Author: luc
Date: Mon Mar 3 11:11:46 2014
New Revision: 1573523
URL: http://svn.apache.org/r1573523
Log:
Fixed failing test.
As functions evaluations were not counted properly, which has been fixed
a few days ago, the multi-start test in fact did not performed all
expected restarts. This commit fixes this (by increasing the max
evaluations), and fixes the result checks accordingly.
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizerTest.java
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizerTest.java?rev=1573523&r1=1573522&r2=1573523&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizerTest.java
Mon Mar 3 11:11:46 2014
@@ -18,8 +18,8 @@ package org.apache.commons.math3.optim.n
import org.apache.commons.math3.analysis.MultivariateFunction;
import org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
-import org.apache.commons.math3.optim.MaxEval;
import org.apache.commons.math3.optim.InitialGuess;
+import org.apache.commons.math3.optim.MaxEval;
import org.apache.commons.math3.optim.PointValuePair;
import org.apache.commons.math3.optim.SimpleValueChecker;
import org.apache.commons.math3.optim.nonlinear.scalar.gradient.CircleScalar;
@@ -54,26 +54,31 @@ public class MultiStartMultivariateOptim
= new UncorrelatedRandomVectorGenerator(new double[] { 50, 50 },
new double[] { 10, 10 },
new
GaussianRandomGenerator(g));
+ int nbStarts = 10;
MultiStartMultivariateOptimizer optimizer
- = new MultiStartMultivariateOptimizer(underlying, 10, generator);
+ = new MultiStartMultivariateOptimizer(underlying, nbStarts,
generator);
PointValuePair optimum
- = optimizer.optimize(new MaxEval(200),
+ = optimizer.optimize(new MaxEval(1000),
circle.getObjectiveFunction(),
circle.getObjectiveFunctionGradient(),
GoalType.MINIMIZE,
new InitialGuess(new double[] { 98.680,
47.345 }));
- Assert.assertEquals(200, optimizer.getMaxEvaluations());
+ Assert.assertEquals(1000, optimizer.getMaxEvaluations());
PointValuePair[] optima = optimizer.getOptima();
+ Assert.assertEquals(nbStarts, optima.length);
for (PointValuePair o : optima) {
+ // we check the results of all intermediate restarts here (there
are 10 such results)
Vector2D center = new Vector2D(o.getPointRef()[0],
o.getPointRef()[1]);
-
- Assert.assertEquals(69.9601, circle.getRadius(center), 1e-4);
- Assert.assertEquals(96.075, center.getX(), 1e-3);
- Assert.assertEquals(48.13516, center.getY(), 1e-5);
+ Assert.assertTrue(69.9592 < circle.getRadius(center));
+ Assert.assertTrue(69.9602 > circle.getRadius(center));
+ Assert.assertTrue(96.0745 < center.getX());
+ Assert.assertTrue(96.0762 > center.getX());
+ Assert.assertTrue(48.1344 < center.getY());
+ Assert.assertTrue(48.1354 > center.getY());
}
- Assert.assertTrue(optimizer.getEvaluations() > 590);
- Assert.assertTrue(optimizer.getEvaluations() < 610);
+ Assert.assertTrue(optimizer.getEvaluations() > 850);
+ Assert.assertTrue(optimizer.getEvaluations() < 900);
Assert.assertEquals(3.1267527, optimum.getValue(), 1e-8);
}
@@ -92,19 +97,21 @@ public class MultiStartMultivariateOptim
g.setSeed(16069223052l);
RandomVectorGenerator generator
= new UncorrelatedRandomVectorGenerator(2, new
GaussianRandomGenerator(g));
+ int nbStarts = 10;
MultiStartMultivariateOptimizer optimizer
- = new MultiStartMultivariateOptimizer(underlying, 10, generator);
+ = new MultiStartMultivariateOptimizer(underlying, nbStarts,
generator);
PointValuePair optimum
= optimizer.optimize(new MaxEval(1100),
new ObjectiveFunction(rosenbrock),
GoalType.MINIMIZE,
simplex,
new InitialGuess(new double[] { -1.2, 1.0 }));
+ Assert.assertEquals(nbStarts, optimizer.getOptima().length);
Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations());
Assert.assertTrue(optimizer.getEvaluations() > 900);
Assert.assertTrue(optimizer.getEvaluations() < 1200);
- Assert.assertTrue(optimum.getValue() < 8e-4);
+ Assert.assertTrue(optimum.getValue() < 5e-5);
}
private static class Rosenbrock implements MultivariateFunction {
