MINLPTests.jl

This is a collection of JuMP models for testing nonlinear/polynomial solvers with and without discrete variables in JuMP.

This version is compatible with the current release of JuMP (using MathOptInterface).

Test Design Guidelines

• The tests are organized into broad categories based on the scope of typical (e.g. continuous, convex functions, polynomial, ...)
• Unit tests for JuMP integration testing should be "easy" models. For example, it should be possible for a non-global solver to find the global solution in these tests
• Mathematical property tests can be more difficult but should strive to be as simple as possible

Test Naming Conventions

Directories:

• nlp - nonconvex NLP models
• nlp-cvx - convex NLP models
• nlp-mi - nonconvex MINLP models
• nlp-mi-cvx - convex MINLP models
• poly - nonconvex polynomial models
• poly-cvx - convex polynomial models
• poly-mi - nonconvex polynomial models
• poly-mi-cvx - convex polynomial models

File Names:

• 0xx_yyz - unit tests
• 1xx_yyz - 2D mathematical properties
• 2xx_yyz - 3D mathematical properties
• 5xx_yyz - nD mathematical properties
• 9xx_yyz - integration tests

z indicates a variant of a base problem

Test Coverage Overview

NLP

• non-linear model without stating values (nlp/003_010)

• non-linear model with stating values (nlp/002_010)

• non-linear model partial stating values (nlp/001_010)

• non-linear objective only (nlp/001_010)

• non-linear constraints only (nlp/002_010)

• non-linear objective and constraints (nlp/003_010)

• non-linear objective + linear constraints (nlp/004_010)

• non-linear objective + linear constraints (as NL) (nlp/004_011)

• non-linear objective + quard constraints (nlp/004_010)

• non-linear objective + quard constraints (as NL) (nlp/004_011)

• minimization objective (nlp/001_010)

• maximization objective (nlp/003_010)

• linear objective + non-linear constraints (nlp/003_012)

• linear objective (as NL) + non-linear constraints (nlp/003_013)

• quad objective + non-linear constraints (nlp/003_014)

• quad objective (as NL) + non-linear constraints (nlp/003_015)

• non-linear objective (with offset const) + non-linear constraints (nlp/003_011)

• objective (with offset const) + non-linear constraints (nlp/003_016)

• status infeasible (nlp/007_010)

• get duals (nlp/008_010, 008_011)

• non-linear functions

  • * (nlp/004_010)
  • / (nlp/005_010)
  • ^ (nlp/001_010)
  • sqrt (nlp/003_010)
  • abs (nlp/004_010)
  • exp (nlp/001_010)
  • log (nlp/002_010)
  • sin (nlp/003_010)
  • cos (nlp/001_010)
  • tan (nlp/004_010)
  • user defined (nlp/006_010)

MINLP

• non-linear integer variable (nlp-mi/001_010)

• non-linear binary variable (nlp-mi/002_010)

• mix of continuous and discrete variables (nlp-mi/001_010)

• non-linear model without stating values (nlp-mi/003_010)

• non-linear model with stating values (nlp-mi/002_010)

• non-linear model partial stating values (nlp-mi/001_010)

• non-linear objective only (nlp-mi/001_010)

• non-linear constraints only (nlp-mi/002_010)

• non-linear objective and constraints (nlp-mi/003_010)

• non-linear objective + linear constraints (nlp-mi/004_010)

• non-linear objective + linear constraints (as NL) (nlp-mi/004_011)

• non-linear objective + quard constraints (nlp-mi/004_010)

• non-linear objective + quard constraints (as NL) (nlp-mi/004_011)

• minimization objective (nlp-mi/001_010)

• maximization objective (nlp-mi/003_010)

• linear objective + non-linear constraints (nlp-mi/003_012)

• linear objective (as NL) + non-linear constraints (nlp-mi/003_013)

• quad objective + non-linear constraints (nlp-mi/003_014)

• quad objective (as NL) + non-linear constraints (nlp-mi/003_015)

• non-linear objective (with offset const) + non-linear constraints (nlp-mi/003_011)

• objective (with offset const) + non-linear constraints (nlp-mi/003_016)

• status infeasible (nlp-mi/007_010, nlp-mi/070_020)

• non-linear functions

  • * (nlp-mi/004_010)
  • / (nlp-mi/005_010)
  • ^ (nlp-mi/001_010)
  • sqrt (nlp-mi/003_010)
  • abs (nlp-mi/004_010)
  • exp (nlp-mi/001_010)
  • log (nlp-mi/002_010)
  • sin (nlp-mi/003_010)
  • cos (nlp-mi/001_010)
  • tan (nlp-mi/004_010)
  • user defined (nlp-mi/006_010)

Untested Julia Functions

A complete list is available here

• roots
  • cbrt
  • hypot
• exponentials
  • log2
  • log10
  • exp2
  • exp10
• transcendentals
  • sincos
  • sind, cosd, tand
  • sinh, cosh, tanh
  • asin, acos, atan (x and x,y)
  • sec, csc, cot
  • asec, acsc, acot
  • sech, csch, coth
  • asinh, acosh, atanh
  • asech, acsch, acoth
• discontinuous
  • rem
  • mod
  • ceil
  • floor
  • min
  • max