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author | Harpreet | 2016-03-03 08:59:34 +0530 |
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committer | Harpreet | 2016-03-03 08:59:34 +0530 |
commit | 7cf9300c2eb4773afa9823cf4a179d43f70001aa (patch) | |
tree | 62f03c9c2df9ffe1c061d346a2059cc0fe862ba0 /tests | |
parent | d0cad398d8df199a4974112bfb7945c18636b5f8 (diff) | |
download | FOSSEE-Optimization-toolbox-7cf9300c2eb4773afa9823cf4a179d43f70001aa.tar.gz FOSSEE-Optimization-toolbox-7cf9300c2eb4773afa9823cf4a179d43f70001aa.tar.bz2 FOSSEE-Optimization-toolbox-7cf9300c2eb4773afa9823cf4a179d43f70001aa.zip |
lsqnonlin added
Diffstat (limited to 'tests')
-rw-r--r-- | tests/general_tests/fmincon/fmincon_grad1.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_grad2.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_gradcon1.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_gradcon2.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_gradcon3.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_hess1.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_hess2.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_nlc1.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_nlc2.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_nlc3.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_nlc4.sce | 40 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_options1.sce | 44 | ||||
-rw-r--r-- | tests/general_tests/fmincon/fmincon_options2.sce | 44 | ||||
-rw-r--r-- | tests/unit_tests/lsqnonlin.dia.ref | 83 | ||||
-rw-r--r-- | tests/unit_tests/lsqnonlin.tst | 83 |
15 files changed, 734 insertions, 0 deletions
diff --git a/tests/general_tests/fmincon/fmincon_grad1.sce b/tests/general_tests/fmincon/fmincon_grad1.sce new file mode 100644 index 0000000..bf72b8f --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_grad1.sce @@ -0,0 +1,44 @@ + +//Incompatibility between user defined gradient function and dimensions of the starting point x0 + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Gradient function of Objective and x0 did not match +//at line 606 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_grad1.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +//x(4) is invalid here +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(4)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_grad2.sce b/tests/general_tests/fmincon/fmincon_grad2.sce new file mode 100644 index 0000000..9f29a39 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_grad2.sce @@ -0,0 +1,44 @@ + +//User defined gradient function does not return a vector + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Wrong Input for Objective Gradient function(10th Parameter)---->Vector function is Expected +//at line 615 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_grad2.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + //y is not a vector here + y= [x(2),x(1)+x(3);x(2),x(1)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_gradcon1.sce b/tests/general_tests/fmincon/fmincon_gradcon1.sce new file mode 100644 index 0000000..7a1efa4 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_gradcon1.sce @@ -0,0 +1,44 @@ + +//Incompatibility between user defined constraint gradient function and dimensions of the starting point x0 + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Gradient function of Constraint and x0 did not match +//at line 640 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_gradcon1.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +//x(4) is invalid here +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(4)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(4)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_gradcon2.sce b/tests/general_tests/fmincon/fmincon_gradcon2.sce new file mode 100644 index 0000000..f064e98 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_gradcon2.sce @@ -0,0 +1,44 @@ + +//Wrong dimensions of non-linear inequality constraint gradient function + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Definition of (cg) in Non-Linear Constraint function(10th Parameter) should be in the form of (m X n) or Empty Matrix where m is number of Non- linear inequality constraints and n is number of Variables +//at line 647 of function fmincon called by : +//ncon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options +//at line 44 of exec file called by : +//exec fmincon_gradcon2.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +//Dimension of cg is wrong here +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3);1,0,1]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_gradcon3.sce b/tests/general_tests/fmincon/fmincon_gradcon3.sce new file mode 100644 index 0000000..eeda192 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_gradcon3.sce @@ -0,0 +1,44 @@ + +//Wrong dimensions of non-linear equality constraint gradient function + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Definition of (ceqg) in Non-Linear Constraint function(10th Parameter) should be in the form of (m X n) or Empty Matrix where m is number of Non- linear equality constraints and n is number of Variables +//at line 653 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_gradcon3.