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## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## test_bfgs - Test that bfgs works
##
## Check that bfgs treats struct options correctly
##
## Sets 'ok' to 1 if success, 0 otherwise
## The name of the optimizing function
if ! exist ("optim_func"), optim_func = "bfgsmin"; end
ok = 1;
cnt = 0;
if ! exist ("verbose"), verbose = 0; end
N = 2;
## Make test reproducible
## x0 = randn(N,1) ;
## y0 = randn(N,1) ;
x0 = (1:N)'/N;
y0 = (N:-1:1)'/N;
function v = ff(x,y,t)
A = [1 -1;1 1]; M = A'*diag([100,1])*A;
v = (x(1:2) - y(1:2))'*M*(x(1:2)-y(1:2)) + 1;
endfunction
function dv = dff(x,y,t)
if nargin < 3, t = 1; end
if t == 1, N = length (x); else N = length (y); end
A = [1 -1;1 1]; M = A'*diag([100,1])*A;
dv = 2*(x(1:2)-y(1:2))'*M;
if N>2, dv = [dv, zeros(1,N-2)]; end
if t == 2, dv = -dv; end
endfunction
if verbose
printf ("\n Testing that %s accepts struct control variable\n\n",\
optim_func);
printf ([" Set 'optim_func' to the name of the optimization\n",\
" function you want to test (must have same synopsis\n",\
" as 'bfgsmin')\n\n"]);
printf (" Nparams = N = %i\n",N);
fflush (stdout);
end
## Plain run, just to make sure ######################################
## Minimum wrt 'x' is y0
## [xlev,vlev,nlev] = feval (optim_func, "ff", "dff", {x0,y0,1});
## ctl.df = "dff";
[xlev,vlev,nlev] = feval (optim_func, "ff", {x0,y0,1});
cnt++;
if max (abs (xlev-y0)) > 100*sqrt (eps)
if verbose
printf ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
end
ok = 0;
elseif verbose, printf ("ok %i\n",cnt);
end
## Minimize wrt 2nd arg ##############################################
## Minimum wrt 'y' is x0
## ctl = struct ("narg", 2,"df","dff");
## ctl = [nan,nan,2];
## [xlev,vlev,nlev] = feval (optim_func, "ff", list (x0,y0,2),ctl);
[xlev,vlev,nlev] = feval (optim_func, "ff", {x0,y0,2},{inf,0,1,2});
cnt++;
if max (abs (xlev-x0)) > 100*sqrt (eps)
if verbose
printf ("Error is too big : %8.3g\n", max (abs (xlev-x0)));
end
ok = 0;
elseif verbose, printf ("ok %i\n",cnt);
end
## Set the verbose option ############################################
## Minimum wrt 'x' is y0
## ctl = struct ("narg", 1,"verbose",verbose, "df", "dff");
## ctl = [nan,nan,2];
## [xlev,vlev,nlev] = feval (optim_func, "ff", "dff", {x0,y0,1},ctl);
[xlev,vlev,nlev] = feval (optim_func, "ff", {x0,y0,1},{inf,1,1,1});
cnt++;
if max (abs (xlev-y0)) > 100*sqrt (eps)
if verbose
printf ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
end
ok = 0;
elseif verbose, printf ("ok %i\n",cnt);
end
if verbose && ok
printf ( "All tests ok\n");
end
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