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#!/usr/bin/env python3
"""
Created on Tue Jan 28 09:03:35 2025.
@author: sid
"""
import contextlib
from pathlib import Path
from unittest.mock import MagicMock
import numpy as np
import pytest
from test_io import model # noqa: F401
with contextlib.suppress(ModuleNotFoundError):
import mosek
from linopy import GREATER_EQUAL, Model, solvers
from linopy.constants import Result, Solution, Status
from linopy.constraints import CSRConstraint
from linopy.solver_capabilities import (
SOLVER_REGISTRY,
SolverFeature,
SolverInfo,
solver_supports,
)
from linopy.solvers import _installed_version_in
@pytest.fixture
def lp_only_solver() -> str:
for name in ("glpk", "cbc"):
if name in solvers.available_solvers:
return name
pytest.skip("Need an LP-only solver (glpk or cbc) installed")
@pytest.fixture
def simple_model() -> Model:
m = Model(chunk=None)
x = m.add_variables(name="x")
y = m.add_variables(name="y")
m.add_constraints(2 * x + 6 * y, GREATER_EQUAL, 10)
m.add_constraints(4 * x + 2 * y, GREATER_EQUAL, 3)
m.add_objective(2 * y + x)
return m
@pytest.mark.parametrize("solver", sorted(set(solvers.licensed_solvers)))
def test_solver_instance_attached_after_solve(simple_model: Model, solver: str) -> None:
simple_model.solve(solver)
assert isinstance(simple_model.solver, solvers.Solver)
assert simple_model.solver.status is not None
assert simple_model.solver.status.is_ok
assert simple_model.solver.solution is not None
assert simple_model.solver_model is simple_model.solver.solver_model
assert simple_model.solver_name == solver
@pytest.mark.parametrize("solver", sorted(set(solvers.licensed_solvers)))
def test_result_carries_solver_name(simple_model: Model, solver: str) -> None:
if not solver_supports(solver, SolverFeature.DIRECT_API):
pytest.skip("Solver does not support direct API.")
instance = solvers.Solver.from_name(solver, simple_model, io_api="direct")
result = instance.solve()
assert result.solver_name == solver
@pytest.mark.parametrize("solver", sorted(set(solvers.licensed_solvers)))
def test_from_name_then_solve(simple_model: Model, solver: str) -> None:
if not solver_supports(solver, SolverFeature.DIRECT_API):
pytest.skip("Solver does not support direct API.")
built = solvers.Solver.from_name(solver, simple_model, io_api="direct")
assert built.solver_model is not None
result = built.solve()
simple_model.assign_result(result)
reference = Model(chunk=None)
rx = reference.add_variables(name="x")
ry = reference.add_variables(name="y")
reference.add_constraints(2 * rx + 6 * ry, GREATER_EQUAL, 10)
reference.add_constraints(4 * rx + 2 * ry, GREATER_EQUAL, 3)
reference.add_objective(2 * ry + rx)
reference.solve(solver, io_api="direct")
assert simple_model.status == "ok"
assert simple_model.objective.value is not None
assert reference.objective.value is not None
assert np.isclose(simple_model.objective.value, reference.objective.value)
@pytest.mark.parametrize("solver", sorted(set(solvers.licensed_solvers)))
def test_from_name_set_names_false(simple_model: Model, solver: str) -> None:
if not solver_supports(solver, SolverFeature.DIRECT_API):
pytest.skip("Solver does not support direct API.")
