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81 lines
2.9 KiB
81 lines
2.9 KiB
#include <gtest/gtest.h>
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#include "drake/common/test_utilities/eigen_matrix_compare.h"
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#include "drake/solvers/gurobi_solver.h"
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#include "drake/solvers/mathematical_program.h"
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#include "drake/solvers/mosek_solver.h"
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#include "drake/solvers/test/add_solver_util.h"
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#include "drake/solvers/test/mathematical_program_test_util.h"
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namespace drake {
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namespace solvers {
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namespace test {
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namespace {
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void GetMixedIntegerLinearProgramSolvers(
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std::list<std::unique_ptr<SolverInterface>>* solvers) {
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AddSolverIfAvailable<GurobiSolver>(solvers);
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AddSolverIfAvailable<MosekSolver>(solvers);
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}
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} // namespace
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// Take the example from Gurobi manual
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// https://www.gurobi.com/documentation/8.0/examples/mip1_c_c.html
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// min -x(0) - x(1) - 2*x(2)
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// s.t -inf <= x(0) + 2x(1) + 3*x(2) <= 4
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// 1 <= x(0) + x(1) <= inf
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// x(0), x(1), x(2) are binary
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// The optimal solution is x(0) = 1, x(1) = 0, x(2) = 1;
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GTEST_TEST(TestMixedIntegerOptimization, TestMixedIntegerLinearProgram1) {
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std::list<std::unique_ptr<SolverInterface>> solvers;
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GetMixedIntegerLinearProgramSolvers(&solvers);
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for (const auto& solver : solvers) {
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MathematicalProgram prog;
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auto x = prog.NewBinaryVariables(3, "x");
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Eigen::Vector3d c(-1, -1, -2);
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prog.AddLinearCost(c, x);
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Eigen::RowVector3d a1(1, 2, 3);
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prog.AddLinearConstraint(a1, -std::numeric_limits<double>::infinity(), 4,
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x);
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Eigen::RowVector2d a2(1, 1);
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prog.AddLinearConstraint(a2, 1, std::numeric_limits<double>::infinity(),
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x.head<2>());
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const MathematicalProgramResult result = RunSolver(prog, *solver);
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Eigen::Vector3d x_expected(1, 0, 1);
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const auto& x_value = result.GetSolution(x);
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EXPECT_TRUE(CompareMatrices(x_value, x_expected, 1E-6,
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MatrixCompareType::absolute));
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}
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}
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// Take the example from
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// http://www.cs.cmu.edu/~zkolter/course/15-780-s14/mip.pdf
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// min 2*z1 + z2 - 2*z3
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// s.t 0.7*z1 + 0.5*z2+z3 >= 1.8
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// z1, z2, z3 are integers.
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// The optimal solution is (1, 1, 1)
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GTEST_TEST(TestMixedIntegerOptimization, TestMixedIntegerLinearProgram2) {
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std::list<std::unique_ptr<SolverInterface>> solvers;
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GetMixedIntegerLinearProgramSolvers(&solvers);
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for (const auto& solver : solvers) {
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MathematicalProgram prog;
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auto x = prog.NewBinaryVariables<3>("x");
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Eigen::Vector3d c(2, 1, -2);
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prog.AddLinearCost(c, x);
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Eigen::RowVector3d a1(0.7, 0.5, 1);
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prog.AddLinearConstraint(a1, 1.8, std::numeric_limits<double>::infinity(),
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x);
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const MathematicalProgramResult result = RunSolver(prog, *solver);
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Eigen::Vector3d x_expected(1, 1, 1);
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const auto& x_value = result.GetSolution(x);
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EXPECT_TRUE(CompareMatrices(x_value, x_expected, 1E-6,
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MatrixCompareType::absolute));
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}
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}
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} // namespace test
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} // namespace solvers
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} // namespace drake
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