public void MinimizeTest()
{
Func<double[], double> f = rosenbrockFunction;
Func<double[], double[]> g = rosenbrockGradient;
Assert.AreEqual(104, f(new[] { -1.0, 2.0 }));
int n = 2; // number of variables
double[] initial = { -1.2, 1 };
var cg = new NonlinearConjugateGradient(n, f, g);
Assert.IsTrue(cg.Minimize(initial));
double actual = cg.Value;
double expected = 0;
Assert.AreEqual(expected, actual, 1e-6);
double[] result = cg.Solution;
Assert.AreEqual(180, cg.Evaluations);
Assert.AreEqual(67, cg.Iterations);
Assert.AreEqual(1.0, result[0], 1e-3);
Assert.AreEqual(1.0, result[1], 1e-3);
Assert.IsFalse(double.IsNaN(result[0]));
Assert.IsFalse(double.IsNaN(result[1]));
double y = f(result);
double[] d = g(result);
Assert.AreEqual(0.0, y, 1e-6);
Assert.AreEqual(0.0, d[0], 1e-3);
Assert.AreEqual(0.0, d[1], 1e-3);
Assert.IsFalse(double.IsNaN(y));
Assert.IsFalse(double.IsNaN(d[0]));
Assert.IsFalse(double.IsNaN(d[1]));
}
public void expDiffTest()
{
Accord.Math.Tools.SetupGenerator(0);
Func<double[], double> f;
Func<double[], double[]> g;
createExpDiff(out f, out g);
int errors = 0;
for (int i = 0; i < 1000; i++)
{
double[] start = Accord.Math.Matrix.Random(2, -1.0, 1.0);
var lbfgs = new NonlinearConjugateGradient(numberOfVariables: 2, function: f, gradient: g);
lbfgs.Minimize(start);
double minValue = lbfgs.Value;
double[] solution = lbfgs.Solution;
double expected = -2;
if (Math.Abs(expected - minValue) > 1e-3)
errors++;
}
Assert.IsTrue(errors <= 0);
}
public void ConstructorTest2()
{
Func<double[], double> function = // min f(x) = 10 * (x+1)^2 + y^2
x => 10.0 * Math.Pow(x[0] + 1.0, 2.0) + Math.Pow(x[1], 2.0);
Func<double[], double[]> gradient = x => new[] { 20 * (x[0] + 1), 2 * x[1] };
NonlinearConjugateGradient target = new NonlinearConjugateGradient(2)
{
Function = function,
Gradient = gradient
};
Assert.IsTrue(target.Minimize());
double minimum = target.Value;
double[] solution = target.Solution;
Assert.AreEqual(0, minimum, 1e-10);
Assert.AreEqual(-1, solution[0], 1e-5);
Assert.AreEqual(0, solution[1], 1e-5);
double expectedMinimum = function(target.Solution);
Assert.AreEqual(expectedMinimum, minimum);
}