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jump-dev / HiGHS.jl

A Julia interface to the HiGHS solver
https://highs.dev
MIT License
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Why QP failures are allowed? #99

Closed joaquimg closed 1 year ago

joaquimg commented 2 years ago

These are allowed to fail in many tests.

const _QP_FAILURES = [
    "test_objective_qp_ObjectiveFunction_edge_cases",
    "test_objective_qp_ObjectiveFunction_zero_ofdiag",
    "test_quadratic_duplicate_terms",
    "test_quadratic_integration",
    "test_quadratic_nonhomogeneous",
]

Is it a problem upstream?

odow commented 2 years ago

I think it's something to do with how we were setting options. If you use the defaults, everything passes: https://github.com/jump-dev/HiGHS.jl/blob/de218441bc179f1489f470d3c3b4aa943974cc34/test/MOI_wrapper.jl#L27-L45 If you force the algorithm, there were failures: https://github.com/jump-dev/HiGHS.jl/blob/de218441bc179f1489f470d3c3b4aa943974cc34/test/MOI_wrapper.jl#L47-L82

But there's been some fixes to the QP solver, so we should revisit the exclusions.

odow commented 1 year ago

See https://github.com/ERGO-Code/HiGHS/pull/970. These failures are expected.