add augmented lagrangian tests

Author: MaxenceGollier

test/test_AL.jl

@@ -0,0 +1,16 @@
+problem_list = ["HS8",]
+
+@testset "Augmented Lagrangian" begin
+  for problem_name in problem_list
+    nlp = CUTEstModel(problem_name)
+    for h in (NormL1(1.0), NormL2(1.0))
+      stats = AL(nlp, h, atol = 1e-3, verbose = 1)
+      @test stats.status == :first_order
+      @test stats.primal_feas <= 1e-2
+      @test stats.dual_feas <= 1e-2
+      @test length(stats.solution) == nlp.meta.nvar
+      @test typeof(stats.solution) == typeof(nlp.meta.x0)
+    end
+    finalize(nlp)
+  end
+end