def runTest(self): n, m = 2, 2 npt = n + 1 x0 = np.array([-1.2, 1.0]) xl = -1e20 * np.ones((n,)) xu = 1e20 * np.ones((n,)) model = Model(npt, x0, rosenbrock(x0), xl, xu, 1) self.assertEqual(model.npt(), 1, 'Wrong npt after initialisation') self.assertTrue(array_compare(model.xopt(abs_coordinates=True), x0), 'Wrong xopt after initialisation') self.assertTrue(array_compare(model.ropt(), rosenbrock(x0)), 'Wrong ropt after initialisation') self.assertAlmostEqual(model.fopt(), sumsq(rosenbrock(x0)), 'Wrong fopt after initialisation') # Now add better point x1 = np.array([1.0, 0.9]) rvec = rosenbrock(x1) model.change_point(1, x1 - model.xbase, rvec, allow_kopt_update=True) self.assertEqual(model.npt(), 2, 'Wrong npt after x1') self.assertTrue(array_compare(model.xopt(abs_coordinates=True), x1), 'Wrong xopt after x1') self.assertTrue(array_compare(model.ropt(), rosenbrock(x1)), 'Wrong ropt after x1') self.assertAlmostEqual(model.fopt(), sumsq(rosenbrock(x1)), 'Wrong fopt after x1') # Now add worse point x2 = np.array([2.0, 0.9]) rvec = rosenbrock(x2) model.change_point(2, x2 - model.xbase, rvec, allow_kopt_update=True) self.assertEqual(model.npt(), 3, 'Wrong npt after x2') self.assertTrue(array_compare(model.xpt(0, abs_coordinates=True), x0), 'Wrong xpt(0) after x2') self.assertTrue(array_compare(model.xpt(1, abs_coordinates=True), x1), 'Wrong xpt(1) after x2') self.assertTrue(array_compare(model.xpt(2, abs_coordinates=True), x2), 'Wrong xpt(2) after x2') self.assertTrue(array_compare(model.xopt(abs_coordinates=True), x1), 'Wrong xopt after x2') self.assertTrue(array_compare(model.ropt(), rosenbrock(x1)), 'Wrong ropt after x2') self.assertAlmostEqual(model.fopt(), sumsq(rosenbrock(x1)), 'Wrong fopt after x2') # Now add best point (but don't update kopt) x3 = np.array([1.0, 1.0]) rvec = rosenbrock(x3) model.change_point(0, x3 - model.xbase, rvec, allow_kopt_update=False) # full: overwrite x0 self.assertEqual(model.npt(), 3, 'Wrong npt after x3') self.assertTrue(array_compare(model.xopt(abs_coordinates=True), x1), 'Wrong xopt after x3') self.assertTrue(array_compare(model.ropt(), rosenbrock(x1)), 'Wrong ropt after x3') self.assertAlmostEqual(model.fopt(), sumsq(rosenbrock(x1)), 'Wrong fopt after x3') self.assertTrue(array_compare(model.xopt(abs_coordinates=True), model.as_absolute_coordinates(model.xopt())), 'Comparison wrong after x3') dirns = model.xpt_directions(include_kopt=True) self.assertTrue(array_compare(x3 - x1, dirns[0, :]), 'Wrong dirn 0') self.assertTrue(array_compare(x1 - x1, dirns[1, :]), 'Wrong dirn 1') self.assertTrue(array_compare(x2 - x1, dirns[2, :]), 'Wrong dirn 2') dirns = model.xpt_directions(include_kopt=False) self.assertTrue(array_compare(x3 - x1, dirns[0, :]), 'Wrong dirn 0 (no kopt)') # self.assertTrue(array_compare(x1 - x1, dirns[1, :]), 'Wrong dirn 1') self.assertTrue(array_compare(x2 - x1, dirns[1, :]), 'Wrong dirn 1 (no kopt)')
def runTest(self): n, m = 2, 2 npt = n + 1 x0 = np.array([-1.2, 1.0]) xl = -1e2 * np.ones((n,)) xu = 1e2 * np.ones((n,)) model = Model(npt, x0, rosenbrock(x0), xl, xu, 1) self.assertTrue(array_compare(model.sl, xl - x0), 'Wrong sl after initialisation') self.assertTrue(array_compare(model.su, xu - x0), 'Wrong su after initialisation') x1 = np.array([1.0, 0.9]) model.change_point(1, x1 - model.xbase, rosenbrock(x1)) self.assertTrue(array_compare(model.as_absolute_coordinates(x1 - x0), x1), 'Wrong abs coords') self.assertTrue(array_compare(model.as_absolute_coordinates(np.array([-1e3, 1e3])-x0), np.array([-1e2, 1e2])), 'Bad abs coords with bounds') x2 = np.array([2.0, 0.9]) model.change_point(2, x2 - model.xbase, rosenbrock(x2)) sqdists = model.distances_to_xopt() self.assertAlmostEqual(sqdists[0], sumsq(x0 - x1), 'Wrong distance 0') self.assertAlmostEqual(sqdists[1], sumsq(x1 - x1), 'Wrong distance 1') self.assertAlmostEqual(sqdists[2], sumsq(x2 - x1), 'Wrong distance 