context("test-update-matrices.R") library(Matrix) define_simple_qp <- function(){ P <- Matrix(c(11., 0., 0., 0.00001), 2, 2, sparse = TRUE) q <- c(3., 4.) A <- Matrix(c(-1., 0., -1., 2., 3., 0., -1., -3., 5., 4.) , 5, 2, sparse = TRUE) u <- c(0., 0., -15., 100., 80) l <- rep_len(-Inf, 5) settings <- osqpSettings(verbose = TRUE, eps_rel = 1e-09, eps_abs = 1e-09) # Create OSQP model model <- osqp(P, q, A, l, u, settings) return(model) } # test_that("Solve update matrices", { # Create OSQP model model <- define_simple_qp() # Solve res <- model$Solve() expect_equal(res$x, c(0., 5.), 1e-03) expect_equal(res$y, c(1.66666, 0., 1.3333, 0., 0.), 1e-03) expect_equal(res$info$obj_val, 20., 1e-03) # Update P Px <- c(1., 3.) model$Update(Px = Px) res_P <- model$Solve() expect_equal(res_P$x, c(2.5, 4.16666), 1e-03) expect_equal(res_P$y, c(0., 0., 5.5, 0., 0.), 1e-03) expect_equal(res_P$info$obj_val, 53.3332, 1e-03) })