public void RunTest()
{
// Valid input - Minimization
{
var optimizer = new SystemPerformanceOptimizer();
// Create the context.
var testableContext =
TestableSystemPerformanceOptimizationContext00.Get();
var context = testableContext.Context;
// Set optimization parameters.
double rarity = 0.05;
int sampleSize = 1000;
// Solve the problem.
var results = optimizer.Optimize(
context,
rarity,
sampleSize);
Assert.AreEqual(
expected: true,
actual: results.HasConverged);
DoubleMatrixAssert.AreEqual(
expected: testableContext.OptimalState,
actual: results.OptimalState,
delta: .03);
Assert.AreEqual(
expected: testableContext.OptimalPerformance,
actual: results.OptimalPerformance,
DoubleMatrixTest.Accuracy);
}
// Valid input - Maximization - with overrides
{
var optimizer = new SystemPerformanceOptimizer()
{
PerformanceEvaluationParallelOptions = { MaxDegreeOfParallelism = 1 },
SampleGenerationParallelOptions = { MaxDegreeOfParallelism = 1 }
};
// Create the context.
var testableContext =
TestableSystemPerformanceOptimizationContext01.Get();
var context = testableContext.Context;
// Set optimization parameters.
double rarity = 0.1;
int sampleSize = 1000;
// Solve the problem.
var results = optimizer.Optimize(
context,
rarity,
sampleSize);
Assert.AreEqual(
expected: true,
actual: results.HasConverged);
DoubleMatrixAssert.AreEqual(
expected: testableContext.OptimalState,
actual: results.OptimalState,
DoubleMatrixTest.Accuracy);
Assert.AreEqual(
expected: testableContext.OptimalPerformance,
actual: results.OptimalPerformance,
DoubleMatrixTest.Accuracy);
}
// Valid input - Maximization - without overrides
{
var optimizer = new SystemPerformanceOptimizer()
{
PerformanceEvaluationParallelOptions = { MaxDegreeOfParallelism = 1 },
SampleGenerationParallelOptions = { MaxDegreeOfParallelism = 1 }
};
// Create the context.
var testableContext =
TestableSystemPerformanceOptimizationContext02.Get();
var context = testableContext.Context;
// Set optimization parameters.
double rarity = 0.1;
int sampleSize = 1000;
// Solve the problem.
var results = optimizer.Optimize(
context,
rarity,
sampleSize);
Assert.AreEqual(
expected: true,
actual: results.HasConverged);
DoubleMatrixAssert.AreEqual(
expected: testableContext.OptimalState,
actual: results.OptimalState,
DoubleMatrixTest.Accuracy);
Assert.AreEqual(
expected: testableContext.OptimalPerformance,
actual: results.OptimalPerformance,
DoubleMatrixTest.Accuracy);
}
}
public void ConstructorTest()
{
// stateDimension is not positive
{
var STR_EXCEPT_PAR_MUST_BE_POSITIVE =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_POSITIVE");
string parameterName = "stateDimension";
ArgumentExceptionAssert.Throw(
() =>
{
new SystemPerformanceOptimizationContext00(
stateDimension: 0,
optimizationGoal: OptimizationGoal.Minimization,
initialParameter: DoubleMatrix.Dense(2, 2,
new double[] { -1.0, 10000.0, -1.0, 10000.0 }),
minimumNumberOfIterations: 3,
maximumNumberOfIterations: 10000);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_MUST_BE_POSITIVE,
expectedParameterName: parameterName);
}
// optimizationGoal is not a field of OptimizationGoal
{
var STR_EXCEPT_NOT_FIELD_OF_OPTIMIZATION_GOAL =
ImplementationServices.GetResourceString(
"STR_EXCEPT_NOT_FIELD_OF_OPTIMIZATION_GOAL");
string parameterName = "optimizationGoal";
ArgumentExceptionAssert.Throw(
() =>
{
new SystemPerformanceOptimizationContext00(
stateDimension: 2,
optimizationGoal: (OptimizationGoal)(-1),
initialParameter: DoubleMatrix.Dense(2, 2,
new double[] { -1.0, 10000.0, -1.0, 10000.0 }),
minimumNumberOfIterations: 3,
maximumNumberOfIterations: 10000);
},
expectedType: typeof(ArgumentException),
expectedPartialMessage:
STR_EXCEPT_NOT_FIELD_OF_OPTIMIZATION_GOAL,
expectedParameterName: parameterName);
}
// initialParameter is null
{
string parameterName = "initialParameter";
ArgumentExceptionAssert.Throw(
() =>
{
