Revise docs and struct name; add basic MPI test

test/src/UnitCommitmentT.jl

@@ -12,6 +12,7 @@ include("model/formulations_test.jl")
 include("solution/methods/XavQiuWanThi19/filter_test.jl")
 include("solution/methods/XavQiuWanThi19/find_test.jl")
 include("solution/methods/XavQiuWanThi19/sensitivity_test.jl")
+include("solution/methods/ProgressiveHedging/usage_test.jl")
 include("transform/initcond_test.jl")
 include("transform/slice_test.jl")
 include("transform/randomize/XavQiuAhm2021_test.jl")
@@ -37,6 +38,7 @@ function runtests()
         solution_methods_XavQiuWanThi19_filter_test()
         solution_methods_XavQiuWanThi19_find_test()
         solution_methods_XavQiuWanThi19_sensitivity_test()
+        solution_methods_ProgressiveHedging_usage_test()
         transform_initcond_test()
         transform_slice_test()
         transform_randomize_XavQiuAhm2021_test()

test/src/solution/methods/ProgressiveHedging/ph.jl

@@ -0,0 +1,37 @@
+using Cbc
+using MPI
+using JuMP
+using UnitCommitment
+
+UnitCommitment._setup_logger(level = Base.CoreLogging.Error)
+function fixture(path::String)::String
+    basedir = dirname(@__FILE__)
+    return "$basedir/../../../../fixtures/$path"
+end
+
+# 1. Initialize MPI
+MPI.Init()
+
+# 2. Configure progressive hedging method
+ph = UnitCommitment.ProgressiveHedging()
+
+# 3. Read problem instance
+instance = UnitCommitment.read(
+    [fixture("case14.json.gz"), fixture("case14.json.gz")],
+    ph,
+)
+
+# 4. Build JuMP model
+model = UnitCommitment.build_model(
+    instance = instance,
+    optimizer = optimizer_with_attributes(Cbc.Optimizer, "LogLevel" => 0),
+)
+
+# 5. Run the decentralized optimization algorithm
+UnitCommitment.optimize!(model, ph)
+
+# 6. Fetch the solution
+solution = UnitCommitment.solution(model, ph)
+
+# 7. Close MPI
+MPI.Finalize()

test/src/solution/methods/ProgressiveHedging/usage_test.jl

@@ -0,0 +1,16 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+using MPI
+
+function solution_methods_ProgressiveHedging_usage_test()
+    basedir = dirname(@__FILE__)
+    @testset "ProgressiveHedging" begin
+        mpiexec() do exe
+            return run(
+                `$exe -n 2 $(Base.julia_cmd()) --project=test $basedir/ph.jl`,
+            )
+        end
+    end
+end