gp_test.go

package cvx

import (
    "github.com/hrautila/matrix"
    "testing"
)

// The small GP of section 9.3 (Geometric programming).
func TestGp(t *testing.T) {

    xref := []float64{1.06032641296944741, 1.75347359157296845, 2.44603683900611868}

    aflr := 1000.0
    awall := 100.0
    alpha := 0.5
    beta := 2.0
    gamma := 0.5
    delta := 2.0

    fdata := [][]float64{
        []float64{-1.0, 1.0, 1.0, 0.0, -1.0, 1.0, 0.0, 0.0},
        []float64{-1.0, 1.0, 0.0, 1.0, 1.0, -1.0, 1.0, -1.0},
        []float64{-1.0, 0.0, 1.0, 1.0, 0.0, 0.0, -1.0, 1.0}}

    gdata := []float64{1.0, 2.0 / awall, 2.0 / awall, 1.0 / aflr, alpha, 1.0 / beta, gamma, 1.0 / delta}

    g := matrix.FloatNew(8, 1, gdata).Log()
    F := matrix.FloatMatrixFromTable(fdata)
    K := []int{1, 2, 1, 1, 1, 1, 1}

    var solopts SolverOptions
    solopts.MaxIter = 40
    solopts.ShowProgress = false
    solopts.KKTSolverName = "ldl"
    sol, err := Gp(K, F, g, nil, nil, nil, nil, &solopts)
    if sol != nil && sol.Status == Optimal {
        x := sol.Result.At("x")[0]
        r := matrix.Exp(x)
        h := r.GetIndex(0)
        w := r.GetIndex(1)
        d := r.GetIndex(2)
        t.Logf("x=\n%v\n", x.ToString("%.9f"))
        t.Logf("h = %f,  w = %f, d = %f.\n", h, w, d)
        xe, _ := nrmError(matrix.FloatVector(xref), x)
        if xe > TOL {
            t.Logf("x differs [%.3e] from exepted too much.", xe)
            t.Fail()
        }
    } else {
        t.Logf("status: %v\n", err)
        t.Fail()
    }
}

// Local Variables:
// tab-width: 4
// End: