tests/testthat/test-parameters.R

In nloptr: R Interface to NLopt

# Copyright (C) 2010 Jelmer Ypma. All Rights Reserved.
# This code is published under the L-GPL.
#
# File:   test-parameters.R
# Author: Jelmer Ypma
# Date:   17 August 2010
#
# Example shows how we can have an objective function
# depend on parameters or data. The objective function
# is a simple polynomial.
#
# CHANGELOG:
#   05/05/2014: Changed example to use unit testing framework testthat.
#   12/12/2019: Corrected warnings and using updated testtthat framework (Avraham Adler)

test_that( "Test simple polyonmial where parameters are supplied as additional data.", {
  # Objective function and gradient in terms of parameters.
  eval_f <- function(x, params) {
    return( params[1]*x^2 + params[2]*x + params[3] )
  }

  eval_grad_f <- function(x, params) {
    return( 2*params[1]*x + params[2] )
  }

  # Define parameters that we want to use.
  params <- c(1,2,3)

  # Define initial value of the optimzation problem.
  x0 <- 0

  # solve using nloptr adding params as an additional parameter
  res <- nloptr(
    x0          = x0,
    eval_f      = eval_f,
    eval_grad_f = eval_grad_f,
    opts        = list("algorithm" = "NLOPT_LD_MMA", "xtol_rel" = 1e-6),
    params      = params )

  # Solve using algebra
  # Minimize f(x) = ax^2 + bx + c.
  # Optimal value for control is -b/(2a).
  expect_equal(res$solution, -params[2] / (2 * params[1]), tolerance = 1e-7)

  # With value of the objective function f(-b/(2a)).
  expect_equal(res$objective, eval_f(-params[2] / (2*params[1]), params))
} )