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vsphere-influxdb-go/vendor/github.com/influxdata/influxdb/influxql/neldermead/neldermead_test.go
2017-10-25 20:52:40 +00:00

65 lines
1.3 KiB
Go

package neldermead_test
import (
"math"
"testing"
"github.com/influxdata/influxdb/influxql/neldermead"
)
func round(num float64, precision float64) float64 {
rnum := num * math.Pow(10, precision)
var tnum float64
if rnum < 0 {
tnum = math.Floor(rnum - 0.5)
} else {
tnum = math.Floor(rnum + 0.5)
}
rnum = tnum / math.Pow(10, precision)
return rnum
}
func almostEqual(a, b, e float64) bool {
return math.Abs(a-b) < e
}
func Test_Optimize(t *testing.T) {
constraints := func(x []float64) {
for i := range x {
x[i] = round(x[i], 5)
}
}
// 100*(b-a^2)^2 + (1-a)^2
//
// Obvious global minimum at (a,b) = (1,1)
//
// Useful visualization:
// https://www.wolframalpha.com/input/?i=minimize(100*(b-a%5E2)%5E2+%2B+(1-a)%5E2)
f := func(x []float64) float64 {
constraints(x)
// a = x[0]
// b = x[1]
return 100*(x[1]-x[0]*x[0])*(x[1]-x[0]*x[0]) + (1.0-x[0])*(1.0-x[0])
}
start := []float64{-1.2, 1.0}
opt := neldermead.New()
epsilon := 1e-5
min, parameters := opt.Optimize(f, start, epsilon, 1)
if !almostEqual(min, 0, epsilon) {
t.Errorf("unexpected min: got %f exp 0", min)
}
if !almostEqual(parameters[0], 1, 1e-2) {
t.Errorf("unexpected parameters[0]: got %f exp 1", parameters[0])
}
if !almostEqual(parameters[1], 1, 1e-2) {
t.Errorf("unexpected parameters[1]: got %f exp 1", parameters[1])
}
}