[CI] Add unit test for QPSUT05

OSQP is disabled for now: osqp/osqp-python#104

tests/test_problem.py

@@ -82,6 +82,10 @@ def test_cond_sparse(self):
         with self.assertRaises(ProblemError):
             sparse.cond()
 
+    def test_check_matrix_shapes(self):
+        Problem(np.eye(1), np.ones(1))
+        Problem(np.array([1.0]), np.ones(1))
+
     def test_check_vector_shapes(self):
         Problem(np.eye(3), np.ones(shape=(3, 1)))
         Problem(np.eye(3), np.ones(shape=(1, 3)))

tests/test_solve_problem.py

@@ -36,6 +36,7 @@
     get_qpsut02,
     get_qpsut03,
     get_qpsut04,
+    get_qpsut05,
 )
 
 
@@ -187,6 +188,32 @@ def test(self):
 
         return test
 
+    @staticmethod
+    def get_test_qpsut05(solver: str):
+        """
+        Get test function for the QPSUT04 problem.
+
+        Parameters
+        ----------
+        solver :
+            Name of the solver to test.
+
+        Returns
+        -------
+        test : function
+            Test function for that solver.
+        """
+
+        def test(self):
+            ref_solution = get_qpsut05()
+            problem = ref_solution.problem
+            solution = solve_problem(problem, solver=solver)
+            eps_abs = 2e-5 if solver == "ecos" else 1e-6
+            self.assertLess(norm(solution.x - ref_solution.x), eps_abs)
+            self.assertTrue(np.isfinite(solution.duality_gap()))
+
+        return test
+
     @staticmethod
     def get_test_maros_meszaros_qptest(solver):
         """
@@ -311,6 +338,13 @@ def test(self):
         f"test_qpsut04_{solver}",
         TestSolveProblem.get_test_qpsut04(solver),
     )
+    if solver not in ["osqp", "qpswift"]:
+        # OSQP: see https://github.com/osqp/osqp-python/issues/104
+        setattr(
+            TestSolveProblem,
+            f"test_qpsut05_{solver}",
+            TestSolveProblem.get_test_qpsut05(solver),
+        )
     if solver not in ["ecos", "qpswift"]:
         # See https://github.com/stephane-caron/qpsolvers/issues/159
         # See https://github.com/stephane-caron/qpsolvers/issues/160