Apache
/
commons-math
mirror of https://github.com/apache/commons-math.git
1
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity

Adapt input files for "SimplexOptimizerTest" (unit tests). 

The current tests are "baseline" (2D) cases.
Further work should check degradation with increased dimensionality.
This commit is contained in:
Gilles Sadowski 2021-08-22 02:14:53 +02:00
parent 14ebd93426
commit 1e7bce134f
3 changed files with 87 additions and 106 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

65
commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv
View File

@ -17,42 +17,35 @@
#
# Format (CSV) defined in "SimplexOptimizerTest.Task" class.
# Columns are:
# 0: function name (value from "TestFunction" enum)
# 1: space dimension (n)
# 2: nominal start point ("n" space-separated values)
# 3: optimum ("n" space-separated values)
# 4: maximum expected distance from the result to the optimum
# 5: expected number of function evaluations
# 6: length of the sides of the initial simplex
# 7: size of the random noise (to generate slightly different initial conditions)
# 8: whether to perform simulated annealing
# 9: [optional] File prefix for debugging (or empty slot for no debugging)
# 10: [optional] Indices (space-separated) of simplex points to save (empty means "all points")
# 0: Function name (value from "TestFunction" enum)
# 1: Space dimension (n)
# 2: Optimum ("n" space-separated values)
# 3: Minimal radius of the spherical shell around the optimum (within which to randomly select a start point)
# 4: Minimal radius of the spherical shell around the optimum (within which to randomly select a start point)
# 5: Maximum expected distance from the result to the optimum
# 6: Expected number of function evaluations
# 7: Whether to perform simulated annealing
# 8: [optional] File prefix for debugging (or empty slot for no debugging)
# 9: [optional] Indices (space-separated) of simplex points to save (empty means "all points")
#
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
PARABOLA, 2, 4.6 5.8, 0 0, 1e-4, 820, 1, 2e-1, true
PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 820, 1, 2e-1, true
ROSENBROCK, 2, -1.2 1, 1 1, 1e-4, 380, 1, 1e-1, true
ROSENBROCK, 5, -4.4 -3.5 -2.6 -1.7 -0.8, 1 1 1 1 1, 1e-4, 3800, 5e-1, 1e-1, true
ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 5e-5, 38000, 3, 5e-2, true
POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 1100, 3, 1e-1, true
CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 75000, 3, 1e-1, true
SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-4, 47000, 3, 1e-1, true
ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 25000, 3, 1e-1, true
#TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 1000, 3, 1e-1, true
#CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 1000, 3, 1e-1, true
TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 2e-4, 41000, 3, 1e-1, true
#DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 1e-2, 2500, 3, 1e-1, true
SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 10500, 3, 1e-1, true
#ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 1100, 3, 5e-1, true
#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 3, 5e-1, true
#GRIEWANK, 3, -210 123 -456, 0 0 0, 1e-1, 1000, 50, 100, true
#LEVY, 4, 4 -6 -2 8, 1 1 1 1, 1e-3, 3000, 1, 1, true
#SCHWEFEL, 2, 100 -200, 420.9687 420.9687, 1, 300, 100, 100, true
ZAKHAROV, 5, -4 -2 3 5 7, 0 0 0 0 0, 1e-4, 2200, 1.5, 1, true
PERM, 2, -2 -1, 1 2, 2e-3, 210, 5e-1, 1e-1, true
#PERM, 3, -2 -3 -1, 1 2 3, 5e-5, 200, 5e-1, 1e-1, true
#PERM, 4, -2 -3 -4 -1, 1 2 3 4, 5e-4, 2200, 5e-1, 1e-1, true
#PERM, 5, -2 -3 -4 -5 -1, 1 2 3 4 5, 5e-4, 200, 5e-1, 1e-1, true
#STYBLINSKI_TANG, 4, 1 2 3 4, -2.903534 -2.903534 -2.903534 -2.903534, 1e-4, 500, 1, 5e-1, true
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 7200, true
ROSENBROCK, 2, 1 1, 0.9, 1.1, 1e-4, 420, true
CIGAR, 2, 0 0, 2, 3, 5e-5, 240, true
SPHERE, 2, 0 0, 2, 3, 5e-4, 200, true
ELLI, 2, 0 0, 3, 4, 1e-4, 350, true
TWO_AXES, 2, 0 0, 3, 4, 1e-4, 400, true
CIG_TAB, 2, 0 0, 3, 4, 1e-3, 280, true
TABLET, 2, 0 0, 3, 4, 2e-4, 340, true
SUM_POW, 2, 0 0, 3, 4, 1e-2, 190, true
ACKLEY, 2, 0 0, 2, 4, 1e-6, 310, true
#RASTRIGIN, 2, 0 0, 0.9, 1.1, 5e-5, 1000, true
GRIEWANK, 2, 0 0, 2, 3, 1e-1, 500, true
LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 200, true
SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 200, true
ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 1000, true
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 260, true
STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 210, true
#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 500, true
#SALOMON, 2, 0 0, 2, 3, 1e-4, 500, true

Can't render this file because it contains an unexpected character in line 6 and column 8.

