function out = yalmiptest(prefered_solver,auto) %YALMIPTEST Runs a number of test problems. % % YALMIPTEST is recommended when a new solver or a new version % of YALMIP installed. % % EXAMPLES % YALMIPTEST % Without argument, default solver used % YALMIPTEST('solver tag') % Test with specified solver % YALMIPTEST(options) % Test with specific options structure from % % See also SDPSETTINGS, YALMIPDEMO % Author Johan Löfberg % $Id: yalmiptest.m,v 1.27 2006/05/16 14:44:27 joloef Exp $ if ~exist('sedumi2pen.m') disp('Add /yalmip/extras to your path first...') return end if ~exist('bmibnb.m') disp('Add /yalmip/modules/ with sub-directories to your path first...') return end if ~exist('pwa_yalmip.m') disp('Add /yalmip/operators to your path first...') return end if ~exist('callsedumi.m') disp('Add /yalmip/solvers to your path first...') return end detected = which('yalmip.m','-all'); if length(detected)>1 disp('You seem to have multiple installations of YALMIP in your path. Please correct this...'); detected return end donttest = 0; if (nargin==1) & isa(prefered_solver,'char') & strcmp(prefered_solver,'test') donttest = 0; prefered_solver = ''; else donttest = 1; end if nargin==0 prefered_solver = ''; else if ~(isa(prefered_solver,'struct') | isa(prefered_solver,'char')) error('Argument should be a solver tag, or a sdpsettings structure'); end if isa(prefered_solver,'char') donttest = 1; end end if ~(exist('callsedumi')==2) disp('The directory yalmip/solvers is not in your path.') disp('Put yalmip/, yalmip/solvers, yalmip/extras and yalmip/demos in your MATLAB path.'); return end foundstring = {'not found','found'}; teststring = {'-failed','+passed'}; if ~donttest header = {'Solver','Version/module','Status','Unit test'}; else header = {'Solver','Version/module','Status'}; end [solvers,found] = getavailablesolvers(0); solvers = solvers([find(found);find(~found)]); found = [found(find(found));found(find(~found))]; j = 1; for i = 1:length(solvers) if solvers(i).show data{j,1} = upper(solvers(i).tag); data{j,2} = solvers(i).version; data{j,3} = foundstring{found(i)+1}; if ~donttest if found(i) if options.verbose disp(['Testing ' solvers(i).tag '...']); end try if solvers(i).maxdet pass = lyapell(sdpsettings('solver',solvers(i).tag,'verbose',0)); else if solvers(i).sdp pass = stabtest(sdpsettings('solver',solvers(i).tag,'verbose',0)); else pass = feasiblelp(sdpsettings('solver',solvers(i).tag,'verbose',0)); end end data{j,4} = teststring{pass+1}; catch data{j,4} = '-failed'; end else data{j,4} = 'not tested'; end end j = j+1; end end if isa(prefered_solver,'char') ops = sdpsettings('Solver',prefered_solver); else ops = prefered_solver; end if ~((nargin==2) & (ops.verbose==0)) table({'Searching for installed solvers'},header,data); disp(' ') end if nargin<2 disp('Press any key to continue test') pause end i=1; test{i}.fcn = 'testsdpvar'; test{i}.desc = 'sdpvar/set methods'; i = i+1; test{i}.fcn = 'feasiblelp'; test{i}.desc = 'LP'; i = i+1; test{i}.fcn = 'toepapprox'; test{i}.desc = 'LP'; i = i+1; test{i}.fcn = 'feasibleqp'; test{i}.desc = 'QP'; i = i+1; test{i}.fcn = 'toepapprox2'; test{i}.desc = 'QP'; i = i+1; test{i}.fcn = 'socptest1'; test{i}.desc = 'SOCP'; i = i+1; test{i}.fcn = 'socptest2'; test{i}.desc = 'SOCP'; i = i+1; test{i}.fcn = 'socptest3'; test{i}.desc = 'SOCP'; i = i+1; test{i}.fcn = 'complete'; test{i}.desc = 'SDP'; i = i+1; test{i}.fcn = 'complete_2'; test{i}.desc = 'SDP'; i = i+1; test{i}.fcn = 'maxcut'; test{i}.desc = 'SDP'; i = i+1; test{i}.fcn = 'feasible'; test{i}.desc = 'SDP'; i = i+1; test{i}.fcn = 'lyapell'; test{i}.desc = 'MAXDET'; i = i+1; test{i}.fcn = 'lyapell2'; test{i}.desc = 'MAXDET'; i = i+1; %test{i}.fcn = 'circuit1'; %test{i}.desc = 'GP'; %i = i+1; test{i}.fcn = 'infeasible'; test{i}.desc = 'Infeasible LP'; i = i+1; test{i}.fcn = 'infeasibleqp'; test{i}.desc = 'Infeasible QP'; i = i+1; test{i}.fcn = 'infeasiblesdp'; test{i}.desc = 'Infeasible SDP'; i = i+1; test{i}.fcn = 'momenttest'; test{i}.desc = 'Moment relaxation'; i = i+1; test{i}.fcn = 'sostest'; test{i}.desc = 'Sum-of-squares'; i = i+1; test{i}.fcn = 'bmitest'; test{i}.desc = 'Bilinear SDP'; i = i+1; pass_strings = {'Error','Passed','Solver not available'}; tt = cputime; % Run test-problems for i = 1:length(test) try t=cputime; if ops.verbose disp(' '); disp(['Testing function ' test{i}.fcn]); disp(' '); end [pp,ss,res] = eval([test{i}.fcn '(ops)']); pass(i) = pp; sols{i} = ss.info; results{i}=res; ttime(i) = cputime-t; catch pass(i) = 0; results{i} = 'NAN'; sols{i} = 'Unknown problem in YALMIP'; ttime(i) = cputime-tt; end end totaltime = cputime-tt; clear data; header = {'Test','Solution', 'Solver message'}; for i = 1:length(pass) thetime = num2str(ttime(i),4); data{i,1} = test{i}.desc; data{i,2} = results{i}; data{i,3} = sols{i}; end if ops.verbose disp(' '); end formats{1}.data.just = 'right'; formats{2}.data.just = 'right'; formats{3}.data.just = 'right'; formats{1}.header.just = 'right'; formats{2}.header.just = 'right'; formats{3}.header.just = 'right'; clc table([],header,data,formats) function [pass,sol,result] = testsdpvar(ops) % Test the sdpvar implementation pass = 1; sol.info = yalmiperror(0,'YALMIP'); try x = sdpvar(2,2); x = sdpvar(2,2,'symmetric'); x = sdpvar(2,2,'full'); x = sdpvar(2,2,'toeplitz'); x = sdpvar(2,2,'hankel'); x = sdpvar(2,2,'skew'); if ~ishermitian(sdpvar(2,2,'hermitian','complex')) error('bug') end if ~issymmetric(sdpvar(2,2,'symmetric','complex')) error('bug') end if ~isreal(real(sdpvar(2,2,'symmetric','complex'))) error('bug') end if isreal(sqrt(-1)*real(sdpvar(2,2,'symmetric','complex'))) error('bug') end x = sdpvar(2,1,'','co'); if ~isreal(x'*x) error('bug') end x = sdpvar(2,2,'','co'); if ~isreal(diag(x'*x)) error('bug') end x = sdpvar(1,1); y = sdpvar(2,2); x*eye(2); eye(2)*x; y*3; 3*y; x = sdpvar(2,3); y = sdpvar(2,3); setsdpvar(x,randn(2,3)); z = replace(x,x(1,1:2),[8 9]); z = x+y; z = x-y; z = x+1; z = x-1; z = x+ones(2,3); z = x-ones(2,3); z = ones(2,3)-x; z = ones(2,3)-x; z = eye(2)*x; z = x*eye(3); z = diag(x); z = trace(x); z = diff(x); z = fliplr(x); z = flipud(x); z = kron(x,eye(3)); z = kron(eye(3),x); z = rot90(x); z = sum(x); z = diff(x); z = x'; z = x.'; z = tril(x); z = triu(x); z = [x y]; z = [x;y]; sdpvar x y diag([x y])*[x^-1;y^-1]; assert(isequal([x x;x x]*x,[x x;x x].*x)) assert(isequal(trace([x x;x x]*[x y;y x]),x*x+x*y+y*x+x*x)) % Regression ?? yalmip('clear') sdpvar x (1+x+x^4)*(1-x^2); % Regression complex multiplcation A = randn(10,5)+sqrt(-1)*randn(10,5); b = randn(10,1)+sqrt(-1)*randn(10,1); x = sdpvar(5,1); res = A*x-b; assert(nnz(clean([res res]'*[res res]-res'*res,1e-8))==0) assert(isreal(clean(res'*res,1e-8))) sdpvar x(1,1,'full','complex'); assert(isreal(x*x')) % x = sdpvar(4,1); % sdpvar i a % y = [i a]; % y(1) % % i = sdpvar(1,1); % % a = sdpvar(1,1); % % [i a] % % % % size(x([i j])) % assert(all(size(x([i j])) == [2 1])) % assert(all(size(x(1,[i j])) == [1 2])) % % assert(all(size(x(1,[i j])) == [1 2])); % % x(1,[i j]); % x([i j],1); % x([i j],[i j]); result = 'N/A'; catch sol.info = 'Problems'; result = 'N/A'; pass = 0; end function [pass,sol,result] = feasible(ops) t = sdpvar(1,1); Y = sdpvar(2,2); F = set('Y[1 0.2;0.2 1]'); sol = solvesdp(F,t,ops); pass = ismember(sol.problem,[0 3 4 5]); if pass result = resultstring(t,1.2); else result = 'N/A'; end function [pass,sol,result] = infeasible(ops) t = sdpvar(1,1); Y = sdpvar(2,2); F = set('t>0'); F = F+set('t<-10'); sol = solvesdp(F,t,ops); pass = ~(sol.problem==0); result = 'N/A'; function [pass,sol,result] = lyapell(ops) A = [1 0;0.4 1]; B = [0.4;0.08]; L = [1.9034 1.1501]; Y = sdpvar(2,2); F = set([Y Y*(A-B*L)';(A-B*L)*Y Y]); F = F+set('L*Y*L''<1'); sol = solvesdp(F,-logdet(Y),ops); Y = double(Y); pass = ismember(sol.problem,[0 3 4 5]); if pass result = resultstring(Y,[2.9957 -4.1514;-4.1514 6.2918]); else result = 'N/A'; end %pass = pass & (sum(sum(abs(Y-[2.9957 -4.15;-4.15 6.29])))<0.01); function [pass,sol,result] = lyapell2(ops) A = [1 0;0.4 1]; B = [0.4;0.08]; L = [1.9034 1.1501]; Y = sdpvar(2,2); F = set('[Y Y*(A-B*L)'';(A-B*L)*Y Y]>0'); F = F+set('L*Y*L''<1'); sol = solvesdp(F,-logdet(Y),ops); Y = double(Y); pass = ismember(sol.problem,[0 3 4 5]); if pass result = resultstring(Y,[2.9957 -4.1514;-4.1514 6.2918]); else result = 'N/A'; end function [pass,sol,result] = complete(ops) x = sdpvar(1,1); y = sdpvar(1,1); z = sdpvar(1,1); X = [x 1 2;1 y 3;2 3 100]; F = set(X>0); F = F+set(x>10); F = F+set(y>0); F = F+set(z>0); F = F+set(x<1000); F = F+set(y<1000); F = F+set(z<1000); sol = solvesdp(F,x+y+z,ops); x = double(x); y = double(y); z = double(z); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring([x;y;z],[10;0.1787;0]); else result = 'N/A'; end function [pass,sol,result] = complete_2(ops) x = sdpvar(1,1); %y = sdpvar(1,1); z = sdpvar(1,1); X = [x 2;2 z]; F = set('X>0'); F = F+set('x>0'); F = F+set('z>0'); F = F+set('x<10'); F = F+set('z<10'); sol = solvesdp(F,x+z,ops); x = double(x); %y = double(y); z = double(z); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring([x;z],[2;2]); else result = 'N/A'; end function [pass,sol,result] = maxcut(ops) % Upper bound on maxcut of a n-cycle n = 15; Q = zeros(n); for i = 1:n-1 Q(i,i+1) = 1;Q(i+1,i) = 1; end Q(n,1) = 1;Q(1,n) = 1; Q = 0.25*(diag(Q*ones(n,1))-Q); t = sdpvar(1,1); tau = sdpvar(n,1); F = set('t>0'); M = [-Q zeros(n,1);zeros(1,n) t]; for i = 1:n ei = zeros(n,1);ei(i,1) = 1; M = M+tau(i)*[ei*ei' zeros(n,1);zeros(1,n) -1]; end F = F+set(M>0); sol = solvesdp(F,t,ops); t = double(t); tau = double(t); pass = ismember(sol.problem,[0 3 4 5]); if pass result = resultstring(t,14.8361); else result = 'N/A'; end function [pass,sol,result] = socptest1(ops) x = sdpvar(2,1); a = [0;1]; b = [1;1]; F = set('||x-a||<1'); F = F+set('||x-b||<1'); sol = solvesdp(F,sum(x),ops); pass = ismember(sol.problem,[0 3 4 5]); x = double(x); if pass result = resultstring(sum(x),0.58578); else result = 'N/A'; end function [pass,sol,result] = socptest2(ops) z = sdpvar(3,1); x = sdpvar(3,1); y = sdpvar(3,1); a = [0;1;0]; b = [1;1;0]; F = set('||x-a||<1'); F = F+set('||x-b||<1'); F = F+set('x(1)==0.35'); F = F+set('z(2:3)==[5;6]'); sol = solvesdp(F,sum(x),ops); pass = ismember(sol.problem,[0 3 4 5]); x = double(x); y = double(y); z = double(z); if pass result = resultstring(sum(x),0.27592); else result = 'N/A'; end function [pass,sol,result] = socptest3(ops) z = sdpvar(2,1); x = sdpvar(2,1); y = sdpvar(3,1); a = [0;1]; b = [1;1]; F = set('||x-a||<1'); F = F+set('||x-b||<1'); F = F+set('x(1)==0.35'); F = F+set('z(1,end)>5'); F = F+set('z(2,end)<100'); F = F+set('z(2)==5'); sol = solvesdp(F,sum(x),ops); pass = ismember(sol.problem,[0 3 4 5]); x = double(x); y = double(y); z = double(z); if pass result = resultstring(sum(x),0.59); else result = 'N/A'; end function [pass,sol,result] = feasiblelp(ops) N = 5; A = [2 -1;1 0]; B = [1;0]; C = [0.5 0.5]; [H,S] = create_CHS(A,B,C,N); x = [2;0]; t = sdpvar(2*N,1); U = sdpvar(N,1); Y = H*x+S*U; F = set(U<1)+set(U>-1); F = F+set(Y(N)>-1); F = F+set(Y(N)<1); F = F+set([Y;U]-t); sol = solvesdp(F,sum(t),ops); pass = ismember(sol.problem,[0 3 4 5]); if pass result = resultstring(sum(t),12.66666); else result = 'N/A'; end function [pass,sol,result] = feasibleqp(ops) N = 5; A = [2 -1;1 0]; B = [1;0]; C = [0.5 0.5]; [H,S] = create_CHS(A,B,C,N); x = [2;0]; U = sdpvar(N,1); Y = H*x+S*U; F = set(U<1)+set(U>-1); F = F+set(Y(N)>-1); F = F+set(Y(N)<1); sol = solvesdp(F,Y'*Y+U'*U,ops); pass = ismember(sol.problem,[0 3 4 5]); if pass result = resultstring(Y'*Y+U'*U,26.35248); else result = 'N/A'; end function [pass,sol,result] = infeasibleqp(ops) N = 5; A = [2 -1;1 0]; B = [1;0]; C = [0.5 