public void SolveProblem_HessianApproximation_ReturnsSucceededStatus()
{
var instance = new HS040(true, true, false);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
const IpoptReturnCode expected = IpoptReturnCode.Solve_Succeeded;
double obj;
var actual = instance.SolveProblem(x, out obj, null, null, null, null);
Assert.AreEqual(expected, actual);
}
public void SolveProblem_HessianApproximation_VariablesEqualOptimalValues()
{
var instance = new HS040(true, true, false);
var actual = new[] { 0.8, 0.8, 0.8, 0.8 };
var expected = new[] { 0.793701, 0.707107, 0.529732, 0.840896 };
double obj;
instance.SolveProblem(actual, out obj, null, null, null, null);
CollectionAssert.AreEqual(expected, actual, new DoubleComparer(1.0e-5));
}
public void SolveProblem_HessianApproximation_ReturnsTrueOptimalValue()
{
var instance = new HS040(true, true, false);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
const double expected = -0.25;
double actual;
instance.SolveProblem(x, out actual, null, null, null, null);
Assert.AreEqual(expected, actual, 1e-7);
}
public void SolveProblem_HessianApproximation_ConstraintsSatisfied()
{
var instance = new HS040(true, true, false);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
var expected = new[] { 1.0, 0.0, 0.0 };
double obj;
var actual = new double[3];
instance.SolveProblem(x, out obj, actual, null, null, null);
CollectionAssert.AreEqual(expected, actual, new DoubleComparer(1.0e-5));
}
public void SolveProblem_HessianApproximation_NumberOfIterationsSufficientlyLow()
{
var instance = new HS040(true, true, true);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
const int expected = 20;
double obj;
instance.SolveProblem(x, out obj, null, null, null, null);
var actual = instance.NumberIterations;
Assert.Greater(actual, 0);
Assert.Less(actual, expected);
}
public void SolveProblem_ExactHessian_NumberOfIterationsLessThanOrEqualToHessianApprox()
{
// Get number of iterations for Hessian approximation
var approx = new HS040(true, true, true);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
double obj;
approx.SolveProblem(x, out obj, null, null, null, null);
var expected = approx.NumberIterations;
// Get number of iterations for exact Hessian
var exact = new HS040(true, false, true);
x = new[] { 0.8, 0.8, 0.8, 0.8 };
exact.SolveProblem(x, out obj, null, null, null, null);
var actual = exact.NumberIterations;
Assert.LessOrEqual(actual, expected);
}
public void OpenOutputFile_HighestPrintLevel_ProducesLargeLogFile()
{
const string logFileName = "hs040_dedicated.txt";
if (File.Exists(logFileName))
{
File.Delete(logFileName);
}
using (var instance = new HS040(false, false, false))
{
Assert.IsTrue(instance.OpenOutputFile(logFileName, 12));
double obj;
var x = new[] { 1.0, 1.0, 1.0, 1.0 };
instance.SolveProblem(x, out obj);
}
const int expected = 10000;
var actual = File.ReadAllText(logFileName).Length;
Assert.Greater(actual, expected);
}
public void SetScaling_NonUnityGradientScaling_YieldsDifferentObjectiveValue()
{
// Get objective value for unity scaling
double expected;
using (var unity = new HS040(false, false, false))
{
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
unity.SolveProblem(x, out expected);
}
// Get objective value for non-unity scaling
double actual;
using (var scaled = new HS040(false, false, false))
{
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
Assert.IsTrue(scaled.SetScaling(1.0, new[] { 1.0, 1.0, 1.0, 1.0 }, new[] { 1.0e-6, 1.0, 1.0e6 }));
scaled.SolveProblem(x, out actual);
}
Assert.AreNotEqual(expected, actual);
}