private static void powell_test()
//****************************************************************************80
//
// Purpose:
//
// POWELL_TEST works with the Powell function.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 05 January 2012
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int k = 0;
const int m = 4;
double[] x0 = new double[m];
Console.WriteLine("");
Console.WriteLine("POWELL_TEST:");
Console.WriteLine(" Test COMPASS_SEARCH with the Powell function.");
const double delta_tol = 0.00001;
const double delta = 0.3;
const int k_max = 20000;
x0[0] = 3.0;
x0[1] = -1.0;
x0[2] = 0.0;
x0[3] = 1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + powell(m, x0) + "");
double[] x = CompassSearch.compass_search(powell, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Demonstrate correct minimizer.
//
x = new double[m];
x[0] = 0.0;
x[1] = 0.0;
x[2] = 0.0;
x[3] = 0.0;
typeMethods.r8vec_print(m, x, " Correct minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + powell(m, x) + "");
}
private static void broyden_test()
//****************************************************************************80
//
// Purpose:
//
// BROYDEN_TEST works with the Broyden function.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 05 January 2012
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int k = 0;
const int m = 2;
double[] x0 = new double[m];
Console.WriteLine("");
Console.WriteLine("BROYDEN_TEST:");
Console.WriteLine(" Test COMPASS_SEARCH with the Broyden function.");
const double delta_tol = 0.00001;
const double delta = 0.3;
const int k_max = 20000;
x0[0] = -0.9;
x0[1] = -1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + broyden(m, x0) + "");
double[] x = CompassSearch.compass_search(broyden, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Demonstrate correct minimizer.
//
x = new double[m];
x[0] = -0.511547141775014;
x[1] = -0.398160951772036;
typeMethods.r8vec_print(m, x, " Correct minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + broyden(m, x) + "");
}
private static void mckinnon_test()
//****************************************************************************80
//
// Purpose:
//
// MCKINNON_TEST works with the McKinnon function.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 05 January 2012
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int k = 0;
const int m = 2;
double[] x0 = new double[m];
Console.WriteLine("");
Console.WriteLine("MCKINNON_TEST:");
Console.WriteLine(" Test COMPASS_SEARCH with the McKinnon function.");
const double delta_tol = 0.00001;
const double delta = 0.3;
const int k_max = 20000;
//
// Test 1
//
double a = (1.0 + Math.Sqrt(33.0)) / 8.0;
double b = (1.0 - Math.Sqrt(33.0)) / 8.0;
double phi = 10.0;
double tau = 1.0;
double theta = 15.0;
mckinnon_parameters("set", ref phi, ref tau, ref theta);
x0[0] = a;
x0[1] = b;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine(" PHI = " + phi + " TAU = " + tau + " THETA = " + theta + "");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + mckinnon(m, x0) + "");
double[] x = CompassSearch.compass_search(mckinnon, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
x = new double[m];
x[0] = 0.0;
x[1] = -0.5;
typeMethods.r8vec_print(m, x, " Correct minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + mckinnon(m, x) + "");
//
// Test 2
//
a = (1.0 + Math.Sqrt(33.0)) / 8.0;
b = (1.0 - Math.Sqrt(33.0)) / 8.0;
phi = 60.0;
tau = 2.0;
theta = 6.0;
mckinnon_parameters("set", ref phi, ref tau, ref theta);
x0[0] = a;
x0[1] = b;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine(" PHI = " + phi + " TAU = " + tau + " THETA = " + theta + "");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + mckinnon(m, x0) + "");
x = CompassSearch.compass_search(mckinnon, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
x = new double[m];
x[0] = 0.0;
x[1] = -0.5;
typeMethods.r8vec_print(m, x, " Correct minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + mckinnon(m, x) + "");
//
// Test 3
//
a = (1.0 + Math.Sqrt(33.0)) / 8.0;
b = (1.0 - Math.Sqrt(33.0)) / 8.0;
phi = 4000.0;
tau = 3.0;
theta = 6.0;
mckinnon_parameters("set", ref phi, ref tau, ref theta);
x0[0] = a;
x0[1] = b;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine(" PHI = " + phi + " TAU = " + tau + " THETA = " + theta + "");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + mckinnon(m, x0) + "");
x = CompassSearch.compass_search(mckinnon, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
x = new double[m];
x[0] = 0.0;
x[1] = -0.5;
typeMethods.r8vec_print(m, x, " Correct minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + mckinnon(m, x) + "");
}
private static void local_test()
//****************************************************************************80
//
// Purpose:
//
// LOCAL_TEST works with the Local function.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 05 January 2012
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int k = 0;
const int m = 2;
double[] x0 = new double[m];
Console.WriteLine("");
Console.WriteLine("LOCAL_TEST:");
Console.WriteLine(" Test COMPASS_SEARCH with the Local function.");
const double delta_tol = 0.00001;
const double delta = 0.3;
const int k_max = 20000;
x0[0] = 1.0;
x0[1] = 1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + local(m, x0) + "");
double[] x = CompassSearch.compass_search(local, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Demonstrate local minimizer.
