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189 | #include "FBSplittingFast.h"
#include "FBProblem.h"
#include "FBStoppingRelative.h"
#include "MatrixFactory.h"
#include "MatrixOperator.h"
#include "TestFBSplittingFast.h"
// #include <iostream>
#define DOUBLES_EQUAL_DELTA 1e-4
#define MAXIT 1000
#define TOLERANCE 1e-6
CPPUNIT_TEST_SUITE_REGISTRATION(TestFBSplittingFast);
TestFBSplittingFast::TestFBSplittingFast() {
}
TestFBSplittingFast::~TestFBSplittingFast() {
}
void TestFBSplittingFast::setUp() {
}
void TestFBSplittingFast::tearDown() {
}
void TestFBSplittingFast::testBoxQP_small() {
size_t n = 4;
// problem data
double data_Q[] = {
7, 2, -2, -1,
2, 3, 0, -1,
-2, 0, 3, -1,
-1, -1, -1, 1
};
double data_q[] = {
1, 2, 3, 4
};
double gamma = 0.1;
double lb = -1;
double ub = +1;
// starting points
double data_x1[] = {+0.5, +1.2, -0.7, -1.1};
double data_x2[] = {-1.0, -1.0, -1.0, -1.0};
// reference results
double ref_xstar[] = {-0.352941176470588, -0.764705882352941, -1.000000000000000, -1.000000000000000};
Matrix Q = Matrix(n, n, data_Q);
Matrix q = Matrix(n, 1, data_q);
Matrix * x0;<--- The scope of the variable 'x0' can be reduced. [+]The scope of the variable 'x0' can be reduced. Warning: Be careful when fixing this message, especially when there are inner loops. Here is an example where cppcheck will write that the scope for 'i' can be reduced:
void f(int x)
{
int i = 0;
if (x) {
// it's safe to move 'int i = 0;' here
for (int n = 0; n < 10; ++n) {
// it is possible but not safe to move 'int i = 0;' here
do_something(&i);
}
}
}
When you see this message it is always safe to reduce the variable scope 1 level.
Matrix xstar;
Quadratic f = Quadratic(Q, q);
IndBox g = IndBox(lb, ub);
FBProblem prob = FBProblem(f, g);
FBStoppingRelative sc = FBStoppingRelative(TOLERANCE);
FBSplittingFast * solver;
// test FB operations starting from x1
size_t repeat = 100;
for (size_t r = 0; r < repeat; r++) {
x0 = new Matrix(n, 1, data_x1);
solver = new FBSplittingFast(prob, *x0, gamma, sc, MAXIT);
solver->run();
xstar = solver->getSolution();
//cout << "*** iters (fast) : " << solver->getIt() << endl;
_ASSERT(solver->getIt() < MAXIT);
for (int i=0; i < n; i++) {
CPPUNIT_ASSERT_DOUBLES_EQUAL(ref_xstar[i], xstar.get(i, 0), DOUBLES_EQUAL_DELTA);
}
delete x0;
delete solver;
// test FB operations starting from x2
x0 = new Matrix(n, 1, data_x2);
solver = new FBSplittingFast(prob, *x0, gamma, sc, MAXIT);
solver->run();
xstar = solver->getSolution();
//cout << "*** iters (fast) : " << solver->getIt() << endl;
_ASSERT(solver->getIt() < MAXIT);
for (int i=0; i < n; i++) {
CPPUNIT_ASSERT_DOUBLES_EQUAL(ref_xstar[i], xstar.get(i, 0), DOUBLES_EQUAL_DELTA);
}
delete x0;
delete solver;
}
}
void TestFBSplittingFast::testLasso_small() {
size_t n = 5;
size_t m = 4;
// problem data
double data_A[] = {
1, 2, -1, -1,
-2, -1, 0, -1,
3, 0, 4, -1,
-4, -1, -3, 1,
5, 3, 2, 3
};
double data_minusb[] = {
-1, -2, -3, -4
};
/*
* WARNING: data_w is not used anywhere...
*/
double data_w[] = {<--- Variable 'data_w' is assigned a value that is never used.
