Method testOptimize

JSAT/test/jsat/math/optimization/BFGSTest.java:49–72

Test of optimize method, of class BFGS.

()

     * Test of optimize method, of class BFGS.
     */
    @Test
    public void testOptimize()
    {
        System.out.println("optimize");
        Random rand = RandomUtil.getRandom();
        Vec x0 = new DenseVector(3);//D=3 means one local minima for easy evaluation
        for(int i = 0; i < x0.length(); i++)
            x0.set(i, rand.nextDouble()+0.5);//make sure we get to the right local optima

        RosenbrockFunction f = new RosenbrockFunction();
        FunctionVec fp = f.getDerivative();
        BFGS instance = new BFGS();
        
        for(LineSearch lineSearch : new LineSearch[]{new BacktrackingArmijoLineSearch(), new WolfeNWLineSearch()})
        {
            instance.setLineSearch(lineSearch);
            Vec w = new DenseVector(x0.length());
            instance.optimize(1e-4, w, x0, f, fp, null);

            for(int i = 0; i <w.length(); i++)
                assertEquals(1.0, w.get(i), 1e-4);
            assertEquals(0.0, f.f(w), 1e-4);
        }
    }
}