//
x = new double[m];
x[0] = 0.2858054412;
x[1] = 0.2793263206;
typeMethods.r8vec_print(m, x, " Correct local minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + local(m, x) + "");
//
// Try for global minimizer.
//
x0[0] = -15.0;
x0[1] = -35.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + local(m, x0) + "");
x = CompassSearch.compass_search(local, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Demonstrate global minimizer.
//
x = new double[m];
x[0] = -21.02667179;
x[1] = -36.75997872;
typeMethods.r8vec_print(m, x, " Correct global minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + local(m, x) + "");
}
private static void himmelblau_test()
//****************************************************************************80
//
// Purpose:
//
// HIMMELBLAU_TEST works with the Himmelblau function.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 05 January 2012
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int k = 0;
const int m = 2;
double[] x0 = new double[m];
Console.WriteLine("");
Console.WriteLine("HIMMELBLAU_TEST:");
Console.WriteLine(" Test COMPASS_SEARCH with the Himmelblau function.");
const double delta_tol = 0.00001;
const double delta = 0.3;
const int k_max = 20000;
x0[0] = 1.0;
x0[1] = 1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + himmelblau(m, x0) + "");
double[] x = CompassSearch.compass_search(himmelblau, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
x0[0] = -1.0;
x0[1] = 1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + himmelblau(m, x0) + "");
x = CompassSearch.compass_search(himmelblau, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
x0[0] = -1.0;
x0[1] = -1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + himmelblau(m, x0) + "");
x = CompassSearch.compass_search(himmelblau, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
x0[0] = 1.0;
x0[1] = -1.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + himmelblau(m, x0) + "");
x = CompassSearch.compass_search(himmelblau, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Demonstrate Himmelblau minimizers.
//
x = new double[m];
x[0] = 3.0;
x[1] = 2.0;
typeMethods.r8vec_print(m, x, " Correct Himmelblau minimizer X1*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + himmelblau(m, x) + "");
x = new double[m];
x[0] = 3.58439;
x[1] = -1.84813;
typeMethods.r8vec_print(m, x, " Correct Himmelblau minimizer X2*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + himmelblau(m, x) + "");
x = new double[m];
x[0] = -3.77934;
x[1] = -3.28317;
typeMethods.r8vec_print(m, x, " Correct Himmelblau minimizer X3*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + himmelblau(m, x) + "");
x = new double[m];
x[0] = -2.80512;
x[1] = 3.13134;
typeMethods.r8vec_print(m, x, " Correct Himmelblau minimizer X4*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + himmelblau(m, x) + "");
}
private static void goldstein_price_test()
//****************************************************************************80
//
// Purpose:
//
// GOLDSTEIN_PRICE_TEST works with the Goldstein-Price function.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 05 January 2012
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int k = 0;
const int m = 2;
double[] x0 = new double[m];
Console.WriteLine("");
Console.WriteLine("GOLDSTEIN_PRICE_TEST:");
Console.WriteLine(" Test COMPASS_SEARCH with the Goldstein-Price function.");
const double delta_tol = 0.00001;
const double delta = 0.3;
const int k_max = 20000;
x0[0] = -0.5;
x0[1] = 0.25;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + goldstein_price(m, x0) + "");
double[] x = CompassSearch.compass_search(goldstein_price, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Repeat with more difficult start.
//
x0[0] = -4.0;
x0[1] = 5.0;
typeMethods.r8vec_print(m, x0, " Initial point X0:");
Console.WriteLine("");
Console.WriteLine(" F(X0) = " + goldstein_price(m, x0) + "");
x = CompassSearch.compass_search(goldstein_price, m, x0, delta_tol, delta, k_max, ref fx, ref k);
typeMethods.r8vec_print(m, x, " Estimated minimizer X1:");
Console.WriteLine("");
Console.WriteLine(" F(X1) = " + fx + " number of steps = " + k + "");
//
// Demonstrate correct minimizer.
//
x = new double[m];
x[0] = 0.0;
x[1] = -1.0;
typeMethods.r8vec_print(m, x, " Correct minimizer X*:");
Console.WriteLine("");
Console.WriteLine(" F(X*) = " + goldstein_price(m, x) + "");
}