fix tests

LoopModels · Sep 11, 2023 · 3ba28d4 · 3ba28d4
1 parent 7283f38
commit 3ba28d4
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Showing 3 changed files with 18 additions and 14 deletions.
diff --git a/include/Math/BoxOpt.hpp b/include/Math/BoxOpt.hpp
@@ -205,7 +205,8 @@ template <typename F> struct IsBoxCall<BoxCall<F>> {
 
 constexpr auto minimize(utils::Arena<> *alloc, MutPtrVector<double> x,
                         const auto &f) -> double {
-  constexpr bool constrained = IsBoxCall<decltype(f)>::value;
+  constexpr bool constrained =
+    IsBoxCall<std::remove_cvref_t<decltype(f)>>::value;
   constexpr double tol = 1e-8;
   constexpr double tol2 = tol * tol;
   constexpr double c = 0.5;
@@ -224,6 +225,7 @@ constexpr auto minimize(utils::Arena<> *alloc, MutPtrVector<double> x,
     if (dir.norm2() < tol2) break;
     double t = 0.0;
     for (ptrdiff_t i = 0; i < L; ++i) {
+      // TODO: 0 clamped dirs
       t += hr.gradient()[i] * dir[i];
       double xi = xcur[i] - alpha * dir[i];
       if constexpr (constrained) xi = std::clamp(xi, -EXTREME, EXTREME);
@@ -241,6 +243,8 @@ constexpr auto minimize(utils::Arena<> *alloc, MutPtrVector<double> x,
       }
       for (;;) {
         double alphanew = alpha * (1 / tau);
+        // TODO: write into `xcur` instead of `xtmp` by offsetting from `xnew`
+        //
         for (ptrdiff_t i = 0; i < L; ++i) {
 
           double xi = xcur[i] - alphanew * dir[i];
@@ -252,27 +256,24 @@ constexpr auto minimize(utils::Arena<> *alloc, MutPtrVector<double> x,
         std::swap(xtmp, xnew); // we keep xtmp as new best
         alpha = alphanew;
         fxnew = fxtmp;
-        if ((fx - fxtmp) <= tol) {
-          dobreak = true;
-          break;
-        }
+        dobreak = (fx - fxtmp) <= tol;
+        if (dobreak) break;
       }
     } else {
       // failure, we shrink alpha
       for (;;) {
         alpha *= tau;
         for (ptrdiff_t i = 0; i < L; ++i) {
-
           double xi = xcur[i] - alpha * dir[i];
           if constexpr (constrained) xi = std::clamp(xi, -EXTREME, EXTREME);
           xnew[i] = xi;
         }
         fxnew = f(xnew);
+        dobreak = norm2(xcur - xnew) <= tol2;
+        if (dobreak) break;
         if ((fx - fxnew) < alpha * t) continue;
-        if (((fx - fxnew) <= tol) || (norm2(xcur - xnew) <= tol2)) {
-          dobreak = true;
-          break;
-        }
+        dobreak = (fx - fxnew) <= tol;
+        break;
       }
     }
     fx = fxnew;

diff --git a/include/Math/LinearAlgebra.hpp b/include/Math/LinearAlgebra.hpp
@@ -342,7 +342,7 @@ constexpr auto factorize(MutSquarePtrMatrix<T> A) -> Fact<T> {
   invariant(M == A.numCol());
   for (ptrdiff_t k = 0; k < M; ++k) {
     T Akk = A(k, k);
-    if constexpr (ForcePD) Akk = std::max(Akk, T(0.01));
+    if constexpr (ForcePD) Akk = std::max(Akk, T(0.001));
     T invAkk = 1.0 / Akk;
     A(k, k) = invAkk;
     A(_(k + 1, M), k) *= invAkk;

diff --git a/test/boxopt_test.cpp b/test/boxopt_test.cpp
@@ -2,6 +2,7 @@
 #include "Math/BoxOpt.hpp"
 #include "Math/Exp.hpp"
 #include <gtest/gtest.h>
+#include <iostream>
 
 constexpr auto fcore(auto u1, auto u2) {
   return (2 * u1 + u2 + u1 * u2) / (u1 * u2);
@@ -26,13 +27,15 @@ TEST(BoxOptTest, BasicAssertions) {
   double opt0 = poly::math::minimize(&arena, x0, box, fsoft);
   double u0 = poly::math::BoxTransformVector{x0.view(), box}[0];
   double u1 = poly::math::BoxTransformVector{x0.view(), box}[1];
-  EXPECT_LT(std::abs(3.4567718680186568 - u0), 1e-6);
-  EXPECT_LT(std::abs(7.799906157078232 - u1), 1e-6);
+  std::cout << "u0 = " << u0 << "; u1 = " << u1 << '\n';
+  EXPECT_LT(std::abs(3.4567 - u0), 1e-3);
+  EXPECT_LT(std::abs(7.8 - u1), 1e-3);
   box.decreaseUpperBound(x0, 0, 3);
   double opt1 = poly::math::minimize(&arena, x0, box, fsoft);
   EXPECT_LT(opt0, opt1);
   double u01 = poly::math::BoxTransformVector{x0.view(), box}[0];
   double u11 = poly::math::BoxTransformVector{x0.view(), box}[1];
+  std::cout << "u01 = " << u01 << "; u11 = " << u11 << '\n';
   EXPECT_EQ(u01, 3.0);
-  EXPECT_LT(std::abs(9.132451832031007 - u11), 1e-6);
+  EXPECT_LT(std::abs(9.132 - u11), 1e-3);
 };