// Copyright (C) 2008 Davis E. King (davis@dlib.net) // License: Boost Software License See LICENSE.txt for the full license. #include <dlib/optimization.h> #include <sstream> #include <string> #include <cstdlib> #include <ctime> #include <vector> #include "../stl_checked.h" #include "../array.h" #include "../rand.h" #include "tester.h" namespace { using namespace test; using namespace dlib; using namespace std; logger dlog("test.optimization"); // ---------------------------------------------------------------------------------------- bool approx_equal ( double a, double b ) { return std::abs(a - b) < 100*std::numeric_limits<double>::epsilon(); } // ---------------------------------------------------------------------------------------- long total_count = 0; template <typename T> double apq ( const T& x) { DLIB_ASSERT(x.nr() > 1 && x.nc() == 1,""); COMPILE_TIME_ASSERT(is_matrix<T>::value); double temp = 0; for (long r = 0; r < x.nr(); ++r) { temp += (r+1)*x(r)*x(r); } ++total_count; return temp + 1/100.0*(x(0) + x(x.nr()-1))*(x(0) + x(x.nr()-1)); } template <typename T> T der_apq ( const T& x) { DLIB_ASSERT(x.nr() > 1 && x.nc() == 1,""); COMPILE_TIME_ASSERT(is_matrix<T>::value); T temp(x.nr()); for (long r = 0; r < x.nr(); ++r) { temp(r) = 2*(r+1)*x(r) ; } temp(0) += 1/50.0*(x(0) + x(x.nr()-1)); temp(x.nr()-1) += 1/50.0*(x(0) + x(x.nr()-1)); ++total_count; return temp; } // ---------------------------------------------------------------------------------------- // Rosenbrock's function. minimum at (1,1) double rosen ( const matrix<double,2,1>& x) { ++total_count; return 100*pow(x(1) - x(0)*x(0),2) + pow(1 - x(0),2); } matrix<double,2,1> der_rosen ( const matrix<double,2,1>& x) { ++total_count; matrix<double,2,1> res; res(0) = -400*x(0)*(x(1)-x(0)*x(0)) - 2*(1-x(0)); res(1) = 200*(x(1)-x(0)*x(0)); return res; } // ---------------------------------------------------------------------------------------- // negative of Rosenbrock's function. minimum at (1,1) double neg_rosen ( const matrix<double,2,1>& x) { ++total_count; return -(100*pow(x(1) - x(0)*x(0),2) + pow(1 - x(0),2)); } matrix<double,2,1> der_neg_rosen ( const matrix<double,2,1>& x) { ++total_count; matrix<double,2,1> res; res(0) = -400*x(0)*(x(1)-x(0)*x(0)) - 2*(1-x(0)); res(1) = 200*(x(1)-x(0)*x(0)); return -res; } // ---------------------------------------------------------------------------------------- double simple ( const matrix<double,2,1>& x) { ++total_count; return 10*x(0)*x(0) + x(1)*x(1); } matrix<double,2,1> der_simple ( const matrix<double,2,1>& x) { ++total_count; matrix<double,2,1> res; res(0) = 20*x(0); res(1) = 2*x(1); return res; } // ---------------------------------------------------------------------------------------- double powell ( const matrix<double,4,1>& x) { ++total_count; return pow(x(0) + 10*x(1),2) + pow(std::sqrt(5.0)*(x(2) - x(3)),2) + pow((x(1) - 2*x(2))*(x(1) - 2*x(2)),2) + pow(std::sqrt(10.0)*(x(0) - x(3))*(x(0) - x(3)),2); } // ---------------------------------------------------------------------------------------- // a simple function with a minimum at zero double single_variable_function ( double x) { ++total_count; return 3*x*x + 5; } // ---------------------------------------------------------------------------------------- // ---------------------------------------------------------------------------------------- // ---------------------------------------------------------------------------------------- void test_apq ( const matrix<double,0,1> p ) { typedef matrix<double,0,1> T; const double eps = 1e-12; const double minf = -10; matrix<double,0,1> x(p.nr()), opt(p.nr()); set_all_elements(opt, 0); double val = 0; if (p.size() < 20) dlog << LINFO << "testing with apq and the start point: " << trans(p); else dlog << LINFO << "testing with apq and a big vector with " << p.size() << " components."; // don't use bfgs on really large vectors if (p.size() < 20) { total_count = 0; x = p; val = find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), wrap_function(apq<T>), wrap_function(der_apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() bgfs: got apq in " << total_count; total_count = 0; x = p; find_min(bfgs_search_strategy(), gradient_norm_stop_strategy(), wrap_function(apq<T>), wrap_function(der_apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); dlog << LINFO << "find_min() bgfs(gn): got apq in " << total_count; } if (p.size() < 100) { total_count = 0; x = p; val=find_min_bobyqa(wrap_function(apq<T>), x, 2*x.size()+1, uniform_matrix<double>(x.size(),1,-1e100), uniform_matrix<double>(x.size(),1,1e100), (max(abs(x))+1)/10, 1e-6, 10000); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min_bobyqa(): got apq in " << total_count; } total_count = 0; x = p; val=find_min(lbfgs_search_strategy(10), objective_delta_stop_strategy(eps), wrap_function(apq<T>), wrap_function(der_apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() lbgfs-10: got apq in " << total_count; total_count = 0; x = p; val=find_min(lbfgs_search_strategy(1), objective_delta_stop_strategy(eps), wrap_function(apq<T>), wrap_function(der_apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() lbgfs-1: got apq in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), wrap_function(apq<T>), wrap_function(der_apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() cg: got apq in " << total_count; // don't do approximate derivative tests if the input point is really long if (p.size() < 20) { total_count = 0; x = p; val=find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), wrap_function(apq<T>), derivative(wrap_function(apq<T>)), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() bfgs: got apq/noder in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), wrap_function(apq<T>), derivative(wrap_function(apq<T>)), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() cg: got apq/noder in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(bfgs_search_strategy(), objective_delta_stop_strategy(eps), wrap_function(apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() bfgs: got apq/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(lbfgs_search_strategy(10), objective_delta_stop_strategy(eps), wrap_function(apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); dlog << LINFO << "find_min() lbfgs-10: got apq/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(cg_search_strategy(), objective_delta_stop_strategy(eps), wrap_function(apq<T>), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , apq(x))); dlog << LINFO << "find_min() cg: got apq/noder2 in " << total_count; } } void test_powell ( const matrix<double,4,1> p ) { const double eps = 1e-15; const double minf = -1; matrix<double,4,1> x, opt; opt(0) = 0; opt(1) = 0; opt(2) = 0; opt(3) = 0; double val = 0; dlog << LINFO << "testing with powell and the start point: " << trans(p); /* total_count = 0; x = p; val=find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &powell, derivative(&powell,1e-8), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-2),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min() bfgs: got powell/noder in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), &powell, derivative(&powell,1e-9), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-2),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min() cg: got powell/noder in " << total_count; */ total_count = 0; x = p; val=find_min_using_approximate_derivatives(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &powell, x, minf, 1e-10); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-1),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min() bfgs: got powell/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(lbfgs_search_strategy(4), objective_delta_stop_strategy(eps), &powell, x, minf, 1e-10); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-1),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min() lbfgs-4: got powell/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(lbfgs_search_strategy(4), gradient_norm_stop_strategy(), &powell, x, minf, 1e-10); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-1),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min() lbfgs-4(gn): got powell/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(cg_search_strategy(), objective_delta_stop_strategy(eps), &powell, x, minf, 