public void RastriginTestMany()
{
double[] expected = new[] { 0.0, 0.0, 0.0, 0.0, 0.0 };
CmaEs target = new CmaEs(
(x, o) =>
{
if (x.Min() < -5.12 || x.Max() > 5.12)
{
return(100.0 + 10.0 * x.Length + x.Sum(xi => Math.Pow(xi, 2) - 10 * Math.Cos(2.0 * Math.PI * xi)));
}
else
{
return(10.0 * x.Length + x.Sum(xi => Math.Pow(xi, 2) - 10 * Math.Cos(2.0 * Math.PI * xi)));
}
},
initialParameters: Utilities.Randoms(expected.Length, null, null),
stopEvalsMultiple: 1e4);
Solution solution = target.Solve();
double[] actual = solution.BestParameters;
for (int i = 0; i < expected.Length; i++)
{
Assert.IsTrue(Math.Abs(expected[i] - actual[i]) < SMALL_VALUE);
}
}
public void RosenbrockThirtyWithParamsTest()
{
double[] expected = new[] { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
CmaEs target = new CmaEs((x, o) =>
{
int dimension = x.Length;
double res = 0;
for (int i = 0; i < (dimension - 1); ++i)
{
res += Math.Pow(1 - x[i], 2) + 100.0 * Math.Pow(x[i + 1] - Math.Pow(x[i], 2), 2);
}
return(res);
},
initialParameters: Utilities.Randoms(expected.Length, null, null),
stopEvalsMultiple: 1e5);
double[] actual = target.Solve().BestParameters;
for (int i = 0; i < expected.Length; i++)
{
Assert.IsTrue(Math.Abs(expected[i] - actual[i]) < SMALL_VALUE);
}
}
public void SchwefelOneGenerationTest()
{
double[] expected = new[] { 420.9687, 420.9687, 420.9687, 420.9687, 420.9687, };
CmaEs newCMA = new CmaEs((x, o) =>
{
if ((x.Min() < -500.0) || (x.Max() > 500.0))
{
return(10000.0 * x.Length + x.Sum(xi => - xi * Math.Sin(Math.Sqrt(Math.Abs(xi)))));
}
else
{
return(418.9829 * x.Length + x.Sum(xi => - xi * Math.Sin(Math.Sqrt(Math.Abs(xi)))));
}
},
initialParameters: Utilities.Randoms(expected.Length, null, null));
Solution lastSolution;
int count = 0;
while (true)
{
lastSolution = newCMA.Solve(isContinueFromLastSolution: true, isOneGenerationOnly: true);
if (lastSolution.MinimizedFitness < SMALL_VALUE)
{
break;
}
count += lastSolution.LatestNumEvals;
}
Assert.IsTrue(count < 1e5);
for (int i = 0; i < expected.Length; i++)
{
Assert.IsTrue(Math.Abs(expected[i] - lastSolution.BestParameters[i]) < 1.0);
}
}
public void SchwefelContinueFromLastTest()
{
int numTests = 10;
double[] expected = new[] { 420.9687, 420.9687, 420.9687, 420.9687, 420.9687, };
CmaEs newCMA = new CmaEs((x, o) =>
{
if (x.Min() < -500.0)
{
return(Math.Pow(Math.Abs(x.Min()), 4));
}
else if (x.Max() > 500.0)
{
return(Math.Pow(Math.Abs(x.Max()), 4));
}
else
{
return(418.9829 * x.Length + x.Sum(xi => - xi * Math.Sin(Math.Sqrt(Math.Abs(xi)))));
}
},
stopEvalsMultiple: 1e3,
stopFitnessMinimization: 1e-5,
initialParameters: Utilities.Randoms(expected.Length, null, null));
Stopwatch clock = new Stopwatch();
int count = 0;
List <TimeSpan> times = new List <TimeSpan>();
for (int j = 0; j < numTests; j++)
{
clock.Restart();
var actual = newCMA.Solve(isContinueFromLastSolution: true);
clock.Stop();
times.Add(clock.Elapsed);
bool isAllOK = true;
for (int i = 0; i < expected.Length; i++)
{
if (Math.Abs(expected[i] - actual.BestParameters[i]) > 1.0)
{
isAllOK = false;
}
}
if (isAllOK)
{
count++;
}
}
double percRight = count * 100.0 / numTests;
double averageTime = times.Average(x => x.Seconds);
Assert.IsTrue(percRight >= 90.0);
Assert.IsTrue(averageTime < 2.0);
}