File: probopt.test

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# -*- tcl -*-
# Tests for the math::probopt pacakge
#
# RCS: @(#) $Id: geometry.test,v 1.13 2010/04/06 17:02:25 andreas_kupries Exp $

# -------------------------------------------------------------------------

source [file join \
        [file dirname [file dirname [file join [pwd] [info script]]]] \
        devtools testutilities.tcl]

testsNeedTcl     8.5
testsNeedTcltest 1.0

support {
    useLocal math.tcl math
}
testing {
    useLocal probopt.tcl math::probopt
}

# setRand --
#     Make sure we always get the same results:
#     Use srand() to ensure that the random numbers follow
#     the same sequence.
#
proc setRand {} {
    expr {srand(100000)}
}

#
# Simple quadratic function
#
proc f {coords} {
    lassign $coords x y

    return [expr {($x-1.0)**2 + ($y-1.0)**2}]
}

#
# Rosenbrock function
#
proc rosenbrock {coords} {
    lassign $coords x y

    return [expr {100.0 * ($y - $x ** 2) ** 2 + (1.0 - $x) ** 2}]
}

#
# Slightly distorted sombrero - minimum at (1,0)
#
proc sombrero {coords} {
    lassign $coords x y

    set r [expr {hypot($x,$y)}]
    return [expr {(1.0 - $r ** 2) ** 2 + 0.01 * (1.0 - $x)**2}]
}

#
# Wavy function (3D) - absolute minimum at (x,y,z) = (0,0,0), but lots of local minima
#
proc wavy3d {coords} {
    lassign $coords x y z

    return [expr {1.0 - cos(10.0*$x) * cos(10.0*$y) * cos(10.0*$z) + 0.01 * ($x**2 + $y**2 + $z**2)}]
}

#
# Discontinuous function with a clear global minimum at (x,y) = (0,0)
#
proc halfparabola {coords} {
    lassign $coords x y

    if { $x > 0.0 } {
        set f [expr {$x**2 + $y**2}]
    } else {
        set f [expr {-$x + abs($y) + 1.0}]
    }

    return $f
}

#
# 3D function with maximum - bounds slightly beyond [-1,1]
#
proc sombrero3D {coords} {
    lassign $coords x y z

    set r2 [expr {$x**2 + $y**2 + $z**2}]
    return [expr {(10.0 - $r2)**2}]
}

#
# Procedure in a namespace
#
namespace eval testcase {
    proc ftest {coords} {
        lassign $coords x y

        return [expr {($x-1.0)**2 + ($y-1.0)**2}]
    }
}

#
# Create and register (in that order!) custom matching procedures
#
proc matchTolerant { expected actual } {
   set match 1
   foreach a $actual e $expected {
       if { $e != 0.0 } {
           if { abs($e-$a)>0.005*abs($e) &&
                abs($e-$a)>0.005*abs($a)     } {
               set match 0
               break
           }
       } else {
           if { abs($a) > 0.0001 } {
               set match 0
           }
       }
   }
   return $match
}

::tcltest::customMatch tolerant matchTolerant


# Test cases --
#

#
# PSO
#
test "PSO-0.1" "Check known options" -body {
    set coords_value [::math::probopt::pso f {{0.0 4.0} {0.0 4.0}} -swarmsize 10 -iterations 50 -vweight 0.2 -pweight 0.1 -gweight 03 -type local -neighbours 4 -tolerance 1e-3]
    set result "OK"
} -returnCodes {ok} -result "OK"

test "PSO-0.2" "Check unknown options" -body {
    set coords_value [::math::probopt::pso f {{0.0 4.0} {0.0 4.0}} -UNKNOWN 10]
    set result "OK"
} -returnCodes {error} -result "Unknown option: -UNKNOWN"

test "PSO-0.3" "Check content of dictionary" -body {
    set coords_value [::math::probopt::pso f {{0.0 4.0} {0.0 4.0}}]
    foreach key {optimum-coordinates optimum-value evaluations best-values} {
         set r [dict get $coords_value $key]
    }
    set result "OK"
} -returnCodes {ok} -result "OK"


test "PSO-1.1" "Two-dimensional paraboloid" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso f {{0.0 4.0} {0.0 4.0}} -iterations 50]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {1.0 1.0  0.0}

test "PSO-1.2" "Two-dimensional paraboloid - namespace" -match tolerant -setup setRand -body {
    global coords_value

    namespace eval testcase {
        global coords_value
        set coords_value [::math::probopt::pso ftest {{0.0 4.0} {0.0 4.0}} -iterations 50]
    }
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {1.0 1.0  0.0}


test "PSO-2.1" "Tilted sombrero - 2D" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso sombrero {{-4.0 4.0} {-4.0 4.0}} -iterations 50]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {0.9784 0.2080 0.0}

test "PSO-2.2" "Tilted sombrero - 2D, local method" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso sombrero {{-4.0 4.0} {-4.0 4.0}} -iterations 50 -type local]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {0.9605 0.2820 0.0}

test "PSO-2.3" "Tilted sombrero - 2D, more particles" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso sombrero {{-4.0 4.0} {-4.0 4.0}} -iterations 50 -swarmsize 200]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {0.970 -0.2419 0.0}

test "PSO-3.1" "Wavy function - 3D" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso wavy3d {{0.0 4.0} {0.0 4.0} {0.0 4.0}} -iterations 50]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {2.8405 1.9068 2.2180 0.2157}

test "PSO-3.2" "Wavy function - 3D" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso wavy3d {{0.0 4.0} {0.0 4.0} {0.0 4.0}} -iterations 50 -swarmsize 100 -neighbours 6]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {1.5703 0.9424 1.2564 0.0493}

test "PSO-4.1" "Discontinuous function - 2D" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::pso halfparabola {{-4.0 4.0} {-4.0 4.0}} -iterations 50]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {0.0 0.0  0.0}

