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[CreaPhase.git] / octave_packages / optim-1.2.0 / test_fminunc_1.m

diff --git a/octave_packages/optim-1.2.0/test_fminunc_1.m b/octave_packages/optim-1.2.0/test_fminunc_1.m
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+## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## test_fminunc_compat_1              - Test that fminunc_compat and optimset_compat work
+##
+## A quadratic function is fminunc_compatd. Various options are tested. Options
+## are passed incomplete (to see if properly completed) and
+## case-insensitive.
+
+ok = 1;                                # Remains set if all ok. Set to 0 otherwise
+cnt = 0;                       # Test counter
+more off;
+page_screen_output (0);
+page_output_immediately (1);
+
+if ! exist ("verbose"), verbose = 0; end
+
+N = 2;
+
+x0 = randn(N,1) ;
+y0 = randn(N,1) ;
+
+## Return value
+function v = ff(x,y,t)
+  A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+  v = ((x - y)(1:2))'*M*((x-y)(1:2)) + 1;
+endfunction
+
+
+## Return value, diff and 2nd diff
+function [v,dv,d2v] = d2ff(x,y,t)
+  if nargin < 3, t = 1; end
+  if t == 1, N = length (x); else N = length (y); end
+  A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+  v = ((x - y)(1:2))'*M*((x-y)(1:2)) + 1;
+  dv = 2*((x-y)(1:2))'*M;
+  d2v = zeros (N); d2v(1:2,1:2) = 2*M;
+  if N>2, dv = [dv, zeros(1,N-2)]; end
+  if t == 2, dv = -dv; end
+endfunction
+
+
+## PRint Now
+function prn (varargin), printf (varargin{:}); fflush (stdout); end
+
+
+if verbose
+  prn ("\n   Testing that fminunc_compat() works as it should\n\n");
+  prn ("  Nparams = N = %i\n",N);
+  fflush (stdout);
+end
+
+## Plain run, just to make sure ######################################
+## Minimum wrt 'x' is y0
+opt = optimset_compat ();
+[xlev,vlev] = fminunc_compat ("ff",x0,opt,y0,1);
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+  if verbose
+    prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+  end
+  ok = 0;
+elseif verbose,  prn ("ok %i\n",cnt);
+end
+
+## See what 'backend' gives in that last case ########################
+opt = optimset_compat ("backend","on");
+[method,ctl] = fminunc_compat ("ff",x0, opt, y0,1);
+
+cnt++;
+if ! ischar (method) || ! strcmp (method,"nelder_mead_min")
+  if verbose
+    if ischar (method)
+      prn ("Wrong method '%s' != 'nelder_mead_min' was chosen\n", method);
+    else
+      prn ("fminunc_compat pretends to use a method that isn't a string\n");
+    end
+    return
+  end
+  ok = 0;
+elseif verbose,  prn ("ok %i\n",cnt);
+end
+
+[xle2,vle2,nle2] = feval (method, "ff",{x0,y0,1}, ctl);
+cnt++;
+                               # nelder_mead_min is not very repeatable
+                               # because of restarts from random positions
+if max (abs (xlev-xle2)) > 100*sqrt (eps)
+  if verbose
+    prn ("Error is too big : %8.3g\n", max (abs (xlev-xle2)));
+  end
+  ok = 0;
+elseif verbose,  prn ("ok %i\n",cnt);
+end
+
+
+## Run, w/ differential returned by function ('jac' option) ##########
+## Minimum wrt 'x' is y0
+
+opt = optimset_compat ("GradO","on");
+[xlev,vlev,nlev] = fminunc_compat ("d2ff",x0,opt,y0,1);
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+  if verbose
+    prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+  end
+  ok = 0;
+elseif verbose,  prn ("ok %i\n",cnt);
+end
+
+
+## Use the 'hess' option, when f can return 2nd differential #########
+## Minimum wrt 'x' is y0
+opt = optimset_compat ("hessian","on");
+[xlev,vlev,nlev] = fminunc_compat ("d2ff",x0,opt,y0,1);
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+  if verbose
+    prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+  end
+  ok = 0;
+elseif verbose,  prn ("ok %i\n",cnt);
+end
+
+
+if verbose && ok
+  prn ( "All tests ok\n");
+end
+