ] ) ) );
}
/// makes the LagBFunction the Function of the Objective of outer
void observe( void ) {
auto obj = new FRealObjective( outer , lbf );
obj->set_sense( Objective::eMax , eNoMod );
outer->set_objective( obj , eNoMod );
observed = true;
}
/// the multipliers take the given values
void set_y( const std::vector< double > & vals ) {
for( Index k = 0 ; k < vals.size() ; ++k )
( *y )[ k ].set_value( vals[ k ] );
}
~Fixture() {
outer->unregister_Solvers( true );
inner->unregister_Solvers( true );
// the Objective of outer only clear()s its Function when outer goes, so
// the LagBFunction (and the inner Block with it) is deleted here, while
// the multipliers it refers to are still there
if( observed )
static_cast< FRealObjective * >( outer->get_objective() )->set_function(
nullptr , eNoMod , true );
else
delete lbf;
delete outer;
}
bool observed = false;
};
/*--------------------------------------------------------------------------*/
/* Computes the LagBFunction at the current y and checks the value and the
* last linearization against the closed form for the given rows: the value
* is l( y ), the coefficients are g( x* ) for a minimizer x* in the box,
* and the constant is c x*, so that the linearization at y is exact. */
static void check_at( Fixture & f , const std::vector< double > & yv ,
const std::vector< Index > & rows ,
const std::string & where )
{
f.set_y( yv );
assert( f.lbf->compute() == Solver::kOK );
const double expected = closed_form( yv , rows );
const double got = f.lbf->get_value();
expect( equal( got , expected ) ,
where + ": l( y ) = " + std::to_string( got ) + ", expected " +
std::to_string( expected ) );
assert( f.lbf->has_linearization() );
const Index nv = f.lbf->get_num_active_var();
std::vector< double > g( nv );
if( nv )
f.lbf->get_linearization_coefficients( g.data() );
const double alpha = f.lbf->get_linearization_constant();
// the minimizer is in the box and it is optimal for the Lagrangian costs
double cx = 0;
double cyx = 0;
for( Index j = 0 ; j < c_cost.size() ; ++j ) {
const double xj = ( *f.x )[ j ].get_value();
assert( ( xj >= c_lb[ j ] - c_eps ) && ( xj <= c_ub[ j ] + c_eps ) );
double cy = c_cost[ j ];
for( Index k = 0 ; k < rows.size() ; ++k )
cy += yv[ k ] * c_A[ rows[ k ] ][ j ];
cx += c_cost[ j ] * xj;
cyx += cy * xj;
}
double yb = 0;
for( Index k = 0 ; k < rows.size() ; ++k )
yb += yv[ k ] * c_b[ rows[ k ] ];
expect( equal( cyx + yb , expected ) ,
where + ": the minimizer written in the inner Block is not optimal" );
// the coefficients are the relaxed rows at the minimizer
for( Index k = 0 ; k < nv ; ++k ) {
double gk = c_b[ rows[ k ] ];
for( Index j = 0 ; j < c_cost.size() ; ++j )
gk += c_A[ rows[ k ] ][ j ] * ( *f.x )[ j ].get_value();
expect( equal( g[ k ] , gk ) ,
where + ": g[ " + std::to_string( k ) + " ] = " +
std::to_string( g[ k ] ) + ", expected " + std::to_string( gk ) );
}
// the constant is the original cost, and the linearization is exact at y
expect( equal( alpha , cx ) , where + ": constant = " +
std::to_string( alpha ) + ", expected " + std::to_string( cx ) );
double lin = alpha;
for( Index k = 0 ; k < nv ; ++k )
lin += g[ k ] * yv[ k ];
expect( equal( lin , expected ) , where + ": linearization at y = " +
std::to_string( lin ) + ", expected " + std::to_string( expected ) );
