Description

Very simple QCP: quadratic obj and 1 quadratic constraint.
It should be impossible to have the wrong conventions for passing Q
matrices (e.g. symmetry treatment, "implied 1/2", signs) and
get this one correct.

Contributor: Steven Dirkse, January 2012

Small Model of Type : QCP

Category : GAMS Test library

Main file : qcp09.gms

$title Simplest test for QCP correctness (QCP09,SEQ=555)

$ontext
Very simple QCP: quadratic obj and 1 quadratic constraint.
It should be impossible to have the wrong conventions for passing Q
matrices (e.g. symmetry treatment, "implied 1/2", signs) and
get this one correct.

Contributor: Steven Dirkse, January 2012
$offtext

$if not set TESTTOL $set TESTTOL 1e-6

scalars
  mchecks / 0 /
  tol  / %TESTTOL% /
  xbar / 2 /
  ybar / 3 /
  zbar / 44.25 /
  ;
$ifthen set QCPMCHECKS
$ if not %QCPMCHECKS% == 0 mchecks = 1;
$else
$ if not  %QPMCHECKS% == 0 mchecks = 1;
$endif

variables x, y, z;
equations f, g;

f .. z =E= -10.875 * x  -1 * y + 3 * sqr(x-5) + x * y + 4 * sqr(y-6);
g .. 3 * sqr(x) + 2 * x * y + 2 * sqr(y) =L= 42;

model m / f, g /;

solve m using qcp min z;

if {(m.solvestat = %solvestat.CapabilityProblems%),
  abort$(m.modelstat <> %modelstat.NoSolutionReturned%)           'wrong modelstat for capability error';
  display 'Solver capability error: further tests suppressed';
else
  abort$(m.solvestat <> %solvestat.NormalCompletion% or (m.modelstat > %modelstat.LocallyOptimal% and m.modelstat <> %modelstat.FeasibleSolution%)) 'wrong status codes';
  abort$[abs(x.l-xbar) > tol]              'bad x.l';
  abort$[abs(y.l-ybar) > tol]              'bad y.l';
  abort$[abs(z.l-zbar) > tol]              'bad z.l';
  abort$[abs(f.l)      > tol]              'bad f.l';
  abort$[abs(g.l-g.up) > tol]              'bad g.l';
  if {mchecks,
    abort$[abs(x.m)        > tol]          'bad x.m';
    abort$[abs(y.m)        > tol]          'bad y.m';
    abort$[abs(z.m)        > tol]          'bad z.m';
    abort$[abs(f.m-1)      > tol]          'bad f.m';
    abort$[abs(g.m+1.4375) > tol]          'bad g.m';
  };
  display 'All tests passed';
};