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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) 2008-2009 - INRIA - Michael Baudin
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
// <-- JVM NOT MANDATORY -->
// <-- ENGLISH IMPOSED -->
//
// assert_close --
// Returns 1 if the two real matrices computed and expected are close,
// i.e. if the relative distance between computed and expected is lesser than epsilon.
// Arguments
// computed, expected : the two matrices to compare
// epsilon : a small number
//
function flag = assert_close ( computed, expected, epsilon )
if expected==0.0 then
shift = norm(computed-expected);
else
shift = norm(computed-expected)/norm(expected);
end
if shift < epsilon then
flag = 1;
else
flag = 0;
end
if flag <> 1 then pause,end
endfunction
//
// assert_equal --
// Returns 1 if the two real matrices computed and expected are equal.
// Arguments
// computed, expected : the two matrices to compare
// epsilon : a small number
//
function flag = assert_equal ( computed , expected )
if computed==expected then
flag = 1;
else
flag = 0;
end
if flag <> 1 then pause,end
endfunction
//
// Here, the cost function is OK
//
function [ y , index ] = rosenbrockOk ( x , index )
y = 100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",2);
opt = optimbase_configure(opt,"-x0",[1.1 1.1]');
opt = optimbase_configure(opt,"-function",rosenbrockOk);
opt = optimbase_checkcostfun(opt);
opt = optimbase_destroy(opt);
//
// Here, the cost function is not callable
//
function [ y , index ] = rosenbrock2 ( x , index )
y = fdsmklqfjdsf;
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",2);
opt = optimbase_configure(opt,"-x0",[1.1 1.1]');
opt = optimbase_configure(opt,"-function",rosenbrock2);
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: Cannot evaluate cost function from costf(x0,1).";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
//
// Here, the cost function is callable, but returns a matrix,
// instead of a scalar.
//
function [ y , index ] = rosenbrock3 ( x , index )
y = ones(10,10);
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",2);
opt = optimbase_configure(opt,"-x0",[1.1 1.1]');
opt = optimbase_configure(opt,"-function",rosenbrock3);
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: The matrix f from costf(x0,2) has 10 rows, instead of 1.";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
//
// Test with good non linear constraints
//
function [ f , c , index ] = optimtestcase ( x , index )
f = []
c = []
if ( index == 2 | index == 6 ) then
f = x(1)^2 + x(2)^2 + 2.0 * x(3)^2 + x(4)^2 ...
- 5.0 * x(1) - 5.0 * x(2) - 21.0 * x(3) + 7.0 * x(4)
end
if ( index == 5 | index == 6 ) then
c1 = - x(1)^2 - x(2)^2 - x(3)^2 - x(4)^2 ...
- x(1) + x(2) - x(3) + x(4) + 8
c2 = - x(1)^2 - 2.0 * x(2)^2 - x(3)^2 - 2.0 * x(4)^2 ...
+ x(1) + x(4) + 10.0
c3 = - 2.0 * x(1)^2 - x(2)^2 - x(3)^2 - 2.0 * x(1) ...
+ x(2) + x(4) + 5.0
c = [c1 c2 c3]
end
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",4);
opt = optimbase_configure(opt,"-function",optimtestcase);
opt = optimbase_configure(opt,"-x0",[0.0 0.0 0.0 0.0]');
opt = optimbase_configure(opt,"-nbineqconst",3);
opt = optimbase_checkcostfun(opt);
opt = optimbase_destroy(opt);
//
// Test with wrong non linear constraints f(x0,2) is not a row vector
//
function [ f , c , index ] = optimtestcase2 ( x , index )
f = []
c = []
if ( index == 2 | index == 6 ) then
f = x(1)^2 + x(2)^2 + 2.0 * x(3)^2 + x(4)^2 ...
- 5.0 * x(1) - 5.0 * x(2) - 21.0 * x(3) + 7.0 * x(4)
end
if ( index == 5 | index == 6 ) then
c1 = - x(1)^2 - x(2)^2 - x(3)^2 - x(4)^2 ...
- x(1) + x(2) - x(3) + x(4) + 8
c2 = - x(1)^2 - 2.0 * x(2)^2 - x(3)^2 - 2.0 * x(4)^2 ...
+ x(1) + x(4) + 10.0
c3 = - 2.0 * x(1)^2 - x(2)^2 - x(3)^2 - 2.0 * x(1) ...
+ x(2) + x(4) + 5.0
c = [c1 c2 c3].'
end
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",4);
opt = optimbase_configure(opt,"-function",optimtestcase2);
opt = optimbase_configure(opt,"-x0",[0.0 0.0 0.0 0.0]');
opt = optimbase_configure(opt,"-nbineqconst",3);
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: The matrix c from costf(x0,5) has 3 rows, instead of 1.";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
//
// Test with wrong non linear constraints f(x0,2) is a row vector with 5 components instead of 3
//
function [ f , c , index ] = optimtestcase3 ( x , index )
f = []
c = []
if ( index == 2 | index == 6 ) then
f = x(1)^2 + x(2)^2 + 2.0 * x(3)^2 + x(4)^2 ...
- 5.0 * x(1) - 5.0 * x(2) - 21.0 * x(3) + 7.0 * x(4)
end
if ( index == 5 | index == 6 ) then
c1 = - x(1)^2 - x(2)^2 - x(3)^2 - x(4)^2 ...