}
/*--------------------------------------------------------------------------*/
/* True if no column of the Lagrangian costs refers to a multiplier: what the
* LagBFunction has to hold when its Lagrangian term is empty. */
static bool no_multiplier_in_costs( Fixture & f )
{
for( auto & xj : *f.x )
if( auto col = f.lbf->get_A_by_col( & xj ) )
if( ! col->second.empty() )
return( false );
return( true );
}
/*--------------------------------------------------------------------------*/
/*--------------------------------- TESTS ----------------------------------*/
/*--------------------------------------------------------------------------*/
/* An empty Lagrangian term: the LagBFunction has no active Variable, no
* nonzero, and its value is the minimum of c x over the box. */
static void test_empty_dual_pairs( void )
{
Fixture f;
f.lbf->set_dual_pairs( v_dual_pair() );
f.observe();
f.fake->get_Modification_list().clear();
assert( f.lbf->get_num_active_var() == 0 );
assert( f.lbf->get_A_nz() == 0 );
assert( no_multiplier_in_costs( f ) );
check_at( f , {} , {} , "empty Lagrangian term" );
// setting the empty term again changes nothing, and issues nothing
f.lbf->set_dual_pairs( v_dual_pair() );
assert( f.lbf->get_num_active_var() == 0 );
check_at( f , {} , {} , "empty Lagrangian term set twice" );
assert( f.fake->get_Modification_list().empty() );
std::cout << "empty Lagrangian term: done" << std::endl;
}
/*--------------------------------------------------------------------------*/
/* The Lagrangian term is added to an observed LagBFunction and removed all
* at once with remove_variables( Subset() ): the Modification issued say
* which multipliers came and went, the Lagrangian costs lose every
* multiplier, and the value goes back to the minimum of c x. The same term
* is then given again, and the value has to be the one of that term alone. */
static void test_add_then_remove_all( void )
{
Fixture f;
f.lbf->set_dual_pairs( v_dual_pair() );
f.observe();
auto & mods = f.fake->get_Modification_list();
mods.clear();
// add: one C05FunctionModVarsAddd with the two multipliers from 0
f.lbf->add_dual_pairs( v_dual_pair( { f.pair( 0 , 0 ) , f.pair( 1 , 1 ) } ) );
assert( f.lbf->get_num_active_var() == 2 );
assert( f.lbf->get_active_var( 0 ) == & ( *f.y )[ 0 ] );
assert( f.lbf->get_active_var( 1 ) == & ( *f.y )[ 1 ] );
assert( f.lbf->get_A_nz() == 6 ); // the zero coefficients count too
assert( mods.size() == 1 );
{
auto mod = std::dynamic_pointer_cast< C05FunctionModVarsAddd >(
mods.front() );
assert( mod && ( mod->function() == f.lbf ) && ( mod->first() == 0 ) );
assert( ( mod->vars().size() == 2 ) && ( mod->shift() == 0 ) );
assert( ( mod->vars()[ 0 ] == & ( *f.y )[ 0 ] ) &&
( mod->vars()[ 1 ] == & ( *f.y )[ 1 ] ) );
}
mods.clear();
check_at( f , { 0.5 , -0.25 } , { 0 , 1 } , "after add_dual_pairs" );
// remove all: one C05FunctionModVarsSbst with an empty subset and all the
// multipliers
f.lbf->remove_variables( Subset() );
assert( f.lbf->get_num_active_var() == 0 );
assert( mods.size() == 1 );
{
auto mod = std::dynamic_pointer_cast< C05FunctionModVarsSbst >(
mods.front() );
assert( mod && ( mod->function() == f.lbf ) && mod->subset().empty() );
assert( ( mod->vars().size() == 2 ) && ( mod->shift() == 0 ) );
