diff options
Diffstat (limited to 'tests/unit_tests')
-rw-r--r-- | tests/unit_tests/fgoalattain.dia.ref | 74 | ||||
-rw-r--r-- | tests/unit_tests/fgoalattain.tst | 74 | ||||
-rw-r--r-- | tests/unit_tests/fminbnd.dia.ref | 71 | ||||
-rw-r--r-- | tests/unit_tests/fminbnd.tst | 71 | ||||
-rw-r--r-- | tests/unit_tests/fmincon.dia.ref | 98 | ||||
-rw-r--r-- | tests/unit_tests/fmincon.tst | 98 | ||||
-rw-r--r-- | tests/unit_tests/fminimax.dia.ref | 105 | ||||
-rw-r--r-- | tests/unit_tests/fminimax.tst | 105 | ||||
-rw-r--r-- | tests/unit_tests/fminunc.dia.ref | 79 | ||||
-rw-r--r-- | tests/unit_tests/fminunc.tst | 79 | ||||
-rw-r--r-- | tests/unit_tests/linprog.dia.ref | 68 | ||||
-rw-r--r-- | tests/unit_tests/linprog.tst | 68 | ||||
-rw-r--r-- | tests/unit_tests/qpipopt_base.dia.ref | 4 | ||||
-rw-r--r-- | tests/unit_tests/qpipopt_base.tst | 4 | ||||
-rw-r--r-- | tests/unit_tests/qpipoptmat_base.dia.ref | 2 | ||||
-rw-r--r-- | tests/unit_tests/qpipoptmat_base.tst | 2 |
16 files changed, 996 insertions, 6 deletions
diff --git a/tests/unit_tests/fgoalattain.dia.ref b/tests/unit_tests/fgoalattain.dia.ref new file mode 100644 index 0000000..3587dd3 --- /dev/null +++ b/tests/unit_tests/fgoalattain.dia.ref @@ -0,0 +1,74 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Prajwala TM,Sheetal Shalini +// 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 + + +function f1 = fun(x) +f1(1)=2*x(1)*x(1)+x(2)*x(2)-48*x(1)-40*x(2)+304 +f1(2)=-x(1)*x(1)-3*x(2)*x(2) +f1(3)=x(1)+3*x(2)-18 +f1(4)=-x(1)-x(2) +f1(5)=x(1)+x(2)-8 +endfunction +x0=[-1,1]; +goal=[-5,-3,-2,-1,-4]; +weight=abs(goal) +//xopt = [-0.0000011 -63.999998 -2.0000002 -8 3.485D-08] +//fval = [4 3.99] +//Run fgoalattain +[xopt,fval,attainfactor,exitflag,output,lambda]=fgoalattain(fun,x0,goal,weight) + +assert_close ( xopt , [ 4 4 ]' , 0.0005 ); +assert_close ( fval , [ -0.0000011 -63.999998 -2.0000002 -8. 0 ]' , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/fgoalattain.tst b/tests/unit_tests/fgoalattain.tst new file mode 100644 index 0000000..3587dd3 --- /dev/null +++ b/tests/unit_tests/fgoalattain.tst @@ -0,0 +1,74 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Prajwala TM,Sheetal Shalini +// 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 + + +function f1 = fun(x) +f1(1)=2*x(1)*x(1)+x(2)*x(2)-48*x(1)-40*x(2)+304 +f1(2)=-x(1)*x(1)-3*x(2)*x(2) +f1(3)=x(1)+3*x(2)-18 +f1(4)=-x(1)-x(2) +f1(5)=x(1)+x(2)-8 +endfunction +x0=[-1,1]; +goal=[-5,-3,-2,-1,-4]; +weight=abs(goal) +//xopt = [-0.0000011 -63.999998 -2.0000002 -8 3.485D-08] +//fval = [4 3.99] +//Run fgoalattain +[xopt,fval,attainfactor,exitflag,output,lambda]=fgoalattain(fun,x0,goal,weight) + +assert_close ( xopt , [ 4 4 ]' , 0.0005 ); +assert_close ( fval , [ -0.0000011 -63.999998 -2.0000002 -8. 0 ]' , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/fminbnd.dia.ref b/tests/unit_tests/fminbnd.dia.ref new file mode 100644 index 0000000..bed9eae --- /dev/null +++ b/tests/unit_tests/fminbnd.dia.ref @@ -0,0 +1,71 @@ +// 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 such that it minimizes: +//f(x)= 1/x^2 +//0 <= x <= 1000 +//Objective function to be minimised +function y=f(x) +y=1/x^2 +endfunction +//Variable bounds +x1 = [0]; +x2 = [1000]; +//Calling Ipopt +[xopt,fval,exitflag,output,lambda] =fminbnd(f, x1, x2) + +assert_close ( xopt , [ 32.27955 ]' , 0.0005 ); +assert_close ( fval , [ 0.0009597 ]' , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/fminbnd.tst b/tests/unit_tests/fminbnd.tst new file mode 100644 index 0000000..bed9eae --- /dev/null +++ b/tests/unit_tests/fminbnd.tst @@ -0,0 +1,71 @@ +// 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 such that it minimizes: +//f(x)= 1/x^2 +//0 <= x <= 1000 +//Objective function to be minimised +function y=f(x) +y=1/x^2 +endfunction +//Variable bounds +x1 = [0]; +x2 = [1000]; +//Calling Ipopt +[xopt,fval,exitflag,output,lambda] =fminbnd(f, x1, x2) + +assert_close ( xopt , [ 32.27955 ]' , 0.0005 ); +assert_close ( fval , [ 0.0009597 ]' , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/fmincon.dia.ref b/tests/unit_tests/fmincon.dia.ref new file mode 100644 index 0000000..26d29ea --- /dev/null +++ b/tests/unit_tests/fmincon.dia.ref @@ -0,0 +1,98 @@ +// 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"); diff --git a/tests/unit_tests/fmincon.tst b/tests/unit_tests/fmincon.tst new file mode 100644 index 0000000..26d29ea --- /dev/null +++ b/tests/unit_tests/fmincon.tst @@ -0,0 +1,98 @@ +// 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"); diff --git a/tests/unit_tests/fminimax.dia.ref b/tests/unit_tests/fminimax.dia.ref new file mode 100644 index 0000000..e887a38 --- /dev/null +++ b/tests/unit_tests/fminimax.dia.ref @@ -0,0 +1,105 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Animesh Baranawal +// 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 + +// A case where we provide the gradient of the objective +// functions and the Jacobian matrix of the constraints. +// The objective function and its gradient +function f = myfun(x) +f(1)= 2*x(1)^2 + x(2)^2 - 48*x(1) - 40*x(2) + 304; +f(2)= -x(1)^2 - 3*x(2)^2; +f(3)= x(1) + 3*x(2) -18; +f(4)= -x(1) - x(2); +f(5)= x(1) + x(2) - 8; +endfunction +// Defining gradient of myfun +function G = myfungrad(x) +G = [ 4*x(1) - 48, -2*x(1), 1, -1, 1; +2*x(2) - 40, -6*x(2), 3, -1, 1; ]' +endfunction +// The nonlinear constraints and the Jacobian +// matrix of the constraints +function [c,ceq] = confun(x) +// Inequality constraints +c = [1.5 + x(1)*x(2) - x(1) - x(2), -x(1)*x(2) - 10] +// No nonlinear equality constraints +ceq=[] +endfunction +// Defining gradient of confungrad +function [DC,DCeq] = cgrad(x) +// DC(:,i) = gradient of the i-th constraint +// DC = [ +// Dc1/Dx1 Dc1/Dx2 +// Dc2/Dx1 Dc2/Dx2 +// ] +DC= [ +x(2)-1, -x(2) +x(1)-1, -x(1) +]' +DCeq = []' +endfunction +// Test with both gradient of objective and gradient of constraints +minimaxOptions = list("GradObj",myfungrad,"GradCon",cgrad); +// The initial guess +x0 = [0,10]; +// The expected solution : only 4 digits are guaranteed +//xopt = [0.92791 7.93551] +//fopt = [6.73443 -189.778 6.73443 -8.86342 0.86342] +maxfopt = 6.73443 +// Run fminimax +[xopt,fopt,maxfval,exitflag,output] = fminimax(myfun,x0,[],[],[],[],[],[], confun, minimaxOptions) + +assert_close ( xopt , [ 8.6737161 0.9348425 ]' , 0.0005 ); +assert_close ( fopt , [ 1.6085585 -77.855143 -6.5217563 -9.6085587 1.6085587 ]' , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/fminimax.tst b/tests/unit_tests/fminimax.tst new file mode 100644 index 0000000..e887a38 --- /dev/null +++ b/tests/unit_tests/fminimax.tst @@ -0,0 +1,105 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Animesh Baranawal +// 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 + +// A case where we provide the gradient of the objective +// functions and the Jacobian matrix of the constraints. +// The objective function and its gradient +function f = myfun(x) +f(1)= 2*x(1)^2 + x(2)^2 - 48*x(1) - 40*x(2) + 304; +f(2)= -x(1)^2 - 3*x(2)^2; +f(3)= x(1) + 3*x(2) -18; +f(4)= -x(1) - x(2); +f(5)= x(1) + x(2) - 8; +endfunction +// Defining gradient of myfun +function G = myfungrad(x) +G = [ 4*x(1) - 48, -2*x(1), 1, -1, 1; +2*x(2) - 40, -6*x(2), 3, -1, 1; ]' +endfunction +// The nonlinear constraints and the Jacobian +// matrix of the constraints +function [c,ceq] = confun(x) +// Inequality constraints +c = [1.5 + x(1)*x(2) - x(1) - x(2), -x(1)*x(2) - 10] +// No nonlinear equality constraints +ceq=[] +endfunction +// Defining gradient of confungrad +function [DC,DCeq] = cgrad(x) +// DC(:,i) = gradient of the i-th constraint +// DC = [ +// Dc1/Dx1 Dc1/Dx2 +// Dc2/Dx1 Dc2/Dx2 +// ] +DC= [ +x(2)-1, -x(2) +x(1)-1, -x(1) +]' +DCeq = []' +endfunction +// Test with both gradient of objective and gradient of constraints +minimaxOptions = list("GradObj",myfungrad,"GradCon",cgrad); +// The initial guess +x0 = [0,10]; +// The expected solution : only 4 digits are guaranteed +//xopt = [0.92791 7.93551] +//fopt = [6.73443 -189.778 6.73443 -8.86342 0.86342] +maxfopt = 6.73443 +// Run fminimax +[xopt,fopt,maxfval,exitflag,output] = fminimax(myfun,x0,[],[],[],[],[],[], confun, minimaxOptions) + +assert_close ( xopt , [ 8.6737161 0.9348425 ]' , 0.0005 ); +assert_close ( fopt , [ 1.6085585 -77.855143 -6.5217563 -9.6085587 1.6085587 ]' , 0.0005 ); +assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/fminunc.dia.ref b/tests/unit_tests/fminunc.dia.ref new file mode 100644 index 0000000..d8cc387 --- /dev/null +++ b/tests/unit_tests/fminunc.dia.ref @@ -0,0 +1,79 @@ +// 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"); diff --git a/tests/unit_tests/fminunc.tst b/tests/unit_tests/fminunc.tst new file mode 100644 index 0000000..d8cc387 --- /dev/null +++ b/tests/unit_tests/fminunc.tst @@ -0,0 +1,79 @@ +// 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"); diff --git a/tests/unit_tests/linprog.dia.ref b/tests/unit_tests/linprog.dia.ref new file mode 100644 index 0000000..5c3d629 --- /dev/null +++ b/tests/unit_tests/linprog.dia.ref @@ -0,0 +1,68 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Guru Pradeep Reddy, Bhanu Priya Sayal +// 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 + +//Linear program with all constraint types +c=[-1,-1/3]' +A=[1,1;1,1/4;1,-1;-1/4,-1;-1,-1;-1,1] +b=[2,1,2,1,-1,2] +Aeq=[1,1/4] +beq=[1/2] +lb=[-1,-0.5] +ub=[1.5,1.25] +[xopt,fopt,exitflag,output,lambda]=linprog(c, A, b, Aeq, beq, lb, ub) + +assert_close ( xopt , [ 0.1875 1.25 ]' , 0.0005 ); +assert_close ( fopt , [ -0.6041667 ]' , 0.0005 ); +assert_checkequal( exitflag , 0 ); +printf("Test Successful"); diff --git a/tests/unit_tests/linprog.tst b/tests/unit_tests/linprog.tst new file mode 100644 index 0000000..5c3d629 --- /dev/null +++ b/tests/unit_tests/linprog.tst @@ -0,0 +1,68 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Guru Pradeep Reddy, Bhanu Priya Sayal +// 