1e-10); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-1),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min() cg: got powell/noder2 in " << total_count; total_count = 0; x = p; val=find_min_bobyqa(&powell, x, 2*x.size()+1, uniform_matrix<double>(x.size(),1,-1e100), uniform_matrix<double>(x.size(),1,1e100), (max(abs(x))+1)/10, 1e-7, 10000); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-3),opt-x); DLIB_TEST(approx_equal(val , powell(x))); dlog << LINFO << "find_min_bobyqa(): got powell in " << total_count; } void test_simple ( const matrix<double,2,1> p ) { const double eps = 1e-12; const double minf = -10000; matrix<double,2,1> x, opt; opt(0) = 0; opt(1) = 0; double val = 0; dlog << LINFO << "testing with simple and the start point: " << trans(p); total_count = 0; x = p; val=find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &simple, &der_simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() bfgs: got simple in " << total_count; total_count = 0; x = p; val=find_min(bfgs_search_strategy(), gradient_norm_stop_strategy(), &simple, &der_simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() bfgs(gn): got simple in " << total_count; total_count = 0; x = p; val=find_min(lbfgs_search_strategy(3), objective_delta_stop_strategy(eps), &simple, &der_simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() lbfgs-3: got simple in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), &simple, &der_simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() cg: got simple in " << total_count; total_count = 0; x = p; val=find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &simple, derivative(&simple), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() bfgs: got simple/noder in " << total_count; total_count = 0; x = p; val=find_min(lbfgs_search_strategy(8), objective_delta_stop_strategy(eps), &simple, derivative(&simple), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() lbfgs-8: got simple/noder in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), &simple, derivative(&simple), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() cg: got simple/noder in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() bfgs: got simple/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(lbfgs_search_strategy(6), objective_delta_stop_strategy(eps), &simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() lbfgs-6: got simple/noder2 in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(cg_search_strategy(), objective_delta_stop_strategy(eps), &simple, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min() cg: got simple/noder2 in " << total_count; total_count = 0; x = p; val=find_min_bobyqa(&simple, x, 2*x.size()+1, uniform_matrix<double>(x.size(),1,-1e100), uniform_matrix<double>(x.size(),1,1e100), (max(abs(x))+1)/10, 1e-6, 10000); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , simple(x))); dlog << LINFO << "find_min_bobyqa(): got simple in " << total_count; } void test_rosen ( const matrix<double,2,1> p ) { const double eps = 1e-15; const double minf = -10; matrix<double,2,1> x, opt; opt(0) = 1; opt(1) = 1; double val = 0; dlog << LINFO << "testing with rosen and the start point: " << trans(p); total_count = 0; x = p; val=find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &rosen, &der_rosen, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() bfgs: got rosen in " << total_count; total_count = 0; x = p; val=find_min(bfgs_search_strategy(), gradient_norm_stop_strategy(), &rosen, &der_rosen, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() bfgs(gn): got rosen in " << total_count; total_count = 0; x = p; val=find_min(lbfgs_search_strategy(20), objective_delta_stop_strategy(eps), &rosen, &der_rosen, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() lbfgs-20: got rosen in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), &rosen, &der_rosen, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() cg: got rosen in " << total_count; total_count = 0; x = p; val=find_min(bfgs_search_strategy(), objective_delta_stop_strategy(eps), &rosen, derivative(&rosen,1e-5), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-4),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() bfgs: got rosen/noder in " << total_count; total_count = 0; x = p; val=find_min(lbfgs_search_strategy(5), objective_delta_stop_strategy(eps), &rosen, derivative(&rosen,1e-5), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-4),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() lbfgs-5: got rosen/noder in " << total_count; total_count = 0; x = p; val=find_min(cg_search_strategy(), objective_delta_stop_strategy(eps), &rosen, derivative(&rosen,1e-5), x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-4),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() cg: got rosen/noder in " << total_count; total_count = 0; x = p; val=find_min_using_approximate_derivatives(cg_search_strategy(), objective_delta_stop_strategy(eps), &rosen, x, minf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-4),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min() cg: got rosen/noder2 in " << total_count; if (max(abs(p)) < 1000) { total_count = 0; x = p; val=find_min_bobyqa(&rosen, x, 2*x.size()+1, uniform_matrix<double>(x.size(),1,-1e100), uniform_matrix<double>(x.size(),1,1e100), (max(abs(x))+1)/10, 1e-6, 10000); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , rosen(x))); dlog << LINFO << "find_min_bobyqa(): got rosen in " << total_count; } } void test_neg_rosen ( const matrix<double,2,1> p ) { const double eps = 1e-15; const double maxf = 10; matrix<double,2,1> x, opt; opt(0) = 1; opt(1) = 1; double val = 0; dlog << LINFO << "testing with neg_rosen and the start point: " << trans(p); total_count = 0; x = p; val=find_max( bfgs_search_strategy(), objective_delta_stop_strategy(eps), &neg_rosen, &der_neg_rosen, x, maxf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , neg_rosen(x))); dlog << LINFO << "find_max() bfgs: got neg_rosen in " << total_count; total_count = 0; x = p; val=find_max( lbfgs_search_strategy(5), objective_delta_stop_strategy(eps), &neg_rosen, &der_neg_rosen, x, maxf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , neg_rosen(x))); dlog << LINFO << "find_max() lbfgs-5: got neg_rosen in " << total_count; total_count = 0; x = p; val=find_max( lbfgs_search_strategy(5), objective_delta_stop_strategy(eps), &neg_rosen, derivative(&neg_rosen), x, maxf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , neg_rosen(x))); dlog << LINFO << "find_max() lbfgs-5: got neg_rosen/noder in " << total_count; total_count = 0; x = p; val=find_max_using_approximate_derivatives( cg_search_strategy(), objective_delta_stop_strategy(eps), &neg_rosen, x, maxf); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-7),opt-x); DLIB_TEST(approx_equal(val , neg_rosen(x))); dlog << LINFO << "find_max() cg: got neg_rosen/noder2 in " << total_count; total_count = 0; x = p; val=find_max_bobyqa(&neg_rosen, x, 2*x.size()+1, uniform_matrix<double>(x.size(),1,-1e100), uniform_matrix<double>(x.size(),1,1e100), (max(abs(x))+1)/10, 1e-6, 10000); DLIB_TEST_MSG(dlib::equal(x,opt, 1e-5),opt-x); DLIB_TEST(approx_equal(val , neg_rosen(x))); dlog << LINFO << "find_max_bobyqa(): got neg_rosen in " << total_count; } // ---------------------------------------------------------------------------------------- void test_single_variable_function ( const double p ) { const double eps = 1e-7; dlog << LINFO << "testing with single_variable_function and the start point: " << p; double out, x; total_count = 0; x = p; out = find_min_single_variable(&single_variable_function, x, -1e100, 1e100, eps, 1000); DLIB_TEST_MSG(std::abs(out-5) < 1e-6, out-5); DLIB_TEST_MSG(std::abs(x) < 1e-6, x); dlog << LINFO << "find_min_single_variable(): got single_variable_function in " << total_count; total_count = 0; x = p; out = -find_max_single_variable(negate_function(&single_variable_function), x, -1e100, 1e100, eps, 1000); DLIB_TEST_MSG(std::abs(out-5) < 1e-6, out-5); DLIB_TEST_MSG(std::abs(x) < 1e-6, x); dlog << LINFO << "find_max_single_variable(): got single_variable_function in " << total_count; if (p > 0) { total_count = 0; x = p; out = find_min_single_variable(&single_variable_function, x, -1e-4, 1e100, eps, 1000); DLIB_TEST_MSG(std::abs(out-5) < 1e-6, out-5); DLIB_TEST_MSG(std::abs(x) < 