// rosenbrock
// :PROPERTIES:
// :header-args: :tangle tests/rosenbrock.rs
// :END:
// # The Rosenbrock function

// [[file:~/Workspace/Programming/gosh-rs/lbfgs/lbfgs.note::*rosenbrock][rosenbrock:1]]
//! Multidimensional Rosenbrock test function
//!
//! Defined as
//!
//! `f(x_1, x_2, ..., x_n) = \sum_{i=1}^{n-1} \left[ (a - x_i)^2 + b * (x_{i+1} - x_i^2)^2 \right]`
//!
//! where `x_i \in (-\infty, \infty)`. The parameters a and b usually are: `a = 1` and `b = 100`.
//!
//! The global minimum is at `f(x_1, x_2, ..., x_n) = f(1, 1, ..., 1) = 0`.
//
//! # Reference
//! - https://en.wikipedia.org/wiki/Rosenbrock_function

use approx::*;

#[test]
fn test_lbfgs() {
    use liblbfgs::{default_evaluate, default_progress, lbfgs, Progress};

    const N: usize = 100;

    // Initialize the variables
    let mut x = [0.0 as f64; N];
    for i in (0..N).step_by(2) {
        x[i] = -1.2;
        x[i + 1] = 1.0;
    }

    let prb = lbfgs()
        .minimize(&mut x, default_evaluate(), default_progress())
        .expect("lbfgs minimize");

    // Iteration 37:
    // fx = 0.0000000000000012832127771605377, x[0] = 0.9999999960382451, x[1] = 0.9999999917607568
    // xnorm = 9.999999938995018, gnorm = 0.0000009486547293218877, step = 1

    assert_relative_eq!(0.0, prb.fx, epsilon = 1e-4);
    for i in 0..N {
        assert_relative_eq!(1.0, x[i], epsilon = 1e-4);
    }

    // OWL-QN
    let prb = lbfgs()
        .with_orthantwise(1.0, 0, 99)
        .minimize(&mut x, default_evaluate(), default_progress())
        .expect("lbfgs owlqn minimize");

    // Iteration 171:
    // fx = 43.50249999999999, x[0] = 0.2500000069348678, x[1] = 0.057500004213084016
    // xnorm = 1.8806931246657475, gnorm = 0.00000112236896804755, step = 1

    assert_relative_eq!(43.5025, prb.fx, epsilon = 1e-4);
    assert_relative_eq!(0.2500, x[0], epsilon = 1e-4);
    assert_relative_eq!(0.0575, x[1], epsilon = 1e-4);
}
// rosenbrock:1 ends here