built = solvers.Solver.from_name(
solver, simple_model, io_api="direct", set_names=False
)
result = built.solve()
status, condition = simple_model.assign_result(result)
assert status == "ok"
assert condition == "optimal"
assert simple_model.objective.value == pytest.approx(3.3)
assert float(simple_model.variables["x"].solution) == pytest.approx(-0.1)
assert float(simple_model.variables["y"].solution) == pytest.approx(1.7)
def test_from_name_unknown_solver_raises(simple_model: Model) -> None:
with pytest.raises(ValueError, match="unknown solver"):
solvers.Solver.from_name("not_a_real_solver", simple_model, io_api="direct")
@pytest.mark.skipif(
"highs" not in set(solvers.licensed_solvers), reason="HiGHS is not installed"
)
def test_from_name_applies_solver_options(simple_model: Model) -> None:
built = solvers.Solver.from_name(
"highs", simple_model, io_api="direct", options={"time_limit": 123}
)
option_status, time_limit = built.solver_model.getOptionValue("time_limit")
assert str(option_status) == "HighsStatus.kOk"
assert time_limit == 123
@pytest.mark.skipif(
"highs" not in set(solvers.licensed_solvers), reason="HiGHS is not installed"
)
def test_solver_state_compatibility_setters(simple_model: Model) -> None:
simple_model.solver = solvers.Solver.from_name(
"highs", simple_model, io_api="direct"
)
simple_model.solver_model = None
assert simple_model.solver is None
assert simple_model.solver_model is None
assert simple_model.solver_name is None
simple_model.solver = solvers.Solver.from_name(
"highs", simple_model, io_api="direct"
)
simple_model.solver_name = None
assert simple_model.solver is None
assert simple_model.solver_model is None
assert simple_model.solver_name is None
with pytest.raises(AttributeError, match="managed via model.solver"):
simple_model.solver_model = object()
with pytest.raises(AttributeError, match="managed via model.solver"):
simple_model.solver_name = "highs"
def test_assign_result_explicit(simple_model: Model) -> None:
x_labels = simple_model.variables["x"].labels.values
y_labels = simple_model.variables["y"].labels.values
primal = np.full(simple_model._xCounter, np.nan)
primal[int(x_labels)] = 1.5
primal[int(y_labels)] = 2.0
solution = Solution(primal=primal, objective=5.5)
result = Result(
status=Status.from_termination_condition("optimal"),
solution=solution,
solver_name="mock",
)
simple_model.solver = None
simple_model.assign_result(result)
assert simple_model.status == "ok"
assert simple_model.termination_condition == "optimal"
assert simple_model.objective.value == 5.5
assert float(simple_model.variables["x"].solution) == 1.5
assert float(simple_model.variables["y"].solution) == 2.0
def test_assign_result_with_csr_constraints_avoids_data_reconstruction(
monkeypatch: pytest.MonkeyPatch,
) -> None:
m = Model(freeze_constraints=True)
x = m.add_variables(coords=[range(3)], name="x")
m.add_constraints(x >= 0, name="c")
con = m.constraints["c"]
assert isinstance(con, CSRConstraint)
primal = np.arange(m._xCounter, dtype=float)
dual = np.arange(m._cCounter, dtype=float) + 10
result = Result(
status=Status.from_termination_condition("optimal"),
solution=Solution(primal=primal, dual=dual, objective=1.0),
solver_name="mock",
)
def fail_data(self: CSRConstraint) -> None:
raise AssertionError("CSRConstraint.data was accessed")
monkeypatch.setattr(CSRConstraint, "data", property(fail_data))
m.assign_result(result)
np.testing.assert_array_equal(m.variables["x"].solution.values, primal)
np.testing.assert_array_equal(m.constraints["c"].dual.values, dual)
@pytest.mark.skipif(
"gurobi" not in set(solvers.licensed_solvers), reason="Gurobi is not installed"
)
def test_gurobi_env_persists_after_solve(simple_model: Model) -> None:
