linprog general tests added

1 files changed, 98 insertions, 0 deletions

diff --git a/tests/unit_tests/fmincon.dia.ref b/tests/unit_tests/fmincon.dia.ref
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+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: R.Vidyadhar & Vignesh Kannan
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+
+// <-- JVM NOT MANDATORY -->
+// <-- ENGLISH IMPOSED -->
+
+
+//
+// assert_close --
+//   Returns 1 if the two real matrices computed and expected are close,
+//   i.e. if the relative distance between computed and expected is lesser than epsilon.
+// Arguments
+//   computed, expected : the two matrices to compare
+//   epsilon : a small number
+//
+function flag = assert_close ( computed, expected, epsilon )
+  if expected==0.0 then
+    shift = norm(computed-expected);
+  else
+    shift = norm(computed-expected)/norm(expected);
+  end
+//  if shift < epsilon then
+//    flag = 1;
+//  else
+//    flag = 0;
+//  end
+//  if flag <> 1 then pause,end
+    flag = assert_checktrue ( shift < epsilon );
+endfunction
+//
+// assert_equal --
+//   Returns 1 if the two real matrices computed and expected are equal.
+// Arguments
+//   computed, expected : the two matrices to compare
+//   epsilon : a small number
+//
+//function flag = assert_equal ( computed , expected )
+//  if computed==expected then
+//    flag = 1;
+//  else
+//    flag = 0;
+//  end
+//  if flag <> 1 then pause,end
+//endfunction
+
+//Find x in R^3 such that it minimizes:
+//f(x)= x1*x2 + x2*x3
+//x0=[0.1 , 0.1 , 0.1]
+//constraint-1 (c1): x1^2 - x2^2 + x3^2 <= 2
+//constraint-2 (c2): x1^2 + x2^2 + x3^2 <= 10
+//Objective function to be minimised
+function y=f(x)
+y=x(1)*x(2)+x(2)*x(3);
+endfunction
+//Starting point, linear constraints and variable bounds
+x0=[0.1 , 0.1 , 0.1];
+A=[];
+b=[];
+Aeq=[];
+beq=[];
+lb=[];
+ub=[];
+//Nonlinear constraints
+function [c,ceq]=nlc(x)
+c = [x(1)^2 - x(2)^2 + x(3)^2 - 2 , x(1)^2 + x(2)^2 + x(3)^2 - 10];
+ceq = [];
+endfunction
+//Gradient of objective function
+function y= fGrad(x)
+y= [x(2),x(1)+x(3),x(2)];
+endfunction
+//Hessian of the Lagrange Function
+function y= lHess(x,obj,lambda)
+y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,-2,0;0,0,2] + lambda(2)*[2,0,0;0,2,0;0,0,2]
+endfunction
+//Gradient of Non-Linear Constraints
+function [cg,ceqg] = cGrad(x)
+cg=[2*x(1) , -2*x(2) , 2*x(3) ; 2*x(1) , 2*x(2) , 2*x(3)];
+ceqg=[];
+endfunction
+//Options
+options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon", cGrad);
+//Calling Ipopt
+[xopt,fval,exitflag,output] =fmincon(f, x0,A,b,Aeq,beq,lb,ub,nlc,options)
+
+assert_close ( xopt , [ -1.5811388 2.236068 -1.5811388 ]' , 0.0005 );
+assert_close ( fval , [-7.0710678 ]' , 0.0005 );
+assert_checkequal( exitflag , int32(0) );
+printf("Test Successful");