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

Fix incorrect usage of "ROSENBROCK" test function (unit tests).

This commit is contained in:
Gilles Sadowski 2021-08-27 18:35:47 +02:00
parent cc5ae51f98
commit 6f33d5f0a7
2 changed files with 81 additions and 65 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

51
commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/BOBYQAOptimizerTest.java
View File

@ -40,48 +40,53 @@ public class BOBYQAOptimizerTest {
@Test(expected=NumberIsTooLargeException.class)
public void testInitOutOfBounds() {
double[] startPoint = OptimTestUtils.point(DIM, 3);
double[][] boundaries = boundaries(DIM, -1, 2);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, boundaries,
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 3);
double[][] boundaries = boundaries(dim, -1, 2);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, boundaries,
GoalType.MINIMIZE,
1e-13, 1e-6, 2000, null);
}
@Test(expected=DimensionMismatchException.class)
public void testBoundariesDimensionMismatch() {
double[] startPoint = OptimTestUtils.point(DIM, 0.5);
double[][] boundaries = boundaries(DIM + 1, -1, 2);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, boundaries,
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.5);
double[][] boundaries = boundaries(dim + 1, -1, 2);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, boundaries,
GoalType.MINIMIZE,
1e-13, 1e-6, 2000, null);
}
@Test(expected=NumberIsTooSmallException.class)
public void testProblemDimensionTooSmall() {
final int dim = 12;
double[] startPoint = OptimTestUtils.point(1, 0.5);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, null,
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, null,
GoalType.MINIMIZE,
1e-13, 1e-6, 2000, null);
}
@Test(expected=TooManyEvaluationsException.class)
public void testMaxEvaluations() {
final int dim = 12;
final int lowMaxEval = 2;
double[] startPoint = OptimTestUtils.point(DIM, 0.1);
double[] startPoint = OptimTestUtils.point(dim, 0.1);
double[][] boundaries = null;
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, boundaries,
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, boundaries,
GoalType.MINIMIZE,
1e-13, 1e-6, lowMaxEval, null);
}
@Test
public void testRosen() {
double[] startPoint = OptimTestUtils.point(DIM,0.1);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.1);
double[][] boundaries = null;
PointValuePair expected = new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, boundaries,
PointValuePair expected = new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, boundaries,
GoalType.MINIMIZE,
1e-13, 1e-6, 2000, expected);
1e-13, 1e-6, 3000, expected);
}
@Test
@ -213,14 +218,15 @@ public class BOBYQAOptimizerTest {
@Test
public void testConstrainedRosen() {
double[] startPoint = OptimTestUtils.point(DIM,0.1);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.1);
double[][] boundaries = boundaries(DIM,-1,2);
double[][] boundaries = boundaries(dim, -1, 2);
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, boundaries,
GoalType.MINIMIZE,
1e-13, 1e-6, 2000, expected);
1e-13, 1e-6, 3000, expected);
}
// See MATH-728
@ -228,9 +234,10 @@ public class BOBYQAOptimizerTest {
// makes it run for several hours before completing
@Ignore @Test
public void testConstrainedRosenWithMoreInterpolationPoints() {
final double[] startPoint = OptimTestUtils.point(DIM, 0.1);
final double[][] boundaries = boundaries(DIM, -1, 2);
final PointValuePair expected = new PointValuePair(OptimTestUtils.point(DIM, 1.0), 0.0);
final int dim = 12;
final double[] startPoint = OptimTestUtils.point(dim, 0.1);
final double[][] boundaries = boundaries(dim, -1, 2);
final PointValuePair expected = new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
// This should have been 78 because in the code the hard limit is
// said to be
@ -240,7 +247,7 @@ public class BOBYQAOptimizerTest {
final int maxAdditionalPoints = 47;
for (int num = 1; num <= maxAdditionalPoints; num++) {
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, boundaries,
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, boundaries,
GoalType.MINIMIZE,
1e-12, 1e-6, 2000,
num,