simple_model.solve("gurobi", io_api="direct")
assert simple_model.solver is not None
assert simple_model.solver.env is not None
assert isinstance(simple_model.solver_model.NumVars, int)
@pytest.mark.parametrize("solver", sorted(set(solvers.licensed_solvers)))
def test_solver_close_releases_state(simple_model: Model, solver: str) -> None:
simple_model.solve(solver)
solver_instance = simple_model.solver
assert solver_instance is not None
solver_instance.close()
assert solver_instance.solver_model is None
assert solver_instance.env is None
free_mps_problem = """NAME sample_mip
ROWS
N obj
G c1
L c2
E c3
COLUMNS
col1 obj 5
col1 c1 2
col1 c2 4
col1 c3 1
MARK0000 'MARKER' 'INTORG'
colu2 obj 3
colu2 c1 3
colu2 c2 2
colu2 c3 1
col3 obj 7
col3 c1 4
col3 c2 3
col3 c3 1
MARK0001 'MARKER' 'INTEND'
RHS
RHS_V c1 12
RHS_V c2 15
RHS_V c3 6
BOUNDS
UP BOUND col1 4
UI BOUND colu2 3
UI BOUND col3 5
ENDATA
"""
free_lp_problem = """
Maximize
z: 3 x + 4 y
Subject To
c1: 2 x + y <= 10
c2: x + 2 y <= 12
Bounds
0 <= x
0 <= y
End
"""
@pytest.mark.parametrize("solver", set(solvers.licensed_solvers))
def test_free_mps_solution_parsing(solver: str, tmp_path: Path) -> None:
try:
solver_enum = solvers.SolverName(solver.lower())
solver_class = getattr(solvers, solver_enum.name)
except ValueError:
raise ValueError(f"Solver '{solver}' is not recognized")
if not solver_supports(solver, SolverFeature.READ_MODEL_FROM_FILE):
pytest.skip("Solver does not support reading model from file.")
# Write the MPS file to the temporary directory
mps_file = tmp_path / "problem.mps"
mps_file.write_text(free_mps_problem)
# Create a solution file path in the temporary directory
sol_file = tmp_path / "solution.sol"
s = solver_class()
result = s.solve_problem(problem_fn=mps_file, solution_fn=sol_file)
assert result.status.is_ok
assert result.solution.objective == 30.0
@pytest.mark.skipif(
"knitro" not in set(solvers.licensed_solvers), reason="Knitro is not installed"
)
def test_knitro_solver_mps(tmp_path: Path) -> None:
"""Test Knitro solver with a simple MPS problem."""
knitro = solvers.Knitro()
mps_file = tmp_path / "problem.mps"
mps_file.write_text(free_mps_problem)
sol_file = tmp_path / "solution.sol"
result = knitro.solve_problem(problem_fn=mps_file, solution_fn=sol_file)
assert result.status.is_ok
assert result.solution is not None
assert result.solution.objective == 30.0
@pytest.mark.skipif(
"knitro" not in set(solvers.licensed_solvers), reason="Knitro is not installed"
)
def test_knitro_solver_for_lp(tmp_path: Path) -> None:
"""Test Knitro solver with a simple LP problem."""
knitro = solvers.Knitro()
lp_file = tmp_path / "problem.lp"
lp_file.write_text(free_lp_problem)
sol_file = tmp_path / "solution.sol"
result = knitro.solve_problem(problem_fn=lp_file, solution_fn=sol_file)
assert result.status.is_ok
assert result.solution is not None
assert result.solution.objective == pytest.approx(26.666, abs=1e-3)
@pytest.mark.skipif(
"knitro" not in set(solvers.licensed_solvers), reason="Knitro is not installed"
)
def test_knitro_solver_with_options(tmp_path: Path) -> None:
"""Test Knitro solver with custom options."""
knitro = solvers.Knitro(options={"maxit": 100, "feastol": 1e-6})
mps_file = tmp_path / "problem.mps"
mps_file.write_text(free_mps_problem)
sol_file = tmp_path / "solution.sol"
log_file = tmp_path / "knitro.log"
result = knitro.solve_problem(
problem_fn=mps_file, solution_fn=sol_file, log_fn=log_file
)
assert result.status.is_ok
@pytest.mark.skipif(
"knitro" not in set(solvers.licensed_solvers), reason="Knitro is not installed"
)
def test_knitro_solver_with_model_raises_error(model: Model) -> None: # noqa: F811
"""Test Knitro solver raises NotImplementedError for model-based solving."""