1, 1, 1, 1
};
double gamma = 0.01;
// starting points
double data_x1[] = {0, 0, 0, 0, 0};
// reference results
double ref_xstar[] = {-0.010238907849511, 0, 0, 0, 0.511945392491421};
Matrix A = Matrix(m, n, data_A);
Matrix minusb = Matrix(m, 1, data_minusb);
Matrix * x0;<--- The scope of the variable 'x0' can be reduced. [+]The scope of the variable 'x0' can be reduced. Warning: Be careful when fixing this message, especially when there are inner loops. Here is an example where cppcheck will write that the scope for 'i' can be reduced:
void f(int x)
{
int i = 0;
if (x) {
// it's safe to move 'int i = 0;' here
for (int n = 0; n < 10; ++n) {
// it is possible but not safe to move 'int i = 0;' here
do_something(&i);
}
}
}
When you see this message it is always safe to reduce the variable scope 1 level.
Matrix xstar;
QuadraticLoss f = QuadraticLoss();
MatrixOperator OpA = MatrixOperator(A);
Norm1 g = Norm1(5.0);
FBProblem prob = FBProblem(f, OpA, minusb, g);
FBStoppingRelative sc = FBStoppingRelative(TOLERANCE);
FBSplittingFast * solver;
size_t repeat = 200;
for (size_t r = 0; r < repeat; r++) {
// test FB operations starting from x1
x0 = new Matrix(n, 1, data_x1);
solver = new FBSplittingFast(prob, *x0, gamma, sc, MAXIT);
solver->run();
xstar = solver->getSolution();
//cout << "*** iters (fast) : " << solver->getIt() << endl;
_ASSERT(solver->getIt() < MAXIT);
for (int i=0; i < n; i++) {
CPPUNIT_ASSERT_DOUBLES_EQUAL(ref_xstar[i], xstar.get(i, 0), DOUBLES_EQUAL_DELTA);
}
delete x0;
delete solver;
}
}
void TestFBSplittingFast::testSparseLogReg_small() {
size_t n = 5;
size_t m = 4;
// problem data
double data_A[] = {
1, 2, -1, -1,
-2, -1, 0, -1,
3, 0, 4, -1,
-4, -1, -3, 1,
5, 3, 2, 3
};
double data_minusb[] = {
-1, 1, -1, 1
};
double gamma = 0.1;
// starting points
double data_x1[] = {0, 0, 0, 0, 0};
// reference results
double ref_xstar[] = {0.0, 0.0, 0.215341883018748, 0.0, 0.675253988559914};
Matrix A = Matrix(m, n, data_A);
Matrix minusb = Matrix(m, 1, data_minusb);
Matrix * x0;<--- The scope of the variable 'x0' can be reduced. [+]The scope of the variable 'x0' can be reduced. Warning: Be careful when fixing this message, especially when there are inner loops. Here is an example where cppcheck will write that the scope for 'i' can be reduced:
void f(int x)
{
int i = 0;
if (x) {
// it's safe to move 'int i = 0;' here
for (int n = 0; n < 10; ++n) {
// it is possible but not safe to move 'int i = 0;' here
do_something(&i);
}
}
}
When you see this message it is always safe to reduce the variable scope 1 level.
Matrix xstar;
LogLogisticLoss f = LogLogisticLoss(1.0);
MatrixOperator OpA = MatrixOperator(A);
Norm1 g = Norm1(1.0);
FBProblem prob = FBProblem(f, OpA, minusb, g);
FBStoppingRelative sc = FBStoppingRelative(TOLERANCE);
FBSplittingFast * solver;
size_t repeat = 100;
for (size_t r = 0; r < repeat; r++) {
// test FB operations starting from x1
x0 = new Matrix(n, 1, data_x1);
solver = new FBSplittingFast(prob, *x0, gamma, sc, MAXIT);
solver->run();
xstar = solver->getSolution();
//cout << "*** iters (fast) : " << solver->getIt() << endl << flush;
_ASSERT(solver->getIt() < MAXIT);
for (int i=0; i < n; i++) {
CPPUNIT_ASSERT_DOUBLES_EQUAL(ref_xstar[i], xstar.get(i, 0), DOUBLES_EQUAL_DELTA);
}
delete x0;
delete solver;
}
}
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