def test_cp_method_on_second_analytical_example():
print(
'# Test Cutting Plane Method on Second Analytical Example (1 eq, 1 ineq)'
)
# see definition of AnalyticalExampleInnerProblem for problem and solution statement
analytical_inner_problem = SecondAnalyticalExampleInnerProblem()
dual_method = CuttingPlanesMethod(
analytical_inner_problem.oracle,
analytical_inner_problem.projection_function,
dimension=analytical_inner_problem.dimension,
epsilon=0.01,
sense='max')
logger = EnhancedDualMethodLogger(dual_method)
for iteration in range(5):
# print(dual_method.lambda_k)
# print(dual_method.d_k)
dual_method.dual_step()
# Method should end close to lambda* = [1,0]
np.testing.assert_allclose(logger.lambda_k_iterates[-1],
np.array([1, 0]),
atol=0.01)
# with value close to dual optimum d*=-1
np.testing.assert_allclose(logger.d_k_iterates[-1], -1.02, atol=0.02)
def test_UFGM_on_second_analytical_example():
print('# Test UFGM on Second Analytical Example (1 eq, 1 ineq)')
# see definition of AnalyticalExampleInnerProblem for problem and solution statement
analytical_inner_problem = SecondAnalyticalExampleInnerProblem()
dual_method = UniversalFGM(analytical_inner_problem.oracle,
analytical_inner_problem.projection_function,
dimension=analytical_inner_problem.dimension,
epsilon=0.01)
# epsilon=0.5)
logger = DualDgmFgmMethodLogger(dual_method)
for iteration in range(40):
# print(dual_method.lambda_k)
# print(dual_method.d_k)
# print(logger.L_k_iterates)
dual_method.dual_step()
# Method should end close to lambda*
np.testing.assert_allclose(logger.lambda_k_iterates[-1],
np.array([1., 0.]),
atol=0.1)
# with value close to dual optimum
np.testing.assert_allclose(logger.d_k_iterates[-1], -1, atol=0.1)
def test_slimlogger_recorder():
ip = SecondAnalyticalExampleInnerProblem()
# method, logger
method = DualMethodsFactory(ip, 'SG 1/k', 1.5)
logger = SlimDualMethodLogger(method)
N_ORACLE_CALLS = 3
# run
while method.oracle_calls < N_ORACLE_CALLS:
method.dual_step()
assert len(logger.d_k_iterates) == 3
assert type(time.localtime(logger.start_time[0]).tm_year) == int
def test_slimlogger_recorder():
# instantiate ip (first instance of 2 stage)
# ip = BenchmarkInnerProblemsFactory(type='supply chains', subtype='all', instance_n=0)
# ip = BenchmarkInnerProblemsFactory(type='2 stage stoch', subtype='dcap', instance_n=0)
ip = SecondAnalyticalExampleInnerProblem()
# method, logger
method = DualMethodsFactory(ip, 'SG 1/k', 1.5)
logger = SlimDualMethodLogger(method)
N_ORACLE_CALLS = 3
# run
while method.oracle_calls < N_ORACLE_CALLS:
method.dual_step()
# execute recorder
record_logger(logger)