64
commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
View File

@ -17,41 +17,35 @@
#
# Format (CSV) defined in "SimplexOptimizerTest.Task" class.
# Columns are:
# 0: function name (value from "TestFunction" enum)
# 1: space dimension (n)
# 2: nominal start point ("n" space-separated values)
# 3: optimum ("n" space-separated values)
# 4: maximum expected distance from the result to the optimum
# 5: expected number of function evaluations
# 6: length of the sides of the initial simplex
# 7: size of the random noise (to generate slightly different initial conditions)
# 8: whether to perform simulated annealing
# 9: [optional] File prefix for debugging (or empty slot for no debugging)
# 10: [optional] Indices (space-separated) of simplex points to save (empty means "all points")
# 0: Function name (value from "TestFunction" enum)
# 1: Space dimension (n)
# 2: Optimum ("n" space-separated values)
# 3: Minimal radius of the spherical shell around the optimum (within which to randomly select a start point)
# 4: Minimal radius of the spherical shell around the optimum (within which to randomly select a start point)
# 5: Maximum expected distance from the result to the optimum
# 6: Expected number of function evaluations
# 7: Whether to perform simulated annealing
# 8: [optional] File prefix for debugging (or empty slot for no debugging)
# 9: [optional] Indices (space-separated) of simplex points to save (empty means "all points")
#
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 380, 1, 2e-1, false
ROSENBROCK, 2, -1.2 1, 1 1, 2e-3, 11100, 1, 1e-1, false
#ROSENBROCK, 5, -4.4 -3.5 -2.6 -1.7 -0.8, 1 1 1 1 1, 1e-4, 180, 5e-1, 1e-1, false
ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 3e-3, 100000, 1, 5e-2, false
#POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 420, 1, 1e-1, false
CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-6, 7000, 1, 1e-1, false
SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 3600, 1, 1e-1, false
ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 50000, 1, 1e-1, false
TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-6, 3200, 1, 1e-1, false
CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 5e-6, 2900, 1, 1e-1, false
TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 5e-6, 3200, 1, 1e-1, false
DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 5e-4, 2500, 1, 1e-1, false
SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 4000, 1, 1e-1, false
ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 770, 1, 5e-1, false
#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 1, 5e-1, false
#GRIEWANK, 3, -210 123 -456, 0 0 0, 1e-1, 1000, 50, 100, false
#LEVY, 4, 4 -6 -2 8, 1 1 1 1, 1e-3, 3000, 1, 1, false
#SCHWEFEL, 2, 100 -200, 420.9687 420.9687, 1, 300, 100, 100, false
ZAKHAROV, 5, -4 -2 3 5 7, 0 0 0 0 0, 1e-4, 3100, 1.5, 1, false
PERM, 2, -2 -1, 1 2, 3e-2, 25000, 5e-1, 1e-1, false
#PERM, 3, -2 -3 -1, 1 2 3, 5e-5, 200, 5e-1, 1e-1, false
#PERM, 4, -2 -3 -4 -1, 1 2 3 4, 5e-4, 2200, 5e-1, 1e-1, false
#PERM, 5, -2 -3 -4 -5 -1, 1 2 3 4 5, 5e-4, 200, 5e-1, 1e-1, false
#STYBLINSKI_TANG, 4, 1 2 3 4, -2.903534 -2.903534 -2.903534 -2.903534, 1e-4, 500, 1, 5e-1, false
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 7200, false
ROSENBROCK, 2, 1 1, 0.9, 1.1, 2e-3, 600, true
CIGAR, 2, 0 0, 2, 3, 5e-5, 240, false
SPHERE, 2, 0 0, 2, 3, 5e-4, 200, false
ELLI, 2, 0 0, 3, 4, 1e-4, 350, false
TWO_AXES, 2, 0 0, 3, 4, 1e-4, 400, false
CIG_TAB, 2, 0 0, 3, 4, 1e-3, 280, false
TABLET, 2, 0 0, 3, 4, 2e-4, 340, false
SUM_POW, 2, 0 0, 3, 4, 1e-2, 190, false
ACKLEY, 2, 0 0, 2, 4, 1e-6, 310, false
#RASTRIGIN, 2, 0 0, 0.9, 1.1, 5e-5, 1000, false
GRIEWANK, 2, 0 0, 2, 3, 1e-1, 500, false
LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 200, false
SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 200, false
ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 1000, false
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 540, true
STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 210, false
#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 500, false
#SALOMON, 2, 0 0, 2, 3, 1e-4, 500, false

Can't render this file because it contains an unexpected character in line 6 and column 8.

