context("Quadratic Programming")
## Question Inputs ----
config <- list(
inputMode = "matrix",
problemType = "qp",
maximize = FALSE,
returnSensitivity = FALSE
)
## Input data.frame with slam format ----
inputsSlam <- list()
inputsSlam$O <- data.frame(
variable = c('x', 'y', 'z'),
coefficient = c(2, 0, 0),
lb = c(0, 0, 0),
ub = c(Inf, Inf, Inf),
type = c('C', 'C', 'C')
)
inputsSlam$A <- data.frame(
i = c(1, 1, 1, 2, 2),
j = c(1, 2, 3, 1, 2),
v = c(1, 2, 3, 1, 1)
)
inputsSlam$B <- data.frame(
dir = c(">=", ">="),
rhs = c(4, 1)
)
inputsSlam$Q <- data.frame(
i = c(1, 1, 2, 2, 2, 3, 3),
j = c(1, 2, 1, 2, 3, 2, 3),
v = c(2, 1, 1, 2, 1, 1, 2)
)
## Input data.frame with dense matrix format ----
inputsDense <- list()
inputsDense$O <- inputsSlam$O
inputsDense$A <- data.frame(
x1 = c(1,1),
x2 = c(2,1),
x3 = c(3,0)
)
inputsDense$B <- inputsSlam$B
inputsDense$Q <- data.frame(
x1 = c(2,1,0),
x2 = c(1,2,1),
x3 = c(0,1,2)
)
## Create payload with different input matrix format ----
payloadSlam <- list(config = config, inputs = inputsSlam)
payloadDense <- list(config = config, inputs = inputsDense)
## Tests
test_that("quadratic programming, matrix mode (slam), with quadprog", {
payloadSlam$config$solver <- 'quadprog'
sol <- AlteryxSolve(payloadSlam)
expect_that(abs(sol$objval-2.1111), is_less_than(0.0001))
})
test_that("quadratic programming, matrix mode (dense), with quadprog", {
payloadDense$config$solver <- 'quadprog'
sol <- AlteryxSolve(payloadDense)
expect_that(abs(sol$objval-2.1111), is_less_than(0.0001))
})
test_that("quadratic programming, matrix mode (slam), with gurobi", {
skip_on_travis()
skip_if_not_installed('gurobi')
library(gurobi)
payloadSlam$config$solver <- 'gurobi'
res <- capture.output(sol <- AlteryxSolve(payloadSlam))
expect_that(abs(sol$objval-2.1111), is_less_than(0.0001))
})
test_that("quadratic programming, matrix mode (dense), with gurobi", {
skip_on_travis()
skip_if_not_installed('gurobi')
library(gurobi)
payloadDense$config$solver <- 'gurobi'
res <- capture.output(sol <- AlteryxSolve(payloadDense))
expect_that(abs(sol$objval-2.1111), is_less_than(0.0001))
})
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