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BrentsLineSearch_UnitTests.cpp
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00001 /*
00002 // @HEADER
00003 // ***********************************************************************
00004 // 
00005 //    GlobiPack: Collection of Scalar 1D globalizaton utilities
00006 //                 Copyright (2009) Sandia Corporation
00007 // 
00008 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00009 // license for use of this work by or on behalf of the U.S. Government.
00010 // 
00011 // This library is free software; you can redistribute it and/or modify
00012 // it under the terms of the GNU Lesser General Public License as
00013 // published by the Free Software Foundation; either version 2.1 of the
00014 // License, or (at your option) any later version.
00015 // 
00016 // This library is distributed in the hope that it will be useful, but
00017 // WITHOUT ANY WARRANTY; without even the implied warranty of
00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00019 // Lesser General Public License for more details.
00020 // 
00021 // You should have received a copy of the GNU Lesser General Public
00022 // License along with this library; if not, write to the Free Software
00023 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00024 // USA
00025 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00026 // 
00027 // ***********************************************************************
00028 // @HEADER
00029 */
00030 
00031 
00032 #include "GlobiPack_TestLagrPolyMeritFunc1D.hpp"
00033 #include "GlobiPack_BrentsLineSearch.hpp"
00034 #include "Teuchos_Tuple.hpp"
00035 
00036 #include "meritFuncsHelpers.hpp"
00037 
00038 #include "Teuchos_UnitTestHarness.hpp"
00039 
00040 
00041 namespace {
00042 
00043 
00044 //
00045 // Helper code and declarations
00046 //
00047 
00048 
00049 using GlobiPack::BrentsLineSearch;
00050 using GlobiPack::brentsLineSearch;
00051 using GlobiPack::computeValue;
00052 using Teuchos::as;
00053 using Teuchos::inOutArg;
00054 using Teuchos::outArg;
00055 using Teuchos::null;
00056 using Teuchos::RCP;
00057 using Teuchos::rcpFromRef;
00058 using Teuchos::Array;
00059 using Teuchos::tuple;
00060 using Teuchos::ParameterList;
00061 using Teuchos::parameterList;
00062 
00063 
00064 double g_tol_scale = 100.0;
00065 
00066 
00067 TEUCHOS_STATIC_SETUP()
00068 {
00069   Teuchos::UnitTestRepository::getCLP().setOption(
00070     "tol", &g_tol_scale, "Floating point tolerance scaling of eps." );
00071 }
00072 
00073 
00074 //
00075 // Unit tests for BrentsLineSearch
00076 //
00077 
00078 
00079 //
00080 // Check that object can exactly interplate a quadratic merit function. This
00081 // takes more than one iteration because of the golden search stuff.
00082 //
00083 
00084 TEUCHOS_UNIT_TEST_TEMPLATE_1_DECL( BrentsLineSearch, quadExact, Scalar )
00085 {
00086 
00087   typedef Teuchos::ScalarTraits<Scalar> ST;
00088   typedef typename ST::magnitudeType ScalarMag;
00089 
00090   const RCP<TestLagrPolyMeritFunc1D<Scalar> > phi = quadPhi<Scalar>();
00091   
00092   RCP<BrentsLineSearch<Scalar> > linesearch = brentsLineSearch<Scalar>();
00093 
00094   linesearch->setOStream(rcpFromRef(out));
00095 
00096   const PointEval1D<Scalar> point_k = computePoint(*phi, ST::zero());
00097   PointEval1D<Scalar> point_kp1 = computePoint(*phi, as<Scalar>(8.0));
00098 
00099   int numIters = -1;
00100   const bool linesearchResult = linesearch->doLineSearch(
00101     *phi, point_k, inOutArg(point_kp1), outArg(numIters) );
00102 
00103   TEST_ASSERT(linesearchResult);
00104   TEST_FLOATING_EQUALITY(point_kp1.alpha, as<Scalar>(2.0),
00105     as<Scalar>(g_tol_scale*ST::squareroot(ST::eps())));
00106   TEST_FLOATING_EQUALITY(point_kp1.phi, as<ScalarMag>(3.0),
00107     as<Scalar>(g_tol_scale)*ST::eps());
00108   
00109 }
00110 
00111 TEUCHOS_UNIT_TEST_TEMPLATE_1_INSTANT_REAL_SCALAR_TYPES( BrentsLineSearch, quadExact )
00112 
00113 
00114 //
00115 // Check that object can approximately mimimize a cubic function.
00116 //
00117 
00118 TEUCHOS_UNIT_TEST_TEMPLATE_1_DECL( BrentsLineSearch, cubicApprox, Scalar )
00119 {
00120 
00121   typedef Teuchos::ScalarTraits<Scalar> ST;
00122   typedef typename ST::magnitudeType ScalarMag;
00123 
00124   const RCP<TestLagrPolyMeritFunc1D<Scalar> > phi = quadPhi<Scalar>();
00125   
00126   RCP<BrentsLineSearch<Scalar> > linesearch = brentsLineSearch<Scalar>();
00127 
00128   const RCP<ParameterList> pl = parameterList();
00129   pl->sublist("Minimize").set("Relative Tol", as<double>(g_tol_scale*ST::eps()));
00130   pl->sublist("Minimize").set("Bracket Tol", as<double>(ST::eps()));
00131   linesearch->setParameterList(pl);
00132   
00133   linesearch->setOStream(rcpFromRef(out));
00134 
00135   const PointEval1D<Scalar> point_k = computePoint(*phi, ST::zero());
00136   PointEval1D<Scalar> point_kp1 = computePoint(*phi, as<Scalar>(8.0));
00137 
00138   int numIters = -1;
00139   const bool linesearchResult = linesearch->doLineSearch(
00140     *phi, point_k, inOutArg(point_kp1), outArg(numIters) );
00141 
00142   TEST_ASSERT(linesearchResult);
00143   TEST_FLOATING_EQUALITY(point_kp1.alpha, as<Scalar>(2.0),
00144     as<Scalar>(g_tol_scale*ST::squareroot(ST::eps())));
00145   TEST_FLOATING_EQUALITY(point_kp1.phi, as<ScalarMag>(3.0),
00146     as<Scalar>(g_tol_scale)*ST::eps());
00147 
00148 }
00149 
00150 TEUCHOS_UNIT_TEST_TEMPLATE_1_INSTANT_REAL_SCALAR_TYPES( BrentsLineSearch, cubicApprox )
00151 
00152 
00153 } // namespace
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