}
mods.clear();
// the Lagrangian costs refer to no multiplier any longer
const bool clean = no_multiplier_in_costs( f );
expect( clean , "remove_variables( Subset() ) leaves the entries of the "
"removed multipliers in the Lagrangian costs (get_A_by_col( x_j )"
"->second not empty)" );
expect( f.lbf->get_A_nz() == 0 , "get_A_nz() = " +
std::to_string( f.lbf->get_A_nz() ) + " with no Lagrangian term" );
// with no multiplier, compute() would read the stale entries past the end
// of the (empty) vector of multipliers: only done if there are none
if( clean )
check_at( f , {} , {} , "after removing all the Lagrangian term" );
else
std::cout << "SKIPPED: compute() with no Lagrangian term, it would read "
<< "past the end of the multipliers" << std::endl;
// the same term again: its value is the one of the term alone
f.lbf->add_dual_pairs( v_dual_pair( { f.pair( 0 , 0 ) , f.pair( 1 , 1 ) } ) );
assert( f.lbf->get_num_active_var() == 2 );
assert( mods.size() == 1 );
expect( f.lbf->get_A_nz() == 6 , "get_A_nz() = " +
std::to_string( f.lbf->get_A_nz() ) + " after the term is given "
"again, expected 6" );
check_at( f , { 0.5 , -0.25 } , { 0 , 1 } ,
"after removing all and adding the same term again" );
std::cout << "add, remove all, add again: done" << std::endl;
}
/*--------------------------------------------------------------------------*/
/* set_dual_pairs() starts from a "tabula rasa": called a second time it
* replaces the Lagrangian term, and only the second one counts. */
static void test_set_dual_pairs_twice( void )
{
Fixture f;
f.lbf->set_dual_pairs( v_dual_pair( { f.pair( 0 , 0 ) , f.pair( 1 , 1 ) } ) );
assert( f.lbf->get_num_active_var() == 2 );
f.lbf->set_dual_pairs( v_dual_pair( { f.pair( 1 , 0 ) } ) );
assert( f.lbf->get_num_active_var() == 1 );
assert( f.lbf->get_active_var( 0 ) == & ( *f.y )[ 0 ] );
const bool clean = ( f.lbf->get_A_nz() == 3 );
expect( clean , "get_A_nz() = " + std::to_string( f.lbf->get_A_nz() ) +
" after set_dual_pairs() of one row of 3 entries over a term of two "
"rows, expected 3" );
// the entries left of the first term refer to a multiplier that is no
// longer there: compute() would read past the end of the multipliers
if( clean )
check_at( f , { 0.75 } , { 1 } , "set_dual_pairs() called twice" );
else
std::cout << "SKIPPED: compute() after set_dual_pairs() called twice, it "
<< "would read past the end of the multipliers" << std::endl;
std::cout << "set_dual_pairs twice: done" << std::endl;
}
/*--------------------------------------------------------------------------*/
/* The value and the linearization over a few multipliers, the one of the
* original problem ( y = 0 ) and some on a kink, i.e., where a Lagrangian
* cost is zero and the minimizer is not unique; the linearizations are also
* checked to be supergradients of the (concave) l( y ) at the other points. */
static void test_values_and_kinks( void )
{
Fixture f;
f.lbf->set_dual_pairs( v_dual_pair( { f.pair( 0 , 0 ) , f.pair( 1 , 1 ) } ) );
// y = 0; c^y_0 = 0; c^y_0 = c^y_2 = 0; two generic points
const std::vector< std::vector< double > > ys = {
{ 0 , 0 } , { -1 , 0 } , { -1 , 0.25 } , { 2 , 0.5 } , { -3 , -1 } };
for( Index p = 0 ; p < ys.size() ; ++p ) {
