public void Mgh_Tests(TestFunctions.TestCase test_case)
{
var obj = new MghObjectiveFunction(test_case.Function, true, true);
var result = NewtonMinimizer.Minimum(obj, test_case.InitialGuess, 1e-8, 1000, useLineSearch: false);
if (test_case.MinimizingPoint != null)
{
Assert.That((result.MinimizingPoint - test_case.MinimizingPoint).L2Norm(), Is.LessThan(1e-3));
}
var val1 = result.FunctionInfoAtMinimum.Value;
var val2 = test_case.MinimalValue;
var abs_min = Math.Min(Math.Abs(val1), Math.Abs(val2));
var abs_err = Math.Abs(val1 - val2);
var rel_err = abs_err / abs_min;
var success = (abs_min <= 1 && abs_err < 1e-3) || (abs_min > 1 && rel_err < 1e-3);
Assert.That(success, "Minimal function value is not as expected.");
}
public void Mgh_FiniteDifference_Tests(TestFunctions.TestCase test_case)
{
var obj1 = new MghObjectiveFunction(test_case.Function, true, true);
var obj = new ForwardDifferenceGradientObjectiveFunction(obj1, test_case.LowerBound, test_case.UpperBound, 1e-10, 1e-10);
var solver = new BfgsBMinimizer(1e-8, 1e-8, 1e-8, 1000);
var result = solver.FindMinimum(obj, test_case.LowerBound, test_case.UpperBound, test_case.InitialGuess);
if (test_case.MinimizingPoint != null)
{
Assert.That((result.MinimizingPoint - test_case.MinimizingPoint).L2Norm(), Is.LessThan(1e-3));
}
var val1 = result.FunctionInfoAtMinimum.Value;
var val2 = test_case.MinimalValue;
var abs_min = Math.Min(Math.Abs(val1), Math.Abs(val2));
var abs_err = Math.Abs(val1 - val2);
var rel_err = abs_err / abs_min;
var success = (abs_min <= 1 && abs_err < 1e-3) || (abs_min > 1 && rel_err < 1e-3);
Assert.That(success, "Minimal function value is not as expected.");
}