problem_test.cc
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29 
30 #include <gtest/gtest.h>
31 
32 #include <ifopt/problem.h>
34 
35 using namespace ifopt;
36 
37 TEST(Problem, GetNumberOfOptimizationVariables)
38 {
39  Problem nlp;
40  nlp.AddVariableSet(std::make_shared<ExVariables>("var_set0"));
41  nlp.AddVariableSet(std::make_shared<ExVariables>("var_set1"));
42 
43  EXPECT_EQ(2+2, nlp.GetNumberOfOptimizationVariables());
44 }
45 
46 
47 TEST(Problem, GetBoundsOnOptimizationVariables)
48 {
49  Problem nlp;
50  nlp.AddVariableSet(std::make_shared<ExVariables>("var_set0"));
51  nlp.AddVariableSet(std::make_shared<ExVariables>("var_set1"));
52 
53  auto bounds = nlp.GetBoundsOnOptimizationVariables();
54  EXPECT_EQ(2+2, bounds.size());
55 
56  // var_set0
57  EXPECT_DOUBLE_EQ(-1.0, bounds.at(0).lower_);
58  EXPECT_DOUBLE_EQ(+1.0, bounds.at(0).upper_);
59  EXPECT_DOUBLE_EQ(-inf, bounds.at(1).lower_);
60  EXPECT_DOUBLE_EQ(+inf, bounds.at(1).upper_);
61 
62  // var_set1
63  EXPECT_DOUBLE_EQ(-1.0, bounds.at(2).lower_);
64  EXPECT_DOUBLE_EQ(+1.0, bounds.at(2).upper_);
65  EXPECT_DOUBLE_EQ(-inf, bounds.at(3).lower_);
66  EXPECT_DOUBLE_EQ(+inf, bounds.at(3).upper_);
67 }
68 
69 
70 TEST(Problem, GetVariableValues)
71 {
72  auto var_set0 = std::make_shared<ExVariables>("var_set0");
73  var_set0->SetVariables(Eigen::Vector2d(0.1, 0.2));
74 
75  auto var_set1 = std::make_shared<ExVariables>("var_set1");
76  var_set1->SetVariables(Eigen::Vector2d(0.3, 0.4));
77 
78  Problem nlp;
79  nlp.AddVariableSet(var_set0);
80  nlp.AddVariableSet(var_set1);
81 
82  Eigen::VectorXd x = nlp.GetVariableValues();
83  EXPECT_EQ(0.1, x(0));
84  EXPECT_EQ(0.2, x(1));
85  EXPECT_EQ(0.3, x(2));
86  EXPECT_EQ(0.4, x(3));
87 }
88 
89 
90 TEST(Problem, GetNumberOfConstraints)
91 {
92  Problem nlp;
93  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint1"));
94 
95  // add same constraints again for testing.
96  // notice how the Jacobian calculation inside ExConstraint-class remains the
97  //same - the full Jacobian is stitched together accordingly.
98  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint2"));
99 
100  EXPECT_EQ(1+1, nlp.GetNumberOfConstraints());
101 }
102 
103 
104 TEST(Problem, GetBoundsOnConstraints)
105 {
106  Problem nlp;
107  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint1"));
108  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint2"));
109 
110  auto bounds = nlp.GetBoundsOnConstraints();
111  // since it's an equality contraint, upper and lower bound are equal
112  EXPECT_DOUBLE_EQ(1.0, bounds.at(0).lower_);
113  EXPECT_DOUBLE_EQ(1.0, bounds.at(0).upper_);
114  EXPECT_DOUBLE_EQ(1.0, bounds.at(1).lower_);
115  EXPECT_DOUBLE_EQ(1.0, bounds.at(1).upper_);
116 }
117 
118 
119 TEST(Problem, EvaluateConstraints)
120 {
121  Problem nlp;
122  nlp.AddVariableSet(std::make_shared<ExVariables>());
123  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint1"));
124  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint2"));
125 
126  double x[2] = { 2.0, 3.0 };
127  Eigen::VectorXd g = nlp.EvaluateConstraints(x);
128  EXPECT_DOUBLE_EQ(2*2.0+3.0, g(0)); // constant -1 moved to bounds
129  EXPECT_DOUBLE_EQ(2*2.0+3.0, g(1)); // constant -1 moved to bounds
130 }
131 
132 
133 TEST(Problem, GetJacobianOfConstraints)
134 {
135  Problem nlp;
136  nlp.AddVariableSet(std::make_shared<ExVariables>());
137  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint1"));
138  nlp.AddConstraintSet(std::make_shared<ExConstraint>("constraint2"));
139 
140  double x[2] = { 2.0, 3.0 };
141  nlp.SetVariables(x);
142  auto jac = nlp.GetJacobianOfConstraints();
143  EXPECT_EQ(nlp.GetNumberOfConstraints(), jac.rows());
144  EXPECT_EQ(nlp.GetNumberOfOptimizationVariables(), jac.cols());
145 
146  EXPECT_DOUBLE_EQ(2*x[0], jac.coeffRef(0,0)); // constraint 1 w.r.t x0
147  EXPECT_DOUBLE_EQ(1.0, jac.coeffRef(0,1)); // constraint 1 w.r.t x1
148  EXPECT_DOUBLE_EQ(2*x[0], jac.coeffRef(1,0)); // constraint 2 w.r.t x0
