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commit f1ad9d1b000e1535550aef452c07a92de602c573 Author: Gilles Sadowski <gillese...@gmail.com> AuthorDate: Fri Aug 27 05:37:49 2021 +0200 Simplex search in higher-dimensional cases (unit test). --- .../nonlinear/scalar/noderiv/SimplexOptimizerTest.java | 2 +- .../noderiv/std_test_func.simplex.hedar_fukushima.csv | 11 ++++++++--- .../noderiv/std_test_func.simplex.multidirectional.csv | 13 ++++++++++++- .../scalar/noderiv/std_test_func.simplex.nelder_mead.csv | 16 ++++++---------- 4 files changed, 27 insertions(+), 15 deletions(-) diff --git a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/SimplexOptimizerTest.java b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/SimplexOptimizerTest.java index 33d6190..38d0f13 100644 --- a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/SimplexOptimizerTest.java +++ b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/SimplexOptimizerTest.java @@ -112,7 +112,7 @@ public class SimplexOptimizerTest { */ public static class Task { /** Function evaluations hard count (debugging). */ - private static final int FUNC_EVAL_DEBUG = 80000; + private static final int FUNC_EVAL_DEBUG = 500000; /** Default convergence criterion. */ private static final double CONVERGENCE_CHECK = 1e-9; /** Default cooling factor. */ diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv index 2030e0c..bebc135 100644 --- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv +++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv @@ -31,18 +31,23 @@ # Caveat: Some tests are commented out (cf. JIRA: MATH-1552). # PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 900, true +PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 5e-4, 5200, true ROSENBROCK, 2, 1 1, 0.9, 1.1, 1e-4, 160, true +ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 1e-4, 500, true +ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 2e-4, 2200, true +ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-1, 9000, true POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 400, true -CIGAR, 2, 0 0, 2, 3, 5e-5, 140, true +POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 2e-2, 1760, true +CIGAR, 2, 0 0, 2, 3, 5e-5, 150, true SPHERE, 2, 0 0, 2, 3, 5e-4, 110, true ELLI, 2, 0 0, 3, 4, 1e-4, 150, true TWO_AXES, 2, 0 0, 3, 4, 1e-4, 170, true -CIG_TAB, 2, 0 0, 3, 4, 1e-3, 150, true +CIG_TAB, 2, 0 0, 3, 4, 2e-3, 160, true TABLET, 2, 0 0, 3, 4, 2e-4, 160, true SUM_POW, 2, 0 0, 3, 4, 1e-2, 110, true ACKLEY, 2, 0 0, 2, 4, 1e-6, 170, true RASTRIGIN, 2, 0 0, 6, 10, 5e-5, 130, true -GRIEWANK, 2, 0 0, 2, 3, 1e-1, 100, true +GRIEWANK, 2, 0 0, 2, 3, 1e-1, 120, true LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 110, true SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 110, true ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 130, true diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv index 806e083..acc5e2f 100644 --- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv +++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv @@ -32,9 +32,20 @@ # PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 1500, false PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 2500, true +PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 5800, false +PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 10260, true +ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 11000, false ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 650, true +ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 45000, false +ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 1850, true +ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 4e-3, 130000, false +ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-3, 8000, true +ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 2e-1, 430000, false +ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-1, 29000, true POWELL, 4, 0 0 0 0, 4, 5, 5e-2, 11800, false -POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 2000, true +POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 2200, true +POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 7e-2, 37000, false +POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 4e-2, 8500, true CIGAR, 2, 0 0, 2, 3, 5e-5, 240, false SPHERE, 2, 0 0, 2, 3, 5e-4, 200, false ELLI, 2, 0 0, 3, 4, 1e-4, 350, false diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv index b70eb6b..15dcfcc 100644 --- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv +++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv @@ -31,29 +31,25 @@ # Caveat: Some tests are commented out (cf. JIRA: MATH-1552). # PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 700, false -PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 6000, true +PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 5e-4, 3600, false ROSENBROCK, 2, 1 1, 0.9, 1.1, 1e-4, 110, false -ROSENBROCK, 2, 1 1, 0.9, 1.1, 1e-4, 140, true -POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 290, false -POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 380, true +ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 1e-4, 400, false +ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-4, 2200, false +ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 5e-1, 7500, false +POWELL, 4, 0 0 0 0, 4, 5, 5e-3, 290, false +POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 3e-2, 1300, false CIGAR, 2, 0 0, 2, 3, 5e-5, 100, false SPHERE, 2, 0 0, 2, 3, 5e-4, 80, false ELLI, 2, 0 0, 3, 4, 1e-4, 350, false TWO_AXES, 2, 0 0, 3, 4, 1e-4, 120, false CIG_TAB, 2, 0 0, 3, 4, 1e-3, 100, false -CIG_TAB, 2, 0 0, 3, 4, 1e-3, 115, true TABLET, 2, 0 0, 3, 4, 2e-4, 100, false SUM_POW, 2, 0 0, 3, 4, 1e-2, 75, false ACKLEY, 2, 0 0, 2, 4, 1e-6, 145, false -ACKLEY, 2, 0 0, 2, 4, 1e-6, 160, true RASTRIGIN, 2, 0 0, 6, 10, 5e-5, 105, false -RASTRIGIN, 2, 0 0, 6, 10, 5e-5, 140, true GRIEWANK, 2, 0 0, 2, 3, 1e-1, 75, false -GRIEWANK, 2, 0 0, 2, 3, 1e-1, 90, true LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 75, false -LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 80, true SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 85, false -SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 90, true ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 85, false PERM, 2, 1 2, 0.9, 1.1, 2e-3, 110, false STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 85, false