new SystemPerformanceOptimizationContext00(
stateDimension: 2,
optimizationGoal: OptimizationGoal.Minimization,
initialParameter: null,
minimumNumberOfIterations: 3,
maximumNumberOfIterations: 10000);
},
expectedType: typeof(ArgumentNullException),
expectedPartialMessage:
ArgumentExceptionAssert.NullPartialMessage,
expectedParameterName: parameterName);
}
// minimumNumberOfIterations is not positive
{
var STR_EXCEPT_PAR_MUST_BE_POSITIVE =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_POSITIVE");
string parameterName = "minimumNumberOfIterations";
ArgumentExceptionAssert.Throw(
() =>
{
new SystemPerformanceOptimizationContext00(
stateDimension: 2,
optimizationGoal: OptimizationGoal.Minimization,
initialParameter: DoubleMatrix.Dense(2, 2,
new double[] { -1.0, 10000.0, -1.0, 10000.0 }),
minimumNumberOfIterations: 0,
maximumNumberOfIterations: 10000);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_MUST_BE_POSITIVE,
expectedParameterName: parameterName);
}
// maximumNumberOfIterations is not positive
{
var STR_EXCEPT_PAR_MUST_BE_POSITIVE =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_POSITIVE");
string parameterName = "maximumNumberOfIterations";
ArgumentExceptionAssert.Throw(
() =>
{
new SystemPerformanceOptimizationContext00(
stateDimension: 2,
optimizationGoal: OptimizationGoal.Minimization,
initialParameter: DoubleMatrix.Dense(2, 2,
new double[] { -1.0, 10000.0, -1.0, 10000.0 }),
minimumNumberOfIterations: 3,
maximumNumberOfIterations: 0);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_MUST_BE_POSITIVE,
expectedParameterName: parameterName);
}
// minimumNumberOfIterations is greater than maximumNumberOfIterations
{
var STR_EXCEPT_PAR_MUST_BE_GREATER_THAN_OTHER =
string.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_GREATER_THAN_OTHER"),
"maximumNumberOfIterations",
"minimumNumberOfIterations");
string parameterName = "maximumNumberOfIterations";
ArgumentExceptionAssert.Throw(
() =>
{
new SystemPerformanceOptimizationContext00(
stateDimension: 2,
optimizationGoal: OptimizationGoal.Minimization,
initialParameter: DoubleMatrix.Dense(2, 2,
new double[] { -1.0, 10000.0, -1.0, 10000.0 }),
minimumNumberOfIterations: 3,
maximumNumberOfIterations: 2);
},
expectedType: typeof(ArgumentException),
expectedPartialMessage:
STR_EXCEPT_PAR_MUST_BE_GREATER_THAN_OTHER,
expectedParameterName: parameterName);
}
// valid input - LowerThanLevel
{
var testableContext =
TestableSystemPerformanceOptimizationContext00.Get();
var context = testableContext.Context;
Assert.AreEqual(
expected: testableContext.StateDimension,
actual: context.StateDimension);
Assert.AreEqual(
expected: testableContext.TraceExecution,
actual: context.TraceExecution);
Assert.AreEqual(
expected: testableContext.EliteSampleDefinition,
actual: context.EliteSampleDefinition);
Assert.AreEqual(
expected: testableContext.OptimizationGoal,
actual: context.OptimizationGoal);
DoubleMatrixAssert.AreEqual(
expected: testableContext.InitialParameter,
actual: context.InitialParameter,
DoubleMatrixTest.Accuracy);
Assert.AreEqual(
expected: testableContext.MinimumNumberOfIterations,
actual: context.MinimumNumberOfIterations);
Assert.AreEqual(
expected: testableContext.MaximumNumberOfIterations,
actual: context.MaximumNumberOfIterations);
}
// valid input - HigherThanLevel
{
var testableContext = TestableSystemPerformanceOptimizationContext01.Get();
var context = testableContext.Context;
Assert.AreEqual(
expected: testableContext.StateDimension,
actual: context.StateDimension);
Assert.AreEqual(
expected: testableContext.TraceExecution,
actual: context.TraceExecution);
Assert.AreEqual(
expected: testableContext.EliteSampleDefinition,
actual: context.EliteSampleDefinition);
Assert.AreEqual(
expected: testableContext.OptimizationGoal,
actual: context.OptimizationGoal);
DoubleMatrixAssert.AreEqual(
expected: testableContext.InitialParameter,