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 + +//Linear program with all constraint types +c=[-1,-1/3]' +A=[1,1;1,1/4;1,-1;-1/4,-1;-1,-1;-1,1] +b=[2,1,2,1,-1,2] +Aeq=[1,1/4] +beq=[1/2] +lb=[-1,-0.5] +ub=[1.5,1.25] +[xopt,fopt,exitflag,output,lambda]=linprog(c, A, b, Aeq, beq, lb, ub) + +assert_close ( xopt , [ 0.1875 1.25 ]' , 0.0005 ); +assert_close ( fopt , [ -0.6041667 ]' , 0.0005 ); +assert_checkequal( exitflag , 0 ); +printf("Test Successful"); diff --git a/tests/unit_tests/qpipopt_base.dia.ref b/tests/unit_tests/qpipopt_base.dia.ref index 25b440f..d85ed3e 100644 --- a/tests/unit_tests/qpipopt_base.dia.ref +++ b/tests/unit_tests/qpipopt_base.dia.ref @@ -68,9 +68,9 @@ nbVar = 6; nbCon = 5; x0 = repmat(0,nbVar,1); param = list("MaxIter", 300, "CpuTime", 100); -[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param) +[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param) -assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); +assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 -4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); assert_close ( fopt , [ -14.843248] , 1.e-7 ); assert_checkequal( exitflag , int32(0) ); printf("Test Successful"); diff --git a/tests/unit_tests/qpipopt_base.tst b/tests/unit_tests/qpipopt_base.tst index 25b440f..d85ed3e 100644 --- a/tests/unit_tests/qpipopt_base.tst +++ b/tests/unit_tests/qpipopt_base.tst @@ -68,9 +68,9 @@ nbVar = 6; nbCon = 5; x0 = repmat(0,nbVar,1); param = list("MaxIter", 300, "CpuTime", 100); -[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param) +[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param) -assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); +assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 -4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); assert_close ( fopt , [ -14.843248] , 1.e-7 ); assert_checkequal( exitflag , int32(0) ); printf("Test Successful"); diff --git a/tests/unit_tests/qpipoptmat_base.dia.ref b/tests/unit_tests/qpipoptmat_base.dia.ref index fbebe58..fdc2293 100644 --- a/tests/unit_tests/qpipoptmat_base.dia.ref +++ b/tests/unit_tests/qpipoptmat_base.dia.ref @@ -67,7 +67,7 @@ param = list("MaxIter", 300, "CpuTime",100); f=[1; 2; 3; 4; 5; 6]; H=eye(6,6); [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param); -assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); +assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 -4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); assert_close ( fopt , [ -14.843248] , 1.e-7 ); assert_checkequal( exitflag , int32(0) ); printf("Test Successful"); diff --git a/tests/unit_tests/qpipoptmat_base.tst b/tests/unit_tests/qpipoptmat_base.tst index fbebe58..fdc2293 100644 --- a/tests/unit_tests/qpipoptmat_base.tst +++ b/tests/unit_tests/qpipoptmat_base.tst @@ -67,7 +67,7 @@ param = list("MaxIter", 300, "CpuTime",100); f=[1; 2; 3; 4; 5; 6]; H=eye(6,6); [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param); -assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 - 4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); +assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 -4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); assert_close ( fopt , [ -14.843248] , 1.e-7 ); assert_checkequal( exitflag , int32(0) ); printf("Test Successful"); |