public static bool testmincg(bool silent)
{
bool result = new bool();
bool waserrors = new bool();
bool referror = new bool();
bool eqerror = new bool();
bool linerror1 = new bool();
bool linerror2 = new bool();
bool converror = new bool();
bool othererrors = new bool();
int n = 0;
double[] x = new double[0];
double[] xe = new double[0];
double[] b = new double[0];
double[] xlast = new double[0];
double fprev = 0;
double xprev = 0;
double stpmax = 0;
int i = 0;
int j = 0;
double v = 0;
double[,] a = new double[0,0];
mincg.mincgstate state = new mincg.mincgstate();
mincg.mincgreport rep = new mincg.mincgreport();
int cgtype = 0;
int i_ = 0;
waserrors = false;
referror = false;
linerror1 = false;
linerror2 = false;
eqerror = false;
converror = false;
othererrors = false;
for(cgtype=0; cgtype<=1; cgtype++)
{
//
// Reference problem
//
x = new double[2+1];
n = 3;
x[0] = 100*AP.Math.RandomReal()-50;
x[1] = 100*AP.Math.RandomReal()-50;
x[2] = 100*AP.Math.RandomReal()-50;
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
state.f = AP.Math.Sqr(state.x[0]-2)+AP.Math.Sqr(state.x[1])+AP.Math.Sqr(state.x[2]-state.x[0]);
state.g[0] = 2*(state.x[0]-2)+2*(state.x[0]-state.x[2]);
state.g[1] = 2*state.x[1];
state.g[2] = 2*(state.x[2]-state.x[0]);
}
mincg.mincgresults(ref state, ref x, ref rep);
referror = referror | rep.terminationtype<=0 | (double)(Math.Abs(x[0]-2))>(double)(0.001) | (double)(Math.Abs(x[1]))>(double)(0.001) | (double)(Math.Abs(x[2]-2))>(double)(0.001);
//
// 1D problem #1
//
x = new double[0+1];
n = 1;
x[0] = 100*AP.Math.RandomReal()-50;
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
state.f = -Math.Cos(state.x[0]);
state.g[0] = Math.Sin(state.x[0]);
}
mincg.mincgresults(ref state, ref x, ref rep);
linerror1 = linerror1 | rep.terminationtype<=0 | (double)(Math.Abs(x[0]/Math.PI-(int)Math.Round(x[0]/Math.PI)))>(double)(0.001);
//
// 1D problem #2
//
x = new double[0+1];
n = 1;
x[0] = 100*AP.Math.RandomReal()-50;
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
state.f = AP.Math.Sqr(state.x[0])/(1+AP.Math.Sqr(state.x[0]));
state.g[0] = (2*state.x[0]*(1+AP.Math.Sqr(state.x[0]))-AP.Math.Sqr(state.x[0])*2*state.x[0])/AP.Math.Sqr(1+AP.Math.Sqr(state.x[0]));
}
mincg.mincgresults(ref state, ref x, ref rep);
linerror2 = linerror2 | rep.terminationtype<=0 | (double)(Math.Abs(x[0]))>(double)(0.001);
//
// Linear equations
//
for(n=1; n<=10; n++)
{
//
// Prepare task
//
a = new double[n-1+1, n-1+1];
x = new double[n-1+1];
xe = new double[n-1+1];
b = new double[n-1+1];
for(i=0; i<=n-1; i++)
{
xe[i] = 2*AP.Math.RandomReal()-1;
}
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 2*AP.Math.RandomReal()-1;
}
a[i,i] = a[i,i]+3*Math.Sign(a[i,i]);
}
for(i=0; i<=n-1; i++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_];
}
b[i] = v;
}
//
// Solve task
//
for(i=0; i<=n-1; i++)
{
x[i] = 2*AP.Math.RandomReal()-1;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
state.f = 0;
for(i=0; i<=n-1; i++)
{
state.g[i] = 0;
}
for(i=0; i<=n-1; i++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*state.x[i_];
}
state.f = state.f+AP.Math.Sqr(v-b[i]);
for(j=0; j<=n-1; j++)
{
state.g[j] = state.g[j]+2*(v-b[i])*a[i,j];
}
}
}
mincg.mincgresults(ref state, ref x, ref rep);
eqerror = eqerror | rep.terminationtype<=0;
for(i=0; i<=n-1; i++)
{
eqerror = eqerror | (double)(Math.Abs(x[i]-xe[i]))>(double)(0.001);
}
}
//
// Testing convergence properties
//
x = new double[2+1];
n = 3;
for(i=0; i<=2; i++)
{
x[i] = 6*AP.Math.RandomReal()-3;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.001, 0.0, 0.0, 0);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | rep.terminationtype!=4;
