# Copyright (C) 2023 Avraham Adler. All Rights Reserved. # SPDX-License-Identifier: LGPL-3.0-or-later # # File: test-wrapper-cobyla # Author: Avraham Adler # Date: 6 February 2023 # # Test wrapper calls to cobyla, bobyqa, and newuoa algorithms # # CHANGELOG # # 2023-08-23: Change _output to _stdout # 2024-06-04: Switched desired direction of the hin/hinjac inequalities, leaving # the old behavior as the default for now. Also cleaned up the HS100 # example (Avraham Adler). # library(nloptr) depMess <- paste("The old behavior for hin >= 0 has been deprecated. Please", "restate the inequality to be <=0. The ability to use the old", "behavior will be removed in a future release.") ## Functions for COBYLA, BOBYQA, and NEWUOA x0.hs100 <- c(1, 2, 0, 4, 0, 1, 1) fn.hs100 <- function(x) {(x[1] - 10) ^ 2 + 5 * (x[2] - 12) ^ 2 + x[3] ^ 4 + 3 * (x[4] - 11) ^ 2 + 10 * x[5] ^ 6 + 7 * x[6] ^ 2 + x[7] ^ 4 - 4 * x[6] * x[7] - 10 * x[6] - 8 * x[7]} hin.hs100 <- function(x) {c( 2 * x[1] ^ 2 + 3 * x[2] ^ 4 + x[3] + 4 * x[4] ^ 2 + 5 * x[5] - 127, 7 * x[1] + 3 * x[2] + 10 * x[3] ^ 2 + x[4] - x[5] - 282, 23 * x[1] + x[2] ^ 2 + 6 * x[6] ^ 2 - 8 * x[7] - 196, 4 * x[1] ^ 2 + x[2] ^ 2 - 3 * x[1] * x[2] + 2 * x[3] ^ 2 + 5 * x[6] - 11 * x[7]) } hin2.hs100 <- function(x) -hin.hs100(x) # Needed to test old behavior rbf <- function(x) {(1 - x[1]) ^ 2 + 100 * (x[2] - x[1] ^ 2) ^ 2} ctl <- list(xtol_rel = 1e-8) # Test printout if nl.info passed. The word "Call:" should be in output if # passed and not if not passed. expect_stdout(cobyla(x0.hs100, fn.hs100, nl.info = TRUE, deprecatedBehavior = FALSE), "Call:", fixed = TRUE) expect_stdout(bobyqa(x0.hs100, fn.hs100, nl.info = TRUE), "Call:", fixed = TRUE) expect_stdout(newuoa(x0.hs100, fn.hs100, nl.info = TRUE), "Call:", fixed = TRUE) expect_silent(cobyla(x0.hs100, fn.hs100, deprecatedBehavior = FALSE)) expect_silent(bobyqa(x0.hs100, fn.hs100)) expect_silent(newuoa(x0.hs100, fn.hs100)) # Test COBYLA algorithm cobylaTest <- cobyla(x0.hs100, fn.hs100, hin = hin.hs100, control = ctl, deprecatedBehavior = FALSE) cobylaControl <- nloptr(x0 = x0.hs100, eval_f = fn.hs100, eval_g_ineq = hin.hs100, opts = list(algorithm = "NLOPT_LN_COBYLA", xtol_rel = 1e-8, maxeval = 1000L)) expect_identical(cobylaTest$par, cobylaControl$solution) expect_identical(cobylaTest$value, cobylaControl$objective) expect_identical(cobylaTest$iter, cobylaControl$iterations) expect_identical(cobylaTest$convergence, cobylaControl$status) expect_identical(cobylaTest$message, cobylaControl$message) # Test deprecated message expect_warning(cobyla(x0.hs100, fn.hs100, hin = hin2.hs100), depMess) # Test deprecated behavior cobylaTest <- suppressWarnings(cobyla(x0.hs100, fn.hs100, hin = hin2.hs100, control = ctl)) expect_identical(cobylaTest$par, cobylaControl$solution) expect_identical(cobylaTest$value, cobylaControl$objective) expect_identical(cobylaTest$iter, cobylaControl$iterations) expect_identical(cobylaTest$convergence, cobylaControl$status) expect_identical(cobylaTest$message, cobylaControl$message) # Test BOBYQA algorithm bobyqaTest <- bobyqa(c(0, 0), rbf, lower = c(0, 0), upper = c(0.5, 0.5)) bobyqaControl <- nloptr(x0 = c(0, 0), eval_f = rbf, lb = c(0, 0), ub = c(0.5, 0.5), opts = list(algorithm = "NLOPT_LN_BOBYQA", xtol_rel = 1e-6, maxeval = 1000L)) expect_identical(bobyqaTest$par, bobyqaControl$solution) expect_identical(bobyqaTest$value, bobyqaControl$objective) expect_identical(bobyqaTest$iter, bobyqaControl$iterations) expect_identical(bobyqaTest$convergence, bobyqaControl$status) expect_identical(bobyqaTest$message, bobyqaControl$message) # Test NEWUOA algorithm newuoaTest <- newuoa(c(1, 2), rbf) newuoaControl <- nloptr(x0 = c(1, 2), eval_f = rbf, opts = list(algorithm = "NLOPT_LN_NEWUOA", xtol_rel = 1e-6, maxeval = 1000L)) expect_identical(newuoaTest$par, newuoaControl$solution) expect_identical(newuoaTest$value, newuoaControl$objective) expect_identical(newuoaTest$iter, newuoaControl$iterations) expect_identical(newuoaTest$convergence, newuoaControl$status) expect_identical(newuoaTest$message, newuoaControl$message)