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BrentsLineSearch_UnitTests.cpp
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00005 //    GlobiPack: Collection of Scalar 1D globalizaton utilities
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00043 
00044 
00045 #include "GlobiPack_TestLagrPolyMeritFunc1D.hpp"
00046 #include "GlobiPack_BrentsLineSearch.hpp"
00047 #include "Teuchos_Tuple.hpp"
00048 
00049 #include "meritFuncsHelpers.hpp"
00050 
00051 #include "Teuchos_UnitTestHarness.hpp"
00052 
00053 
00054 namespace {
00055 
00056 
00057 //
00058 // Helper code and declarations
00059 //
00060 
00061 
00062 using GlobiPack::BrentsLineSearch;
00063 using GlobiPack::brentsLineSearch;
00064 using GlobiPack::computeValue;
00065 using Teuchos::as;
00066 using Teuchos::inOutArg;
00067 using Teuchos::outArg;
00068 using Teuchos::null;
00069 using Teuchos::RCP;
00070 using Teuchos::rcpFromRef;
00071 using Teuchos::Array;
00072 using Teuchos::tuple;
00073 using Teuchos::ParameterList;
00074 using Teuchos::parameterList;
00075 
00076 
00077 double g_tol_scale = 100.0;
00078 
00079 
00080 TEUCHOS_STATIC_SETUP()
00081 {
00082   Teuchos::UnitTestRepository::getCLP().setOption(
00083     "tol", &g_tol_scale, "Floating point tolerance scaling of eps." );
00084 }
00085 
00086 
00087 //
00088 // Unit tests for BrentsLineSearch
00089 //
00090 
00091 
00092 //
00093 // Check that object can exactly interplate a quadratic merit function. This
00094 // takes more than one iteration because of the golden search stuff.
00095 //
00096 
00097 TEUCHOS_UNIT_TEST_TEMPLATE_1_DECL( BrentsLineSearch, quadExact, Scalar )
00098 {
00099 
00100   typedef Teuchos::ScalarTraits<Scalar> ST;
00101   typedef typename ST::magnitudeType ScalarMag;
00102 
00103   const RCP<TestLagrPolyMeritFunc1D<Scalar> > phi = quadPhi<Scalar>();
00104   
00105   RCP<BrentsLineSearch<Scalar> > linesearch = brentsLineSearch<Scalar>();
00106 
00107   linesearch->setOStream(rcpFromRef(out));
00108 
00109   const PointEval1D<Scalar> point_k = computePoint(*phi, ST::zero());
00110   PointEval1D<Scalar> point_kp1 = computePoint(*phi, as<Scalar>(8.0));
00111 
00112   int numIters = -1;
00113   const bool linesearchResult = linesearch->doLineSearch(
00114     *phi, point_k, inOutArg(point_kp1), outArg(numIters) );
00115 
00116   TEST_ASSERT(linesearchResult);
00117   TEST_FLOATING_EQUALITY(point_kp1.alpha, as<Scalar>(2.0),
00118     as<Scalar>(g_tol_scale*ST::squareroot(ST::eps())));
00119   TEST_FLOATING_EQUALITY(point_kp1.phi, as<ScalarMag>(3.0),
00120     as<Scalar>(g_tol_scale)*ST::eps());
00121   
00122 }
00123 
00124 TEUCHOS_UNIT_TEST_TEMPLATE_1_INSTANT_REAL_SCALAR_TYPES( BrentsLineSearch, quadExact )
00125 
00126 
00127 //
00128 // Check that object can approximately mimimize a cubic function.
00129 //
00130 
00131 TEUCHOS_UNIT_TEST_TEMPLATE_1_DECL( BrentsLineSearch, cubicApprox, Scalar )
00132 {
00133 
00134   typedef Teuchos::ScalarTraits<Scalar> ST;
00135   typedef typename ST::magnitudeType ScalarMag;
00136 
00137   const RCP<TestLagrPolyMeritFunc1D<Scalar> > phi = quadPhi<Scalar>();
00138   
00139   RCP<BrentsLineSearch<Scalar> > linesearch = brentsLineSearch<Scalar>();
00140 
00141   const RCP<ParameterList> pl = parameterList();
00142   pl->sublist("Minimize").set("Relative Tol", as<double>(g_tol_scale*ST::eps()));
00143   pl->sublist("Minimize").set("Bracket Tol", as<double>(ST::eps()));
00144   linesearch->setParameterList(pl);
00145   
00146   linesearch->setOStream(rcpFromRef(out));
00147 
00148   const PointEval1D<Scalar> point_k = computePoint(*phi, ST::zero());
00149   PointEval1D<Scalar> point_kp1 = computePoint(*phi, as<Scalar>(8.0));
00150 
00151   int numIters = -1;
00152   const bool linesearchResult = linesearch->doLineSearch(
00153     *phi, point_k, inOutArg(point_kp1), outArg(numIters) );
00154 
00155   TEST_ASSERT(linesearchResult);
00156   TEST_FLOATING_EQUALITY(point_kp1.alpha, as<Scalar>(2.0),
00157     as<Scalar>(g_tol_scale*ST::squareroot(ST::eps())));
00158   TEST_FLOATING_EQUALITY(point_kp1.phi, as<ScalarMag>(3.0),
00159     as<Scalar>(g_tol_scale)*ST::eps());
00160 
00161 }
00162 
00163 TEUCHOS_UNIT_TEST_TEMPLATE_1_INSTANT_REAL_SCALAR_TYPES( BrentsLineSearch, cubicApprox )
00164 
00165 
00166 } // namespace
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