Integration level tests to verify no obvious things are broken. #8

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Merged

apozharski merged 8 commits into main from feat/integration-tests

Feb 27, 2025

.github/workflows/test_build.yml

-Original file line number
+Diff line change
@@ -0,0 +1,103 @@
+    name: mpecopt Test suite
+    on:
+      pull_request:
+    jobs:
+      # Main job that runs all the tests for mpecopt in matlab.
+      test_mpecopt:
+        strategy:
+          fail-fast: false # We always want to see where the failures are.
+          matrix:
+            matlab_version: ["R2021b", "R2022a", "R2022b", "R2023a", "R2023b", "R2024a"]
+            casadi:
+              - version: "3.5.5"
+                file: "casadi-linux-matlabR2014b-v3.5.5.tar.gz"
+                extract: "tar -zxvf"
+              - version: "3.6.7"
+                file: "casadi-3.6.7-linux64-matlab2018b.zip"
+                extract: "unzip"
+        runs-on: ubuntu-22.04
+        steps:
+        # Checkout repo
+        - name: Checkout mpecopt
+          uses: actions/checkout@v4
+          with:
+            submodules: 'recursive'
+        # Install matlab to run tests.
+        - name: Install MATLAB
+          uses: matlab-actions/setup-matlab@v2.3
+          with:
+            # NOTE: no longer earliest version to support more property validation functions
+            release: ${{ matrix.matlab_version }}
+            products: >
+              Parallel_Computing_Toolbox
+              Optimization_Toolbox
+            cache: true
+        # Download relevant matlab release artifacts for the casadi release we are using.
+        # TODO: Definitely cache this.
+        - name: Download CasADi release
+          uses: robinraju/release-downloader@v1.11
+          with:
+            repository: "casadi/casadi"
+            tag: ${{ matrix.casadi.version }}
+            fileName: ${{ matrix.casadi.file }}
+        # untar the casadi 3.5.5 release and then add it to the matlab path.
+        - name: Install CasADi
+          shell: bash
+          run: |
+            mkdir casadi
+            cd casadi
+            ${{ matrix.casadi.extract}} $GITHUB_WORKSPACE/${{ matrix.casadi.file }}
+            echo "MATLABPATH=$MATLABPATH:$GITHUB_WORKSPACE/casadi" >> $GITHUB_ENV
+        # Run matlab tests from the test directory and dump the results in junit format.
+        - name: Install mpecopt
+          uses: matlab-actions/run-command@v2.1
+          with:
+            command: addpath(genpath('src'));savepath;
+        # Run matlab tests from the test directory and dump the results in junit format.
+        - name: Run mpecopt tests
+          uses: matlab-actions/run-tests@v2.1
+          with:
+            source-folder: src
+            select-by-folder: test
+            test-results-junit: "test-results/matlab-results-${{ matrix.matlab_version }}-${{ matrix.casadi.version }}.xml"
+            code-coverage-cobertura: "test-results/coverage-${{ matrix.matlab_version }}-${{ matrix.casadi.version }}.xml"
+            strict: true # Non-explicitly suppressed warnings should fail.
+            use-parallel: true
+        # Run ReportGenerator to generage human readable coverage (only for latest versions of matlab and casadi for now)
+        - name: Setup .NET Core # Required to execute ReportGenerator
+          if: ${{ matrix.matlab_version == 'R2024a' && matrix.casadi.version == '3.6.7' }}
+          uses: actions/setup-dotnet@v4
+          with:
+            dotnet-version: 8.x
+            dotnet-quality: 'ga'
+        - name: ReportGenerator
+          if: ${{ matrix.matlab_version == 'R2024a' && matrix.casadi.version == '3.6.7' }}
+          uses: danielpalme/ReportGenerator-GitHub-Action@5.3.11
+          with:
+            reports: "test-results/coverage-${{ matrix.matlab_version }}-${{ matrix.casadi.version }}.xml"
+            targetdir: 'test-results'
+            reporttypes: 'HtmlInline;MarkdownSummaryGithub'
+            verbosity: 'Info' # The verbosity level of the log messages. Values: Verbose, Info, Warning, Error, Off
+            title: 'mpecopt coverage'
+        - name: Comment PR with coverage
+          if: ${{ matrix.matlab_version == 'R2024a' && matrix.casadi.version == '3.6.7' }}
+          uses: thollander/actions-comment-pull-request@v3
+          with:
+            github-token: ${{ secrets.GH_TOKEN }}
+            file-path: "test-results/SummaryGithub.md"
+            comment-tag: coverage
+        # Upload raw coverage and test results.
+        - name: Upload test results
+          if: always()
+          uses: actions/upload-artifact@v4
+          with:
+            name: "test-results-${{ matrix.matlab_version }}-${{ matrix.casadi.version }}"
+            path: test-results/

