From 52d5468d58b89e3b12b6b0c3ea3e5079c837d459 Mon Sep 17 00:00:00 2001
From: Erik Strand <erik.strand@cba.mit.edu>
Date: Mon, 13 Apr 2020 02:12:10 -0400
Subject: [PATCH] Add basic tests for golden section search
---
optimization/optimizers/line_search/bracket.h | 12 +++++--
test/CMakeLists.txt | 1 +
test/optimizers/line_search/bracket.cpp | 2 +-
.../optimizers/line_search/golden_section.cpp | 36 +++++++++++++++++++
4 files changed, 48 insertions(+), 3 deletions(-)
create mode 100644 test/optimizers/line_search/golden_section.cpp
diff --git a/optimization/optimizers/line_search/bracket.h b/optimization/optimizers/line_search/bracket.h
index 348d376..fb9e1a0 100644
--- a/optimization/optimizers/line_search/bracket.h
+++ b/optimization/optimizers/line_search/bracket.h
@@ -7,10 +7,18 @@
namespace optimization {
//--------------------------------------------------------------------------------------------------
-// TODO: This class should guarantee y_1_ > y_2_ < y_3_ and x_1_ < x_2_ < x_3_ or x_1_ > x_2_ > x_3_
-// (with the "or" evaluted before the "and").
+// TODO: Could be nice for this class to guarantee y_1_ > y_2_ < y_3_ and x_1_ < x_2_ < x_3_ or
+// x_1_ > x_2_ > x_3_ (with the "or" evaluted before the "and"). But for now this feels like
+// egregious overengineering.
class Bracket {
public:
+ Bracket() {}
+ Bracket(Scalar x_1, Scalar x_2, Scalar x_3, Scalar y_1, Scalar y_2, Scalar y_3)
+ : x_1_(x_1), x_2_(x_2), x_3_(x_3), y_1_(y_1), y_2_(y_2), y_3_(y_3)
+ {}
+ Bracket(Bracket const&) = default;
+ Bracket& operator=(Bracket const&) = default;
+
Scalar x_1() const { return x_1_; }
Scalar x_2() const { return x_2_; }
Scalar x_3() const { return x_3_; }
diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
index 5d2704d..a186b4e 100644
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -1,5 +1,6 @@
add_executable(test
main.cpp
optimizers/line_search/bracket.cpp
+ optimizers/line_search/golden_section.cpp
)
target_link_libraries(test optimization_lib catch2)
diff --git a/test/optimizers/line_search/bracket.cpp b/test/optimizers/line_search/bracket.cpp
index 097c754..b2dd1ae 100644
--- a/test/optimizers/line_search/bracket.cpp
+++ b/test/optimizers/line_search/bracket.cpp
@@ -4,7 +4,7 @@
using namespace optimization;
//--------------------------------------------------------------------------------------------------
-TEST_CASE("Bracket", "[bracket]") {
+TEST_CASE("Bracket", "[Bracket]") {
BracketFinder bracket;
SECTION("parabola") {
diff --git a/test/optimizers/line_search/golden_section.cpp b/test/optimizers/line_search/golden_section.cpp
new file mode 100644
index 0000000..875c659
--- /dev/null
+++ b/test/optimizers/line_search/golden_section.cpp
@@ -0,0 +1,36 @@
+#include "catch.hpp"
+#include "optimizers/line_search/golden_section.h"
+
+using namespace optimization;
+
+//--------------------------------------------------------------------------------------------------
+TEST_CASE("GoldenSection", "[GoldenSection]") {
+ // The 1e-8 sets the absolute tolerance on the width of the bracket.
+ // There's still a default relative tolerance in effect as well, but these tests don't hit it.
+ GoldenSection golden_section(1e-8);
+ Bracket bracket;
+ Sample<Scalar> result;
+
+ SECTION("parabola") {
+ struct Parabola {
+ void eval(Scalar x, Scalar& y) const { y = x * x; }
+ };
+ Parabola parabola;
+
+ bracket = Bracket(-2, -1, 2, 4, 1, 4);
+ result = golden_section.optimize(parabola, bracket);
+ // The parabola is flat here so y accuracy had better exceed x accuracy.
+ REQUIRE(std::abs(result.point) < 1e-8);
+ REQUIRE(std::abs(result.value) < 1e-16);
+ // Just a sanity check.
+ REQUIRE(golden_section.n_evaluations() < 100);
+
+ bracket = Bracket(50, 10, -100, 2500, 100, 10000);
+ result = golden_section.optimize(parabola, bracket);
+ // The parabola is flat here so y accuracy had better exceed x accuracy.
+ REQUIRE(std::abs(result.point) < 1e-8);
+ REQUIRE(std::abs(result.value) < 1e-16);
+ // Just a sanity check.
+ REQUIRE(golden_section.n_evaluations() < 100);
+ }
+}
--
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