public void FindMinimum_Rosenbrock_Easy()
{
var obj = ObjectiveFunction.GradientHessian(RosenbrockFunction.Value, RosenbrockFunction.Gradient, RosenbrockFunction.Hessian);
var solver = new NewtonMinimizer(1e-5, 1000);
var result = solver.FindMinimum(obj, new DenseVector(new[] { 1.2, 1.2 }));
Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3));
Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3));
}
public void FindMinimum_Linesearch_Rosenbrock_Overton()
{
var obj = new LazyRosenbrockObjectiveFunction();
var solver = new NewtonMinimizer(1e-5, 1000, true);
var result = solver.FindMinimum(obj, new DenseVector(new[] { -0.9, -0.5 }));
Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3));
Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3));
}
public void FindMinimum_Rosenbrock_Hard()
{
var obj = ObjectiveFunction.GradientHessian(point => Tuple.Create(RosenbrockFunction.Value(point), RosenbrockFunction.Gradient(point), RosenbrockFunction.Hessian(point)));
var solver = new NewtonMinimizer(1e-5, 1000);
var result = solver.FindMinimum(obj, new DenseVector(new[] { -1.2, 1.0 }));
Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3));
Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3));
}
public void BoxBod_Newton_Der()
{
var obj = ObjectiveFunction.NonlinearFunction(BoxBodModel, BoxBodPrime, BoxBodX, BoxBodY);
var solver = new NewtonMinimizer(1e-10, 100);
var result = solver.FindMinimum(obj, BoxBodStart2);
for (int i = 0; i < result.MinimizingPoint.Count; i++)
{
AssertHelpers.AlmostEqualRelative(BoxBodPbest[i], result.MinimizingPoint[i], 6);
}
}
public void Mgh_Tests(TestFunctions.TestCase test_case)
{
var obj = new MghObjectiveFunction(test_case.Function, true, true);
var solver = new NewtonMinimizer(1e-8, 1000, useLineSearch: false);
var result = solver.FindMinimum(obj, 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.");
}