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Fix SCS test tolerances in test_JuMP.jl #243

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Merged
joaquimg merged 1 commit into from
Oct 11, 2026
Merged

Fix SCS test tolerances in test_JuMP.jl #243

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26 changes: 20 additions & 6 deletions test/test_JuMP.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -909,6 +909,9 @@ end
function test_jump_dual_delete_constraint_3()
model = direct_model(POI.Optimizer(SCS.Optimizer))
set_silent(model)
# the default tolerances of SCS (1e-4) are looser than the checks below
set_attribute(model, "eps_abs", 1e-9)
set_attribute(model, "eps_rel", 1e-9)
list = []
@variable(model, α in Parameter(1.0))
@variable(model, β in Parameter(0.0))
Expand Down Expand Up @@ -1360,6 +1363,9 @@ end
function test_jump_psd_cone_with_parameter_pv_v_pv()
model = Model(() -> POI.Optimizer(SCS.Optimizer))
set_silent(model)
# the default tolerances of SCS (1e-4) are looser than the checks below
set_attribute(model, "eps_abs", 1e-9)
set_attribute(model, "eps_rel", 1e-9)
@variable(model, x)
@variable(model, p in Parameter(1.0))
@constraint(
Expand All @@ -1376,11 +1382,9 @@ function test_jump_psd_cone_with_parameter_pv_v_pv()
@objective(model, Min, x)
@test is_valid(model, con)
optimize!(model)
@test value(x) ≈ 0.803845 atol = 1e-5
@test value(x) ≈ 6 - 3 * sqrt(3) atol = 1e-5
set_parameter_value(p, 3.0)
optimize!(model)
@test value(x) ≈ 0.416888 atol = 1e-5
@test value(x) ≈ (9 * sqrt(3) - 6) / 23 atol = 1e-5
delete(model, con)
return
Expand All @@ -1389,6 +1393,9 @@ end
function test_jump_psd_cone_with_parameter_pp_v_pv()
model = Model(() -> POI.Optimizer(SCS.Optimizer))
set_silent(model)
# the default tolerances of SCS (1e-4) are looser than the checks below
set_attribute(model, "eps_abs", 1e-9)
set_attribute(model, "eps_rel", 1e-9)
@variable(model, x)
@variable(model, p in Parameter(1.0))
@constraint(
Expand All @@ -1400,10 +1407,12 @@ function test_jump_psd_cone_with_parameter_pp_v_pv()
@objective(model, Min, x)
@test is_valid(model, con)
optimize!(model)
@test value(x) ≈ 0.7499854 atol = 1e-5
# for p == 1: 3 * x - (2 * x - 3)^2 >= 0, so x >= 3 / 4
@test value(x) ≈ 0.75 atol = 1e-5
set_parameter_value(p, 3.0)
optimize!(model)
@test value(x) ≈ 0.0971795 atol = 1e-5
# for p == 3: 81 * x - (2 * x - 3)^2 >= 0
@test value(x) ≈ (93 - sqrt(8505)) / 8 atol = 1e-5
delete(model, con)
return
end
Expand Down Expand Up @@ -1432,6 +1441,9 @@ end
function test_jump_psd_cone_with_parameter_p_v_pp()
model = Model(() -> POI.Optimizer(SCS.Optimizer))
set_silent(model)
# the default tolerances of SCS (1e-4) are looser than the checks below
set_attribute(model, "eps_abs", 1e-9)
set_attribute(model, "eps_rel", 1e-9)
@variable(model, x)
@variable(model, p in Parameter(1.0))
@constraint(
Expand All @@ -1442,10 +1454,12 @@ function test_jump_psd_cone_with_parameter_p_v_pp()
@objective(model, Min, x - p)
@test is_valid(model, con)
optimize!(model)
@test value(x) ≈ 0.633969 atol = 1e-5
# for p == 1: 3 - (2 * x - 3)^2 >= 0, so x >= (3 - sqrt(3)) / 2
@test value(x) ≈ (3 - sqrt(3)) / 2 atol = 1e-5
set_parameter_value(p, Float32(3.0))
optimize!(model)
@test value(x) ≈ -2.9999734 atol = 1e-5
# for p == 3: 81 - (2 * x - 3)^2 >= 0, so x >= -3
@test value(x) ≈ -3.0 atol = 1e-5
delete(model, con)
return
end
Expand Down
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