Add MILP example from examples/miqp_ex1.m to MILP tests.

Author: rdzman

CHANGES.md

@@ -6,6 +6,7 @@ since version 5.0
 -----------------
 
 #### 10/21/25
+  - Add MILP example from `examples/miqp_ex1.m` to MILP tests.
   - Fix typo bug in dimension checking in `set_params()` for quadratic costs.
 
 #### 10/3/25

lib/t/t_mm_solve_miqps.m

@@ -26,7 +26,7 @@ function t_mm_solve_miqps(quiet)
     does_miqp(1) = 1;
 end
 
-n = 33;
+n = 51;
 nmiqp = 20;
 nmiqp_soln = 30;
 diff_tool = 'bbdiff';
@@ -150,6 +150,74 @@ function t_mm_solve_miqps(quiet)
         t_is([x([1;2;4;5]); x(3)+x(6)], [0; 0; 0; 0; 5.2], 7, [t 'x']);
         t_is(f, 15.6, 7, [t 'f']);
 
+        %% from milp_ex1.m
+        PlantCapacity = [ 60; 60 ];     % Plants 1, 2
+        CustomerDemandY = [ 10; 15; 5 ];    % Customers 1, 2, 3
+        CustomerDemandZ = [  8; 12; 6 ];    % Customers 1, 2, 3
+        DeliveryCostY = [
+            4           7;          % Customer 1
+            5           6;          % Customer 2
+            3           8           % Customer 3
+        ];
+        DeliveryCostZ = [
+            10          4;          % Customer 1
+            9          5;          % Customer 2
+            12          3           % Customer 3
+        ];
+        PlantFixedCost = [
+            100         100          50;    % Plant 1
+            200         100         120     % Plant 2
+        ];
+        Scenario = 1;   % build scenario 1 initially
+        mm = mp.opt_model();
+        mm.var.add('u', 2, [], 0, 1, 'B');
+        mm.var.init_indexed_name('y', {2});
+        mm.var.init_indexed_name('z', {2});
+        for p = 1:2
+            mm.var.add('y', {p}, 3, [], 0);     % Product Y, Plant p to Customers 1-3
+            mm.var.add('z', {p}, 3, [], 0);     % Product Z, Plant p to Customers 1-3
+        end
+        mm.qdc.add(mm.var, 'fixed', [], PlantFixedCost(:, Scenario), [], {'u'});
+        mm.qdc.init_indexed_name('delivery_y', {2});
+        mm.qdc.init_indexed_name('delivery_z', {2});
+        for p = 1:2
+            vs_y = struct('name', 'y', 'idx', {{p}});    % variable set for 'y{p}'
+            vs_z = struct('name', 'z', 'idx', {{p}});    % variable set for 'z{p}'
+            mm.qdc.add(mm.var, 'delivery_y', {p}, [], DeliveryCostY(:, p), [], vs_y);
+            mm.qdc.add(mm.var, 'delivery_z', {p}, [], DeliveryCostZ(:, p), [], vs_z);
+        end
+        Au = -spdiags(PlantCapacity, 0, 2, 2);
+        Ayz = sparse([1 1 1 1 1 1 0 0 0 0 0 0;   % sum for plant 1
+                    0 0 0 0 0 0 1 1 1 1 1 1]); % sum for plant 2
+        ub = 0;    % constraint upper bound (no lower bound)
+        mm.lin.add(mm.var, 'capacity', [Au Ayz], [], ub);
+        vs_y = struct('name', 'y', 'idx', {{1}, {2}});
+        Ad = [speye(3) speye(3)];
+        mm.lin.add(mm.var, 'demand_y', Ad, CustomerDemandY, CustomerDemandY, vs_y);
+        vs_z = struct('name', 'z', 'idx', {{1}, {2}});
+        mm.lin.add(mm.var, 'demand_z', Ad, CustomerDemandZ, CustomerDemandZ, vs_z);
+        ef = [  490 1130/3 540;
+                410 1000/3 440;
+                410 317 410 ];
+        ex = [  1 0 10 15 5 8 12 6 0 0 0 0 0 0;
+                0 1 0 0 0 0 0 0 10 15 5 8 12 6;
+                1 1 10 15 5 0 0 0 0 0 0 8 12 6;
+                0.5 1.3/3 10 15 5 0 0 0 0 0 0 8 12 6]';
+        for Scenario = 1:3
+            t = sprintf('%s - 14-d MILP Scenario %d: ', names{k}, Scenario);
+            mm.qdc.set_params(mm.var, 'fixed', 'c', PlantFixedCost(:, Scenario));
+            [x, f, s, out, lam] = mm.solve(opt);
+            t_is(s, 1, 12, [t 'exitflag']);
+            t_is(x, ex(:, Scenario), 12, [t 'x']);
+            t_is(f, ef(Scenario, 1), 12, [t 'f']);
+
+            t = sprintf('%s - 14-d MILP Scenario %d (integer relaxed) : ', names{k}, Scenario);
+            [x, f, s, out, lam] = mm.solve(opt_r);
+            t_is(s, 1, 12, [t 'exitflag']);
+            t_is(x, ex(:, 4), 12, [t 'x']);
+            t_is(f, ef(Scenario, 2), 12, [t 'f']);
+        end
+
         if does_miqp(k)
             t = sprintf('%s - 4-d MIQP : ', names{k});
             %% from cplexmiqpex.m, CPLEX_Studio_Academic124/cplex/examples/src/matlab/cplexmiqpex.m