knitro = solvers.Knitro()
with pytest.raises(
NotImplementedError, match="Direct API not implemented for knitro"
):
knitro.solve_problem(model=model)
@pytest.mark.skipif(
"knitro" not in set(solvers.licensed_solvers), reason="Knitro is not installed"
)
def test_knitro_solver_no_log(tmp_path: Path) -> None:
"""Test Knitro solver without log file."""
knitro = solvers.Knitro(options={"outlev": 0})
mps_file = tmp_path / "problem.mps"
mps_file.write_text(free_mps_problem)
sol_file = tmp_path / "solution.sol"
result = knitro.solve_problem(problem_fn=mps_file, solution_fn=sol_file)
assert result.status.is_ok
@pytest.mark.skipif(
"gurobi" not in set(solvers.licensed_solvers), reason="Gurobi is not installed"
)
def test_gurobi_environment_with_dict(model: Model, tmp_path: Path) -> None: # noqa: F811
gurobi = solvers.Gurobi()
mps_file = tmp_path / "problem.mps"
mps_file.write_text(free_mps_problem)
sol_file = tmp_path / "solution.sol"
log1_file = tmp_path / "gurobi1.log"
result = gurobi.solve_problem(
problem_fn=mps_file, solution_fn=sol_file, env={"LogFile": str(log1_file)}
)
assert result.status.is_ok
assert log1_file.exists()
log2_file = tmp_path / "gurobi2.log"
gurobi.solve_problem(
model=model, solution_fn=sol_file, env={"LogFile": str(log2_file)}
)
assert result.status.is_ok
assert log2_file.exists()
@pytest.mark.skipif(
"gurobi" not in set(solvers.licensed_solvers), reason="Gurobi is not installed"
)
def test_gurobi_environment_with_gurobi_env(model: Model, tmp_path: Path) -> None: # noqa: F811
import gurobipy as gp
gurobi = solvers.Gurobi()
mps_file = tmp_path / "problem.mps"
mps_file.write_text(free_mps_problem)
sol_file = tmp_path / "solution.sol"
log1_file = tmp_path / "gurobi1.log"
with gp.Env(params={"LogFile": str(log1_file)}) as env:
result = gurobi.solve_problem(
problem_fn=mps_file, solution_fn=sol_file, env=env
)
assert result.status.is_ok
assert log1_file.exists()
log2_file = tmp_path / "gurobi2.log"
with gp.Env(params={"LogFile": str(log2_file)}) as env:
gurobi.solve_problem(model=model, solution_fn=sol_file, env=env)
assert result.status.is_ok
assert log2_file.exists()
@pytest.mark.parametrize(
"solver_cls, feature, expected",
[
(solvers.Gurobi, SolverFeature.SOS_CONSTRAINTS, True),
(solvers.Gurobi, SolverFeature.GPU_ACCELERATION, False),
(solvers.Highs, SolverFeature.SOS_CONSTRAINTS, False),
(solvers.Highs, SolverFeature.SEMI_CONTINUOUS_VARIABLES, True),
(solvers.CBC, SolverFeature.LP_FILE_NAMES, False),
(solvers.CBC, SolverFeature.INTEGER_VARIABLES, True),
(solvers.cuPDLPx, SolverFeature.DIRECT_API, True),
(solvers.cuPDLPx, SolverFeature.GPU_ACCELERATION, True),
(solvers.cuPDLPx, SolverFeature.GPU_ONLY, True),
(solvers.cuPDLPx, SolverFeature.QUADRATIC_OBJECTIVE, False),
(solvers.Gurobi, SolverFeature.GPU_ONLY, False),
(solvers.Xpress, SolverFeature.GPU_ONLY, False),
(solvers.PIPS, SolverFeature.INTEGER_VARIABLES, False),
],
)
def test_solver_class_supports_feature(
solver_cls: type[solvers.Solver], feature: SolverFeature, expected: bool
) -> None:
assert solver_cls.supports(feature) is expected
def test_solver_instance_supports_matches_class() -> None:
feature = SolverFeature.QUADRATIC_OBJECTIVE
assert solvers.Gurobi.supports(feature) is True
if "gurobi" in solvers.licensed_solvers:
assert solvers.Gurobi().supports(feature) is True
@pytest.mark.parametrize("solver_name", [n.value for n in solvers.SolverName])
def test_capability_shim_round_trips(solver_name: str) -> None:
solver_cls = getattr(solvers, solvers.SolverName(solver_name).name)
for feature in SolverFeature:
assert solver_supports(solver_name, feature) == solver_cls.supports(feature)
def test_solver_registry_iter_and_index() -> None:
names = list(SOLVER_REGISTRY)
assert "gurobi" in names
for name in names:
info = SOLVER_REGISTRY[name]
assert isinstance(info, SolverInfo)
assert isinstance(info.features, frozenset)
assert info.name == name
@pytest.mark.skipif(
"xpress" not in set(solvers.licensed_solvers), reason="Xpress is not installed"
)
def test_xpress_gpu_feature_reflects_installed_version() -> None:
assert solvers.Xpress.supports(
SolverFeature.GPU_ACCELERATION
) == _installed_version_in("xpress", ">=9.8.0")
class TestValidateModelOnBuild:
"""Solver._build() runs solver-feature checks regardless of entry point."""
