Test Module for Parametron

parametron_test_module.jl

module TestParametron

# create a MathOptInterface optimizer instance
using OSQP
optimizer = OSQP.Optimizer()

# create a Parametron.Model, which holds problem information
using Parametron
using Random, LinearAlgebra


function model()
    model = Model(optimizer)

    # create decision variables and parameters
    n = 8; m = 2
    x = [Variable(model) for _ = 1 : n]
    A = Parameter(rand!, zeros(n, n), model)
    b = Parameter(rand!, zeros(n), model)
    C = Parameter(rand!, zeros(m, n), model)
    d = Parameter(zeros(m), model) do d
        # do syntax makes it easy to create custom Parameters
        rand!(d)
        d .*= 2
    end

    # the @expression macro can be used to create 'lazy' expressions,
    # which can be used in constraints or the objective function, and
    # can be evaluated at a later time, automatically updating the
    # Parameters in the process (if needed).
    residual = @expression A * x - b

    # set the objective function
    @objective(model, Minimize, residual ⋅ residual)

    # add the constraints. You could have multiple @constraint calls
    # as well. ==, <=, and >= are supported.
    @constraint(model, C * x == d)

    model

end

end

run_parametron_test.jl

include("parametron_test_module.jl")

using BenchmarkTools
using Parametron

model = TestParametron.model()

Parametron.solve!(model)

@btime Parametron.solve!(model)