1e-6, x); dlog << LINFO << "find_min_single_variable(): got single_variable_function in " << total_count; if (p > 3) { total_count = 0; x = p; out = -find_max_single_variable(negate_function(&single_variable_function), x, 3, 1e100, eps, 1000); DLIB_TEST_MSG(std::abs(out - (3*3*3+5)) < 1e-6, out-(3*3*3+5)); DLIB_TEST_MSG(std::abs(x-3) < 1e-6, x); dlog << LINFO << "find_max_single_variable(): got single_variable_function in " << total_count; } } if (p < 0) { total_count = 0; x = p; out = find_min_single_variable(&single_variable_function, x, -1e100, 1e-4, eps, 1000); DLIB_TEST_MSG(std::abs(out-5) < 1e-6, out-5); DLIB_TEST_MSG(std::abs(x) < 1e-6, x); dlog << LINFO << "find_min_single_variable(): got single_variable_function in " << total_count; if (p < -3) { total_count = 0; x = p; out = find_min_single_variable(&single_variable_function, x, -1e100, -3, eps, 1000); DLIB_TEST_MSG(std::abs(out - (3*3*3+5)) < 1e-6, out-(3*3*3+5)); DLIB_TEST_MSG(std::abs(x+3) < 1e-6, x); dlog << LINFO << "find_min_single_variable(): got single_variable_function in " << total_count; } } } // ---------------------------------------------------------------------------------------- void optimization_test ( ) /*! ensures - runs tests on the optimization stuff compliance with the specs !*/ { matrix<double,0,1> p; print_spinner(); p.set_size(2); // test with single_variable_function test_single_variable_function(0); test_single_variable_function(1); test_single_variable_function(-10); test_single_variable_function(-100); test_single_variable_function(900.53); // test with the rosen function p(0) = 9; p(1) = -4.9; test_rosen(p); test_neg_rosen(p); p(0) = 0; p(1) = 0; test_rosen(p); p(0) = 5323; p(1) = 98248; test_rosen(p); // test with the simple function p(0) = 1; p(1) = 1; test_simple(p); p(0) = 0.5; p(1) = -9; test_simple(p); p(0) = 645; p(1) = 839485; test_simple(p); print_spinner(); // test with the apq function p.set_size(5); p(0) = 1; p(1) = 1; p(2) = 1; p(3) = 1; p(4) = 1; test_apq(p); p(0) = 1; p(1) = 2; p(2) = 3; p(3) = 4; p(4) = 5; test_apq(p); p(0) = 1; p(1) = 2; p(2) = -3; p(3) = 4; p(4) = 5; test_apq(p); print_spinner(); p(0) = 1; p(1) = 2324; p(2) = -3; p(3) = 4; p(4) = 534534; test_apq(p); p.set_size(10); p(0) = 1; p(1) = 2; p(2) = -3; p(3) = 4; p(4) = 5; p(5) = 1; p(6) = 2; p(7) = -3; p(8) = 4; p(9) = 5; test_apq(p); // test apq with a big vector p.set_size(500); dlib::rand rnd; for (long i = 0; i < p.size(); ++i) { p(i) = rnd.get_random_double()*20 - 10; } test_apq(p); print_spinner(); // test with the powell function p.set_size(4); p(0) = 3; p(1) = -1; p(2) = 0; p(3) = 1; test_powell(p); { matrix<double,2,1> m; m(0) = -0.43; m(1) = 0.919; DLIB_TEST(dlib::equal(der_rosen(m) , derivative(&rosen)(m),1e-5)); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(0) - make_line_search_function(derivative(&rosen),m,m)(0)) < 1e-5,""); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(1) - make_line_search_function(derivative(&rosen),m,m)(1)) < 1e-5,""); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(0) - make_line_search_function(&der_rosen,m,m)(0)) < 1e-5,""); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(1) - make_line_search_function(&der_rosen,m,m)(1)) < 1e-5,""); } { matrix<double,2,1> m; m(0) = 1; m(1) = 2; DLIB_TEST(dlib::equal(der_rosen(m) , derivative(&rosen)(m),1e-5)); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(0) - make_line_search_function(derivative(&rosen),m,m)(0)) < 1e-5,""); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(1) - make_line_search_function(derivative(&rosen),m,m)(1)) < 1e-5,""); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(0) - make_line_search_function(&der_rosen,m,m)(0)) < 1e-5,""); DLIB_TEST_MSG(std::abs(derivative(make_line_search_function(&rosen,m,m))(1) - make_line_search_function(&der_rosen,m,m)(1)) < 1e-5,""); } { matrix<double,2,1> m; m = 1,2; DLIB_TEST(std::abs(neg_rosen(m) - negate_function(&rosen)(m) ) < 1e-16); } } class optimization_tester : public tester { public: optimization_tester ( ) : tester ("test_optimization", "Runs tests on the optimization component.") {} void perform_test ( ) { optimization_test(); } } a; }