0.5]; [H,S] = create_CHS(A,B,C,N); x = [2;0]; U = sdpvar(N,1); Y = H*x+S*U; F = set(U<1)+set(U>-1); F = F+set(Y(N)>-1); F = F+set(Y(N)<1); F = F + set(U>0); sol = solvesdp(F,Y'*Y+U'*U,ops); pass = ismember(sol.problem,[1]); result = 'N/A'; function [pass,sol,result] = infeasiblesdp(ops) A = magic(6); A = A*A'; P = sdpvar(6,6); sol = solvesdp(set(A'*P+P*A < -P) + set(P>eye(6)),trace(P),ops); pass = (sol.problem==1); result = 'N/A'; function [pass,sol,result]=toepapprox(ops) n = 5; P = magic(n); Z = sdpvar(n,n,'toeplitz'); t = sdpvar(n,n,'full'); F = set(P-Z-t); sol = solvesdp(F,sum(sum(t)),ops); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring(sum(sum(t)),156); else result = 'N/A'; end function [pass,sol,result]=toepapprox2(ops) n = 5; P = magic(n); Z = sdpvar(n,n,'toeplitz'); t = sdpvar(n,n,'full'); resid = P-Z;resid = resid(:); sol = solvesdp([],resid'*resid,ops); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring(resid'*resid,1300); else result = 'N/A'; end function [pass,sol,result]=momenttest(ops) x1 = sdpvar(1,1); x2 = sdpvar(1,1); x3 = sdpvar(1,1); objective = -2*x1+x2-x3; F = set(x1*(4*x1-4*x2+4*x3-20)+x2*(2*x2-2*x3+9)+x3*(2*x3-13)+24>0); F = F + set(4-(x1+x2+x3)>0); F = F + set(6-(3*x2+x3)>0); F = F + set(x1>0); F = F + set(2-x1>0); F = F + set(x2>0); F = F + set(x3>0); F = F + set(3-x3>0); sol = solvemoment(F,objective,ops); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring(objective,-6); else result = 'N/A'; end function [pass,sol,result]=sostest(ops) yalmip('clear') x = sdpvar(1,1); y = sdpvar(1,1); t = sdpvar(1,1); F = set(sos(1+x^7+x^8+y^4-t)); sol = solvesos(F,-t,ops); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring(t,0.9509); else result = 'N/A'; end function [pass,sol,result]=bmitest(ops) A = [-1 2;-3 -4]; P = sdpvar(2,2); alpha = sdpvar(1,1); F = set(P>eye(2))+set(A'*P+P*A < -2*alpha*P)+set(alpha > 0); sol = solvesdp(F,-alpha,ops); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring(alpha,2.5); else result = 'N/A'; end function [pass,sol,result]=circuit1(ops) x = sdpvar(7,1); % Data a = ones(7,1); alpha = ones(7,1); beta = ones(7,1); gamma = ones(7,1); f = [1 0.8 1 0.7 0.7 0.5 0.5]'; e = [1 2 1 1.5 1.5 1 2]'; Cout6 = 10; Cout7 = 10; % Model C = alpha+beta.*x; A = sum(a.*x); P = sum(f.*e.*x); R = gamma./x; D1 = R(1)*(C(4)); D2 = R(2)*(C(4)+C(5)); D3 = R(3)*(C(5)+C(7)); D4 = R(4)*(C(6)+C(7)); D5 = R(5)*(C(7)); D6 = R(6)*Cout6; D7 = R(7)*Cout7; % Constraints F = set(x > 1) + set(P < 20) + set(A < 100); % Objective D = max((D1+D4+D6),(D1+D4+D7),(D2+D4+D6),(D2+D4+D7),(D2+D5+D7),(D3+D5+D6),(D3+D7)); sol = solvesdp(F,D,ops); pass = ismember(sol.problem,[0 3 4 5]); result = 'N/A'; if pass result = resultstring(D,7.8936); else result = 'N/A'; end function result = resultstring(x,xopt) if norm(double(x(:))-xopt(:))<1e-3*(1+norm(xopt(:))) result = 'Correct'; else result = 'Incorrect'; end function assert(a) if ~a error('Assertion failed!'); end