Ejemplo n.º 1
0
def test_conjugate_l1norm():
    '''
    this test verifies that numerically computing the conjugate
    is essentially the same as using the smooth_conjugate
    of the atom
    '''

    q = rr.identity_quadratic(1.2,0,0,0)
    l1 = rr.l1norm(4, lagrange=0.3)
    pen2 = copy(l1)
    pen2.set_quadratic(q)

    v1 = rr.smooth_conjugate(l1, q)
    v2 = rr.conjugate(l1, q, tol=1.e-12, min_its=100)
    v3 = rr.conjugate(pen2, None, tol=1.e-12, min_its=100)
    w = np.random.standard_normal(4)

    u11, u12 = v1.smooth_objective(w)
    u21, u22 = v2.smooth_objective(w)
    u31, u32 = v3.smooth_objective(w)
    np.testing.assert_approx_equal(u11, u21)
    np.testing.assert_allclose(u12, u22, rtol=1.0e-05)
    np.testing.assert_approx_equal(u11, u31)
    np.testing.assert_allclose(u12, u32, rtol=1.0e-05)

    v2.smooth_objective(w, mode='func')
    v2.smooth_objective(w, mode='grad')
    nt.assert_raises(ValueError, v2.smooth_objective, w, 'blah')
Ejemplo n.º 2
0
def test_conjugate_l1norm():
    '''
    this test verifies that numerically computing the conjugate
    is essentially the same as using the smooth_conjugate
    of the atom
    '''

    q = rr.identity_quadratic(1.2, 0, 0, 0)
    l1 = rr.l1norm(4, lagrange=0.3)
    pen2 = copy(l1)
    pen2.set_quadratic(q)

    v1 = rr.smooth_conjugate(l1, q)
    v2 = rr.conjugate(l1, q, tol=1.e-12, min_its=100)
    v3 = rr.conjugate(pen2, None, tol=1.e-12, min_its=100)
    w = np.random.standard_normal(4)

    u11, u12 = v1.smooth_objective(w)
    u21, u22 = v2.smooth_objective(w)
    u31, u32 = v3.smooth_objective(w)
    np.testing.assert_approx_equal(u11, u21)
    np.testing.assert_allclose(u12, u22, rtol=1.0e-05)
    np.testing.assert_approx_equal(u11, u31)
    np.testing.assert_allclose(u12, u32, rtol=1.0e-05)

    v2.smooth_objective(w, mode='func')
    v2.smooth_objective(w, mode='grad')
    nt.assert_raises(ValueError, v2.smooth_objective, w, 'blah')
Ejemplo n.º 3
0
def test_conjugate_l1norm():
    '''
    this test verifies that numerically computing the conjugate
    is essentially the same as using the smooth_conjugate
    of the atom
    '''


    l1 = rr.l1norm(4, lagrange=0.3)
    v1=rr.smooth_conjugate(l1, rr.identity_quadratic(0.3,None,None,0))
    v2 = rr.conjugate(l1, rr.identity_quadratic(0.3,None,None,0), tol=1.e-12)
    w=np.random.standard_normal(4)

    u11, u12 = v1.smooth_objective(w)
    u21, u22 = v2.smooth_objective(w)
    np.testing.assert_approx_equal(u11, u21)
    np.testing.assert_allclose(u12, u22, rtol=1.0e-05)
Ejemplo n.º 4
0
def test_conjugate_l1norm():
    '''
    this test verifies that numerically computing the conjugate
    is essentially the same as using the smooth_conjugate
    of the atom
    '''

    l1 = rr.l1norm(4, lagrange=0.3)
    v1 = rr.smooth_conjugate(l1, rr.identity_quadratic(0.3, None, None, 0))
    v2 = rr.conjugate(l1,
                      rr.identity_quadratic(0.3, None, None, 0),
                      tol=1.e-12)
    w = np.random.standard_normal(4)

    u11, u12 = v1.smooth_objective(w)
    u21, u22 = v2.smooth_objective(w)
    np.testing.assert_approx_equal(u11, u21)
    np.testing.assert_allclose(u12, u22, rtol=1.0e-05)