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import numpy as np
import unittest
from gpkit.tests.helpers import run_tests
from robust.robust_gp_tools import RobustGPTools
from robust.robust import RobustModel
from robust.margin import MarginModel
from robust.testing.models import sp_test_model, gp_test_model
class TestPrimitives(unittest.TestCase):
def test_MarginModel(self):
""" Tests creation and solution of MarginModel"""
m = sp_test_model()
mm = MarginModel(m, gamma=0.5)
margin_solution = mm.localsolve(verbosity=0)
uncertain_varkeys = [k for k in m.varkeys if RobustGPTools.is_directly_uncertain(k)]
# Checking margin allocation
for key in list(uncertain_varkeys):
assert(mm.substitutions.get(key) == m.substitutions.get(key) *
(1.+mm.setting.get("gamma")*key.pr/100.))
self.assertGreater(margin_solution['cost'], mm.nominal_cost)
def test_conservativeness(self):
""" Testing conservativeness of solution methods"""
m = gp_test_model()
sm = m.solve(verbosity=0)
sem = RobustModel(m, 'elliptical').robustsolve(verbosity=0)
smm = MarginModel(m).solve(verbosity=0)
sbm = RobustModel(m, 'box').robustsolve(verbosity=0)
self.assertTrue(sm['cost'] <= sem['cost'] <= smm['cost'] <= sbm['cost'])
# def test_robustify_monomial():
# """ Testing whether monomials are robustified correctly"""
# m = gp_test_model()
# chopped_posys = []
# for c in m.flat(constraintsets=False):
# chopped_posys.append(c.as_posyslt1()[0].chop())
# rm = RobustModel(m, 'elliptical')
def test_methods(self):
m = gp_test_model()
nominal_solution = m.solve(verbosity=0)
methods = [{'name': 'Best Pairs', 'twoTerm': True, 'boyd': False, 'simpleModel': False},
{'name': 'Linearized Perturbations', 'twoTerm': False, 'boyd': False, 'simpleModel': False},
{'name': 'Simple Conservative', 'twoTerm': False, 'boyd': False, 'simpleModel': True}
]
uncertainty_sets = ['box', 'elliptical']
for method in methods:
for uncertainty_set in uncertainty_sets:
gamma = 1.2*np.random.uniform()
rm = RobustModel(m, uncertainty_set, gamma=gamma, twoTerm=method['twoTerm'],
boyd=method['boyd'], simpleModel=method['simpleModel'],
nominalsolve=nominal_solution)
_ = rm.robustsolve(verbosity=0)
TESTS = [TestPrimitives]
def test():
run_tests(TESTS)
if __name__ == "__main__":
test()
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