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