src/Mpecopt.m

-Original file line number
+Diff line change
@@ Expand Up / @@ -117,7 +117,9 @@ @@
                 h_comp_ii = full(mpec_casadi.h_comp_fun(x_k(1:dims.n_primal),solver_initialization.p0));
                 h_std_ii = full(mpec_casadi.h_std_fun(x_k(1:dims.n_primal),solver_initialization.p0));
                 f_opt_ii = full(mpec_casadi.f_fun(x_k(1:dims.n_primal),solver_initialization.p0));
-                print_iter_stats('I',0,f_opt_ii,h_std_ii,h_comp_ii,'/',0,'Initial guess',0,0,0,1)
+                if opts.verbose_solver
+                    print_iter_stats('I',0,f_opt_ii,h_std_ii,h_comp_ii,'/',0,'Initial guess',0,0,0,1)
+                end
                 t_phase_i_start = tic;
                 switch opts.initialization_strategy
@@ Expand Down @@

src/mpecopt_phase_ii.m

-Original file line number
+Diff line change
@@ Expand Up / @@ -361,7 +361,7 @@ @@
     % --------------- compute multiplier-based stationary points --------------
     multiplier_based_stationarity_debug = stats.multiplier_based_stationarity;
     if (stats.success || k==settings.max_iter) && settings.compute_tnlp_stationary_point && phase_ii
-        if ~strcmp(settings.piece_nlp_strategy,'TNLP')
+        % if ~strcmp(settings.piece_nlp_strategy,'TNLP')
             % resolve TNLP for correct multipliers
             lbx_bnlp_k = lbx; ubx_bnlp_k = ubx;  % reset bounds of bnlp.
             lbg_tnlp_k = lbg; ubg_tnlp_k = ubg;
@@ Expand All / @@ -374,13 +374,13 @@ @@
             ubx_bnlp_k(dims.ind_x1(active_set_estimate_k.I_00)) = 0;
             ubx_bnlp_k(dims.ind_x2(active_set_estimate_k.I_00)) = 0;
             settings.piece_nlp_strategy = initial_strategy;
+        % end
             t_nlp_start = tic;
             results_nlp = solver('x0',x_k,'p', p0, 'lbx', lbx_bnlp_k, 'ubx', ubx_bnlp_k,'lbg', lbg_tnlp_k, 'ubg', ubg_tnlp_k);
             cpu_time_nlp_k_l = toc(t_nlp_start);
             x_k_multi = full(results_nlp.x);
             lambda_x_k = full(results_nlp.lam_x);
-        end
-        [stats.multiplier_based_stationarity, ~] = determine_multipliers_based_stationary_point(x_k_multi,lambda_x_k,dims,settings);
+            [stats.multiplier_based_stationarity, ~] = determine_multipliers_based_stationary_point(x_k_multi,lambda_x_k,dims,settings);
     end
     % Debug falure of stationary point computation
@@ Expand Down @@

