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begin
require "#{File.expand_path(File.dirname(__FILE__))}/../lib/multidim/powell.rb"
rescue LoadError
require "multidim/powell"
end
describe Minimization::Powell do
before :all do
@n = 3
@limit = 100
@epsilon = 1e-5
@p = Array.new(@n)
@start_point = Array.new(@n)
0.upto(@n - 1) do |i|
@p[i] = rand(@limit)
end
0.upto(@n - 1) do |i|
@start_point[i] = rand(@limit)
end
# example 1
f = proc{ |x| (x[0] - @p[0])**2 + (x[1] - @p[1])**2 + (x[2] - @p[2])**2 }
@min1 = Minimization::Powell.minimize(f, @start_point, [-@limit, -@limit, -@limit], [@limit, @limit, @limit])
# example 2
@k = rand(@limit)
f2 = proc{ |x| ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] )**2 + @k}
@min2 = Minimization::Powell.minimize(f2, @start_point, [-@limit, -@limit, -@limit], [@limit, @limit, @limit])
# example 3 : unidimensional
f3 = proc{ |x| (x[0] - @p[0])**2 + @k}
@min3 = Minimization::Powell.minimize(f3, @start_point, [-@limit, -@limit, -@limit], [@limit, @limit, @limit])
end
it "#x_minimum be close to expected in example 1" do
0.upto(@n - 1) do |i|
expect(@min1.x_minimum[i]).to be_within(@epsilon).of(@p[i])
end
end
it "#f_minimum be close to expected in example 1" do
expect(@min1.f_minimum).to be_within(@epsilon).of(0)
end
it "#f_minimum be close to expected in example 2" do
expect(@min2.f_minimum).to be_within(@epsilon).of(@k)
end
it "#x_minimum be close to expected in example 3" do
expect(@min3.x_minimum[0]).to be_within(@epsilon).of(@p[0])
end
it "#f_minimum be close to expected in example 3" do
expect(@min3.f_minimum).to be_within(@epsilon).of(@k)
end
end
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