Merge pull request #101 from odow/od/time-limit

src/MOI_wrapper.jl

@@ -125,12 +125,19 @@ end
 
 MOI.supports(::Optimizer, ::MOI.TimeLimitSec) = true
 
-function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, value)
+function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, value::Real)
  optimizer.options.time_limit = value
+ return
+end
+
+function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, ::Nothing)
+ optimizer.options.time_limit = 3600_00.0
+ return
 end
 
 function MOI.get(optimizer::Optimizer, ::MOI.TimeLimitSec)
- return optimizer.options.time_limit
+ value = optimizer.options.time_limit
+ return value == 3600_00.0 ? nothing : value
 end
 
 MOI.supports(::Optimizer, ::MOI.NumberOfThreads) = false
@@ -291,7 +298,7 @@ function _optimize!(dest::Optimizer, src::OptimizerCache)
  #
  end # timeit
 
- #= 
+ #=
  Solve modified problem
  =#
 
@@ -327,7 +334,7 @@ function _optimize!(dest::Optimizer, src::OptimizerCache)
  close(f)
  end
 
- #= 
+ #=
  Fix solution
  =#
 

test/moitest.jl

@@ -16,7 +16,7 @@ const optimizer_bridged = MOI.instantiate(
  ()->ProxSDP.Optimizer(
  tol_gap = 1e-6, tol_feasibility= 1e-6,
  # max_iter = 100_000,
- time_limit = 3., #seconds FAST
+ time_limit = 30.0, #seconds FAST
  warn_on_limit = true,
  # log_verbose = true, log_freq = 100000
  ),
@@ -49,7 +49,7 @@ function test_runtests()
  opt = ProxSDP.Optimizer(
  tol_gap = 1e-6, tol_feasibility= 1e-6,
  # max_iter = 100_000,
- time_limit = 1.0, #seconds FAST
+ time_limit = 5.0, #seconds FAST
  warn_on_limit = true,
  # log_verbose = true, log_freq = 100000
  )
@@ -66,24 +66,9 @@ function test_runtests()
  "test_model_LowerBoundAlreadySet",
  # poorly scaled problem (solved bellow with higher accuracy)
  "test_linear_add_constraints",
- # time limit hit
- "test_linear_INFEASIBLE",
- "test_solve_DualStatus_INFEASIBILITY_CERTIFICATE_VariableIndex_LessThan_max",
  ],
  )
 
- MOI.set(model, MOI.RawOptimizerAttribute("time_limit"), 5.0)
- MOI.empty!(model)
- MOI.Test.test_solve_DualStatus_INFEASIBILITY_CERTIFICATE_VariableIndex_LessThan_max(
- model,
- config,
- )
- MOI.empty!(model)
- MOI.Test.test_linear_INFEASIBLE(
- model,
- config,
- )
-
  MOI.set(model, MOI.RawOptimizerAttribute("tol_primal"), 1e-7)
  MOI.set(model, MOI.RawOptimizerAttribute("tol_dual"), 1e-7)
  MOI.set(model, MOI.RawOptimizerAttribute("tol_gap"), 1e-7)
@@ -113,7 +98,7 @@ end
  include("base_mimo.jl")
  include("moi_mimo.jl")
  for i in 2:5
- @testset "MIMO n = $(i)" begin 
+ @testset "MIMO n = $(i)" begin
  moi_mimo(optimizer_bridged, 123, i, test = true)
  end
  end
@@ -125,7 +110,7 @@ end
 # include("base_randsdp.jl")
 # include("moi_randsdp.jl")
 # for n in 10:11, m in 10:11
-# @testset "RANDSDP n=$n, m=$m" begin 
+# @testset "RANDSDP n=$n, m=$m" begin
 # moi_randsdp(optimizer, 123, n, m, test = true, atol = 1e-1)
 # end
 # end
@@ -171,3 +156,16 @@ end
 end
 
 include("test_terminationstatus.jl")
+
+@testset "test_attribute_TimeLimitSec" begin
+ model = ProxSDP.Optimizer()
+ @test MOI.supports(model, MOI.TimeLimitSec())
+ @test MOI.get(model, MOI.TimeLimitSec()) === nothing
+ MOI.set(model, MOI.TimeLimitSec(), 0.0)
+ @test MOI.get(model, MOI.TimeLimitSec()) == 0.0
+ MOI.set(model, MOI.TimeLimitSec(), nothing)
+ @test MOI.get(model, MOI.TimeLimitSec()) === nothing
+ MOI.set(model, MOI.TimeLimitSec(), 1.0)
+ @test MOI.get(model, MOI.TimeLimitSec()) == 1.0
+ return
+end