for(i=0; i<=2; i++)
{
x[i] = 6*AP.Math.RandomReal()-3;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.0, 0.001, 0.0, 0);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | rep.terminationtype!=1;
for(i=0; i<=2; i++)
{
x[i] = 6*AP.Math.RandomReal()-3;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.0, 0.0, 0.001, 0);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | rep.terminationtype!=2;
for(i=0; i<=2; i++)
{
x[i] = 2*AP.Math.RandomReal()-1;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.0, 0.0, 0.0, 10);
mincg.mincgsetcgtype(ref state, cgtype);
while( mincg.mincgiteration(ref state) )
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | !(rep.terminationtype==5 & rep.iterationscount==10 | rep.terminationtype==7);
//
// Other properties:
// 1. test reports (F should form monotone sequence)
// 2. test maximum step
//
n = 50;
x = new double[n];
xlast = new double[n];
for(i=0; i<=n-1; i++)
{
x[i] = 1;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0, 0, 0, 100);
mincg.mincgsetxrep(ref state, true);
fprev = AP.Math.MaxRealNumber;
while( mincg.mincgiteration(ref state) )
{
if( state.needfg )
{
state.f = 0;
for(i=0; i<=n-1; i++)
{
state.f = state.f+AP.Math.Sqr((1+i)*state.x[i]);
state.g[i] = 2*(1+i)*state.x[i];
}
}
if( state.xupdated )
{
othererrors = othererrors | (double)(state.f)>(double)(fprev);
if( (double)(fprev)==(double)(AP.Math.MaxRealNumber) )
{
for(i=0; i<=n-1; i++)
{
othererrors = othererrors | (double)(state.x[i])!=(double)(x[i]);
}
}
fprev = state.f;
for(i_=0; i_<=n-1;i_++)
{
xlast[i_] = state.x[i_];
}
}
}
mincg.mincgresults(ref state, ref x, ref rep);
for(i=0; i<=n-1; i++)
{
othererrors = othererrors | (double)(x[i])!=(double)(xlast[i]);
}
n = 1;
x = new double[n];
x[0] = 100;
stpmax = 0.05+0.05*AP.Math.RandomReal();
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 1.0E-9, 0, 0, 0);
mincg.mincgsetstpmax(ref state, stpmax);
mincg.mincgsetxrep(ref state, true);
xprev = x[0];
while( mincg.mincgiteration(ref state) )
{
if( state.needfg )
{
state.f = Math.Exp(state.x[0])+Math.Exp(-state.x[0]);
state.g[0] = Math.Exp(state.x[0])-Math.Exp(-state.x[0]);
othererrors = othererrors | (double)(Math.Abs(state.x[0]-xprev))>(double)((1+Math.Sqrt(AP.Math.MachineEpsilon))*stpmax);
}
if( state.xupdated )
{
othererrors = othererrors | (double)(Math.Abs(state.x[0]-xprev))>(double)((1+Math.Sqrt(AP.Math.MachineEpsilon))*stpmax);
xprev = state.x[0];
}
}
}
//
// end
//
waserrors = referror | eqerror | linerror1 | linerror2 | converror | othererrors;
if( !silent )
{
System.Console.Write("TESTING CG OPTIMIZATION");
System.Console.WriteLine();
System.Console.Write("REFERENCE PROBLEM: ");
if( referror )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("LIN-1 PROBLEM: ");
if( linerror1 )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("LIN-2 PROBLEM: ");
if( linerror2 )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("LINEAR EQUATIONS: ");
if( eqerror )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("CONVERGENCE PROPERTIES: ");
if( converror )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("OTHER PROPERTIES: ");
if( othererrors )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
if( waserrors )
{
System.Console.Write("TEST FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("TEST PASSED");
System.Console.WriteLine();
}
System.Console.WriteLine();
System.Console.WriteLine();
}
result = !waserrors;
return result;
}
public static bool testmincg(bool silent)
{
bool result = new bool();
bool waserrors = new bool();
bool referror = new bool();
bool eqerror = new bool();
bool linerror1 = new bool();
bool linerror2 = new bool();