const std::string where = "y = ( " + std::to_string( ys[ p ][ 0 ] ) + " , "
+ std::to_string( ys[ p ][ 1 ] ) + " )";
check_at( f , ys[ p ] , { 0 , 1 } , where );
double g[ 2 ];
f.lbf->get_linearization_coefficients( g );
const double alpha = f.lbf->get_linearization_constant();
for( Index q = 0 ; q < ys.size() ; ++q ) {
const double lq = closed_form( ys[ q ] , { 0 , 1 } );
const double lin = alpha + g[ 0 ] * ys[ q ][ 0 ] + g[ 1 ] * ys[ q ][ 1 ];
expect( lq <= lin + c_eps , where + ": the linearization is below l at "
"point " + std::to_string( q ) );
}
}
// compute() with no change of y gives the same value
f.set_y( ys.back() );
assert( f.lbf->compute( false ) == Solver::kOK );
expect( equal( f.lbf->get_value() , closed_form( ys.back() , { 0 , 1 } ) ) ,
"compute( false ) changes the value" );
std::cout << "values and kinks: done" << std::endl;
}
/*--------------------------------------------------------------------------*/
/* The State holds a copy of the global pool: a linearization stored and then
* deleted comes back, with the same coefficients and constant, when the
* State is put back. */
static void test_state_copy( void )
{
Fixture f;
f.lbf->set_dual_pairs( v_dual_pair( { f.pair( 0 , 0 ) , f.pair( 1 , 1 ) } ) );
f.lbf->set_par( C05Function::intGPMaxSz , 2 );
f.set_y( { 2 , 0.5 } );
assert( f.lbf->compute() == Solver::kOK );
assert( f.lbf->has_linearization() );
double g[ 2 ];
f.lbf->get_linearization_coefficients( g );
const double alpha = f.lbf->get_linearization_constant();
f.lbf->store_linearization( 0 , eNoMod );
assert( f.lbf->is_linearization_there( 0 ) );
assert( ! f.lbf->is_linearization_vertical( 0 ) );
auto state = f.lbf->get_State();
assert( state );
f.lbf->delete_linearization( 0 , eNoMod );
assert( ! f.lbf->is_linearization_there( 0 ) );
// a different y changes the Solution written in the inner Block
f.set_y( { -3 , -1 } );
assert( f.lbf->compute() == Solver::kOK );
f.lbf->put_State( *state );
delete state;
expect( f.lbf->is_linearization_there( 0 ) ,
"put_State() does not bring back the stored linearization" );
if( f.lbf->is_linearization_there( 0 ) ) {
double h[ 2 ];
f.lbf->get_linearization_coefficients( h , Block::INFRange , 0 );
expect( equal( h[ 0 ] , g[ 0 ] ) && equal( h[ 1 ] , g[ 1 ] ) ,
"the coefficients of the linearization put back differ" );
expect( equal( f.lbf->get_linearization_constant( 0 ) , alpha ) ,
"the constant of the linearization put back differs" );
}
std::cout << "State copy of the global pool: done" << std::endl;
}
/*--------------------------------------------------------------------------*/
/*--------------------------------------------------------------------------*/
/*------------------- THE COLUMNS OF THE LAGRANGIAN TERM -------------------*/
/*--------------------------------------------------------------------------*/
/* The inner Block has four ColVariable x0, ..., x3 and the linear Objective
* 1 x0 + 2 x1: x2 enters the Objective (with cost 0) as soon as a Lagrangian
* term has it, x3 is never in any. The multipliers y are ColVariable held by
* the Rig, as the Lagrangian pairs only point to them. */
struct Rig {
std::vector< ColVariable > * x;
std::vector< ColVariable > y;
LagBFunction * f;
Rig( void ) : y( 8 ) {
auto block = new AbstractBlock();
x = new std::vector< ColVariable >( 4 );