actual: context.InitialParameter,
DoubleMatrixTest.Accuracy);
Assert.AreEqual(
expected: testableContext.MinimumNumberOfIterations,
actual: context.MinimumNumberOfIterations);
Assert.AreEqual(
expected: testableContext.MaximumNumberOfIterations,
actual: context.MaximumNumberOfIterations);
}
}
public void SampleTest()
{
// context is null
{
string parameterName = "context";
string innerMessage =
ArgumentExceptionAssert.NullPartialMessage +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var parameter = DoubleMatrix.Dense(1, 1);
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "Sample",
methodArgs: new object[] { null, 1, parameter });
},
expectedInnerType: typeof(ArgumentNullException),
expectedInnerMessage: innerMessage);
}
// parameter is null
{
string parameterName = "parameter";
string innerMessage =
ArgumentExceptionAssert.NullPartialMessage +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "Sample",
methodArgs: new object[] { context, 1, null });
},
expectedInnerType: typeof(ArgumentNullException),
expectedInnerMessage: innerMessage);
}
// sampleSize is zero
{
string parameterName = "sampleSize";
string innerMessage =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_POSITIVE") +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "Sample",
methodArgs: new object[] {
context,
0,
context.InitialParameter
});
},
expectedInnerType: typeof(ArgumentOutOfRangeException),
expectedInnerMessage: innerMessage);
}
// sampleSize is negative
{
string parameterName = "sampleSize";
string innerMessage =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_POSITIVE") +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "Sample",
methodArgs: new object[] {
context,
-1,
context.InitialParameter
});
},
expectedInnerType: typeof(ArgumentOutOfRangeException),
expectedInnerMessage: innerMessage);
}
// parameter is not context compatible: wrong number of rows
{
string parameterName = "parameter";
string innerMessage =
ImplementationServices.GetResourceString(
"STR_EXCEPT_CEP_PARAMETER_IS_CONTEXT_INCOMPATIBLE") +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "Sample",
methodArgs: new object[] {
context,
1,
DoubleMatrix.Dense(
context.InitialParameter.NumberOfRows + 1,
context.InitialParameter.NumberOfColumns)
});
},
expectedInnerType: typeof(ArgumentException),
expectedInnerMessage: innerMessage);
}
// parameter is not context compatible: wrong number of columns
{
string parameterName = "parameter";
string innerMessage =
ImplementationServices.GetResourceString(
"STR_EXCEPT_CEP_PARAMETER_IS_CONTEXT_INCOMPATIBLE") +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "Sample",
methodArgs: new object[] {
context,
1,
DoubleMatrix.Dense(
context.InitialParameter.NumberOfRows,
context.InitialParameter.NumberOfColumns + 1)
});
},
expectedInnerType: typeof(ArgumentException),
expectedInnerMessage: innerMessage);
}
}
public void EvauatePerformancesTest()
{
// context is null
{
string parameterName = "context";
string innerMessage =
ArgumentExceptionAssert.NullPartialMessage +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var sample = DoubleMatrix.Dense(1, 1);
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "EvaluatePerformances",
methodArgs: new object[] { null, sample });
},
expectedInnerType: typeof(ArgumentNullException),
expectedInnerMessage: innerMessage);
}
// sample is null
{
string parameterName = "sample";
string innerMessage =
ArgumentExceptionAssert.NullPartialMessage +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "EvaluatePerformances",
methodArgs: new object[] { context, null });
},
expectedInnerType: typeof(ArgumentNullException),
expectedInnerMessage: innerMessage);
}
// sample is not context compatible
{
string parameterName = "sample";
string innerMessage =
ImplementationServices.GetResourceString(
"STR_EXCEPT_CEP_SAMPLE_IS_CONTEXT_INCOMPATIBLE") +
