Add tests for Linesearchers

Author: vladimir-ch

linesearcher_test.go

@@ -0,0 +1,136 @@
+// Copyright ©2015 The gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+package optimize
+
+import (
+	"fmt"
+	"math"
+	"reflect"
+	"testing"
+
+	"github.com/gonum/optimize/functions"
+)
+
+func TestMoreThuente(t *testing.T) {
+	d := 0.001
+	c := 0.001
+	ls := &MoreThuente{
+		DecreaseFactor:  d,
+		CurvatureFactor: c,
+	}
+	testLinesearcher(t, ls, d, c, true)
+}
+
+func TestBisection(t *testing.T) {
+	c := 0.1
+	ls := &Bisection{
+		GradConst: c,
+	}
+	testLinesearcher(t, ls, 0, c, true)
+}
+
+func TestBacktracking(t *testing.T) {
+	d := 0.001
+	ls := &Backtracking{
+		FuncConst: d,
+	}
+	testLinesearcher(t, ls, d, 0, false)
+}
+
+type funcGrader interface {
+	Func([]float64) float64
+	Grad([]float64, []float64)
+}
+
+type linesearcherTest struct {
+	name string
+	f    func(float64) float64
+	g    func(float64) float64
+}
+
+func newLinesearcherTest(name string, fg funcGrader) linesearcherTest {
+	grad := make([]float64, 1)
+	return linesearcherTest{
+		name: name,
+		f: func(x float64) float64 {
+			return fg.Func([]float64{x})
+		},
+		g: func(x float64) float64 {
+			fg.Grad(grad, []float64{x})
+			return grad[0]
+		},
+	}
+}
+
+func testLinesearcher(t *testing.T, ls Linesearcher, decrease, curvature float64, strongWolfe bool) {
+	for i, prob := range []linesearcherTest{
+		newLinesearcherTest("Concave-to-the-right function", functions.ConcaveRight{}),
+		newLinesearcherTest("Concave-to-the-left function", functions.ConcaveLeft{}),
+		newLinesearcherTest("Plassmann wiggly function (l=39, beta=0.01)", functions.Plassmann{39, 0.01}),
+		newLinesearcherTest("Yanai-Ozawa-Kaneko function (beta1=0.001, beta2=0.001)", functions.YanaiOzawaKaneko{0.001, 0.001}),
+		newLinesearcherTest("Yanai-Ozawa-Kaneko function (beta1=0.01, beta2=0.001)", functions.YanaiOzawaKaneko{0.01, 0.001}),
+		newLinesearcherTest("Yanai-Ozawa-Kaneko function (beta1=0.001, beta2=0.01)", functions.YanaiOzawaKaneko{0.001, 0.01}),
+	} {
+		for _, initStep := range []float64{0.001, 0.1, 1, 10, 1000} {
+			prefix := fmt.Sprintf("test %d (%v started from %v)", i, prob.name, initStep)
+
+			f0 := prob.f(0)
+			g0 := prob.g(0)
+			if g0 >= 0 {
+				panic("bad test function")
+			}
+
+			op := ls.Init(f0, g0, initStep)
+			if !op.isEvaluation() {
+				t.Errorf("%v: Linesearcher.Init returned non-evaluating operation %v", op)
+				continue
+			}
+
+			var (
+				err  error
+				k    int
+				f, g float64
+				step float64
+			)
+		loop:
+			for {
+				switch op {
+				case MajorIteration:
+					if f > f0+step*decrease*g0 {
+						t.Errorf("%v: %v found step %v that does not satisfy the sufficient decrease condition",
+							prefix, reflect.TypeOf(ls), step)
+					}
+					if strongWolfe && math.Abs(g) > curvature*(-g0) {
+						t.Errorf("%v: %v found step %v that does not satisfy the curvature condition",
+							prefix, reflect.TypeOf(ls), step)
+					}
+					break loop
+				case FuncEvaluation:
+					f = prob.f(step)
+				case GradEvaluation:
+					g = prob.g(step)
+				case FuncEvaluation | GradEvaluation:
+					f = prob.f(step)
+					g = prob.g(step)
+				default:
+					t.Errorf("%v: Linesearcher returned an invalid operation %v", op)
+					break loop
+				}
+
+				k++
+				if k == 1000 {
+					t.Errorf("%v: %v did not finish", prefix, reflect.TypeOf(ls))
+					break
+				}
+
+				op, step, err = ls.Iterate(f, g)
+				if err != nil {
+					t.Errorf("%v: %v failed at step %v with %v", prefix, reflect.TypeOf(ls), step, err)
+					break
+				}
+			}
+		}
+	}
+}