block->add_static_variable( *x , "x" );
block->set_objective( new FRealObjective( nullptr ,
new LinearFunction( { { X( 0 ) , 1 } ,
{ X( 1 ) , 2 } } ) ) ,
eNoMod );
f = new LagBFunction( block );
}
~Rig( void ) { delete f; } // the LagBFunction deletes the inner Block
ColVariable * X( Index j ) { return( & ( *x )[ j ] ); }
// the Lagrangian pair < y[ k ] , sum_j a_j x_j > for terms { { j , a_j } }
LagBFunction::dual_pair pair( Index k ,
std::vector< std::pair< Index , double > > t ) {
LinearFunction::v_coeff_pair cp;
for( auto & el : t )
cp.push_back( { X( el.first ) , el.second } );
return( LagBFunction::dual_pair( & y[ k ] ,
new LinearFunction( std::move( cp ) ) ) );
}
// the by-column representation A^j of x_j, which must be there
const v_mon_pair & A( Index j ) {
auto col = f->get_A_by_col( X( j ) );
assert( col );
return( col->second );
}
// the original cost c_j of x_j
double c( Index j ) { return( f->get_A_by_col( X( j ) )->first ); }
// the Lagrangian cost c_j + y A^j of x_j, with the names in A^j checked to
// be those of the current Lagrangian pairs
double lag_cost( Index j ) {
auto col = f->get_A_by_col( X( j ) );
assert( col );
double cost = col->first;
for( auto & el : col->second ) {
assert( el.first < f->get_num_active_var() );
cost += static_cast< ColVariable * >(
f->get_active_var( el.first ) )->get_value()
* el.second;
}
return( cost );
}
};
/*--------------------------------------------------------------------------*/
static bool same( const v_mon_pair & a , const v_mon_pair & b )
{
if( a.size() != b.size() )
return( false );
for( Index i = 0 ; i < a.size() ; ++i )
if( ( a[ i ].first != b[ i ].first ) || ( a[ i ].second != b[ i ].second ) )
return( false );
return( true );
}
/*--------------------------------------------------------------------------*/
// the two pairs < y0 , x0 + 2 x1 > and < y1 , 3 x1 + 4 x2 >
static void set_two_pairs( Rig & r )
{
v_dual_pair dp;
dp.push_back( r.pair( 0 , { { 0 , 1 } , { 1 , 2 } } ) );
dp.push_back( r.pair( 1 , { { 1 , 3 } , { 2 , 4 } } ) );
r.f->set_dual_pairs( std::move( dp ) );
assert( r.f->get_num_active_var() == 2 );
assert( same( r.A( 0 ) , { { 0 , 1 } } ) );
assert( same( r.A( 1 ) , { { 0 , 2 } , { 1 , 3 } } ) );
assert( same( r.A( 2 ) , { { 1 , 4 } } ) );
}
/*--------------------------------------------------------------------------*/
// no Lagrangian pair left: every A^j is empty and every cost is the original
static void check_empty( Rig & r )
{
assert( r.f->get_num_active_var() == 0 );
for( Index j = 0 ; j < 3 ; ++j )
assert( r.A( j ).empty() );
assert( r.c( 0 ) == 1 );
assert( r.c( 1 ) == 2 );
assert( r.c( 2 ) == 0 );
}
/*--------------------------------------------------------------------------*/
// after the Lagrangian term is emptied, the single pair < z , 5 x2 > is added:
// A^2 is { < 0 , 5 > } and nothing else, since the name 0 is now z
static void check_after_readd( Rig & r )
{
v_dual_pair dp;
dp.push_back( r.pair( 4 , { { 2 , 5 } } ) );
r.f->add_dual_pairs( std::move( dp ) );
assert( r.f->get_num_active_var() == 1 );
assert( r.A( 0 ).empty() );
assert( r.A( 1 ).empty() );
assert( same( r.A( 2 ) , { { 0 , 5 } } ) );
r.y[ 4 ].set_value( 7 );
assert( equal( r.lag_cost( 0 ) , 1 ) );
assert( equal( r.lag_cost( 1 ) , 2 ) );