" (Parameter '" + parameterName + "')";
var optimizer = new SystemPerformanceOptimizer();
var context = TestableSystemPerformanceOptimizationContext00.Get().Context;
ExceptionAssert.InnerThrow(
() =>
{
Reflector.ExecuteBaseMember(
obj: optimizer,
methodName: "EvaluatePerformances",
methodArgs: new object[] {
context,
DoubleMatrix.Dense(1, context.StateDimension + 1)
});
},
expectedInnerType: typeof(ArgumentException),
expectedInnerMessage: innerMessage);
}
}
public void OptimizeTest()
{
// context is null
{
string parameterName = "context";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context: null,
rarity: 0.1,
sampleSize: 1000);
},
expectedType: typeof(ArgumentNullException),
expectedPartialMessage:
ArgumentExceptionAssert.NullPartialMessage,
expectedParameterName: parameterName);
}
// rarity is less than 0
{
var STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL =
String.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL"), 0.0, 1.0);
string parameterName = "rarity";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext00
.Get().Context,
rarity: -0.1,
sampleSize: 1000);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL,
expectedParameterName: parameterName);
}
// rarity is equal to 0
{
var STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL =
String.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL"), 0.0, 1.0);
string parameterName = "rarity";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext00
.Get().Context,
rarity: 0.0,
sampleSize: 1000);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL,
expectedParameterName: parameterName);
}
// rarity is greater than 1
{
var STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL =
String.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL"), 0.0, 1.0);
string parameterName = "rarity";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext00
.Get().Context,
rarity: 1.1,
sampleSize: 1000);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL,
expectedParameterName: parameterName);
}
// rarity is equal to 1
{
var STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL =
String.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL"), 0.0, 1.0);
string parameterName = "rarity";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext00
.Get().Context,
rarity: 1.0,
sampleSize: 1000);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_NOT_IN_OPEN_INTERVAL,
expectedParameterName: parameterName);
}
// rarity is too low given context and sample size
{
var STR_EXCEPT_CEM_TOO_LOW_RARITY =
String.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_CEM_TOO_LOW_RARITY"), "sampleSize");
string parameterName = "rarity";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext02
.Get().Context,
rarity: .01,
sampleSize: 50);
},
expectedType: typeof(ArgumentException),
expectedPartialMessage:
STR_EXCEPT_CEM_TOO_LOW_RARITY,
expectedParameterName: parameterName);
}
// rarity is too high given context and sample size
{
var STR_EXCEPT_CEM_TOO_HIGH_RARITY =
String.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_CEM_TOO_HIGH_RARITY"), "sampleSize");
string parameterName = "rarity";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext00
.Get().Context,
rarity: .99,
sampleSize: 50);
},
expectedType: typeof(ArgumentException),
expectedPartialMessage:
STR_EXCEPT_CEM_TOO_HIGH_RARITY,
expectedParameterName: parameterName);
}
// sampleSize is not positive
{
var STR_EXCEPT_PAR_MUST_BE_POSITIVE =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_BE_POSITIVE");
string parameterName = "sampleSize";
var optimizer = new SystemPerformanceOptimizer();
ArgumentExceptionAssert.Throw(
() =>
{
optimizer.Optimize(
context:
TestableSystemPerformanceOptimizationContext00
.Get().Context,
rarity: 0.1,
sampleSize: 0);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage:
STR_EXCEPT_PAR_MUST_BE_POSITIVE,
expectedParameterName: parameterName);
}
}