- x(1) + x(2) - x(3) + x(4) + 8
c2 = - x(1)^2 - 2.0 * x(2)^2 - x(3)^2 - 2.0 * x(4)^2 ...
+ x(1) + x(4) + 10.0
c3 = - 2.0 * x(1)^2 - x(2)^2 - x(3)^2 - 2.0 * x(1) ...
+ x(2) + x(4) + 5.0
c = [c1 c2 c3 0.0 0.0]
end
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",4);
opt = optimbase_configure(opt,"-function",optimtestcase3);
opt = optimbase_configure(opt,"-x0",[0.0 0.0 0.0 0.0]');
opt = optimbase_configure(opt,"-nbineqconst",3);
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: The matrix c from costf(x0,5) has 5 columns, instead of 3.";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
//
// Test with wrong non linear constraints f(x0,3) is a column vector
//
function [ f , c , index ] = optimtestcase4 ( x , index )
f = []
c = []
if ( index == 2 | index == 6 ) then
f = x(1)^2 + x(2)^2 + 2.0 * x(3)^2 + x(4)^2 ...
- 5.0 * x(1) - 5.0 * x(2) - 21.0 * x(3) + 7.0 * x(4)
end
if ( index == 5 | index == 6 ) then
c1 = - x(1)^2 - x(2)^2 - x(3)^2 - x(4)^2 ...
- x(1) + x(2) - x(3) + x(4) + 8
c2 = - x(1)^2 - 2.0 * x(2)^2 - x(3)^2 - 2.0 * x(4)^2 ...
+ x(1) + x(4) + 10.0
c3 = - 2.0 * x(1)^2 - x(2)^2 - x(3)^2 - 2.0 * x(1) ...
+ x(2) + x(4) + 5.0
c = [c1 c2 c3].'
end
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",4);
opt = optimbase_configure(opt,"-function",optimtestcase4);
opt = optimbase_configure(opt,"-x0",[0.0 0.0 0.0 0.0]');
opt = optimbase_configure(opt,"-nbineqconst",3);
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: The matrix c from costf(x0,5) has 3 rows, instead of 1.";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
//
// Test with wrong non linear constraints f(x0,3) is a row vector with 5 columns instead of 4
//
function [ f , c , index ] = optimtestcase5 ( x , index )
f = []
c = []
if ( index == 2 | index == 6 ) then
f = x(1)^2 + x(2)^2 + 2.0 * x(3)^2 + x(4)^2 ...
- 5.0 * x(1) - 5.0 * x(2) - 21.0 * x(3) + 7.0 * x(4)
end
if ( index == 5 | index == 6 ) then
c1 = - x(1)^2 - x(2)^2 - x(3)^2 - x(4)^2 ...
- x(1) + x(2) - x(3) + x(4) + 8
c2 = - x(1)^2 - 2.0 * x(2)^2 - x(3)^2 - 2.0 * x(4)^2 ...
+ x(1) + x(4) + 10.0
c3 = - 2.0 * x(1)^2 - x(2)^2 - x(3)^2 - 2.0 * x(1) ...
+ x(2) + x(4) + 5.0
c = [c1 c2 c3 0.0]
end
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",4);
opt = optimbase_configure(opt,"-function",optimtestcase5);
opt = optimbase_configure(opt,"-x0",[0.0 0.0 0.0 0.0]');
opt = optimbase_configure(opt,"-nbineqconst",3);
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: The matrix c from costf(x0,5) has 4 columns, instead of 3.";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
//
// Test with correct rosenbrock function
//
function [ f , g , index ] = rosenbrock ( x , index )
f = 100.0 *(x(2)-x(1)^2)^2 + (1-x(1))^2;
g(1,1) = - 400. * ( x(2) - x(1)**2 ) * x(1) -2. * ( 1. - x(1) )
g(1,2) = 200. * ( x(2) - x(1)**2 )
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",2);
opt = optimbase_configure(opt,"-function", rosenbrock );
opt = optimbase_configure(opt,"-withderivatives",%t);
opt = optimbase_configure(opt,"-x0",[-1.2 1.0].');
opt = optimbase_checkcostfun(opt);
opt = optimbase_destroy(opt);
//
// Test with not correct rosenbrock function : g is a column vector instead of row vector
//
function [ f , g , index ] = rosenbrock4 ( x , index )
f = 100.0 *(x(2)-x(1)^2)^2 + (1-x(1))^2;
g(1) = - 400. * ( x(2) - x(1)**2 ) * x(1) -2. * ( 1. - x(1) )
g(2) = 200. * ( x(2) - x(1)**2 )
endfunction
opt = optimbase_new ();
opt = optimbase_configure(opt,"-numberofvariables",2);
opt = optimbase_configure(opt,"-function", rosenbrock4 );
opt = optimbase_configure(opt,"-withderivatives",%t);
opt = optimbase_configure(opt,"-x0",[-1.2 1.0].');
cmd = "opt = optimbase_checkcostfun(opt);";
execstr(cmd,"errcatch");
computed = lasterror();
expected = "optimbase_checkcostfun: The matrix g from costf(x0,3) has 2 rows, instead of 1.";
assert_equal ( computed , expected );
opt = optimbase_destroy(opt);
|