assert( equal( r.lag_cost( 2 ) , 35 ) );
}
/* set_dual_pairs() builds A^j for each x_j, x2 entering the Objective with
* cost 0, and the Lagrangian costs are c_j + y A^j; x3 has no column. */
static void test_columns_set_dual_pairs( void )
{
Rig r;
set_two_pairs( r );
assert( r.c( 0 ) == 1 );
assert( r.c( 1 ) == 2 );
assert( r.c( 2 ) == 0 );
assert( r.f->get_A_by_col( r.X( 3 ) ) == nullptr );
r.y[ 0 ].set_value( 10 );
r.y[ 1 ].set_value( -1 );
assert( equal( r.lag_cost( 0 ) , 1 + 10 ) );
assert( equal( r.lag_cost( 1 ) , 2 + 20 - 3 ) );
assert( equal( r.lag_cost( 2 ) , 0 - 4 ) );
}
/*--------------------------------------------------------------------------*/
/* set_dual_pairs() called a second time replaces the Lagrangian term: the
* columns of the first one must not survive into the second, whose pairs
* take the names from 0 again. */
static void test_columns_set_dual_pairs_twice( void )
{
Rig r;
set_two_pairs( r );
v_dual_pair dp;
dp.push_back( r.pair( 2 , { { 0 , 6 } } ) );
dp.push_back( r.pair( 3 , { { 2 , 8 } } ) );
r.f->set_dual_pairs( std::move( dp ) );
assert( r.f->get_num_active_var() == 2 );
assert( same( r.A( 0 ) , { { 0 , 6 } } ) );
assert( r.A( 1 ).empty() );
assert( same( r.A( 2 ) , { { 1 , 8 } } ) );
r.y[ 2 ].set_value( 2 );
r.y[ 3 ].set_value( 3 );
assert( equal( r.lag_cost( 0 ) , 1 + 12 ) );
assert( equal( r.lag_cost( 1 ) , 2 ) );
assert( equal( r.lag_cost( 2 ) , 24 ) );
// and set to no pair at all
r.f->set_dual_pairs( v_dual_pair() );
check_empty( r );
}
/*--------------------------------------------------------------------------*/
/* Removing all the pairs, with a Range covering them (exactly or past the
* end) or with an empty Subset, empties every A^j; the pairs added then
* take the names from 0. */
static void test_columns_remove_all( void )
{
for( int how = 0 ; how < 4 ; ++how ) {
Rig r;
set_two_pairs( r );
switch( how ) {
case( 0 ): r.f->remove_variables( Range( 0 , 2 ) ); break;
case( 1 ): r.f->remove_variables( Range( 0 , Inf< Index >() ) ); break;
case( 2 ): r.f->remove_variables( Subset() ); break;
default: r.f->remove_variables( Subset( { 1 , 0 } ) );
}
check_empty( r );
check_after_readd( r );
}
}
/*--------------------------------------------------------------------------*/
/* Partial removals keep the pairs left, renamed, in A^j, and the pairs
* added afterwards take the names that follow. */
static void test_columns_remove_some( void )
{
{ // a Range with the first pair
Rig r;
set_two_pairs( r );
r.f->remove_variables( Range( 0 , 1 ) );
assert( r.f->get_num_active_var() == 1 );
assert( r.A( 0 ).empty() );
assert( same( r.A( 1 ) , { { 0 , 3 } } ) );
assert( same( r.A( 2 ) , { { 0 , 4 } } ) );
v_dual_pair dp;
dp.push_back( r.pair( 4 , { { 0 , 5 } , { 1 , -1 } } ) );
r.f->add_dual_pairs( std::move( dp ) );
assert( same( r.A( 0 ) , { { 1 , 5 } } ) );
assert( same( r.A( 1 ) , { { 0 , 3 } , { 1 , -1 } } ) );
assert( same( r.A( 2 ) , { { 0 , 4 } } ) );
r.y[ 1 ].set_value( 2 );
r.y[ 4 ].set_value( 3 );
assert( equal( r.lag_cost( 0 ) , 1 + 15 ) );
assert( equal( r.lag_cost( 1 ) , 2 + 6 - 3 ) );
assert( equal( r.lag_cost( 2 ) , 8 ) );
}
{ // a Subset with the last pair
Rig r;
set_two_pairs( r );
r.f->remove_variables( Subset( { 1 } ) );
assert( r.f->get_num_active_var() == 1 );
