/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package opennlp.tools.ml.maxent.quasinewton; import org.junit.Assert; import org.junit.Test; public class QNMinimizerTest { @Test public void testQuadraticFunction() { QNMinimizer minimizer = new QNMinimizer(); Function f = new QuadraticFunction(); double[] x = minimizer.minimize(f); double minValue = f.valueAt(x); Assert.assertEquals(x[0], 1.0, 1e-5); Assert.assertEquals(x[1], 5.0, 1e-5); Assert.assertEquals(minValue, 10.0, 1e-10); } @Test public void testRosenbrockFunction() { QNMinimizer minimizer = new QNMinimizer(); Function f = new Rosenbrock(); double[] x = minimizer.minimize(f); double minValue = f.valueAt(x); Assert.assertEquals(x[0], 1.0, 1e-5); Assert.assertEquals(x[1], 1.0, 1e-5); Assert.assertEquals(minValue, 0, 1e-10); } /** * Quadratic function: f(x,y) = (x-1)^2 + (y-5)^2 + 10 */ public class QuadraticFunction implements Function { @Override public int getDimension() { return 2; } @Override public double valueAt(double[] x) { return Math.pow(x[0] - 1, 2) + Math.pow(x[1] - 5, 2) + 10; } @Override public double[] gradientAt(double[] x) { return new double[] { 2 * (x[0] - 1), 2 * (x[1] - 5) }; } } /** * Rosenbrock function (http://en.wikipedia.org/wiki/Rosenbrock_function) * f(x,y) = (1-x)^2 + 100*(y-x^2)^2 * f(x,y) is non-convex and has global minimum at (x,y) = (1,1) where f(x,y) = 0 * * f_x = -2*(1-x) - 400*(y-x^2)*x * f_y = 200*(y-x^2) */ public class Rosenbrock implements Function { @Override public int getDimension() { return 2; } @Override public double valueAt(double[] x) { return Math.pow(1 - x[0], 2) + 100 * Math.pow(x[1] - Math.pow(x[0], 2), 2); } @Override public double[] gradientAt(double[] x) { double[] g = new double[2]; g[0] = -2 * (1 - x[0]) - 400 * (x[1] - Math.pow(x[0], 2)) * x[0]; g[1] = 200 * (x[1] - Math.pow(x[0], 2)); return g; } } }