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +//Dimension of ceqg is wrong here +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0,x(3);0,2*x(2),2*x(3),2*x(1)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_hess1.sce b/tests/general_tests/fmincon/fmincon_hess1.sce new file mode 100644 index 0000000..058f521 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_hess1.sce @@ -0,0 +1,44 @@ + +//Incompatibility between user defined hessian function and dimensions of the starting point x0 + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Hessian function of Objective and x0 did not match +//at line 625 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_hess1.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +//x(4) is invalid here +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(4),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_hess2.sce b/tests/general_tests/fmincon/fmincon_hess2.sce new file mode 100644 index 0000000..58f8804 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_hess2.sce @@ -0,0 +1,44 @@ + +//User defined hessian is of wrong dimensions + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Wrong Input for Objective Hessian function(10th Parameter)---->Symmetric Matrix function is Expected +//at line 630 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_hess2.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +//Wrong dimensions of Hessian here +function y= lHess(x,obj,lambda) + y= obj*[0,1;1,0;0,1] + lambda(1)*[2,0;0,0;0,0] + lambda(2)*[2,0;0,2;0,0] +lambda(3)*[0,0;0,0;0,0] + lambda(4)*[6*x(1),0;0,0;0,0] + lambda(5)*[0,0;0,2;0,0]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_nlc1.sce b/tests/general_tests/fmincon/fmincon_nlc1.sce new file mode 100644 index 0000000..65064d7 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_nlc1.sce @@ -0,0 +1,44 @@ + +//Mismatch in dimensions of starting point x0 and that of non-linear constraints + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Non-Linear Constraint function(9th Parameter) and x0(2nd Parameter) did not match +//at line 487 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_nlc1.sce + +function [c,ceq]=nlc(x) + //x(4) is out of dimension here when compared to x0 + c=[x(1)^2-1,x(4)^2+x(2)^2-1,x(4)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1 ),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon", cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_nlc2.sce b/tests/general_tests/fmincon/fmincon_nlc2.sce new file mode 100644 index 0000000..5a524fd --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_nlc2.sce @@ -0,0 +1,44 @@ + +//Checking if non-linear inequality constraints are specified in row vector format + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Definition of c in Non-Linear Constraint function(9th Parameter) should be in the form of Row Vector or Empty Vector +//at line 493 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_nlc2.sce + +function [c,ceq]=nlc(x) + //Expected a row vector or an empty vector for c, but found a column vector + c=[x(1)^2-1;x(1)^2+x(2)^2-1;x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1 ),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon", cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_nlc3.sce b/tests/general_tests/fmincon/fmincon_nlc3.sce new file mode 100644 index 0000000..d82bf84 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_nlc3.sce @@ -0,0 +1,44 @@ + +//Checking if non-linear equality constraints are specified in row vector format + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Definition of ceq in Non-Linear Constraint function(9th Parameter) should be in the form of Row Vector or Empty Vector +//at line 498 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_nlc3.