test/TestPhaseOneOpts.m

-Original file line number
+Diff line change
@@ -0,0 +1,52 @@
+    classdef TestPhaseOneOpts < matlab.unittest.TestCase
+        properties (TestParameter)
+            % Only test the
+            initialization_strategy = {'RelaxAndProject', 'FeasibilityEll1General', 'FeasibilityEllInfGeneral', 'TakeInitialGuessActiveSet', 'TakeProvidedActiveSet'};
+        end
+        methods (Test, ParameterCombination = 'exhaustive')
+            function test_initialization_strategy(tc,initialization_strategy)
+                import casadi.*
+                import matlab.unittest.fixtures.SuppressedWarningsFixture
+                tc.applyFixture( ...
+                    SuppressedWarningsFixture("optim:intlinprog:IgnoreX0"))
+                x1 = SX.sym('x1');
+                x2 = SX.sym('x2');
+                x3 = SX.sym('x3');
+                x4 = SX.sym('x4');
+                x5 = SX.sym('x5');
+                x6 = SX.sym('x6');
+                x7 = SX.sym('x7');
+                x8 = SX.sym('x8');
+                w = [x1;x2;x3;x4;x5;x6;x7;x8];
+                p = SX.sym('p');
+                f = (x1-5)^2+(2*x2+1)^2;
+                g = [2*(x2-1)-1.5*x1+x3-0.5*x4+x5
+*x1-x2-3-x6;...
+                    -x1+0.5*x2+4-x7;...
+                    -x1-x2+7-x8];
+                G = [x6;x7;x8];
+                H = [x3;x4;x5];
+                x0 = [0;0;1;0;0;0;1;1];
+                lbw = zeros(8,1);
+                ubw = inf*ones(8,1);
+                lbg = zeros(4,1);
+                ubg = zeros(4,1);
+                mpec = struct('x', w, 'f', f, 'g', g,'p',p,'G',G ,'H',H);
+                solver_initalization = struct('x0', x0, 'lbx',lbw, 'ubx',ubw,'lbg',lbg, 'ubg',ubg,'p0',1, 'y0', [0;1;1]);
+                opts = MPECOptimizerOptions();
+                opts.initialization_strategy = initialization_strategy;
+                %opts.verbose_solver = false;
+                %opts.verbose_summary = false;
+                solver = Mpecopt(mpec, opts);
+                [sol,stats] = solver.solve(solver_initalization);
+            end
+        end
+    end

test/TestPhaseTwoOpts.m

-Original file line number
+Diff line change
@@ -0,0 +1,52 @@
+    classdef TestPhaseTwoOpts < matlab.unittest.TestCase
+        properties (TestParameter)
+            % Only test the
+            piece_nlp_strategy = {'TNLP', 'BNLP_integer', 'BNLP_Gradient1', 'BNLP_Gradient2'};
+        end
+        methods (Test, ParameterCombination = 'exhaustive')
+            function test_initialization_strategy(tc,piece_nlp_strategy)
+                import casadi.*
+                import matlab.unittest.fixtures.SuppressedWarningsFixture
+                tc.applyFixture( ...
+                    SuppressedWarningsFixture("optim:intlinprog:IgnoreX0"))
+                x1 = SX.sym('x1');
+                x2 = SX.sym('x2');
+                x3 = SX.sym('x3');
+                x4 = SX.sym('x4');
+                x5 = SX.sym('x5');
+                x6 = SX.sym('x6');
+                x7 = SX.sym('x7');
+                x8 = SX.sym('x8');
+                w = [x1;x2;x3;x4;x5;x6;x7;x8];
+                p = SX.sym('p');
+                f = (x1-5)^2+(2*x2+1)^2;
+                g = [2*(x2-1)-1.5*x1+x3-0.5*x4+x5
+*x1-x2-3-x6;...
+                    -x1+0.5*x2+4-x7;...
+                    -x1-x2+7-x8];
+                G = [x6;x7;x8];
+                H = [x3;x4;x5];
+                x0 = [0;0;1;0;0;0;1;1];
+                lbw = zeros(8,1);
+                ubw = inf*ones(8,1);
+                lbg = zeros(4,1);
+                ubg = zeros(4,1);
+                mpec = struct('x', w, 'f', f, 'g', g,'p',p,'G',G ,'H',H);
+                solver_initalization = struct('x0', x0, 'lbx',lbw, 'ubx',ubw,'lbg',lbg, 'ubg',ubg,'p0',1, 'y0', [0;1;1]);
+                opts = MPECOptimizerOptions();
+                opts.piece_nlp_strategy = piece_nlp_strategy;
+                %opts.verbose_solver = false;
+                %opts.verbose_summary = false;
+                solver = Mpecopt(mpec, opts);
+                [sol,stats] = solver.solve(solver_initalization);
+            end
+        end
+    end

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