""" Unit test for Linear Programming via Simplex Algorithm. """ # TODO: add tests for: # https://github.com/scipy/scipy/issues/5400 # https://github.com/scipy/scipy/issues/6690 import numpy as np from numpy.testing import ( assert_, assert_allclose, assert_equal) from .test_linprog import magic_square from scipy.optimize._remove_redundancy import _remove_redundancy from scipy.optimize._remove_redundancy import _remove_redundancy_dense from scipy.optimize._remove_redundancy import _remove_redundancy_sparse from scipy.sparse import csc_matrix def setup_module(): np.random.seed(2017) def _assert_success( res, desired_fun=None, desired_x=None, rtol=1e-7, atol=1e-7): # res: linprog result object # desired_fun: desired objective function value or None # desired_x: desired solution or None assert_(res.success) assert_equal(res.status, 0) if desired_fun is not None: assert_allclose( res.fun, desired_fun, err_msg="converged to an unexpected objective value", rtol=rtol, atol=atol) if desired_x is not None: assert_allclose( res.x, desired_x, err_msg="converged to an unexpected solution", rtol=rtol, atol=atol) class RRCommonTests(object): def test_no_redundancy(self): m, n = 10, 10 A0 = np.random.rand(m, n) b0 = np.random.rand(m) A1, b1, status, message = self.rr(A0, b0) assert_allclose(A0, A1) assert_allclose(b0, b1) assert_equal(status, 0) def test_infeasible_zero_row(self): A = np.eye(3) A[1, :] = 0 b = np.random.rand(3) A1, b1, status, message = self.rr(A, b) assert_equal(status, 2) def test_remove_zero_row(self): A = np.eye(3) A[1, :] = 0 b = np.random.rand(3) b[1] = 0 A1, b1, status, message = self.rr(A, b) assert_equal(status, 0) assert_allclose(A1, A[[0, 2], :]) assert_allclose(b1, b[[0, 2]]) def test_infeasible_m_gt_n(self): m, n = 20, 10 A0 = np.random.rand(m, n) b0 = np.random.rand(m) A1, b1, status, message = self.rr(A0, b0) assert_equal(status, 2) def test_infeasible_m_eq_n(self): m, n = 10, 10 A0 = np.random.rand(m, n) b0 = np.random.rand(m) A0[-1, :] = 2 * A0[-2, :] A1, b1, status, message = self.rr(A0, b0) assert_equal(status, 2) def test_infeasible_m_lt_n(self): m, n = 9, 10 A0 = np.random.rand(m, n) b0 = np.random.rand(m) A0[-1, :] = np.arange(m - 1).dot(A0[:-1]) A1, b1, status, message = self.rr(A0, b0) assert_equal(status, 2) def test_m_gt_n(self): np.random.seed(2032) m, n = 20, 10 A0 = np.random.rand(m, n) b0 = np.random.rand(m) x = np.linalg.solve(A0[:n, :], b0[:n]) b0[n:] = A0[n:, :].dot(x) A1, b1, status, message = self.rr(A0, b0) assert_equal(status, 0) assert_equal(A1.shape[0], n) assert_equal(np.linalg.matrix_rank(A1), n) def test_m_gt_n_rank_deficient(self): m, n = 20, 10 A0 = np.zeros((m, n)) A0[:, 0] = 1 b0 = np.ones(m) A1, b1, status, message = self.rr(A0, b0) assert_equal(status, 0) assert_allclose(A1, A0[0:1, :]) assert_allclose(b1, b0[0]) def test_m_lt_n_rank_deficient(self): m, n = 9, 10 A0 = np.random.rand(m, n) b0 = np.random.rand(m) A0[-1, :] = np.arange(m - 1).dot(A0[:-1]) b0[-1] = np.arange(m - 1).dot(b0[:-1]) A1, b1, status, message = self.rr(A0, b0) assert_equal(status, 0) assert_equal(A1.shape[0], 8) assert_equal(np.linalg.matrix_rank(A1), 8) def test_dense1(self): A = np.ones((6, 6)) A[0, :3] = 0 A[1, 3:] = 0 A[3:, ::2] = -1 A[3, :2] = 0 A[4, 2:] = 0 b = np.zeros(A.shape[0]) A2 = A[[0, 1, 3, 4], :] b2 = np.zeros(4) A1, b1, status, message = self.rr(A, b) assert_allclose(A1, A2) assert_allclose(b1, b2) assert_equal(status, 0) def test_dense2(self): A = np.eye(6) A[-2, -1] = 1 A[-1, :] = 1 b = np.zeros(A.shape[0]) A1, b1, status, message = self.rr(A, b) assert_allclose(A1, A[:-1, :]) assert_allclose(b1, b[:-1]) assert_equal(status, 0) def test_dense3(self): A = np.eye(6) A[-2, -1] = 1 A[-1, :] = 1 b = np.random.rand(A.shape[0]) b[-1] = np.sum(b[:-1]) A1, b1, status, message = self.rr(A, b) assert_allclose(A1, A[:-1, :]) assert_allclose(b1, b[:-1]) assert_equal(status, 0) def test_m_gt_n_sparse(self): np.random.seed(2013) m, n = 20, 5 p = 0.1 A = np.random.rand(m, n) A[np.random.rand(m, n) > p] = 0 rank = np.linalg.matrix_rank(A) b = np.zeros(A.shape[0]) A1, b1, status, message = self.rr(A, b) assert_equal(status, 0) assert_equal(A1.shape[0], rank) assert_equal(np.linalg.matrix_rank(A1), rank) def test_m_lt_n_sparse(self): np.random.seed(2017) m, n = 20, 50 p = 0.05 A = np.random.rand(m, n) A[np.random.rand(m, n) > p] = 0 rank = np.linalg.matrix_rank(A) b = np.zeros(A.shape[0]) A1, b1, status, message = self.rr(A, b) assert_equal(status, 0) assert_equal(A1.shape[0], rank) assert_equal(np.linalg.matrix_rank(A1), rank) def test_m_eq_n_sparse(self): np.random.seed(2017) m, n = 100, 100 p = 0.01 A = np.random.rand(m, n) A[np.random.rand(m, n) > p] = 0 rank = np.linalg.matrix_rank(A) b = np.zeros(A.shape[0]) A1, b1, status, message = self.rr(A, b) assert_equal(status, 0) assert_equal(A1.shape[0], rank) assert_equal(np.linalg.matrix_rank(A1), rank) def test_magic_square(self): A, b, c, numbers = magic_square(3) A1, b1, status, message = self.rr(A, b) assert_equal(status, 0) assert_equal(A1.shape[0], 23) assert_equal(np.linalg.matrix_rank(A1), 23) def test_magic_square2(self): A, b, c, numbers = magic_square(4) A1, b1, status, message = self.rr(A, b) assert_equal(status, 0) assert_equal(A1.shape[0], 39) assert_equal(np.linalg.matrix_rank(A1), 39) class TestRRSVD(RRCommonTests): def rr(self, A, b): return _remove_redundancy(A, b) class TestRRPivotDense(RRCommonTests): def rr(self, A, b): return _remove_redundancy_dense(A, b) class TestRRPivotSparse(RRCommonTests): def rr(self, A, b): A1, b1, status, message = _remove_redundancy_sparse(csc_matrix(A), b) return A1.toarray(), b1, status, message