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + //Expected a row vector or an empty vector for ceq, but found a column vector + ceq=[x(1)^3-0.5;x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1 ),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon", cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_nlc4.sce b/tests/general_tests/fmincon/fmincon_nlc4.sce new file mode 100644 index 0000000..7e7c180 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_nlc4.sce @@ -0,0 +1,40 @@ + +//If non-linear constraints is neither a function nor an empty matrix then flag an error + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Non Linear Constraint (9th Parameter) should be a function or an Empty Matrix +//at line 542 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 40 of exec file called by : +//exec fmincon_nlc4.sce + +nlc=[1,2,3,4]; + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1 ),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon", cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_options1.sce b/tests/general_tests/fmincon/fmincon_options1.sce new file mode 100644 index 0000000..e5fc008 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_options1.sce @@ -0,0 +1,44 @@ + +//Size of options is not even + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Size of Options (list) should be even +//at line 558 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 43 of exec file called by : +//exec fmincon_options1.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +//cGrad is missing in the options +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon"); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/general_tests/fmincon/fmincon_options2.sce b/tests/general_tests/fmincon/fmincon_options2.sce new file mode 100644 index 0000000..1097690 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_options2.sce @@ -0,0 +1,44 @@ + +//Typing error in arguments to options + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Unrecognized parameter name GradientObj. +//at line 596 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_options2.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(2)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +//Typing error: Expected "GradObj" instead of "GradientObj" +options=list("MaxIter", [1500], "CpuTime", [500], "GradientObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) diff --git a/tests/unit_tests/lsqnonlin.dia.ref b/tests/unit_tests/lsqnonlin.dia.ref new file mode 100644 index 0000000..916d9dc --- /dev/null +++ b/tests/unit_tests/lsqnonlin.dia.ref @@ -0,0 +1,83 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Harpreet Singh +// Organization: FOSSEE, IIT Bombay +// Email: harpreet.mertia@gmail.com +// +// 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 + +//A simple non-linear least square example taken from leastsq default present in scilab +function y=yth(t, x) +y = x(1)*exp(-x(2)*t) +endfunction +// we have the m measures (ti, yi): +m = 10; +tm = [0.25, 0.5, 0.75, 1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 2.5]'; +ym = [0.79, 0.59, 0.47, 0.36, 0.29, 0.23, 0.17, 0.15, 0.12, 0.08]'; +// measure weights (here all equal to 1...) +wm = ones(m,1); +// and we want to find the parameters x such that the model fits the given +// data in the least square sense: +// +// minimize f(x) = sum_i wm(i)^2 ( yth(tm(i),x) - ym(i) )^2 +// initial parameters guess +x0 = [1.5 ; 0.8]; +// in the first examples, we define the function fun and dfun +// in scilab language +function y=myfun(x, tm, ym, wm) +y = wm.*( yth(tm, x) - ym ) +endfunction +// the simplest call +[xopt,resnorm,residual,exitflag,output,lambda,gradient] = lsqnonlin(myfun,x0) + +assert_close ( xopt , [ 0.9940629 0.9904811 ]' , 0.0005 ); +assert_close ( residual , [-0.0139785 0.0158061 0.0029263 0.0091929 -0.0017872 -0.0050049 0.0056439 -0.0128825 -0.0129584 0.0035627]' , 0.0005 ); +assert_close ( resnorm , [ 0.0009450] , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/lsqnonlin.tst b/tests/unit_tests/lsqnonlin.tst new file mode 100644 index 0000000..916d9dc --- /dev/null +++ b/tests/unit_tests/lsqnonlin.tst @@ -0,0 +1,83 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Harpreet Singh +// Organization: FOSSEE, IIT Bombay +// Email: harpreet.mertia@gmail.com +// +// 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 + +//A simple non-linear least square example taken from leastsq default present in scilab +function y=yth(t, x) +y = x(1)*exp(-x(2)*t) +endfunction +// we have the m measures (ti, yi): +m = 10; +tm = [0.25, 0.5, 0.75, 1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 2.5]'; +ym = [0.79, 0.59, 0.47, 0.36, 0.29, 0.23, 0.17, 0.15, 0.12, 0.08]'; +// measure weights (here all equal to 1...) +wm = ones(m,1); +// and we want to find the parameters x such that the model fits the given +// data in the least square sense: +// +// minimize f(x) = sum_i wm(i)^2 ( yth(tm(i),x) - ym(i) )^2 +// initial parameters guess +x0 = [1.5 ; 0.8]; +// in the first examples, we define the function fun and dfun +// in scilab language +function y=myfun(x, tm, ym, wm) +y = wm.*( yth(tm, x) - ym ) +endfunction +// the simplest call +[xopt,resnorm,residual,exitflag,output,lambda,gradient] = lsqnonlin(myfun,x0) + +assert_close ( xopt , [ 0.9940629 0.9904811 ]' , 0.0005 ); +assert_close ( residual , [-0.0139785 0.0158061 0.0029263 0.0091929 -0.0017872 -0.0050049 0.0056439 -0.0128825 -0.0129584 0.0035627]' , 0.0005 ); +assert_close ( resnorm , [ 0.0009450] , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); |