minimization 0.2.3 → 0.2.5

data/minimization.gemspec

@@ -21,7 +21,7 @@ Gem::Specification.new do |s|
   s.summary = "A suite for minimization in Ruby"
 
   s.add_runtime_dependency 'text-table', '~> 1.2'
-
+  
   s.add_development_dependency 'rake', '~> 10'
   s.add_development_dependency 'bundler', '~> 1.3'
   s.add_development_dependency 'rspec', '~> 3.2'

data/spec/minimization_conjugate_gradient_fletcher_reeves_spec.rb

@@ -0,0 +1,68 @@
+require "#{File.expand_path(File.dirname(__FILE__))}/../lib/multidim/conjugate_gradient.rb"
+
+describe Minimization::FletcherReeves do
+
+  before :all do
+    @n           = 3
+    @limit       = 100
+    @epsilon     = 1e-6
+    @p           = Array.new(@n)
+    @start_point = Array.new(@n)
+
+    0.upto(@n - 1) do |i|
+      @p[i] = rand(@limit)
+    end
+
+    0.upto(@n - 1) do |i|
+      @start_point[i] = rand(@limit)
+    end
+
+    # fletcher_reeves example 1
+    puts @p.inspect
+    f  = proc{ |x| (x[0] - @p[0])**2 + (x[1] - @p[1])**2 + (x[2] - @p[2])**2 }
+    fd = proc{ |x| [ 2 * (x[0] - @p[0]) , 2 * (x[1] - @p[1]) , 2 * (x[2] - @p[2]) ] }
+    @min1 = Minimization::FletcherReeves.minimize(f, fd, @start_point)
+
+    # fletcher_reeves example 2
+    @k = rand(@limit)
+    f2  = proc{ |x| ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] )**2 +  @k}
+    fd2 = proc{ |x|
+            r0 = ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] ) * 2 * @p[0]
+            r1 = ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] ) * 2 * @p[1]
+            r2 = ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] ) * 2 * @p[2]
+            [r0, r1, r2]
+          }
+    @min2 = Minimization::FletcherReeves.minimize(f2, fd2, @start_point)
+
+    # fletcher_reeves example 3 : unidimensional
+    f3  = proc{ |x| ( (x[0] - @p[0])**2 + @k ) }
+    fd3 = proc{ |x| [ (x[0] - @p[0]) * 2 ] }
+    starting_point_3 = [rand(@limit)]
+    @min3 = Minimization::FletcherReeves.minimize(f3, fd3, starting_point_3)
+
+  end
+
+  it "#x_minimum be close to expected in example 1 :fletcher_reeves" do 
+    0.upto(@n - 1) do |i|
+      expect(@min1.x_minimum[i]).to be_within(@epsilon).of(@p[i])
+    end
+  end
+
+  it "#f_minimum be close to expected in example 1 :fletcher_reeves" do 
+    expect(@min1.f_minimum).to be_within(@epsilon).of(0)
+  end
+
+  it "#f_minimum be close to expected in example 2 :fletcher_reeves" do 
+    expect(@min2.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+  it "#x_minimum be close to expected in example 3 :fletcher_reeves" do 
+    expect(@min3.x_minimum[0]).to be_within(@epsilon).of(@p[0])
+  end
+
+  it "#f_minimum be close to expected in example 3 :fletcher_reeves" do 
+    expect(@min3.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+end
+