149  EXPECT_DOUBLE_EQ(1.0, jac.coeffRef(1,1)); // constraint 2 w.r.t x1
150 }
151 
152 
153 TEST(Problem, EvaluateCostFunction)
154 {
155  Problem nlp;
156  nlp.AddVariableSet(std::make_shared<ExVariables>());
157  nlp.AddCostSet(std::make_shared<ExCost>("cost_term1"));
158  nlp.AddCostSet(std::make_shared<ExCost>("cost_term2"));
159 
160  EXPECT_TRUE(nlp.HasCostTerms());
161 
162  double x[2] = { 2.0, 3.0 };
163  EXPECT_DOUBLE_EQ(2*(-std::pow(x[1]-2.0,2)), nlp.EvaluateCostFunction(x)); // constant -1 moved to bounds
164 }
165 
166 
167 TEST(Problem, HasCostTerms)
168 {
169  Problem nlp;
170  EXPECT_FALSE(nlp.HasCostTerms());
171 
172  nlp.AddVariableSet(std::make_shared<ExVariables>());
173  EXPECT_FALSE(nlp.HasCostTerms());
174 
175  nlp.AddConstraintSet(std::make_shared<ExConstraint>());
176  EXPECT_FALSE(nlp.HasCostTerms());
177 
178  nlp.AddCostSet(std::make_shared<ExCost>());
179  EXPECT_TRUE(nlp.HasCostTerms());
180 }
181 
182 
183 TEST(Problem, EvaluateCostFunctionGradient)
184 {
185  Problem nlp;
186  nlp.AddVariableSet(std::make_shared<ExVariables>());
187  nlp.AddCostSet(std::make_shared<ExCost>("cost_term1"));
188  nlp.AddCostSet(std::make_shared<ExCost>("cost_term2"));
189 
190  double x[2] = { 2.0, 3.0 };
191  Eigen::VectorXd grad = nlp.EvaluateCostFunctionGradient(x);
192 
193  EXPECT_EQ(nlp.GetNumberOfOptimizationVariables(), grad.rows());
194  EXPECT_DOUBLE_EQ(0.0, grad(0)); // cost1+cost2 w.r.t x0
195  EXPECT_DOUBLE_EQ(2*(-2*(x[1]-2)), grad(1)); // cost1+cost2 w.r.t x1
196 }
197 
198 
int GetNumberOfConstraints() const
The number of individual constraints.
Definition: problem.cc:133
A generic optimization problem with variables, costs and constraints.
Definition: problem.h:97
void AddCostSet(CostTerm::Ptr cost_set)
Add a cost term to the optimization problem.
Definition: problem.cc:58
double EvaluateCostFunction(const double *x)
The scalar cost for current optimization variables x.
Definition: problem.cc:89
VectorXd EvaluateCostFunctionGradient(const double *x, bool use_finite_difference_approximation=false, double epsilon=std::numeric_limits< double >::epsilon())
The column-vector of derivatives of the cost w.r.t. each variable.
Definition: problem.cc:100
VectorXd GetVariableValues() const
The current value of the optimization variables.
Definition: problem.cc:77
static const double inf
Definition: bounds.h:65
int GetNumberOfOptimizationVariables() const
The number of optimization variables.
Definition: problem.cc:65
void SetVariables(const double *x)
Updates the variables with the values of the raw pointer x.
Definition: problem.cc:83
Jacobian GetJacobianOfConstraints() const
The sparse-matrix representation of Jacobian of the constraints.
Definition: problem.cc:162
VecBound GetBoundsOnConstraints() const
The upper and lower bound of each individual constraint.
Definition: problem.cc:127
bool HasCostTerms() const
True if the optimization problem includes a cost, false if merely a feasibility problem is defined...
Definition: problem.cc:146
common namespace for all elements in this library.
Definition: bounds.h:33
TEST(Problem, GetNumberOfOptimizationVariables)
Definition: problem_test.cc:37
Example to generate a solver-independent formulation for the problem, taken from the IPOPT cpp_exampl...
void AddConstraintSet(ConstraintSet::Ptr constraint_set)
Add a set of multiple constraints to the optimization problem.
Definition: problem.cc:51
VectorXd EvaluateConstraints(const double *x)
Each constraint value g(x) for current optimization variables x.
Definition: problem.cc:139
void AddVariableSet(VariableSet::Ptr variable_set)
Add one individual set of variables to the optimization problem.
Definition: problem.cc:45
VecBound GetBoundsOnOptimizationVariables() const
The maximum and minimum value each optimization variable is allowed to have.
Definition: problem.cc:71


ifopt
Author(s): Alexander W. Winkler
autogenerated on Fri Sep 16 2022 02:15:26