Merge branch 'master' into knitro-lic

Author: metab0t

.gitignore

@@ -10,6 +10,7 @@ dist/
 
 .idea/
 .vscode/
+.claude/
 
 bench/local
 debug/

lib/ipopt_model.cpp

@@ -181,7 +181,8 @@ double IpoptModel::get_constraint_primal(const ConstraintIndex &constraint)
 double IpoptModel::get_constraint_dual(const ConstraintIndex &constraint)
 {
 	int index = _constraint_internal_index(constraint);
-	return m_result.mult_g[index];
+	auto dual = -m_result.mult_g[index];
+	return dual;
 }
 
 ConstraintIndex IpoptModel::add_linear_constraint(const ScalarAffineFunction &f,

src/pyoptinterface/_src/knitro.py

@@ -221,6 +221,7 @@ def _result_status_knitro(model: "Model"):
         return ResultStatusCode.INFEASIBLE_POINT
     return ResultStatusCode.NO_SOLUTION
 
+
 # Model Attribute
 model_attribute_get_func_map = {
     ModelAttribute.ObjectiveValue: lambda model: model.get_obj_value(),

tests/conftest.py

@@ -34,24 +34,36 @@ def nlp_model_ctor(request):
     return ctor
 
 
-model_interface_dict = {}
+model_interface_dict_full = {}
 
 if gurobi.is_library_loaded():
-    model_interface_dict["gurobi"] = gurobi.Model
+    model_interface_dict_full["gurobi"] = gurobi.Model
 if xpress.is_library_loaded():
-    model_interface_dict["xpress"] = xpress.Model
+    model_interface_dict_full["xpress"] = xpress.Model
 if copt.is_library_loaded():
-    model_interface_dict["copt"] = copt.Model
+    model_interface_dict_full["copt"] = copt.Model
 if mosek.is_library_loaded():
-    model_interface_dict["mosek"] = mosek.Model
+    model_interface_dict_full["mosek"] = mosek.Model
 if highs.is_library_loaded():
     model_interface_dict["highs"] = highs.Model
 if knitro.is_library_loaded() and knitro.has_valid_license():
     model_interface_dict["knitro"] = knitro.Model
 
 
-@pytest.fixture(params=model_interface_dict.keys())
+@pytest.fixture(params=model_interface_dict_full.keys())
 def model_interface(request):
     name = request.param
-    model_interface_class = model_interface_dict[name]
+    model_interface_class = model_interface_dict_full[name]
+    return model_interface_class()
+
+
+model_interface_dict_oneshot = model_interface_dict_full.copy()
+if ipopt.is_library_loaded():
+    model_interface_dict_oneshot["ipopt"] = ipopt.Model
+
+
+@pytest.fixture(params=model_interface_dict_oneshot.keys())
+def model_interface_oneshot(request):
+    name = request.param
+    model_interface_class = model_interface_dict_oneshot[name]
     return model_interface_class()

tests/test_in_constraint.py

@@ -4,8 +4,8 @@
 import pytest
 
 
-def test_linear_in_constraint(model_interface):
-    model = model_interface
+def test_linear_in_constraint(model_interface_oneshot):
+    model = model_interface_oneshot
 
     if isinstance(model, gurobi.Model):
         pytest.skip("Gurobi does not support range linear constraints")

tests/test_matrix_api.py

@@ -4,8 +4,8 @@
 from pytest import approx
 
 
-def test_matrix_api(model_interface):
-    model = model_interface
+def test_matrix_api(model_interface_oneshot):
+    model = model_interface_oneshot
 
     N = 10
     x = model.add_m_variables(N, lb=0.0)
@@ -29,8 +29,8 @@ def test_matrix_api(model_interface):
     assert obj_value == approx(-N * ub)
 
 
-def test_quicksum_ndarray(model_interface):
-    model = model_interface
+def test_quicksum_ndarray(model_interface_oneshot):
+    model = model_interface_oneshot
 
     N = 10
     x = model.add_m_variables((N, 2 * N), lb=1.0, ub=3.0)

tests/test_qp.py

@@ -4,8 +4,8 @@
 import numpy as np
 
 
-def test_simple_qp(model_interface):
-    model = model_interface
+def test_simple_qp(model_interface_oneshot):
+    model = model_interface_oneshot
 