bool converror = new bool();
bool othererrors = new bool();
int n = 0;
double[] x = new double[0];
double[] xe = new double[0];
double[] b = new double[0];
double[] xlast = new double[0];
double fprev = 0;
double xprev = 0;
double stpmax = 0;
int i = 0;
int j = 0;
double v = 0;
double[,] a = new double[0, 0];
mincg.mincgstate state = new mincg.mincgstate();
mincg.mincgreport rep = new mincg.mincgreport();
int cgtype = 0;
int i_ = 0;
waserrors = false;
referror = false;
linerror1 = false;
linerror2 = false;
eqerror = false;
converror = false;
othererrors = false;
for (cgtype = 0; cgtype <= 1; cgtype++)
{
//
// Reference problem
//
x = new double[2 + 1];
n = 3;
x[0] = 100 * AP.Math.RandomReal() - 50;
x[1] = 100 * AP.Math.RandomReal() - 50;
x[2] = 100 * AP.Math.RandomReal() - 50;
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
state.f = AP.Math.Sqr(state.x[0] - 2) + AP.Math.Sqr(state.x[1]) + AP.Math.Sqr(state.x[2] - state.x[0]);
state.g[0] = 2 * (state.x[0] - 2) + 2 * (state.x[0] - state.x[2]);
state.g[1] = 2 * state.x[1];
state.g[2] = 2 * (state.x[2] - state.x[0]);
}
mincg.mincgresults(ref state, ref x, ref rep);
referror = referror | rep.terminationtype <= 0 | (double)(Math.Abs(x[0] - 2)) > (double)(0.001) | (double)(Math.Abs(x[1])) > (double)(0.001) | (double)(Math.Abs(x[2] - 2)) > (double)(0.001);
//
// 1D problem #1
//
x = new double[0 + 1];
n = 1;
x[0] = 100 * AP.Math.RandomReal() - 50;
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
state.f = -Math.Cos(state.x[0]);
state.g[0] = Math.Sin(state.x[0]);
}
mincg.mincgresults(ref state, ref x, ref rep);
linerror1 = linerror1 | rep.terminationtype <= 0 | (double)(Math.Abs(x[0] / Math.PI - (int)Math.Round(x[0] / Math.PI))) > (double)(0.001);
//
// 1D problem #2
//
x = new double[0 + 1];
n = 1;
x[0] = 100 * AP.Math.RandomReal() - 50;
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
state.f = AP.Math.Sqr(state.x[0]) / (1 + AP.Math.Sqr(state.x[0]));
state.g[0] = (2 * state.x[0] * (1 + AP.Math.Sqr(state.x[0])) - AP.Math.Sqr(state.x[0]) * 2 * state.x[0]) / AP.Math.Sqr(1 + AP.Math.Sqr(state.x[0]));
}
mincg.mincgresults(ref state, ref x, ref rep);
linerror2 = linerror2 | rep.terminationtype <= 0 | (double)(Math.Abs(x[0])) > (double)(0.001);
//
// Linear equations
//
for (n = 1; n <= 10; n++)
{
//
// Prepare task
//
a = new double[n - 1 + 1, n - 1 + 1];
x = new double[n - 1 + 1];
xe = new double[n - 1 + 1];
b = new double[n - 1 + 1];
for (i = 0; i <= n - 1; i++)
{
xe[i] = 2 * AP.Math.RandomReal() - 1;
}
for (i = 0; i <= n - 1; i++)
{
for (j = 0; j <= n - 1; j++)
{
a[i, j] = 2 * AP.Math.RandomReal() - 1;
}
a[i, i] = a[i, i] + 3 * Math.Sign(a[i, i]);
}
for (i = 0; i <= n - 1; i++)
{
v = 0.0;
for (i_ = 0; i_ <= n - 1; i_++)
{
v += a[i, i_] * xe[i_];
}
b[i] = v;
}
//
// Solve task
//
for (i = 0; i <= n - 1; i++)
{
x[i] = 2 * AP.Math.RandomReal() - 1;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
state.f = 0;
for (i = 0; i <= n - 1; i++)
{
state.g[i] = 0;
}
for (i = 0; i <= n - 1; i++)
{
v = 0.0;
for (i_ = 0; i_ <= n - 1; i_++)
{
v += a[i, i_] * state.x[i_];
}
state.f = state.f + AP.Math.Sqr(v - b[i]);
for (j = 0; j <= n - 1; j++)
{
state.g[j] = state.g[j] + 2 * (v - b[i]) * a[i, j];
}
}
}
mincg.mincgresults(ref state, ref x, ref rep);
eqerror = eqerror | rep.terminationtype <= 0;
for (i = 0; i <= n - 1; i++)
{
eqerror = eqerror | (double)(Math.Abs(x[i] - xe[i])) > (double)(0.001);
}
}
//
// Testing convergence properties
//
x = new double[2 + 1];
n = 3;
for (i = 0; i <= 2; i++)
{
x[i] = 6 * AP.Math.RandomReal() - 3;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.001, 0.0, 0.0, 0);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | rep.terminationtype != 4;
for (i = 0; i <= 2; i++)
{
x[i] = 6 * AP.Math.RandomReal() - 3;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.0, 0.001, 0.0, 0);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | rep.terminationtype != 1;
for (i = 0; i <= 2; i++)
{
x[i] = 6 * AP.Math.RandomReal() - 3;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.0, 0.0, 0.001, 0);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | rep.terminationtype != 2;
for (i = 0; i <= 2; i++)
{
x[i] = 2 * AP.Math.RandomReal() - 1;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0.0, 0.0, 0.0, 10);
mincg.mincgsetcgtype(ref state, cgtype);
while (mincg.mincgiteration(ref state))
{
testfunc3(ref state);
}
mincg.mincgresults(ref state, ref x, ref rep);
converror = converror | !(rep.terminationtype == 5 & rep.iterationscount == 10 | rep.terminationtype == 7);
//
// Other properties:
// 1. test reports (F should form monotone sequence)
// 2. test maximum step
//
n = 50;
x = new double[n];
xlast = new double[n];
for (i = 0; i <= n - 1; i++)
{
x[i] = 1;
}
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 0, 0, 0, 100);
mincg.mincgsetxrep(ref state, true);
fprev = AP.Math.MaxRealNumber;
while (mincg.mincgiteration(ref state))
{
if (state.needfg)
{
state.f = 0;
for (i = 0; i <= n - 1; i++)
{
state.f = state.f + AP.Math.Sqr((1 + i) * state.x[i]);
state.g[i] = 2 * (1 + i) * state.x[i];
}
}
if (state.xupdated)
{
othererrors = othererrors | (double)(state.f) > (double)(fprev);
if ((double)(fprev) == (double)(AP.Math.MaxRealNumber))
{
for (i = 0; i <= n - 1; i++)
{
othererrors = othererrors | (double)(state.x[i]) != (double)(x[i]);
}
}
fprev = state.f;
for (i_ = 0; i_ <= n - 1; i_++)
{
xlast[i_] = state.x[i_];
}
}
}
mincg.mincgresults(ref state, ref x, ref rep);
for (i = 0; i <= n - 1; i++)
{
othererrors = othererrors | (double)(x[i]) != (double)(xlast[i]);
}
n = 1;
x = new double[n];
x[0] = 100;
stpmax = 0.05 + 0.05 * AP.Math.RandomReal();
mincg.mincgcreate(n, ref x, ref state);
mincg.mincgsetcond(ref state, 1.0E-9, 0, 0, 0);
mincg.mincgsetstpmax(ref state, stpmax);
mincg.mincgsetxrep(ref state, true);
xprev = x[0];
while (mincg.mincgiteration(ref state))
{
if (state.needfg)
{
state.f = Math.Exp(state.x[0]) + Math.Exp(-state.x[0]);
state.g[0] = Math.Exp(state.x[0]) - Math.Exp(-state.x[0]);
othererrors = othererrors | (double)(Math.Abs(state.x[0] - xprev)) > (double)((1 + Math.Sqrt(AP.Math.MachineEpsilon)) * stpmax);
}
if (state.xupdated)
{
othererrors = othererrors | (double)(Math.Abs(state.x[0] - xprev)) > (double)((1 + Math.Sqrt(AP.Math.MachineEpsilon)) * stpmax);
xprev = state.x[0];
}
}
}
//
// end
//
waserrors = referror | eqerror | linerror1 | linerror2 | converror | othererrors;
if (!silent)
{
System.Console.Write("TESTING CG OPTIMIZATION");
System.Console.WriteLine();
System.Console.Write("REFERENCE PROBLEM: ");
if (referror)
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("LIN-1 PROBLEM: ");
if (linerror1)
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("LIN-2 PROBLEM: ");
if (linerror2)
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("LINEAR EQUATIONS: ");
if (eqerror)
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("CONVERGENCE PROPERTIES: ");
if (converror)
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("OTHER PROPERTIES: ");
if (othererrors)
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
if (waserrors)
{
System.Console.Write("TEST FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("TEST PASSED");
System.Console.WriteLine();
}
System.Console.WriteLine();
System.Console.WriteLine();
}
result = !waserrors;
return(result);
}