data/spec/minimization_conjugate_gradient_polak_ribiere_spec.rb

@@ -0,0 +1,54 @@
+require "#{File.expand_path(File.dirname(__FILE__))}/../lib/multidim/conjugate_gradient.rb"
+
+describe Minimization::PolakRibiere do
+
+  before :all do
+    @n           = 3
+    @limit       = 100
+    @epsilon     = 1e-6
+    @p           = Array.new(@n)
+    @start_point = Array.new(@n)
+
+    0.upto(@n - 1) do |i|
+      @p[i] = rand(@limit)
+    end
+
+    0.upto(@n - 1) do |i|
+      @start_point[i] = rand(@limit)
+    end
+
+    # example 1
+    f  = proc{ |x| (x[0] - @p[0])**2 + (x[1] - @p[1])**2 + (x[2] - @p[2])**2 }
+    fd = proc{ |x| [ 2 * (x[0] - @p[0]) , 2 * (x[1] - @p[1]) , 2 * (x[2] - @p[2]) ] }
+    @min1 = Minimization::PolakRibiere.minimize(f, fd, @start_point)
+
+    # example 2 : unidimensional
+    @k = rand(@limit)
+    f2  = proc{ |x| ( (x[0] - @p[0])**2 + @k ) }
+    fd2 = proc{ |x| [ (x[0] - @p[0]) * 2 ] }
+    starting_point_2 = [rand(@limit)]
+    @min2 = Minimization::PolakRibiere.minimize(f2, fd2, starting_point_2)
+
+  end
+
+  it "#x_minimum be close to expected in example 1 :polak_ribiere" do 
+    0.upto(@n - 1) do |i|
+      expect(@min1.x_minimum[i]).to be_within(@epsilon).of(@p[i])
+    end
+  end
+
+  it "#f_minimum be close to expected in example 1 :polak_ribiere" do 
+    expect(@min1.f_minimum).to be_within(@epsilon).of(0)
+  end
+
+  it "#x_minimum be close to expected in example 2 :polak_ribiere" do 
+    expect(@min2.x_minimum[0]).to be_within(@epsilon).of(@p[0])
+  end
+
+  it "#f_minimum be close to expected in example 2 :polak_ribiere" do 
+    expect(@min2.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+end
+
+

data/spec/minimization_nelder_mead_spec.rb

@@ -0,0 +1,57 @@
+require "#{File.expand_path(File.dirname(__FILE__))}/../lib/multidim/nelder_mead.rb"
+
+describe Minimization::NelderMead do
+  before :all do
+    @n           = 3
+    @limit       = 100
+    @epsilon     = 1e-6
+    @p           = Array.new(@n)
+    @start_point = Array.new(@n)
+
+    0.upto(@n - 1) do |i|
+      @p[i] = rand(@limit)
+    end
+
+    0.upto(@n - 1) do |i|
+      @start_point[i] = rand(@limit)
+    end
+
+    # example 1
+    f = proc{ |x| (x[0] - @p[0])**2 + (x[1] - @p[1])**2 + (x[2] - @p[2])**2 }
+    @min1 = Minimization::NelderMead.minimize(f, @start_point)
+
+    # example 2
+    @k = rand(@limit)
+    f2 = proc{ |x| ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] )**2 +  @k}
+    @min2 = Minimization::NelderMead.minimize(f2, @start_point)
+
+    # example 3 : unidimensional
+    f3 = proc{ |x| (x[0] - @p[0])**2 + @k}
+    @min3 = Minimization::NelderMead.minimize(f3, [@k])
+  end
+
+  it "#x_minimum be close to expected in example 1" do 
+    0.upto(@n - 1) do |i|
+      expect(@min1.x_minimum[i]).to be_within(@epsilon).of(@p[i])
+    end
+  end
+
+  it "#f_minimum be close to expected in example 1" do 
+    expect(@min1.f_minimum).to be_within(@epsilon).of(0)
+  end
+
+  it "#f_minimum be close to expected in example 2" do 
+    expect(@min2.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+  it "#x_minimum be close to expected in example 3" do 
+    expect(@min3.x_minimum[0]).to be_within(@epsilon).of(@p[0])
+  end
+
+  it "#f_minimum be close to expected in example 3" do 
+    expect(@min3.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+end
+
+

