context("Brown Badly Scaled")
testfun <- brown_bs()
test_that("Analytical and finite difference gradients match at x0", {
expect_gfd(testfun, testfun$x0, tol = 1e-3)
})
test_that("f, g, and fg match at x0", {
fg <- testfun$fg(testfun$x0)
expect_equal(fg$fn, testfun$fn(testfun$x0))
expect_equal(fg$gr, testfun$gr(testfun$x0))
})
test_that("Gradient is zero at stated minima", {
gr0 <- testfun$gr(c(1e6, 2e-6))
expect_equal(gr0, c(0, 0))
})
test_that("Function value is correct at stated minima", {
expect_equal(testfun$fn(c(1e6, 2e-6)), 0, tol = 1e-6)
})
test_that("Optimizer can reach minimum from x0", {
res <- stats::optim(par = testfun$x0, fn = testfun$fn, gr = testfun$gr,
method = "BFGS")
expect_equal(res$par, c(1e6, 2e-6), tol = 1e-5)
expect_equal(res$value, 0, tol = 1e-5)
})
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