using System; using System.Collections.Generic; using System.Linq; using System.Text; using System.Threading.Tasks; using NUnit.Framework; using MathNet.Numerics.Optimization; namespace MathNet.Numerics.UnitTests.OptimizationTests { public class RosenbrockEvaluation : BaseEvaluation { public const bool SupportsGradient = true; public const bool SupportsHessian = true; protected override void setValue() { this.ValueRaw = RosenbrockFunction.Value(this.Point); } protected override void setGradient() { this.GradientRaw = RosenbrockFunction.Gradient(this.Point); } protected override void setHessian() { this.HessianRaw = RosenbrockFunction.Hessian(this.Point); } } [TestFixture] public class TestNewtonMinimizer { [Test] public void FindMinimum_Rosenbrock_Easy() { var obj = new BaseObjectiveFunction(RosenbrockEvaluation.SupportsGradient, RosenbrockEvaluation.SupportsHessian); var solver = new NewtonMinimizer(1e-5, 1000); var result = solver.FindMinimum(obj, new MathNet.Numerics.LinearAlgebra.Double.DenseVector(new double[] { 1.2, 1.2 })); Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3)); Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3)); } [Test] public void FindMinimum_Rosenbrock_Hard() { var obj = new BaseObjectiveFunction(RosenbrockEvaluation.SupportsGradient, RosenbrockEvaluation.SupportsHessian); var solver = new NewtonMinimizer(1e-5, 1000); var result = solver.FindMinimum(obj, new MathNet.Numerics.LinearAlgebra.Double.DenseVector(new double[] { -1.2, 1.0 })); Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3)); Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3)); } [Test] public void FindMinimum_Rosenbrock_Overton() { var obj = new BaseObjectiveFunction(RosenbrockEvaluation.SupportsGradient, RosenbrockEvaluation.SupportsHessian); var solver = new NewtonMinimizer(1e-5, 1000); var result = solver.FindMinimum(obj, new MathNet.Numerics.LinearAlgebra.Double.DenseVector(new double[] { -0.9, -0.5 })); Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3)); Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3)); } [Test] public void FindMinimum_Linesearch_Rosenbrock_Easy() { var obj = new BaseObjectiveFunction(RosenbrockEvaluation.SupportsGradient, RosenbrockEvaluation.SupportsHessian); var solver = new NewtonMinimizer(1e-5, 1000, true); var result = solver.FindMinimum(obj, new MathNet.Numerics.LinearAlgebra.Double.DenseVector(new double[] { 1.2, 1.2 })); Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3)); Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3)); } [Test] public void FindMinimum_Linesearch_Rosenbrock_Hard() { var obj = new BaseObjectiveFunction(RosenbrockEvaluation.SupportsGradient, RosenbrockEvaluation.SupportsHessian); var solver = new NewtonMinimizer(1e-5, 1000, true); var result = solver.FindMinimum(obj, new MathNet.Numerics.LinearAlgebra.Double.DenseVector(new double[] { -1.2, 1.0 })); Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3)); Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3)); } [Test] public void FindMinimum_Linesearch_Rosenbrock_Overton() { var obj = new BaseObjectiveFunction(RosenbrockEvaluation.SupportsGradient, RosenbrockEvaluation.SupportsHessian); var solver = new NewtonMinimizer(1e-5, 1000, true); var result = solver.FindMinimum(obj, new MathNet.Numerics.LinearAlgebra.Double.DenseVector(new double[] { -0.9, -0.5 })); Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3)); Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3)); } } }