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// Copyright 2018-2024 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.
//! # McCorminck test function
//!
//! Defined as
//!
//! `f(x_1, x_2) = sin(x_1 + x_2) + (x_1 - x_2)^2 - 1.5*x_1 + 2.5*x_2 + 1`
//!
//! where `x_1 \in [-1.5, 4]` and `x_2 \in [-3, 4]`.
//!
//! The global minimum is at `f(x_1, x_2) = f(-0.54719, -1.54719) = -1.913228`.
use num::{Float, FromPrimitive};
/// McCorminck test function
///
/// Defined as
///
/// `f(x_1, x_2) = sin(x_1 + x_2) + (x_1 - x_2)^2 - 1.5*x_1 + 2.5*x_2 + 1`
///
/// where `x_1 \in [-1.5, 4]` and `x_2 \in [-3, 4]`.
///
/// The global minimum is at `f(x_1, x_2) = f(-0.54719, -1.54719) = -1.913228`.
pub fn mccorminck<T>(param: &[T; 2]) -> T
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
(x1 + x2).sin() + (x1 - x2).powi(2) - T::from_f64(1.5).unwrap() * x1
+ T::from_f64(2.5).unwrap() * x2
+ T::from_f64(1.0).unwrap()
}
/// Derivative of McCorminck test function
pub fn mccorminck_derivative<T>(param: &[T; 2]) -> [T; 2]
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
let n2 = T::from_f64(2.0).unwrap();
let n3 = T::from_f64(3.0).unwrap();
let n5 = T::from_f64(5.0).unwrap();
[
(x1 + x2).cos() + n2 * (x1 - x2) - n3 / n2,
(x1 + x2).cos() - n2 * (x1 - x2) + n5 / n2,
]
}
/// Hessian of McCorminck test function
pub fn mccorminck_hessian<T>(param: &[T; 2]) -> [[T; 2]; 2]
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
let n2 = T::from_f64(2.0).unwrap();
let a = (x1 + x2).sin();
let diag = n2 - a;
let offdiag = -n2 - a;
[[diag, offdiag], [offdiag, diag]]
}
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_relative_eq;
use finitediff::FiniteDiff;
use proptest::prelude::*;
#[test]
fn test_mccorminck_optimum() {
assert_relative_eq!(
mccorminck(&[-0.54719_f32, -1.54719_f32]),
-1.9132228,
epsilon = f32::EPSILON
);
assert_relative_eq!(
mccorminck(&[-0.54719_f64, -1.54719_f64]),
-1.9132229544882274,
epsilon = f32::EPSILON.into()
);
let deriv = mccorminck_derivative(&[-0.54719_f64, -1.54719_f64]);
println!("1: {deriv:?}");
for i in 0..2 {
assert_relative_eq!(deriv[i], 0.0, epsilon = 1e-4);
}
}
proptest! {
#[test]
fn test_mccorminck_derivative_finitediff(a in -1.5..4.0, b in -3.0..4.0) {
let param = [a, b];
let derivative = mccorminck_derivative(¶m);
let derivative_fd = Vec::from(param).central_diff(&|x| mccorminck(&[x[0], x[1]]));
for i in 0..derivative.len() {
assert_relative_eq!(
derivative[i],
derivative_fd[i],
epsilon = 1e-5,
max_relative = 1e-2
);
}
}
}
proptest! {
#[test]
fn test_mccorminck_hessian_finitediff(a in -1.5..4.0, b in -3.0..4.0) {
let param = [a, b];
let hessian = mccorminck_hessian(¶m);
let hessian_fd =
Vec::from(param).central_hessian(&|x| mccorminck_derivative(&[x[0], x[1]]).to_vec());
let n = hessian.len();
// println!("1: {hessian:?} at {a}/{b}");
// println!("2: {hessian_fd:?} at {a}/{b}");
for i in 0..n {
assert_eq!(hessian[i].len(), n);
for j in 0..n {
if hessian_fd[i][j].is_finite() {
assert_relative_eq!(
hessian[i][j],
hessian_fd[i][j],
epsilon = 1e-5,
max_relative = 1e-2
);
}
}
}
}
}
}