[#93] Add API level tests

tests/test_api.py

@@ -3,13 +3,19 @@
 tests of data types, errors, etc, are done on the lower-level functions.
 """
 
+import math
+import unittest
+
+import gurobipy as gp
 import pandas as pd
 from gurobipy import GRB
 from pandas.testing import assert_index_equal, assert_series_equal
 
 import gurobipy_pandas as gppd
 from tests.utils import GurobiModelTestCase
 
+GUROBIPY_MAJOR_VERSION, *_ = gp.gurobi.version()
+
 
 class TestAddVars(GurobiModelTestCase):
     def test_from_dataframe(self):
@@ -269,6 +275,62 @@ def test_sense_series(self):
             self.assertEqual(constr.RHS, -1.0)
 
 
+@unittest.skipIf(
+    GUROBIPY_MAJOR_VERSION < 12,
+    "Nonlinear constraints are only supported for Gurobi 12 and later",
+)
+class TestNonlinear(GurobiModelTestCase):
+    def assert_approx_equal(self, value, expected, tolerance=1e-6):
+        difference = abs(value - expected)
+        self.assertLessEqual(difference, tolerance)
+
+    def test_log(self):
+        # max sum y_i
+        # s.t. y_i = log(x_i)
+        #      1.0 <= x <= 2.0
+        from gurobipy import nlfunc
+
+        index = pd.RangeIndex(3)
+        x = gppd.add_vars(self.model, index, lb=1.0, ub=2.0, name="x")
+        y = gppd.add_vars(self.model, index, obj=1.0, name="y")
+        self.model.ModelSense = GRB.MAXIMIZE
+
+        gppd.add_constrs(self.model, y, GRB.EQUAL, x.apply(nlfunc.log), name="log_x")
+
+        self.model.optimize()
+        self.assert_approx_equal(self.model.ObjVal, 3 * math.log(2.0))
+
+    def test_inequality(self):
+        # max  sum x_i
+        # s.t. log2(x_i^2 + 1) <= 2.0
+        #      0.0 <= x <= 1.0
+        #
+        # Formulated as
+        #
+        # max  sum x_i
+        # s.t. log2(x_i^2 + 1) == z_i
+        #      0.0 <= x <= 1.0
+        #      -GRB.INFINITY <= z_i <= 2
+        from gurobipy import nlfunc
+
+        index = pd.RangeIndex(3)
+        x = gppd.add_vars(self.model, index, name="x")
+        z = gppd.add_vars(self.model, index, lb=-GRB.INFINITY, ub=2.0, name="z")
+        self.model.setObjective(x.sum(), sense=GRB.MAXIMIZE)
+
+        gppd.add_constrs(self.model, z, GRB.EQUAL, (x**2 + 1).apply(nlfunc.log))
+
+        self.model.optimize()
+        self.model.write("model.lp")
+        self.model.write("model.sol")
+
+        x_sol = x.gppd.X
+        z_sol = z.gppd.X
+        for i in range(3):
+            self.assert_approx_equal(x_sol[i], math.sqrt(math.exp(2.0) - 1))
+            self.assert_approx_equal(z_sol[i], 2.0)
+
+
 class TestDataValidation(GurobiModelTestCase):
     # Test that we throw some more informative errors, instead of obscure
     # ones from the underlying gurobipy library