/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.minimization;
import org.testng.annotations.Test;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class ConjugateDirectionTest extends MultidimensionalMinimizerTestCase {
private static final double EPS = 1e-8;
private static ScalarMinimizer LINE_MINIMIZER = new BrentMinimizer1D();
private static ConjugateDirectionVectorMinimizer MINIMIZER = new ConjugateDirectionVectorMinimizer(LINE_MINIMIZER, EPS, 10000);
@Test
public void testSolvingRosenbrock() {
super.assertSolvingRosenbrock(MINIMIZER, EPS);
}
/**
* This needs 100000 iterations to converge
*/
// @Test
// public void testSolvingUncoupledRosenbrock() {
// super.testSolvingUncoupledRosenbrock(MINIMIZER, 10 * EPS);
// }
@Test
public void testSolvingCoupledRosenbrock() {
super.assertSolvingCoupledRosenbrock(MINIMIZER, 10 * EPS);
}
}