Unit test for MATH-1466.
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/efb02300 Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/efb02300 Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/efb02300 Branch: refs/heads/master Commit: efb0230063b31d53bd077d9f6a4bb64fcbb9c97f Parents: 2b4fcc2 Author: Gilles <er...@apache.org> Authored: Wed Aug 29 02:13:57 2018 +0200 Committer: Gilles <er...@apache.org> Committed: Wed Aug 29 02:13:57 2018 +0200 ---------------------------------------------------------------------- .../scalar/noderiv/CMAESOptimizerTest.java | 24 ++++++++++++++++++++ 1 file changed, 24 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/efb02300/src/test/java/org/apache/commons/math4/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math4/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java b/src/test/java/org/apache/commons/math4/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java index f7ea7b8..d7fb53d 100644 --- a/src/test/java/org/apache/commons/math4/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java +++ b/src/test/java/org/apache/commons/math4/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java @@ -158,6 +158,30 @@ public class CMAESOptimizerTest { } @Test + public void testMath1466() { + final CMAESOptimizer optimizer + = new CMAESOptimizer(30000, Double.NEGATIVE_INFINITY, true, 10, + 0, RandomSource.create(RandomSource.MT_64), false, null); + final MultivariateFunction fitnessFunction = new MultivariateFunction() { + @Override + public double value(double[] x) { + return x[0] * x[0] - 100; + } + }; + + final double[] start = { 100 }; + final double[] sigma = { 1e-1 }; + final double[] result = optimizer.optimize(new MaxEval(10000), + new ObjectiveFunction(fitnessFunction), + SimpleBounds.unbounded(1), + GoalType.MINIMIZE, + new CMAESOptimizer.PopulationSize(5), + new CMAESOptimizer.Sigma(sigma), + new InitialGuess(start)).getPoint(); + Assert.assertEquals(0, result[0], 1e-7); + } + + @Test public void testEllipse() { double[] startPoint = point(DIM,1.0); double[] insigma = point(DIM,0.1);
