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/**
* @file aug_lagrangian_test.cpp
* @author Ryan Curtin
* @author Marcus Edel
* @author Conrad Sanderson
*
* Test of the AugmentedLagrangian class using the test functions defined in
* aug_lagrangian_test_functions.hpp.
*
* ensmallen is free software; you may redistribute it and/or modify it under
* the terms of the 3-clause BSD license. You should have received a copy of
* the 3-clause BSD license along with ensmallen. If not, see
* http://www.opensource.org/licenses/BSD-3-Clause for more information.
*/
#if defined(ENS_USE_COOT)
#include <armadillo>
#include <bandicoot>
#endif
#include <ensmallen.hpp>
#include "catch.hpp"
#include "test_types.hpp"
using namespace ens;
using namespace ens::test;
/**
* Tests the Augmented Lagrangian optimizer using the
* AugmentedLagrangianTestFunction class.
*/
TEMPLATE_TEST_CASE("AugLagrangian_AugLagrangianTestFunction", "[AugLagrangian]",
ENS_ALL_CPU_TEST_TYPES)
{
typedef typename TestType::elem_type ElemType;
// The choice of 10 memory slots is arbitrary.
AugLagrangianTestFunction<TestType> f;
AugLagrangian aug;
arma::Col<ElemType> coords = f.GetInitialPoint();
if (!aug.Optimize(f, coords))
FAIL("Optimization reported failure.");
ElemType finalValue = f.Evaluate(coords);
double objTol = Tolerances<TestType>::Obj;
double coordTol = Tolerances<TestType>::Coord;
// Low-precision optimization requires wider tolerances than usual.
if (sizeof(ElemType) < 4)
{
objTol = Tolerances<TestType>::LargeObj;
coordTol = Tolerances<TestType>::LargeCoord;
}
REQUIRE(finalValue == Approx(70.0).epsilon(objTol));
REQUIRE(coords(0) == Approx(1.0).epsilon(coordTol));
REQUIRE(coords(1) == Approx(4.0).epsilon(coordTol));
}
/**
* Tests the Augmented Lagrangian optimizer using the Gockenbach function.
*/
TEMPLATE_TEST_CASE("AugLagrangian_GockenbachFunction", "[AugLagrangian]",
ENS_ALL_TEST_TYPES, ENS_SPARSE_TEST_TYPES)
{
typedef typename TestType::elem_type ElemType;
GockenbachFunction f;
AugLagrangian aug;
TestType coords = f.GetInitialPoint<TestType>();
if (!aug.Optimize(f, coords))
FAIL("Optimization reported failure.");
ElemType finalValue = f.Evaluate(coords);
double objTol = 100 * Tolerances<TestType>::Obj;
double coordTol = 10 * Tolerances<TestType>::Coord;
// Low-precision optimization requires wider tolerances than usual.
if (sizeof(ElemType) < 4)
{
objTol = Tolerances<TestType>::LargeObj;
coordTol = 10 * Tolerances<TestType>::LargeCoord;
}
// Higher tolerance for smaller values.
REQUIRE(finalValue == Approx(29.633926).epsilon(objTol));
REQUIRE(coords(0) == Approx(0.12288178).epsilon(coordTol));
REQUIRE(coords(1) == Approx(-1.10778185).epsilon(coordTol));
REQUIRE(coords(2) == Approx(0.015099932).epsilon(coordTol));
}
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