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martinbiel / StochasticPrograms.jl

Julia package for formulating and analyzing stochastic recourse models.
MIT License
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Fix error when calling JuMP.shadow_price #42

Closed iSoron closed 2 years ago

iSoron commented 2 years ago

Hi @martinbiel, thank you for writing such a nice package.

Currently StochasticPrograms.jl fails when the user calls JuMP.shadow_price(constr, scenario_index) with the error below:

test_solve: Error During Test at /home/axavier/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:198
  Test threw exception
  Expression: -1.0 == #= /home/axavier/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:198 =# @inferred(JuMP.shadow_price(c, 1))
  UndefVarError: shadow_price_less_than_ not defined
  Stacktrace:
   [1] shadow_price(sp_cref::SPConstraintRef{MathOptInterface.ConstraintIndex{AffineDecisionFunction{Float64}, MathOptInterface.LessThan{Float64}}, ScalarShape}, scenario_index::Int64)
     @ StochasticPrograms ~/Packages/StochasticPrograms.jl/pr/src/types/decision_constraint.jl:751
   [2] test_solve(Structure::Deterministic, mockoptimizer::MathOptInterface.Utilities.MockOptimizer{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}, master_optimizer::MathOptInterface.Utilities.MockOptimizer{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}, subproblem_optimizer::MathOptInterface.Utilities.MockOptimizer{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}})
     @ Main.TestSolve ~/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:198
   [3] macro expansion
     @ ~/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:215 [inlined]
   [4] macro expansion
     @ /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.6/Test/src/Test.jl:1151 [inlined]
   [5] macro expansion
     @ ~/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:215 [inlined]
   [6] macro expansion
     @ /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.6/Test/src/Test.jl:1151 [inlined]
   [7] macro expansion
     @ ~/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:209 [inlined]
   [8] macro expansion
     @ /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.6/Test/src/Test.jl:1151 [inlined]
   [9] runtests()
     @ Main.TestSolve ~/Packages/StochasticPrograms.jl/pr/test/decisions/solve.jl:205

The issue is that some internal JuMP functions have been renamed in d9f5835b. This PR adds a failing test for the problem and fixes it.

iSoron commented 2 years ago

Superseded by #43.