Add coefficient_type kwarg to dual_optimizer (#168)

Author: guilhermebodin

src/MOI_wrapper.jl

@@ -5,8 +5,11 @@
 
 export DualOptimizer, dual_optimizer
 
-function dual_optimizer(optimizer_constructor)
-    return () -> DualOptimizer(MOI.instantiate(optimizer_constructor))
+function dual_optimizer(
+    optimizer_constructor;
+    coefficient_type::Type{T} = Float64,
+) where {T<:Number}
+    return () -> DualOptimizer{T}(MOI.instantiate(optimizer_constructor))
 end
 
 struct DualOptimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer

test/Project.toml

@@ -1,6 +1,7 @@
 [deps]
 CSDP = "0a46da34-8e4b-519e-b418-48813639ff34"
 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
+Hypatia = "b99e6be6-89ff-11e8-14f8-45c827f4f8f2"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
@@ -9,4 +10,5 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 [compat]
 CSDP = "1.0.0"
 HiGHS = "1.1.0"
-SCS = "1.0.1"
+Hypatia = "0.8.1"
+SCS = "1.0.1"

test/Solvers/hypatia_test.jl

@@ -0,0 +1,24 @@
+# Copyright (c) 2017: Guilherme Bodin, and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+import Hypatia
+
+@testset "Solve problems with different coefficient_type" begin
+    function mineig(::Type{T}) where {T}
+        model = GenericModel{T}(
+            Dualization.dual_optimizer(
+                Hypatia.Optimizer{T};
+                coefficient_type = T,
+            ),
+        )
+        JuMP.set_silent(model)
+        @variable(model, x[1:3, 1:3] in PSDCone())
+        @constraint(model, sum(x[i, i] for i in 1:3) == 1)
+        @objective(model, Min, sum(x[i, i] for i in 1:3))
+        optimize!(model)
+        return objective_value(model)
+    end
+    @test mineig(Float64) ≈ mineig(Float32)
+end

test/runtests.jl

@@ -102,6 +102,7 @@ primal_power_cone_optimizer = []
 include("Solvers/highs_test.jl")
 include("Solvers/csdp_test.jl")
 include("Solvers/scs_test.jl")
+include("Solvers/hypatia_test.jl")
 
 include("Tests/test_JuMP_dualize.jl")
 include("Tests/test_MOI_wrapper.jl")