/**
* 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 ConjugateGradientTest extends MultidimensionalMinimizerWithGradientTestCase {
private static double EPS = 1e-8;
private static ScalarMinimizer LINE_MINIMIZER = new BrentMinimizer1D();
private static ConjugateGradientVectorMinimizer MINIMISER = new ConjugateGradientVectorMinimizer(LINE_MINIMIZER, EPS, 100);
@Test
public void testSolvingRosenbrock() {
super.assertSolvingRosenbrock(MINIMISER, EPS);
}
@Test
public void testSolvingRosenbrockWithoutGradient() {
super.assertSolvingRosenbrockWithoutGradient(MINIMISER, 10 * EPS);
}
@Test
public void testSolvingCoupledRosenbrock() {
super.assertSolvingCoupledRosenbrock(MINIMISER, EPS);
}
@Test
public void testSolvingCoupledRosenbrockWithoutGradient() {
super.assertSolvingCoupledRosenbrockWithoutGradient(MINIMISER, 100 * EPS);
}
}