def runTest(self):
n = 2
npt = n + 1
x0 = np.array([-1.2, 1.0])
delta = 0.5
xl = -1e2 * np.ones((n, ))
xu = 1e2 * np.ones((n, ))
model = Model(npt, x0, rosenbrock(x0), xl, xu, 1)
model.add_new_sample(0, rosenbrock(x0))
x1 = x0 + delta * np.array([1.0, 0.0])
model.change_point(1, x1 - model.xbase, rosenbrock(x1))
x2 = x0 + delta * np.array([0.0, 1.0])
model.change_point(2, x2 - model.xbase, rosenbrock(x2))
model.kopt = 0 # force this
# Here (use delta=1), Lagrange polynomials are (1-x-y), 1-x and 1-y
# Maximum value in ball is for (1-x-y) at (x,y)=(1/sqrt2, 1/sqrt2) --> max value = 1 + sqrt(2)
self.assertAlmostEqual(model.poisedness_constant(delta),
1.0 + sqrt(2.0),
places=6,
msg="Poisedness wrong")
def runTest(self):
# Based originally on DFO book, Figure 3.3 - solution from Mathematica
n = 2
npt = 2 * n + 1
x0 = np.array([0.5, 0.5])
xl = -1e2 * np.ones((n, ))
xu = 1e2 * np.ones((n, ))
model = Model(npt, x0, objfun(x0), xl, xu, 1)
x1 = np.array([0.524, 0.0006])
model.change_point(1, x1 - model.xbase, objfun(x1))
x2 = np.array([0.032, 0.323])
model.change_point(2, x2 - model.xbase, objfun(x2))
x3 = np.array([0.187, 0.89])
model.change_point(3, x3 - model.xbase, objfun(x3))
x4 = np.array([0.982, 0.368])
model.change_point(4, x4 - model.xbase, objfun(x4))
delta = 0.5
model.kopt = 0 # force base point
self.assertAlmostEqual(model.poisedness_constant(delta),
1.10018,
places=3,
msg="Poisedness wrong")
def runTest(self):
# DFO book, Figure 3.1 (note errata) - solution from Mathematica
n = 2
npt = (n + 1) * (n + 2) // 2
x0 = np.array([0.5, 0.5])
xl = -1e2 * np.ones((n, ))
xu = 1e2 * np.ones((n, ))
model = Model(npt, x0, objfun(x0), xl, xu, 1)
x1 = np.array([0.05, 0.1])
model.change_point(1, x1 - model.xbase, objfun(x1))
x2 = np.array([0.1, 0.05])
model.change_point(2, x2 - model.xbase, objfun(x2))
x3 = np.array([0.95, 0.9])
model.change_point(3, x3 - model.xbase, objfun(x3))
x4 = np.array([0.9, 0.95])
model.change_point(4, x4 - model.xbase, objfun(x4))
x5 = np.array([0.85, 0.85])
model.change_point(5, x5 - model.xbase, objfun(x5))
delta = 0.5
model.kopt = 0 # force base point
self.assertAlmostEqual(model.poisedness_constant(delta),
294.898,
places=2,
msg="Poisedness wrong")