64
commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv
View File

@ -17,41 +17,35 @@
#
# Format (CSV) defined in "SimplexOptimizerTest.Task" class.
# Columns are:
# 0: function name (value from "TestFunction" enum)
# 1: space dimension (n)
# 2: nominal start point ("n" space-separated values)
# 3: optimum ("n" space-separated values)
# 4: maximum expected distance from the result to the optimum
# 5: expected number of function evaluations
# 6: length of the sides of the initial simplex
# 7: size of the random noise (to generate slightly different initial conditions)
# 8: whether to perform simulated annealing
# 9: [optional] File prefix for debugging (or empty slot for no debugging)
# 10: [optional] Indices (space-separated) of simplex points to save (empty means "all points")
# 0: Function name (value from "TestFunction" enum)
# 1: Space dimension (n)
# 2: Optimum ("n" space-separated values)
# 3: Minimal radius of the spherical shell around the optimum (within which to randomly select a start point)
# 4: Minimal radius of the spherical shell around the optimum (within which to randomly select a start point)
# 5: Maximum expected distance from the result to the optimum
# 6: Expected number of function evaluations
# 7: Whether to perform simulated annealing
# 8: [optional] File prefix for debugging (or empty slot for no debugging)
# 9: [optional] Indices (space-separated) of simplex points to save (empty means "all points")
#
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 200, 1, 2e-1, false
ROSENBROCK, 2, -1.2 1, 1 1, 1e-4, 180, 1, 1e-1, false
ROSENBROCK, 5, -4.4 -3.5 -2.6 -1.7 -0.8, 1 1 1 1 1, 1e-4, 800, 5e-1, 1e-1, false
ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 5e-5, 9000, 1, 5e-2, false
POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 420, 1, 1e-1, false
CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 7000, 1, 1e-1, false
SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-4, 3000, 1, 1e-1, false
ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 50000, 1, 1e-1, false
#TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 5000, 1, 1e-1, false
#CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 7000, 1, 1e-1, false
TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 2e-4, 3600, 1, 1e-1, false
#DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 5e-4, 2500, 1, 1e-1, false
SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 4000, 1, 1e-1, false
ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 430, 1, 5e-1, false
#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 1, 5e-1, false
#GRIEWANK, 3, -210 123 -456, 0 0 0, 1e-1, 1000, 50, 100, false
#LEVY, 4, 4 -6 -2 8, 1 1 1 1, 1e-3, 3000, 1, 1, false
#SCHWEFEL, 2, 100 -200, 420.9687 420.9687, 1, 300, 100, 100, false
ZAKHAROV, 5, -4 -2 3 5 7, 0 0 0 0 0, 5e-5, 500, 1.5, 1, false
PERM, 2, -2 -1, 1 2, 5e-5, 200, 5e-1, 1e-1, false
#PERM, 3, -2 -3 -1, 1 2 3, 5e-5, 200, 5e-1, 1e-1, false
PERM, 4, -2 -3 -4 -1, 1 2 3 4, 5e-3, 2800, 5e-1, 1e-1, false
#PERM, 5, -2 -3 -4 -5 -1, 1 2 3 4 5, 5e-4, 200, 5e-1, 1e-1, false
#STYBLINSKI_TANG, 4, 1 2 3 4, -2.903534 -2.903534 -2.903534 -2.903534, 1e-4, 500, 1, 5e-1, false
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 7200, false
ROSENBROCK, 2, 1 1, 0.9, 1.1, 1e-4, 420, false
CIGAR, 2, 0 0, 2, 3, 5e-5, 240, false
SPHERE, 2, 0 0, 2, 3, 5e-4, 200, false
ELLI, 2, 0 0, 3, 4, 1e-4, 350, false
TWO_AXES, 2, 0 0, 3, 4, 1e-4, 400, false
CIG_TAB, 2, 0 0, 3, 4, 1e-3, 280, false
TABLET, 2, 0 0, 3, 4, 2e-4, 340, false
SUM_POW, 2, 0 0, 3, 4, 1e-2, 190, true
ACKLEY, 2, 0 0, 2, 4, 1e-6, 310, false
#RASTRIGIN, 2, 0 0, 0.9, 1.1, 5e-5, 1000, false
GRIEWANK, 2, 0 0, 2, 3, 1e-1, 500, false
LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 200, false
SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 200, false
ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 1000, false
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 260, false
STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 210, false
#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 500, false
#SALOMON, 2, 0 0, 2, 3, 1e-4, 500, false

Can't render this file because it contains an unexpected character in line 6 and column 8.