95
commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java
View File

@ -49,71 +49,77 @@ public class CMAESOptimizerTest {
@Test(expected = NumberIsTooLargeException.class)
public void testInitOutofbounds1() {
double[] startPoint = OptimTestUtils.point(DIM,3);
double[] insigma = OptimTestUtils.point(DIM, 0.3);
double[][] boundaries = boundaries(DIM,-1,2);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 3);
double[] insigma = OptimTestUtils.point(dim, 0.3);
double[][] boundaries = boundaries(dim, -1, 2);
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@Test(expected = NumberIsTooSmallException.class)
public void testInitOutofbounds2() {
double[] startPoint = OptimTestUtils.point(DIM, -2);
double[] insigma = OptimTestUtils.point(DIM, 0.3);
double[][] boundaries = boundaries(DIM,-1,2);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, -2);
double[] insigma = OptimTestUtils.point(dim, 0.3);
double[][] boundaries = boundaries(dim, -1, 2);
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@Test(expected = DimensionMismatchException.class)
public void testBoundariesDimensionMismatch() {
double[] startPoint = OptimTestUtils.point(DIM,0.5);
double[] insigma = OptimTestUtils.point(DIM, 0.3);
double[][] boundaries = boundaries(DIM+1,-1,2);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.5);
double[] insigma = OptimTestUtils.point(dim, 0.3);
double[][] boundaries = boundaries(dim + 1,-1,2);
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@Test(expected = NotPositiveException.class)
public void testInputSigmaNegative() {
double[] startPoint = OptimTestUtils.point(DIM,0.5);
double[] insigma = OptimTestUtils.point(DIM,-0.5);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.5);
double[] insigma = OptimTestUtils.point(dim, -0.5);
double[][] boundaries = null;
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@Test(expected = OutOfRangeException.class)
public void testInputSigmaOutOfRange() {
double[] startPoint = OptimTestUtils.point(DIM,0.5);
double[] insigma = OptimTestUtils.point(DIM, 1.1);
double[][] boundaries = boundaries(DIM,-0.5,0.5);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.5);
double[] insigma = OptimTestUtils.point(dim, 1.1);
double[][] boundaries = boundaries(dim, -0.5,0.5);
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@Test(expected = DimensionMismatchException.class)
public void testInputSigmaDimensionMismatch() {
double[] startPoint = OptimTestUtils.point(DIM,0.5);
double[] insigma = OptimTestUtils.point(DIM + 1, 0.5);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.5);
double[] insigma = OptimTestUtils.point(dim + 1, 0.5);
double[][] boundaries = null;
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@ -121,15 +127,16 @@ public class CMAESOptimizerTest {
@Test
@Retry(3)
public void testRosen() {
double[] startPoint = OptimTestUtils.point(DIM,0.1);
double[] insigma = OptimTestUtils.point(DIM,0.1);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.1);
double[] insigma = OptimTestUtils.point(dim, 0.1);
double[][] boundaries = null;
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, false, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@ -346,27 +353,29 @@ public class CMAESOptimizerTest {
@Test
public void testConstrainedRosen() {
double[] startPoint = OptimTestUtils.point(DIM, 0.1);
double[] insigma = OptimTestUtils.point(DIM, 0.1);
double[][] boundaries = boundaries(DIM, -1, 2);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.1);
double[] insigma = OptimTestUtils.point(dim, 0.1);
double[][] boundaries = boundaries(dim, -1, 2);
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, 2*LAMBDA, true, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, 2*LAMBDA, false, 0, 1e-13,
1e-13, 1e-6, 100000, expected);
}
@Test
public void testDiagonalRosen() {
double[] startPoint = OptimTestUtils.point(DIM,0.1);
double[] insigma = OptimTestUtils.point(DIM,0.1);
final int dim = 12;
double[] startPoint = OptimTestUtils.point(dim, 0.1);
double[] insigma = OptimTestUtils.point(dim, 0.1);
double[][] boundaries = null;
PointValuePair expected =
new PointValuePair(OptimTestUtils.point(DIM,1.0),0.0);
doTest(TestFunction.ROSENBROCK.withDimension(DIM), startPoint, insigma, boundaries,
new PointValuePair(OptimTestUtils.point(dim, 1.0), 0.0);
doTest(TestFunction.ROSENBROCK.withDimension(dim), startPoint, insigma, boundaries,
GoalType.MINIMIZE, LAMBDA, false, 1, 1e-13,
1e-10, 1e-4, 1000000, expected);
}