     N = 6
 
@@ -19,15 +19,18 @@ def test_simple_qp(model_interface):
 
     model.optimize()
     status = model.get_model_attribute(poi.ModelAttribute.TerminationStatus)
-    assert status == poi.TerminationStatusCode.OPTIMAL
+    assert (
+        status == poi.TerminationStatusCode.OPTIMAL
+        or status == poi.TerminationStatusCode.LOCALLY_SOLVED
+    )
 
     obj_val = model.get_model_attribute(poi.ModelAttribute.ObjectiveValue)
     assert obj_val == approx(N**2, rel=1e-5)
 
 
 # reported by https://github.com/metab0t/PyOptInterface/issues/59
-def test_shuffle_qp_objective(model_interface):
-    model = model_interface
+def test_shuffle_qp_objective(model_interface_oneshot):
+    model = model_interface_oneshot
 
     N = 3
     weights = model.add_m_variables(N, lb=0)
@@ -68,8 +71,8 @@ def test_shuffle_qp_objective(model_interface):
     assert np.all(np.abs(obj_values - obj_values[0]) < 1e-8)
 
 
-def test_duplicated_quadratic_terms(model_interface):
-    model = model_interface
+def test_duplicated_quadratic_terms(model_interface_oneshot):
+    model = model_interface_oneshot
 
     x = model.add_m_variables(2, lb=1.0)
 

tests/test_simple_opt.py

@@ -94,8 +94,8 @@ def test_simple_opt(model_interface):
     assert y_val == approx(8.0)
 
 
-def test_constant_objective(model_interface):
-    model = model_interface
+def test_constant_objective(model_interface_oneshot):
+    model = model_interface_oneshot
 
     x = model.add_variable(lb=0.0, ub=1.0)
     obj = 1.0
@@ -106,13 +106,16 @@ def test_constant_objective(model_interface):
     model.set_objective(obj, poi.ObjectiveSense.Maximize)
     model.optimize()
     status = model.get_model_attribute(poi.ModelAttribute.TerminationStatus)
-    assert status == poi.TerminationStatusCode.OPTIMAL
+    assert (
+        status == poi.TerminationStatusCode.OPTIMAL
+        or status == poi.TerminationStatusCode.LOCALLY_SOLVED
+    )
     obj_val = model.get_model_attribute(poi.ModelAttribute.ObjectiveValue)
     assert obj_val == approx(1.0)
 
 
-def test_constraint_primal_dual(model_interface):
-    model = model_interface
+def test_constraint_primal_dual(model_interface_oneshot):
+    model = model_interface_oneshot
 
     x = model.add_variable(lb=0.0, ub=1.0)
     y = model.add_variable(lb=0.0, ub=1.0)
@@ -128,7 +131,10 @@ def test_constraint_primal_dual(model_interface):
 
     model.optimize()
     status = model.get_model_attribute(poi.ModelAttribute.TerminationStatus)
-    assert status == poi.TerminationStatusCode.OPTIMAL
+    assert (
+        status == poi.TerminationStatusCode.OPTIMAL
+        or status == poi.TerminationStatusCode.LOCALLY_SOLVED
+    )
 
     primal_val = model.get_constraint_attribute(con1, poi.ConstraintAttribute.Primal)
     assert primal_val == approx(1.0)
@@ -137,8 +143,8 @@ def test_constraint_primal_dual(model_interface):
     assert dual_val == approx(0.5)
 
 
-def test_add_quadratic_expr_as_linear_throws_error(model_interface):
-    model = model_interface
+def test_add_quadratic_expr_as_linear_throws_error(model_interface_oneshot):
+    model = model_interface_oneshot
 
     xs = model.add_m_variables(10)
     x2_sum = poi.quicksum(x * x for x in xs.flat)
@@ -147,8 +153,8 @@ def test_add_quadratic_expr_as_linear_throws_error(model_interface):
         model.add_linear_constraint(x2_sum <= 1.0)
 
 
-def test_exprbuilder_self_operation(model_interface):
-    model = model_interface
+def test_exprbuilder_self_operation(model_interface_oneshot):
+    model = model_interface_oneshot
 
     x = model.add_m_variables(2, lb=1.0, ub=4.0)