tests/rosbkext.R

In BB: Solving and Optimizing Large-Scale Nonlinear Systems

fuzz <- 1e-1 #1e-3 # 1e-10
options(digits=12)
if(!require("BB"))stop("this test requires package BB.")
if(!require("setRNG"))stop("this test requires setRNG.")

# Use a preset seed so test values are reproducable. 
test.rng <- list(kind="Wichmann-Hill", normal.kind="Box-Muller", seed=c(979,1479,1542))
old.seed <- setRNG(test.rng)

##########
cat("BB test rosbkext.f ...\n")

rosbkext.f <- function(x){
p <- x
n <- length(p)
sum (100*(p[1:(n-1)]^2 - p[2:n])^2 + (p[1:(n-1)] - 1)^2)
}

p0 <- rnorm(50,sd=2)
system.time(ans.spg <- spg(par=p0, fn=rosbkext.f, control=list(maxit=2500)))[1]
 
z <- sum(ans.spg$par)
good   <-   49.99437222882855
#on Windows 49.9974818749182
#on Windows 49.9974818749182 on Uwe's win-builder
#on Linux64 49.9899945524414
#on Linux32 49.99437222882855
#on Linux32 49.98251214800634 as of Ubuntu 9.10 (Dell laptop)
print(z, digits=16)
if(any(abs(good - z) > 1e-1)) stop("BB test rosbkext.f FAILED")