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gonum/optimize/guessandcheck_test.go

35 lines
832 B
Go

// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package optimize
import (
"testing"
"gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/optimize/functions"
"gonum.org/v1/gonum/stat/distmv"
)
func TestGuessAndCheck(t *testing.T) {
dim := 3000
problem := Problem{
Func: functions.ExtendedRosenbrock{}.Func,
}
mu := make([]float64, dim)
sigma := mat.NewSymDense(dim, nil)
for i := 0; i < dim; i++ {
sigma.SetSym(i, i, 1)
}
d, ok := distmv.NewNormal(mu, sigma, nil)
if !ok {
panic("bad test")
}
Global(problem, dim, nil, &GuessAndCheck{Rander: d})
settings := DefaultSettingsGlobal()
settings.Concurrent = 5
settings.MajorIterations = 15
Global(problem, dim, settings, &GuessAndCheck{Rander: d})
}