Mercurial > forge
view main/optim/inst/test_min_1.m @ 9930:d30cfca46e8a octave-forge
optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses
author | carandraug |
---|---|
date | Fri, 30 Mar 2012 15:14:48 +0000 |
parents | 24d6a5cdedfe |
children | 28b882879c6e |
line wrap: on
line source
## Copyright (C) 2002 Etienne Grossmann <etienne@cs.uky.edu> ## Copyright (C) 2004 Michael Creel <michael.creel@uab.es> ## ## 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 an optimization function with the same synopsis as bfgs.m if ! exist ("optim_func"), optim_func = "bfgsmin"; end ok = 1; if ! exist ("verbose"), verbose = 0; end if verbose printf ("\n Testing '%s' on a quadratic programming problem\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 'bfgs')\n\n"]); end N = 1+floor(30*rand(1)) ; global truemin ; truemin = randn(N,1) ; global offset ; offset = 10*randn(1) ; global metric ; metric = randn(2*N,N) ; metric = metric'*metric ; if N>1, [u,d,v] = svd(metric); d = (0.1+[0:(1/(N-1)):1]).^2 ; metric = u*diag(d)*u' ; end function v = testfunc(x) global offset ; global truemin ; global metric ; v = sum((x-truemin)'*metric*(x-truemin))+offset ; end function df = dtestf(x) global truemin ; global metric ; df = 2*(x-truemin)'*metric ; end xinit = 10*randn(N,1) ; if verbose, printf ([" Dimension is %i\n",\ " Condition is %f\n"],\ N, cond (metric)); fflush (stdout); end ## [x,v,niter] = feval (optim_func, "testfunc","dtestf", xinit); ctl.df = "dtestf"; if strcmp(optim_func,"bfgsmin") ctl = {-1,2,1,1}; xinit2 = {xinit}; else xinit2 = xinit; endif [x,v,niter] = feval (optim_func, "testfunc", xinit2, ctl); if verbose printf ("nev=%d N=%d errx=%8.3g errv=%8.3g\n",\ niter(1),N,max(abs( x-truemin )),v-offset); end if any (abs (x-truemin) > 1e-4) ok = 0; if verbose, printf ("not ok 1 (best argument is wrong)\n"); end elseif verbose, printf ("ok 1\n"); end if v-offset > 1e-8 ok = 0; if verbose, printf ("not ok 2 (best function value is wrong)\n"); end elseif verbose, printf ("ok 2\n"); end if verbose if ok, printf ("All tests ok\n"); else printf ("Whoa!! Some test(s) failed\n"); end end