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GoldenQuadInterpBracket_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_GoldenQuadInterpBracket.hpp"
00033 #include "GlobiPack_TestLagrPolyMeritFunc1D.hpp"
00034 #include "Teuchos_Tuple.hpp"
00035 #include "Teuchos_UnitTestHarness.hpp"
00036 
00037 
00038 namespace {
00039 
00040 
00041 //
00042 // Helper code and declarations
00043 //
00044 
00045 
00046 using GlobiPack::TestLagrPolyMeritFunc1D;
00047 using GlobiPack::testLagrPolyMeritFunc1D;
00048 using GlobiPack::GoldenQuadInterpBracket;
00049 using GlobiPack::goldenQuadInterpBracket;
00050 using GlobiPack::PointEval1D;
00051 using GlobiPack::computePoint;
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 template<class Scalar>
00065 inline Scalar sqr(const Scalar &x) { return x*x; }
00066 
00067 
00068 // Set up a quadratic merit function with minimizer at alpha=2.0, phi=3.0;
00069 template<class Scalar>
00070 const RCP<TestLagrPolyMeritFunc1D<Scalar> > quadPhi()
00071 {
00072   typedef Teuchos::ScalarTraits<Scalar> ST;
00073   typedef typename ST::magnitudeType ScalarMag;
00074   Array<Scalar> alphaPoints = tuple<Scalar>(0.0, 2.0, 4.0);
00075   Array<ScalarMag> phiPoints = tuple<ScalarMag>(6.0, 3.0, 6.0);
00076   return testLagrPolyMeritFunc1D<Scalar>(alphaPoints, phiPoints);
00077 }
00078 
00079 
00080 double g_tol = Teuchos::ScalarTraits<double>::eps()*100.0;
00081 
00082 
00083 TEUCHOS_STATIC_SETUP()
00084 {
00085   Teuchos::UnitTestRepository::getCLP().setOption(
00086     "tol", &g_tol, "Floating point tolerance" );
00087 }
00088 
00089 
00090 //
00091 // Unit tests for GoldenQuadInterpBracket
00092 //
00093 
00094 
00095 //
00096 // Check that object can exactly interplate a quadratic merit function at the
00097 // very first iteration
00098 //
00099 
00100 TEUCHOS_UNIT_TEST_TEMPLATE_1_DECL( GoldenQuadInterpBracket, bracket, Scalar )
00101 {
00102 
00103   typedef Teuchos::ScalarTraits<Scalar> ST;
00104   using std::min;
00105 
00106   const RCP<TestLagrPolyMeritFunc1D<Scalar> > phi = quadPhi<Scalar>();
00107   
00108   RCP<GoldenQuadInterpBracket<Scalar> > bracket = goldenQuadInterpBracket<Scalar>();
00109 
00110   bracket->setOStream(rcpFromRef(out));
00111 
00112   const Array<Scalar> alpha =
00113     tuple<Scalar>(
00114       1e-14, 1e-10, 1e-7, 1e-4, 0.1, 1.0, 1.1, 1.5,
00115       1.9, 2.0, 2.1, 4.0, 8.0, 30.0);
00116 
00117   for (int i = 0; i < as<int>(alpha.size()); ++i ) {
00118 
00119     PointEval1D<Scalar> p_l = computePoint(*phi, ST::zero());
00120     PointEval1D<Scalar> p_m = computePoint(*phi, alpha[i]);
00121     PointEval1D<Scalar> p_u;
00122     int numIters = -1;
00123 
00124     if (alpha[i] > ST::eps()) {
00125     
00126       const bool bracketResult = bracket->bracketMinimum(
00127         *phi, inOutArg(p_l), inOutArg(p_m), outArg(p_u), outArg(numIters) );
00128       
00129       TEST_ASSERT(bracketResult);
00130       TEST_COMPARE(p_l.alpha, <, p_m.alpha);
00131       TEST_COMPARE(p_m.alpha, <, p_u.alpha);
00132       TEST_COMPARE(p_l.phi, >, p_m.phi);
00133       TEST_COMPARE(p_m.phi, <, p_u.phi);
00134 
00135     }
00136     else {
00137 
00138       // If alpha[i] < eps, then there will not be enough accuracy in the
00139       // merit function to allow for a successfull line search.
00140 
00141     }
00142 
00143   }
00144 
00145 }
00146 
00147 TEUCHOS_UNIT_TEST_TEMPLATE_1_INSTANT_REAL_SCALAR_TYPES( GoldenQuadInterpBracket, bracket )
00148 
00149 
00150 } // namespace
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