/**
* 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 NelderMeadDownhillSimplexMinimizerTest extends MultidimensionalMinimizerTestCase {
private static final double EPS = 1e-8;
final static NelderMeadDownhillSimplexMinimizer MINIMIZER = new NelderMeadDownhillSimplexMinimizer();
@Test
public void test() {
super.assertInputs(MINIMIZER);
super.assertMinimizer(MINIMIZER, EPS);
}
@Test
public void testSolvingRosenbrock() {
super.assertSolvingRosenbrock(MINIMIZER, EPS);
}
@Test
public void testSolvingUncoupledRosenbrock() {
super.assertSolvingUncoupledRosenbrock(MINIMIZER, EPS);
}
@Test
public void testSolvingCoupledRosenbrock() {
super.assertSolvingCoupledRosenbrock(MINIMIZER, EPS);
}
}