public void ParabolaEdge()
{
// minimizes x(x-2) in [5, 6]
Status status = MinimizeGolden.Min(x => x * (x - 2.0), 5, 6);
Assert.True(status.converged);
Assert.AreEqual(5.0, status.argmin, EPS);
}
public void Hyperbola()
{
// Minimizes 1 / (x - 1) in [0, 2]
Status status = MinimizeGolden.Min(x => 1.0 / (x - 1.0), 0, 2);
Assert.AreEqual(1.0d, status.argmin, EPS);
Assert.True(status.converged);
}
public void Sqrt()
{
// Minimizes sqrt(x) in [0, inf)
Status status = MinimizeGolden.Min(x => Math.Sqrt(x), 0, 300);
Assert.True(status.converged);
Assert.AreEqual(0.0, status.argmin, EPS);
}
public void Basic()
{
Status status = MinimizeGolden.Min(x => x * x, -1.0, 1.0, 1e-3, 100);
double res = status.argmin;
Assert.AreEqual(0, res, 1e-3);
Assert.True(status.converged);
}
public void Cusp()
{
// minimizes a cusp
Status status = MinimizeGolden.Min(x => Math.Sqrt(Math.Abs(x - 5)), 0, 10);
Assert.True(status.converged);
Assert.AreEqual(5, status.argmin, EPS);
}
public void Cos()
{
// minimizes cosine
Status status = MinimizeGolden.Min(x => Math.Cos(x), -10, 10);
Assert.True(status.converged);
Assert.AreEqual(-1, Math.Cos(status.argmin), EPS);
}
public void BoundedCubic()
{
// minimizes a cubic against bounds
Status status = MinimizeGolden.Min(x => x * (x - 2) * (x - 1), 5, 6);
Assert.True(status.converged);
Assert.AreEqual(5, status.argmin, EPS);
}
public void NegCubic()
{
// maximizes a cubic
Status status = MinimizeGolden.Min(x => - x * (x - 2) * (x - 1), 0, 3);
Assert.True(status.converged);
Assert.AreEqual(3, status.argmin, EPS);
}
public void SqrtAbs()
{
// Minimizes sqrt(|x|)
Status status = MinimizeGolden.Min(x => Math.Sqrt(Math.Abs(x)), -3, 3);
Assert.True(status.converged);
Assert.AreEqual(0.0, status.argmin, EPS);
Assert.AreEqual(0.0, status.minimum, 1e-3);
}
public void Parabola()
{
// Succeeds out on bounded minimization of -x^2
Status status = MinimizeGolden.Min(x => - x * x, -1, 2);
Assert.AreEqual(2, status.argmin, EPS);
Assert.AreEqual(-4, status.minimum, EPS);
Assert.True(status.converged);
}
public void NegHyperbola()
{
// Minimizes -1 / (x - 1) in [0, 2]
Status status = MinimizeGolden.Min(x => - 1.0f / (x - 1.0f), 0, 2);
Assert.AreEqual(1.0, status.argmin, EPS);
Assert.True(status.converged);
Assert.AreEqual(41, status.iterations);
}
public void Tol()
{
// returns answer if tolerance not met
Status status = MinimizeGolden.Min(x => x * (x - 2.0), 0, 3, 0, 200);
Assert.AreEqual(200, status.iterations);
Assert.AreEqual(-1.0, status.minimum, EPS);
Assert.AreEqual(1.0, status.argmin, EPS);
Assert.False(status.converged);
}