assert( same( r.A( 0 ) , { { 0 , 1 } } ) );
assert( same( r.A( 1 ) , { { 0 , 2 } } ) );
assert( r.A( 2 ).empty() );
v_dual_pair dp;
dp.push_back( r.pair( 4 , { { 2 , 5 } } ) );
r.f->add_dual_pairs( std::move( dp ) );
assert( same( r.A( 0 ) , { { 0 , 1 } } ) );
assert( same( r.A( 1 ) , { { 0 , 2 } } ) );
assert( same( r.A( 2 ) , { { 1 , 5 } } ) );
}
{ // an unordered Subset of three pairs out of four, and remove_variable()
Rig r;
v_dual_pair dp;
dp.push_back( r.pair( 0 , { { 0 , 1 } } ) );
dp.push_back( r.pair( 1 , { { 0 , 2 } , { 1 , 2 } } ) );
dp.push_back( r.pair( 2 , { { 1 , 3 } } ) );
dp.push_back( r.pair( 3 , { { 0 , 4 } , { 2 , 4 } } ) );
r.f->set_dual_pairs( std::move( dp ) );
r.f->remove_variables( Subset( { 2 , 0 } ) );
assert( r.f->get_num_active_var() == 2 );
assert( r.f->get_active_var( 0 ) == & r.y[ 1 ] );
assert( r.f->get_active_var( 1 ) == & r.y[ 3 ] );
assert( same( r.A( 0 ) , { { 0 , 2 } , { 1 , 4 } } ) );
assert( same( r.A( 1 ) , { { 0 , 2 } } ) );
assert( same( r.A( 2 ) , { { 1 , 4 } } ) );
r.f->remove_variable( 0 );
assert( r.f->get_num_active_var() == 1 );
assert( same( r.A( 0 ) , { { 0 , 4 } } ) );
assert( r.A( 1 ).empty() );
assert( same( r.A( 2 ) , { { 0 , 4 } } ) );
// the last pair removed by index: the Lagrangian term is empty
r.f->remove_variable( 0 );
check_empty( r );
check_after_readd( r );
}
}
/*--------------------------------------------------------------------------*/
/* The edge cases: an empty Range and a Range past the end remove nothing,
* adding no pair does nothing, a wrong index throws, and removing all the
* pairs when there are none leaves the columns as they are. */
static void test_columns_edge_cases( void )
{
Rig r;
set_two_pairs( r );
r.f->remove_variables( Range( 1 , 1 ) );
r.f->remove_variables( Range( 5 , 9 ) );
r.f->add_dual_pairs( v_dual_pair() );
assert( r.f->get_num_active_var() == 2 );
assert( same( r.A( 0 ) , { { 0 , 1 } } ) );
assert( same( r.A( 1 ) , { { 0 , 2 } , { 1 , 3 } } ) );
assert( same( r.A( 2 ) , { { 1 , 4 } } ) );
bool thrown = false;
try { r.f->remove_variable( 2 ); }
catch( std::invalid_argument & ) { thrown = true; }
assert( thrown );
thrown = false;
try { r.f->remove_variables( Subset( { 0 , 2 } ) ); }
catch( std::invalid_argument & ) { thrown = true; }
assert( thrown );
r.f->remove_variables( Subset() );
check_empty( r );
r.f->remove_variables( Subset() );
r.f->remove_variables( Range( 0 , Inf< Index >() ) );
check_empty( r );
check_after_readd( r );
}
/*--------------------------------------------------------------------------*/
int main( int argc , char ** argv )
{
test_empty_dual_pairs();
test_add_then_remove_all();
test_set_dual_pairs_twice();
test_values_and_kinks();
test_state_copy();
test_columns_set_dual_pairs();
test_columns_set_dual_pairs_twice();
test_columns_remove_all();
test_columns_remove_some();
test_columns_edge_cases();
if( n_failures ) {
std::cout << "LagBFunction_unit_test: " << n_failures << " check(s) failed"
<< std::endl;
return( 1 );
}
std::cout << "All tests passed!!" << std::endl;
return( 0 );
}
/*--------------------------------------------------------------------------*/
/*---------------------- End File tests_LagBFunction.cpp -------------------*/
/*--------------------------------------------------------------------------*/