public void SolveProblem_HessianApproximation_ReturnsTrueOptimalValue()
{
var instance = new HS040(true, true, false);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
const double expected = -0.25;
double actual;
instance.SolveProblem(x, out actual, null, null, null, null);
Assert.AreEqual(expected, actual, 1e-7);
}
public void SolveProblem_HessianApproximation_ReturnsSucceededStatus()
{
var instance = new HS040(true, true, false);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
const IpoptReturnCode expected = IpoptReturnCode.Solve_Succeeded;
double obj;
var actual = instance.SolveProblem(x, out obj, null, null, null, null);
Assert.AreEqual(expected, actual);
}
public void SolveProblem_HessianApproximation_ConstraintsSatisfied()
{
var instance = new HS040(true, true, false);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
var expected = new[] { 1.0, 0.0, 0.0 };
double obj;
var actual = new double[3];
instance.SolveProblem(x, out obj, actual, null, null, null);
CollectionAssert.AreEqual(expected, actual, new DoubleComparer(1.0e-5));
}
public void SolveProblem_HessianApproximation_NumberOfIterationsSufficientlyLow()
{
var instance = new HS040(true, true, true);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
const int expected = 20;
double obj;
instance.SolveProblem(x, out obj, null, null, null, null);
var actual = instance.NumberIterations;
Assert.Greater(actual, 0);
Assert.Less(actual, expected);
}
public void SolveProblem_ExactHessian_NumberOfIterationsLessThanOrEqualToHessianApprox()
{
// Get number of iterations for Hessian approximation
var approx = new HS040(true, true, true);
var x = new[] { 0.8, 0.8, 0.8, 0.8 };
double obj;
approx.SolveProblem(x, out obj, null, null, null, null);
var expected = approx.NumberIterations;
// Get number of iterations for exact Hessian
var exact = new HS040(true, false, true);
x = new[] { 0.8, 0.8, 0.8, 0.8 };
exact.SolveProblem(x, out obj, null, null, null, null);
var actual = exact.NumberIterations;
Assert.LessOrEqual(actual, expected);
}
public void SolveProblem_HessianApproximation_VariablesEqualOptimalValues()
{
var instance = new HS040(true, true, false);
var actual = new[] { 0.8, 0.8, 0.8, 0.8 };
var expected = new[] { 0.793701, 0.707107, 0.529732, 0.840896 };
double obj;
instance.SolveProblem(actual, out obj, null, null, null, null);
CollectionAssert.AreEqual(expected, actual, new DoubleComparer(1.0e-5));
}
