context("Brown and Dennis")
testfun <- brown_den()
min_x <- c(-11.5944399, 13.2036301, -0.4034394, 0.2367788)
min_fx <- 85822.2
test_that("Analytical and finite difference gradients match at x0", {
expect_gfd(testfun, testfun$x0)
})
test_that("f, g, and fg match at x0", {
fg <- testfun$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(min_x)
expect_equal(gr0, rep(0, 4), tol = 1e-2)
})
test_that("Function value is correct at stated minima", {
expect_equal(testfun$fn(min_x), min_fx, tol = 1.e-2)
})
test_that("Optimizer can reach minimum from x0", {
res <- stats::optim(par = testfun$x0, fn = testfun$fn, gr = testfun$gr,
method = "BFGS", control = list(reltol = 0, abstol = 0))
expect_equal(res$par, min_x)
expect_equal(res$value, min_fx, 1e-2)
})
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