def test_quadratic_without_qp_support_raises(self, lp_only_solver: str) -> None:
m = Model()
x = m.add_variables(name="x", lower=0, upper=10)
m.add_objective(x * x, sense="min")
with pytest.raises(ValueError, match="does not support quadratic"):
solvers.Solver.from_name(lp_only_solver, m, io_api="lp")
def test_semi_continuous_without_support_raises(self, lp_only_solver: str) -> None:
m = Model()
x = m.add_variables(name="x", lower=1, upper=10, semi_continuous=True)
m.add_objective(x)
with pytest.raises(ValueError, match="does not support semi-continuous"):
solvers.Solver.from_name(lp_only_solver, m, io_api="lp")
@pytest.mark.skipif(
"highs" not in solvers.available_solvers, reason="HiGHS not installed"
)
def test_solve_without_objective_raises(self) -> None:
m = Model()
m.add_variables(name="x", lower=0, upper=10)
# No objective added — both entry points should raise the same error.
with pytest.raises(ValueError, match="No objective has been set"):
solvers.Solver.from_name("highs", m, io_api="lp").solve()
with pytest.raises(ValueError, match="No objective has been set"):
m.solve("highs")
class TestSolverDoesNotMutateModel:
"""Solver.from_model() must not mutate model state (sanitize stays Model-level)."""
@pytest.mark.skipif(
"highs" not in solvers.available_solvers, reason="HiGHS not installed"
)
def test_from_model_leaves_constraints_untouched(self) -> None:
m = Model()
x = m.add_variables(name="x", lower=0, upper=10)
# Constraint with a near-zero coefficient — would be sanitized away if
# the Solver path were sanitizing on build.
m.add_constraints(1e-12 * x + x >= 0, name="c")
m.add_objective(x)
before = m.constraints["c"].coeffs.values.copy()
solvers.Solver.from_name("highs", m, io_api="lp")
after = m.constraints["c"].coeffs.values
assert np.allclose(before, after, equal_nan=True), (
"Solver.from_model() must not mutate model constraints. "
"Sanitization is a Model-level primitive; call "
"model.constraints.sanitize_zeros() / .sanitize_infinities() "
"explicitly before building."
)
class TestAssignResultWiring:
"""assign_result(result, solver=...) populates model.solver."""
@pytest.mark.skipif(
"highs" not in solvers.available_solvers, reason="HiGHS not installed"
)
def test_assign_result_with_solver_wires_model_solver(self) -> None:
m = Model()
x = m.add_variables(name="x", lower=0, upper=10)
m.add_objective(x, sense="min")
assert m.solver is None
solver = solvers.Solver.from_name("highs", m, io_api="lp")
result = solver.solve()
m.assign_result(result, solver=solver)
assert m.solver is solver
assert m.solver_model is solver.solver_model
@pytest.mark.skipif(
"highs" not in solvers.available_solvers, reason="HiGHS not installed"
)
def test_assign_result_without_solver_kwarg_leaves_solver_unset(self) -> None:
m = Model()
x = m.add_variables(name="x", lower=0, upper=10)
m.add_objective(x, sense="min")
solver = solvers.Solver.from_name("highs", m, io_api="lp")
result = solver.solve()
m.assign_result(result) # no solver kwarg
assert m.solver is None
def _make_mosek_task_mock(
*,
bas_solsta: "mosek.solsta | None" = None,
itr_solsta: "mosek.solsta | None" = None,
itg_solsta: "mosek.solsta | None" = None,
) -> MagicMock:
"""Build a ``mosek.Task`` mock with controlled per-soltype statuses."""
