public void FitBFGS2()
{
double eps = 1e-5;
double rEps = eps*10;
int itMax = 50;
double step=1;
double[] vector = {6,45,22};
double[] expVector = {0,0,0};
Parabola f = new Parabola();
int dim = f.Dimension;
BFGS alg = new BFGS(dim,vector,f,step,eps,itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}
public void FitBFGS1()
{
double eps = 1e-5;
double rEps = eps*10;
double step = 2;
double[] vector = {0,0,0};
double[] expVector = {1,-2,3};
int itMax = 50;
TestFunction f = new TestFunction();
int dim = f.Dimension;
BFGS alg = new BFGS(dim, vector, f, step, eps, itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}
public void FitBFGS3()
{
double eps = 1e-5;
double rEps = eps;
int itMax = 200;
double step=1;
double[] vector = {6,-5};
double[] expVector = {1,1};
Banana f = new Banana();
int dim = f.Dimension;
BFGS alg = new BFGS(dim,vector,f,step,eps,itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}
public void FitBFGS3()
{
double eps = 1e-5;
double rEps = eps;
int itMax = 200;
double step=1;
double[] vector = {6,-5};
double[] expVector = {1,1};
Banana f = new Banana();
int dim = f.Dimension;
BFGS alg = new BFGS(dim,vector,f,step,eps,itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}
public void FitBFGS2()
{
double eps = 1e-5;
double rEps = eps*10;
int itMax = 50;
double step=1;
double[] vector = {6,45,22};
double[] expVector = {0,0,0};
Parabola f = new Parabola();
int dim = f.Dimension;
BFGS alg = new BFGS(dim,vector,f,step,eps,itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}
public void FitBFGS1()
{
double eps = 1e-5;
double rEps = eps*10;
double step = 2;
double[] vector = {0,0,0};
double[] expVector = {1,-2,3};
int itMax = 50;
TestFunction f = new TestFunction();
int dim = f.Dimension;
BFGS alg = new BFGS(dim, vector, f, step, eps, itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}
