test: reduce ALMOST_LOCALLY_SOLVED warning noise

Tweaking the optimizer tolerances

Author: franckgaga

test/2_test_state_estim.jl

@@ -916,6 +916,7 @@ end
     nonlinmodel = setop!(nonlinmodel, uop=[10,50], yop=[50,30], dop=[5])
 
     mhe1 = MovingHorizonEstimator(nonlinmodel, He=2)
+    JuMP.set_attribute(mhe1.optim, "tol", 1e-7)
     preparestate!(mhe1, [50, 30], [5])
     x̂ = updatestate!(mhe1, [10, 50], [50, 30], [5])
     @test x̂ ≈ zeros(6) atol=1e-9
@@ -944,6 +945,7 @@ end
     @test mhe1([5]) ≈ [51, 32] atol=1e-3
 
     mhe1 = MovingHorizonEstimator(nonlinmodel, He=2, nint_u=[1, 1], nint_ym=[0, 0], direct=false)
+    JuMP.set_attribute(mhe1.optim, "tol", 1e-7)
     preparestate!(mhe1, [50, 30], [5])
     x̂ = updatestate!(mhe1, [10, 50], [50, 30], [5])
     @test x̂ ≈ zeros(6) atol=1e-9
@@ -1065,7 +1067,8 @@ end
         updatestate!(mhe1, [0.0], y)
         updatestate!(model, [0.1])
     end
-    @test mhe1() ≈ model() atol = 1e-9
+    preparestate!(mhe1, model())
+    @test mhe1() ≈ model() atol = 1e-6
     model = NonLinModel(f, h, 10.0, 1, 1, 1, solver=nothing)
     mhe2 = MovingHorizonEstimator(model, nint_u=[1], He=3, direct=false) 
     for i = 1:40
@@ -1074,7 +1077,8 @@ end
         updatestate!(mhe2, [0.0], y)
         updatestate!(model, [0.1])
     end
-    @test mhe2() ≈ model() atol = 1e-9
+    preparestate!(mhe2, model())
+    @test mhe2() ≈ model() atol = 1e-6
 end
 
 @testitem "MovingHorizonEstimator fallbacks for arrival covariance estimation" setup=[SetupMPCtests] begin

test/3_test_predictive_control.jl

@@ -1022,12 +1022,13 @@ end
 end
 
 @testitem "NonLinMPC constraint violation" setup=[SetupMPCtests] begin
-    using .SetupMPCtests, ControlSystemsBase, LinearAlgebra
+    using .SetupMPCtests, ControlSystemsBase, LinearAlgebra, JuMP
     gc(Ue, Ŷe, _ ,p , ϵ) = [p[1]*(Ue[1:end-1] .- 4.2 .- ϵ); p[2]*(Ŷe[2:end] .- 3.14 .- ϵ)]
     Hp=50
 
     linmodel = LinModel(tf([2], [10000, 1]), 3000.0)
     nmpc_lin = NonLinMPC(linmodel; Hp, Hc=5, gc, nc=2Hp, p=[0; 0])
+    JuMP.set_attribute(nmpc_lin.optim, "constr_viol_tol", 1e-3)
 
     setconstraint!(nmpc_lin, x̂min=[-1e6,-Inf], x̂max=[1e6,+Inf])
     setconstraint!(nmpc_lin, umin=[-10], umax=[10])
@@ -1098,6 +1099,7 @@ end
     h = (x,_,p)   -> p.C*x
     nonlinmodel = NonLinModel(f, h, linmodel.Ts, 1, 1, 1, solver=nothing, p=linmodel)
     nmpc = NonLinMPC(nonlinmodel; Hp, Hc=5, gc, nc=2Hp, p=[0; 0])
+    JuMP.set_attribute(nmpc.optim, "constr_viol_tol", 1e-3)
 
     setconstraint!(nmpc, x̂min=[-1e6,-Inf], x̂max=[+1e6,+Inf])
     setconstraint!(nmpc, umin=[-1e6], umax=[+1e6])
@@ -1167,6 +1169,7 @@ end
     nmpc_ms = NonLinMPC(
         nonlinmodel; Hp, Hc=5, transcription=MultipleShooting(), gc, nc=2Hp, p=[0; 0]
     )
+    JuMP.set_attribute(nmpc_ms.optim, "constr_viol_tol", 1e-3)
 
     setconstraint!(nmpc_ms, x̂min=[-1e6,-Inf], x̂max=[+1e6,+Inf])
     setconstraint!(nmpc_ms, ymin=[-100], ymax=[100])