#
# SCE
#
test "SCE-0.1" "Check known options" -body {
    set coords_value [::math::probopt::sce f {{0.0 4.0} {0.0 4.0}} -complexes 2 -mincomplexes 2 -newpoints 1 -shuffle 0 -pointspercomplex 0 -pointspersubcomplex 0 \
                                                                   -iterations 100 -maxevaluations 1.0e9 -abstolerance 0.0 -reltolerance 0.001]
    set result "OK"
} -returnCodes {ok} -result "OK"

test "SCE-0.2" "Check unknown options" -body {
    set coords_value [::math::probopt::sce f {{0.0 4.0} {0.0 4.0}} -UNKNOWN 10]
    set result "OK"
} -returnCodes {error} -result "Unknown option: -UNKNOWN"

test "SCE-0.3" "Check content of dictionary" -body {
    set coords_value [::math::probopt::sce f {{0.0 4.0} {0.0 4.0}}]
    foreach key {optimum-coordinates optimum-value evaluations best-values} {
         set r [dict get $coords_value $key]
    }
    set result "OK"
} -returnCodes {ok} -result "OK"


test "SCE-1.1" "Two-dimensional paraboloid" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::sce f {{0.0 4.0} {0.0 4.0}} -iterations 50]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {1.0064 1.0082 0.0001078}


#
# DE
#
test "DE-0.1" "Check known options" -body {
    set coords_value [::math::probopt::diffev f {{0.0 4.0} {0.0 4.0}} -number 0 -factor 0.6 -lambda 0.0 -crossover 0.5 \
                                                                      -iterations 100 -maxevaluations 1.0e9 -abstolerance 0.0 -reltolerance 0.001]
    set result "OK"
} -returnCodes {ok} -result "OK"

test "DE-0.2" "Check unknown options" -body {
    set coords_value [::math::probopt::diffev f {{0.0 4.0} {0.0 4.0}} -UNKNOWN 10]
    set result "OK"
} -returnCodes {error} -result "Unknown option: -UNKNOWN"

test "DE-0.3" "Check content of dictionary" -body {
    set coords_value [::math::probopt::diffev f {{0.0 4.0} {0.0 4.0}}]
    foreach key {optimum-coordinates optimum-value evaluations best-values} {
         set r [dict get $coords_value $key]
    }
    set result "OK"
} -returnCodes {ok} -result "OK"


test "DE-1.1" "Two-dimensional paraboloid" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::diffev f {{0.0 4.0} {0.0 4.0}} -iterations 50]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {1.0068 1.0096 0.0001387}

#
# LIPO
#
test "LIPO-0.1" "Check known options" -body {
    set coords_value [::math::probopt::lipoMax f {{0.0 4.0} {0.0 4.0}} -iterations 100 -lipschitz 10.0]
    set result "OK"
} -returnCodes {ok} -result "OK"

test "LIPO-0.2" "Check unknown options" -body {
    set coords_value [::math::probopt::lipoMax f {{0.0 4.0} {0.0 4.0}} -UNKNOWN 10]
    set result "OK"
} -returnCodes {error} -result "Unknown option: -UNKNOWN"

test "LIPO-0.3" "Check content of dictionary" -body {
    set coords_value [::math::probopt::lipoMax f {{0.0 4.0} {0.0 4.0}}]
    foreach key {optimum-coordinates optimum-value evaluations best-values} {
         set r [dict get $coords_value $key]
    }
    set result "OK"
} -returnCodes {ok} -result "OK"


test "LIPO-1.1" "Three-dimensional sombrero" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::lipoMax sombrero3D {{-1.2 1.2} {-1.2 1.2} {-1.2 1.2}} -iterations 5000]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {-0.0447 -0.0710 -0.0956 99.6769}

test "ADALIPO-0.1" "Check known options" -body {
    set coords_value [::math::probopt::adaLipoMax f {{0.0 4.0} {0.0 4.0}} -iterations 100 -bernoulli 0.1]
    set result "OK"
} -returnCodes {ok} -result "OK"

test "ADALIPO-0.2" "Check unknown options" -body {
    set coords_value [::math::probopt::adaLipoMax f {{0.0 4.0} {0.0 4.0}} -UNKNOWN 10]
    set result "OK"
} -returnCodes {error} -result "Unknown option: -UNKNOWN"

test "ADALIPO-0.3" "Check content of dictionary" -body {
    set coords_value [::math::probopt::adaLipoMax f {{0.0 4.0} {0.0 4.0}}]
    foreach key {optimum-coordinates optimum-value evaluations best-values} {
         set r [dict get $coords_value $key]
    }
    set result "OK"
} -returnCodes {ok} -result "OK"

# Odd behaviour: 5000 iterations and the thing hangs?
#test "ADALIPO-1.1" "Three-dimensional sombrero" -match tolerant -setup setRand -body {
#    set coords_value [::math::probopt::adaLipoMax sombrero3D {{-1.2 1.2} {-1.2 1.2} {-1.2 1.2}} -iterations 5000]
#    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
#} -result {0.0 0.0  1.0}

test "ADALIPO-1.1" "Three-dimensional sombrero" -match tolerant -setup setRand -body {
    set coords_value [::math::probopt::adaLipoMax sombrero3D {{-1.2 1.2} {-1.2 1.2} {-1.2 1.2}} -iterations 500]
    set result [concat [dict get $coords_value optimum-coordinates] [dict get $coords_value optimum-value]]
} -result {-0.0971 -0.0577 0.1905 99.0216}



#set coords_value [::math::probopt::pso halfparabola {{-4.0 4.0} {-4.0 4.0}} -iterations 50]
#puts $coords_value