inst/tinytest/test-options-maxtime.R

In nloptr: R Interface to NLopt

# Copyright (C) 2015 Jelmer Ypma. All Rights Reserved.
# SPDX-License-Identifier: LGPL-3.0-or-later
#
# File:   test-options-maxtime.R
# Author: Jelmer Ypma
# Date:   22 March 2015
#
# Maintenance assumed by Avraham Adler (AA) on 2023-02-10
#
# Check whether the solver stop when maxtime
# (set in the options) is reached.

# CHANGELOG:
#   2019-12-12: Corrected warnings and using updated testtthat framework (AA)
#   2023-02-07: Remove wrapping tests in "test_that" to reduce duplication. (AA)

library(nloptr)

# Test that solver stops when maxtime is reached.
# Objective function with sleep added such that maxtime will be reached when
# solving the optimization problem.
#
eval_f <- function(x) {
  Sys.sleep(0.1)
  x ^ 2
}

eval_grad_f <- function(x) 2 * x

# Initial values.
x0 <- 5

# Define optimizer options.
opts <- list("algorithm" = "NLOPT_LD_LBFGS",
             "maxtime"   = 0.05,
             "xtol_rel"  = 1e-4)
# Solve problem.
res <- nloptr(
  x0          = x0,
  eval_f      = eval_f,
  eval_grad_f = eval_grad_f,
  opts        = opts
)

# Check results.
expect_identical(res$status, 6L)