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
defined = {
mosek.soltype.bas: bas_solsta,
mosek.soltype.itr: itr_solsta,
mosek.soltype.itg: itg_solsta,
}
task = MagicMock()
task.solutiondef.side_effect = lambda st: defined[st] is not None
task.getsolsta.side_effect = lambda st: defined[st]
return task
def test_mosek_choose_solution_prefers_basic_when_itr_is_farkas() -> None:
"""When the IPM ends in a Farkas certificate but crossover is optimal, pick bas."""
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(
bas_solsta=mosek.solsta.optimal,
itr_solsta=mosek.solsta.dual_infeas_cer,
)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.bas
def test_mosek_choose_solution_prefers_itr_on_tie() -> None:
"""Both bas and itr optimal: prefer itr to preserve historical default."""
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(
bas_solsta=mosek.solsta.optimal,
itr_solsta=mosek.solsta.optimal,
)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.itr
def test_mosek_choose_solution_only_itr_defined() -> None:
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(itr_solsta=mosek.solsta.optimal)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.itr
def test_mosek_choose_solution_only_bas_defined() -> None:
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(bas_solsta=mosek.solsta.optimal)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.bas
def test_mosek_choose_solution_returns_none_when_nothing_defined() -> None:
task = _make_mosek_task_mock()
assert solvers.Mosek._choose_solution(task) is None
def test_mosek_choose_solution_returns_itg_for_mip() -> None:
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(itg_solsta=mosek.solsta.integer_optimal)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.itg
def test_mosek_choose_solution_itg_wins_over_bas_itr() -> None:
"""If itg is defined we never fall back to continuous solutions."""
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(
bas_solsta=mosek.solsta.optimal,
itr_solsta=mosek.solsta.optimal,
itg_solsta=mosek.solsta.integer_optimal,
)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.itg
def test_mosek_choose_solution_picks_optimal_over_other_defined() -> None:
"""Optimal beats non-optimal defined statuses regardless of iteration order."""
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(
bas_solsta=mosek.solsta.unknown,
itr_solsta=mosek.solsta.optimal,
)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.itr
task = _make_mosek_task_mock(
bas_solsta=mosek.solsta.optimal,
itr_solsta=mosek.solsta.unknown,
)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.bas
def test_mosek_choose_solution_falls_back_to_itr_when_both_non_optimal() -> None:
"""Two defined-but-non-optimal solutions: prefer itr to match prior default."""
mosek = pytest.importorskip("mosek", reason="Mosek is not installed")
task = _make_mosek_task_mock(
bas_solsta=mosek.solsta.prim_infeas_cer,
itr_solsta=mosek.solsta.dual_infeas_cer,
)
assert solvers.Mosek._choose_solution(task) is mosek.soltype.itr
@pytest.mark.skipif(
"mosek" not in set(solvers.licensed_solvers), reason="Mosek is not installed"
)
def test_mosek_smoke_lp() -> None:
"""End-to-end smoke test: a small bounded LP solves to a finite optimum."""
m = Model()
x = m.add_variables(name="x", lower=0)
m.add_constraints(2 * x >= 10, name="c1")
m.add_objective(x)
result = solvers.Solver.from_name("mosek", m).solve()
assert result.status.is_ok
assert result.solution is not None
import math
assert math.isfinite(result.solution.objective)
assert result.solution.objective == pytest.approx(5.0, abs=1e-3)