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1 | | -/* |
2 | | - * Licensed to the Hipparchus project under one or more |
3 | | - * contributor license agreements. See the NOTICE file distributed with |
4 | | - * this work for additional information regarding copyright ownership. |
5 | | - * The Hipparchus project licenses this file to You under the Apache License, Version 2.0 |
6 | | - * (the "License"); you may not use this file except in compliance with |
7 | | - * the License. You may obtain a copy of the License at |
8 | | - * |
9 | | - * https://www.apache.org/licenses/LICENSE-2.0 |
10 | | - * |
11 | | - * Unless required by applicable law or agreed to in writing, software |
12 | | - * distributed under the License is distributed on an "AS IS" BASIS, |
13 | | - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
14 | | - * See the License for the specific language governing permissions and |
15 | | - * limitations under the License. |
16 | | - */ |
17 | | -package org.hipparchus.optim.nonlinear.vector.constrained; |
18 | | - |
19 | | -public class SQPOptimizerGMTest extends AbstractTestAbstractSQPOptimizerTest { |
20 | | - |
21 | | - protected ConstraintOptimizer buildOptimizer() { |
22 | | - return new SQPOptimizerGM(); |
23 | | - } |
24 | | - |
25 | | -} |
| 1 | +/* |
| 2 | + * Licensed to the Hipparchus project under one or more |
| 3 | + * contributor license agreements. See the NOTICE file distributed with |
| 4 | + * this work for additional information regarding copyright ownership. |
| 5 | + * The Hipparchus project licenses this file to You under the Apache License, Version 2.0 |
| 6 | + * (the "License"); you may not use this file except in compliance with |
| 7 | + * the License. You may obtain a copy of the License at |
| 8 | + * |
| 9 | + * https://www.apache.org/licenses/LICENSE-2.0 |
| 10 | + * |
| 11 | + * Unless required by applicable law or agreed to in writing, software |
| 12 | + * distributed under the License is distributed on an "AS IS" BASIS, |
| 13 | + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 14 | + * See the License for the specific language governing permissions and |
| 15 | + * limitations under the License. |
| 16 | + */ |
| 17 | +package org.hipparchus.optim.nonlinear.vector.constrained; |
| 18 | + |
| 19 | +import org.hipparchus.optim.OptimizationData; |
| 20 | +import org.hipparchus.optim.nonlinear.scalar.ObjectiveFunction; |
| 21 | +import org.junit.Assert; |
| 22 | +import org.junit.Test; |
| 23 | + |
| 24 | +public class SQPOptimizerGMTest extends AbstractTestAbstractSQPOptimizerTest { |
| 25 | + |
| 26 | + protected ConstraintOptimizer buildOptimizer() { |
| 27 | + return new SQPOptimizerGM(); |
| 28 | + } |
| 29 | + |
| 30 | + @Test |
| 31 | + public void testWithEqualityConstraintsOnly() { |
| 32 | + final QuadraticFunction q = new QuadraticFunction(new double[][] { { 1.0, 0.0 }, { 0.0, 1.0 } }, |
| 33 | + new double[] { 1.0, 0.0 }, |
| 34 | + 0.0); |
| 35 | + |
| 36 | + final LinearEqualityConstraint eqc = new LinearEqualityConstraint(new double[][] { { 1.0, 0.0 } }, |
| 37 | + new double[] { 1.0 }); |
| 38 | + |
| 39 | + final ConstraintOptimizer optimizer = buildOptimizer(); |
| 40 | + final OptimizationData[] data = new OptimizationData[] { new ObjectiveFunction(q), eqc }; |
| 41 | + final LagrangeSolution solution = optimizer.optimize(data); |
| 42 | + |
| 43 | + Assert.assertEquals(1.5, solution.getValue(), 1.e-4); |
| 44 | + } |
| 45 | + |
| 46 | + @Test |
| 47 | + public void testWithInequalityConstraintsOnly() { |
| 48 | + final QuadraticFunction q = new QuadraticFunction(new double[][] { { 1.0, 0.0 }, { 0.0, 1.0 } }, |
| 49 | + new double[] { 1.0, 0.0 }, |
| 50 | + 0.0); |
| 51 | + |
| 52 | + final LinearInequalityConstraint eqc = new LinearInequalityConstraint(new double[][] { { 1.0, 0.0 } }, |
| 53 | + new double[] { 1.0 }); |
| 54 | + |
| 55 | + final ConstraintOptimizer optimizer = buildOptimizer(); |
| 56 | + final OptimizationData[] data = new OptimizationData[] { new ObjectiveFunction(q), eqc }; |
| 57 | + final LagrangeSolution solution = optimizer.optimize(data); |
| 58 | + |
| 59 | + Assert.assertEquals(1.5, solution.getValue(), 1.e-4); |
| 60 | + } |
| 61 | + |
| 62 | +} |
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