Add MINLPTests to CI (#276)

.github/workflows/minlptests.yml

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+name: MINLPTests
+on:
+  push:
+    branches: [master]
+  pull_request:
+    types: [opened, synchronize, reopened]
+jobs:
+  test:
+    name: KNITRO
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: '1'
+          arch: 'x64'
+      - uses: actions/cache@v1
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - shell: bash
+        env:
+          ARTELYS_LIC_JUMP_DEV: ${{ secrets.ARTELYS_LIC_8326_JUMP_DEV_2023_11_02 }}
+        run: |
+          echo "$ARTELYS_LIC_JUMP_DEV" > ~/artelys_lic.txt        
+      - name: "run_minlptests"
+        env:
+          SECRET_KNITRO_URL: ${{ secrets.SECRET_KNITRO_URL }}
+          SECRET_KNITRO_LIBIOMP5: ${{ secrets.SECRET_KNITRO_LIBIOMP5 }}
+        shell: julia --color=yes {0}
+        run: |
+          path = joinpath(ENV["GITHUB_WORKSPACE"], "test", "MINLPTests")
+          cd(path)
+          using Pkg
+          Pkg.activate(".")
+          Pkg.instantiate()
+          Pkg.add(PackageSpec(path=ENV["GITHUB_WORKSPACE"]))
+          Pkg.build("KNITRO")
+          include(joinpath(path, "run_minlptests.jl"))

test/MINLPTests/Project.toml

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+[deps]
+JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+KNITRO = "67920dd8-b58e-52a8-8622-53c4cffbe346"
+MINLPTests = "ee0a3090-8ee9-5cdb-b8cb-8eeba3165522"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+JuMP = "1"
+MINLPTests = "0.6"
+julia = "1.6"

test/MINLPTests/run_minlptests.jl

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+# Copyright (c) 2016: Ng Yee Sian, Miles Lubin, other contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+import JuMP
+import KNITRO
+import MINLPTests
+using Test
+
+@testset "MINLPTests" begin
+    solver =
+        JuMP.optimizer_with_attributes(KNITRO.Optimizer, "outlev" => 0, "opttol" => 1e-8)
+    # 005_010 : knitro finds a slightly different solution
+    # 005_011 : uses the function `\`
+    # 006_010 : user-defined function
+    MINLPTests.test_nlp(solver; exclude=["005_010", "005_011", "006_010"])
+    MINLPTests.test_nlp_expr(
+        solver;
+        exclude=["005_010", "005_011", "006_010", "008_010", "008_011"],
+    )
+    # For 005_010, Knitro founds a different solution, close to those of MINLPTests.
+    MINLPTests.nlp_005_010(solver, 1e-5, 1e-5, 1e-5)
+    MINLPTests.nlp_expr_005_010(solver, 1e-5, 1e-5, 1e-5)
+    MINLPTests.test_nlp_cvx(solver)
+    MINLPTests.test_nlp_cvx_expr(solver)
+    MINLPTests.test_nlp_mi(solver, exclude=["005_011", "006_010"])
+    MINLPTests.test_nlp_mi_expr(solver, exclude=["005_011", "006_010"])
+end