def runTest(self):
xbase = np.array([0.0, 0.0]) + 1
g = np.array([1.0, -1.0])
a = np.array([-2.0, -2.0]) + 1
b = np.array([1.0, 2.0]) + 1
hess = Hessian(2)
delta = 5.0
c = 3.0 # may want to max instead
x = trsbox_geometry(xbase, c, g, hess, a, b, delta)
xtrue = np.array([1.0, -2.0]) + 1
self.assertTrue(np.max(np.abs(x - xtrue)) < 1e-10, 'Wrong step')
def runTest(self):
xbase = np.array([0.0, 0.0])
g = np.array([1e-15, -1.0])
a = np.array([-2.0, -2.0])
b = np.array([1.0, 2.0])
hess = Hessian(2)
delta = 5.0
c = 0.0
x = trsbox_geometry(xbase, c, g, hess, a, b, delta)
xtrue = np.array([0.0, 2.0])
self.assertTrue(np.max(np.abs(x - xtrue)) < 1e-10, 'Wrong step')
def runTest(self):
xbase = np.array([0.0, 0.0])
g = np.array([1.0, -1.0])
a = np.array([-2.0, -2.0])
b = np.array([1.0, 2.0])
hess = np.zeros((2, 2))
delta = 2.0
c = -1.0
x = trsbox_geometry(xbase, c, g, hess, a, b, delta)
xtrue = np.array([-sqrt(2.0), sqrt(2.0)])
self.assertTrue(np.max(np.abs(x - xtrue)) < 1e-10, 'Wrong step')
def runTest(self):
xbase = np.array([0.0, 0.0, 0.0])
g = np.array([-1.0, -1.0, -1.0])
a = np.array([-2.0, -2.0, -2.0])
b = np.array([0.9, 0.1, 5.0])
hess = Hessian(3)
delta = sqrt(3.0)
c = -1.0 # may want to max instead
x = trsbox_geometry(xbase, c, g, hess, a, b, delta)
xtrue = np.array([0.9, 0.1, sqrt(3.0 - 0.81 - 0.01)])
print(x)
self.assertTrue(np.max(np.abs(x - xtrue)) < 1e-10, 'Wrong step')
def runTest(self):
xbase = np.array([0.0, 0.0])
g = np.array([-1.0, -1.0])
a = np.array([-2.0, -2.0])
b = np.array([0.1, 0.9])
hess = np.zeros((2, 2))
delta = sqrt(2.0)
c = -1.0 # may want to max instead
x = trsbox_geometry(xbase, c, g, hess, a, b, delta)
xtrue = b
# print(x)
self.assertTrue(np.max(np.abs(x - xtrue)) < 1e-10, 'Wrong step')
def runTest(self):
xbase = np.array([0.0, 0.0])
g = np.array([1e-15, 0.0])
a = np.array([-2.0, -2.0])
b = np.array([1.0, 2.0])
hess = Hessian(2)
delta = 5.0
c = 0.0
x = trsbox_geometry(xbase, c, g, hess, a, b, delta)
# Since objective is essentially zero, will accept any x within the defined region
self.assertTrue(np.linalg.norm(x) <= delta)
self.assertTrue(np.max(x - a) >= 0.0)
self.assertTrue(np.max(x - b) <= 0.0)
def runTest(self):
n = 3
c = 1.0 # changed this value to force max rather than min
g = np.array([1.0, 0.0, 1.0])
H = np.array([[-2.0, 0.0, 0.0], [0.0, -1.0, 0.0], [0.0, 0.0, -1.0]])
Delta = 5.0 / 12.0
xopt = np.zeros((n, ))
sl = -1e20 * np.ones((n, ))
su = 1e20 * np.ones((n, ))
x = trsbox_geometry(xopt, c, g, H, sl, su, Delta)
xtrue = np.array([0.25, 0.0, 1.0 / 3.0]) # max solution
# print(x)
# print(xtrue)
self.assertTrue(np.allclose(x, xtrue, atol=1e-3), "Wrong step")
def runTest(self):
n = 3
c = -1.0
g = np.array([1.0, 0.0, 1.0])
H = np.array([[-2.0, 0.0, 0.0], [0.0, -1.0, 0.0], [0.0, 0.0, -1.0]])
Delta = 5.0 / 12.0
xopt = np.zeros((n, ))
sl = -1e20 * np.ones((n, ))
su = 1e20 * np.ones((n, ))
x = trsbox_geometry(xopt, c, g, H, sl, su, Delta)
xtrue = np.array([-1.0 / 3.0, 0.0, -0.25])
# print(x)
# print(xtrue)
self.assertTrue(np.allclose(x, xtrue, atol=5e-2), "Wrong step")