lib/t/t_om_solve_miqps.m

@@ -26,7 +26,7 @@ function t_om_solve_miqps(quiet)
     does_miqp(1) = 1;
 end
 
-n = 33;
+n = 51;
 nmiqp = 20;
 nmiqp_soln = 30;
 diff_tool = 'bbdiff';
@@ -150,6 +150,74 @@ function t_om_solve_miqps(quiet)
         t_is([x([1;2;4;5]); x(3)+x(6)], [0; 0; 0; 0; 5.2], 7, [t 'x']);
         t_is(f, 15.6, 7, [t 'f']);
 
+        %% from milp_ex1.m
+        PlantCapacity = [ 60; 60 ];     % Plants 1, 2
+        CustomerDemandY = [ 10; 15; 5 ];    % Customers 1, 2, 3
+        CustomerDemandZ = [  8; 12; 6 ];    % Customers 1, 2, 3
+        DeliveryCostY = [
+            4           7;          % Customer 1
+            5           6;          % Customer 2
+            3           8           % Customer 3
+        ];
+        DeliveryCostZ = [
+            10          4;          % Customer 1
+            9          5;          % Customer 2
+            12          3           % Customer 3
+        ];
+        PlantFixedCost = [
+            100         100          50;    % Plant 1
+            200         100         120     % Plant 2
+        ];
+        Scenario = 1;   % build scenario 1 initially
+        om = opt_model();
+        om.add_var('u', 2, [], 0, 1, 'B');
+        om.var.init_indexed_name('y', {2});
+        om.var.init_indexed_name('z', {2});
+        for p = 1:2
+            om.var.add('y', {p}, 3, [], 0);     % Product Y, Plant p to Customers 1-3
+            om.var.add('z', {p}, 3, [], 0);     % Product Z, Plant p to Customers 1-3
+        end
+        om.qdc.add(om.var, 'fixed', [], PlantFixedCost(:, Scenario), [], {'u'});
+        om.qdc.init_indexed_name('delivery_y', {2});
+        om.qdc.init_indexed_name('delivery_z', {2});
+        for p = 1:2
+            vs_y = struct('name', 'y', 'idx', {{p}});    % variable set for 'y{p}'
+            vs_z = struct('name', 'z', 'idx', {{p}});    % variable set for 'z{p}'
+            om.qdc.add(om.var, 'delivery_y', {p}, [], DeliveryCostY(:, p), [], vs_y);
+            om.qdc.add(om.var, 'delivery_z', {p}, [], DeliveryCostZ(:, p), [], vs_z);
+        end
+        Au = -spdiags(PlantCapacity, 0, 2, 2);
+        Ayz = sparse([1 1 1 1 1 1 0 0 0 0 0 0;   % sum for plant 1
+                    0 0 0 0 0 0 1 1 1 1 1 1]); % sum for plant 2
+        ub = 0;    % constraint upper bound (no lower bound)
+        om.lin.add(om.var, 'capacity', [Au Ayz], [], ub);
+        vs_y = struct('name', 'y', 'idx', {{1}, {2}});
+        Ad = [speye(3) speye(3)];
+        om.lin.add(om.var, 'demand_y', Ad, CustomerDemandY, CustomerDemandY, vs_y);
+        vs_z = struct('name', 'z', 'idx', {{1}, {2}});
+        om.lin.add(om.var, 'demand_z', Ad, CustomerDemandZ, CustomerDemandZ, vs_z);
+        ef = [  490 1130/3 540;
+                410 1000/3 440;
+                410 317 410 ];
+        ex = [  1 0 10 15 5 8 12 6 0 0 0 0 0 0;
+                0 1 0 0 0 0 0 0 10 15 5 8 12 6;
+                1 1 10 15 5 0 0 0 0 0 0 8 12 6;
+                0.5 1.3/3 10 15 5 0 0 0 0 0 0 8 12 6]';
+        for Scenario = 1:3
+            t = sprintf('%s - 14-d MILP Scenario %d: ', names{k}, Scenario);
+            om.qdc.set_params(om.var, 'fixed', 'c', PlantFixedCost(:, Scenario));
+            [x, f, s, out, lam] = om.solve(opt);
+            t_is(s, 1, 12, [t 'exitflag']);
+            t_is(x, ex(:, Scenario), 12, [t 'x']);
+            t_is(f, ef(Scenario, 1), 12, [t 'f']);
+
+            t = sprintf('%s - 14-d MILP Scenario %d (integer relaxed) : ', names{k}, Scenario);
+            [x, f, s, out, lam] = om.solve(opt_r);
+            t_is(s, 1, 12, [t 'exitflag']);
+            t_is(x, ex(:, 4), 12, [t 'x']);
+            t_is(f, ef(Scenario, 2), 12, [t 'f']);
+        end
+
         if does_miqp(k)
             t = sprintf('%s - 4-d MIQP : ', names{k});
             %% from cplexmiqpex.m, CPLEX_Studio_Academic124/cplex/examples/src/matlab/cplexmiqpex.m