2') model.add_new_sample(0, rosenbrock(x0)) self.assertEqual(model.nsamples[0], 2, 'Wrong number of samples 0') self.assertEqual(model.nsamples[1], 1, 'Wrong number of samples 1') self.assertEqual(model.nsamples[2], 1, 'Wrong number of samples 2') for i in range(50): model.add_new_sample(0, np.array([0.0, 0.0])) self.assertEqual(model.kopt, 0, 'Wrong kopt after bad resampling') self.assertTrue(array_compare(model.ropt(), 2*rosenbrock(x0)/52), 'Wrong ropt after bad resampling') self.assertAlmostEqual(model.fopt(), sumsq(2 * rosenbrock(x0) / 52), 'Wrong fopt after bad resampling') d = np.array([10.0, 10.0]) dirns_old = model.xpt_directions(include_kopt=True) model.shift_base(d) dirns_new = model.xpt_directions(include_kopt=True) self.assertTrue(array_compare(model.xbase, x0 + d), 'Wrong new base') self.assertEqual(model.kopt, 0, 'Wrong kopt after shift base') for i in range(3): self.assertTrue(array_compare(dirns_old[i, :], dirns_new[i, :]), 'Wrong dirn %i after shift base' % i) self.assertTrue(array_compare(model.sl, xl - x0 - d), 'Wrong sl after shift base') self.assertTrue(array_compare(model.su, xu - x0 - d), 'Wrong su after shift base') # save_point and get_final_results model.change_point(0, x0 - model.xbase, rosenbrock(x0)) # revert after resampling model.change_point(1, x1 - model.xbase, rosenbrock(x1)) # revert after resampling x, rvec, f, jacmin, nsamples = model.get_final_results() self.assertTrue(array_compare(x, x1), 'Wrong final x') self.assertTrue(array_compare(rvec, rosenbrock(x1)), 'Wrong final rvec') self.assertAlmostEqual(sumsq(rosenbrock(x1)), f, 'Wrong final f') self.assertTrue(array_compare(np.zeros((2,2)), jacmin), 'Wrong final jacmin') self.assertEqual(1, nsamples, 'Wrong final nsamples') self.assertIsNone(model.xsave, 'xsave not none after initialisation') self.assertIsNone(model.rsave, 'rsave not none after initialisation') self.assertIsNone(model.fsave, 'fsave not none after initialisation') self.assertIsNone(model.nsamples_save, 'nsamples_save not none after initialisation') model.save_point(x0, rosenbrock(x0), 1, x_in_abs_coords=True) self.assertTrue(array_compare(model.xsave, x0), 'Wrong xsave after saving') self.assertTrue(array_compare(model.rsave, rosenbrock(x0)), 'Wrong rsave after saving') self.assertAlmostEqual(model.fsave, sumsq(rosenbrock(x0)), 'Wrong fsave after saving') self.assertEqual(model.nsamples_save, 1, 'Wrong nsamples_save after saving') x, rvec, f, jacmin, nsamples = model.get_final_results() self.assertTrue(array_compare(x, x1), 'Wrong final x after saving') self.assertTrue(array_compare(rvec, rosenbrock(x1)), 'Wrong final rvec after saving') self.assertAlmostEqual(sumsq(rosenbrock(x1)), f, 'Wrong final f after saving') self.assertEqual(1, nsamples, 'Wrong final nsamples after saving') model.save_point(x2 - model.xbase, np.array([0.0, 0.0]), 2, x_in_abs_coords=False) self.assertTrue(array_compare(model.xsave, x2), 'Wrong xsave after saving 2') self.assertTrue(array_compare(model.rsave, np.array([0.0, 0.0])), 'Wrong rsave after saving 2') self.assertAlmostEqual(model.fsave, 0.0, 'Wrong fsave after saving 2') self.assertEqual(model.nsamples_save, 2, 'Wrong nsamples_save after saving 2') x, rvec, f, jacmin, nsamples = model.get_final_results() self.assertTrue(array_compare(x, x2), 'Wrong final x after saving 2') self.assertTrue(array_compare(rvec, np.array([0.0, 0.0])), 'Wrong final rvec after saving 2') self.assertAlmostEqual(f, 0.0, 'Wrong final f after saving 2') self.assertEqual(2, nsamples, 'Wrong final nsamples after saving 2') model.save_point(x0, rosenbrock(x0), 3, x_in_abs_coords=True) # try to re-save a worse value self.assertTrue(array_compare(model.xsave, x2), 'Wrong xsave after saving 3') self.assertTrue(array_compare(model.rsave, np.array([0.0, 0.0])), 'Wrong rsave after saving 3') self.assertAlmostEqual(model.fsave, 0.0, 'Wrong fsave after saving 3') self.assertEqual(model.nsamples_save, 2, 'Wrong nsamples_save after saving 3')