linprog general tests added

1 files changed, 79 insertions, 0 deletions

diff --git a/tests/unit_tests/fminunc.dia.ref b/tests/unit_tests/fminunc.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^2 such that it minimizes the Rosenbrock function
+//f = 100*(x2 - x1^2)^2 + (1-x1)^2
+//Objective function to be minimised
+function y= f(x)
+y= 100*(x(2) - x(1)^2)^2 + (1-x(1))^2;
+endfunction
+//Starting point
+x0=[-1,2];
+//Gradient of objective function
+function y= fGrad(x)
+y= [-400*x(1)*x(2) + 400*x(1)^3 + 2*x(1)-2, 200*(x(2)-x(1)^2)];
+endfunction
+//Hessian of Objective Function
+function y= fHess(x)
+y= [1200*x(1)^2- 400*x(2) + 2, -400*x(1);-400*x(1), 200 ];
+endfunction
+//Options
+options=list("MaxIter", [1500], "CpuTime", [500], "Gradient", fGrad, "Hessian", fHess);
+//Calling Ipopt
+[xopt,fopt,exitflag,output,gradient,hessian]=fminunc(f,x0,options)
+
+assert_close ( xopt , [ 1 1 ]' , 0.0005 );
+assert_close ( fopt , [0] , 0.0005 );
+assert_checkequal( exitflag , int32(0) );
+printf("Test Successful");