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37 lines
870 B
Go
37 lines
870 B
Go
// Copyright ©2016 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package optimize
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import (
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"testing"
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"gonum.org/v1/gonum/mat"
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"gonum.org/v1/gonum/optimize/functions"
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"gonum.org/v1/gonum/stat/distmv"
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)
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func TestGuessAndCheck(t *testing.T) {
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dim := 30
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problem := Problem{
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Func: functions.ExtendedRosenbrock{}.Func,
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}
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mu := make([]float64, dim)
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sigma := mat.NewSymDense(dim, nil)
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for i := 0; i < dim; i++ {
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sigma.SetSym(i, i, 1)
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}
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d, ok := distmv.NewNormal(mu, sigma, nil)
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if !ok {
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panic("bad test")
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}
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initX := make([]float64, dim)
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Minimize(problem, initX, nil, &GuessAndCheck{Rander: d})
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settings := DefaultSettingsGlobal()
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settings.Concurrent = 5
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settings.MajorIterations = 15
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Minimize(problem, initX, settings, &GuessAndCheck{Rander: d})
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}
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