data/spec/minimization_powell_spec_spec.rb

@@ -0,0 +1,57 @@
+require "#{File.expand_path(File.dirname(__FILE__))}/../lib/multidim/powell.rb"
+
+describe Minimization::Powell do
+  before :all do
+    @n           = 3
+    @limit       = 100
+    @epsilon     = 1e-5
+    @p           = Array.new(@n)
+    @start_point = Array.new(@n)
+
+    0.upto(@n - 1) do |i|
+      @p[i] = rand(@limit)
+    end
+
+    0.upto(@n - 1) do |i|
+      @start_point[i] = rand(@limit)
+    end
+
+    # example 1
+    f = proc{ |x| (x[0] - @p[0])**2 + (x[1] - @p[1])**2 + (x[2] - @p[2])**2 }
+    @min1 = Minimization::Powell.minimize(f, @start_point, [-@limit, -@limit, -@limit], [@limit, @limit, @limit])
+
+    # example 2
+    @k = rand(@limit)
+    f2 = proc{ |x| ( @p[0]*x[0] + @p[1]*x[1] + @p[2]*x[2] )**2 +  @k}
+    @min2 = Minimization::Powell.minimize(f2, @start_point, [-@limit, -@limit, -@limit], [@limit, @limit, @limit])
+
+    # example 3 : unidimensional
+    f3 = proc{ |x| (x[0] - @p[0])**2 + @k}
+    @min3 = Minimization::Powell.minimize(f3, @start_point, [-@limit, -@limit, -@limit], [@limit, @limit, @limit])
+
+  end
+
+  it "#x_minimum be close to expected in example 1" do 
+    0.upto(@n - 1) do |i|
+      expect(@min1.x_minimum[i]).to be_within(@epsilon).of(@p[i])
+    end
+  end
+
+  it "#f_minimum be close to expected in example 1" do 
+    expect(@min1.f_minimum).to be_within(@epsilon).of(0)
+  end
+
+  it "#f_minimum be close to expected in example 2" do 
+    expect(@min2.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+  it "#x_minimum be close to expected in example 3" do 
+    expect(@min3.x_minimum[0]).to be_within(@epsilon).of(@p[0])
+  end
+
+  it "#f_minimum be close to expected in example 3" do 
+    expect(@min3.f_minimum).to be_within(@epsilon).of(@k)
+  end
+
+end
+

data/spec/spec_helper.rb

@@ -2,11 +2,13 @@ $LOAD_PATH.unshift(File.dirname(__FILE__))
 $LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
 require 'minimization.rb'
 require 'rspec'
-require 'rspec/autorun'
 
-RSpec.configure do |config|
-  
+  RSpec.configure do |config|
+  config.expect_with :rspec do |c|
+    c.syntax = [:should, :expect]
+  end
 end
+  
 
 class String
   def deindent

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: minimization
 version: !ruby/object:Gem::Version
-  version: 0.2.3
+  version: 0.2.5
 platform: ruby
 authors:
 - Claudio Bustos
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-04-27 00:00:00.000000000 Z
+date: 2018-12-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: text-table
@@ -78,13 +78,24 @@ files:
 - ".gitignore"
 - ".travis.yml"
 - Gemfile
+- Gemfile.lock
 - History.txt
 - LICENSE.txt
+- Manifest.txt
 - README.md
 - Rakefile
 - lib/minimization.rb
 - lib/minimization/version.rb
+- lib/multidim/brent_root_finder.rb
+- lib/multidim/conjugate_gradient.rb
+- lib/multidim/nelder_mead.rb
+- lib/multidim/point_value_pair.rb
+- lib/multidim/powell.rb
 - minimization.gemspec
+- spec/minimization_conjugate_gradient_fletcher_reeves_spec.rb
+- spec/minimization_conjugate_gradient_polak_ribiere_spec.rb
+- spec/minimization_nelder_mead_spec.rb
+- spec/minimization_powell_spec_spec.rb
 - spec/minimization_unidimensional_spec.rb
 - spec/spec.opts
 - spec/spec_helper.rb
@@ -106,12 +117,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.4.5
+rubygems_version: 3.0.1
 signing_key: 
 specification_version: 4
 summary: A suite for minimization in Ruby
-test_files:
-- spec/minimization_unidimensional_spec.rb
-- spec/spec.opts
-- spec/spec_helper.rb
+test_files: []