Added unit tests for the new quadratic program solver.

dlib/test/opt_qp_solver.cpp

@@ -72,6 +72,290 @@ namespace
         matrix<double> Q, b;
     };
 
+// ----------------------------------------------------------------------------------------
+
+    double compute_objective_value (
+        const matrix<double,0,1>& w,
+        const matrix<double>& A,
+        const matrix<double,0,1>& b,
+        const double C
+    )
+    {
+        return 0.5*dot(w,w) + C*max(trans(A)*w + b);
+    }
+
+// ----------------------------------------------------------------------------------------
+
+    void test_qp4_test1()
+    {
+        matrix<double> A(3,2);
+        A = 1,2,
+        -3,1,
+        6,7;
+
+        matrix<double,0,1> b(2);
+        b = 1,
+        2;
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(2), true_alpha(2);
+        alpha = C/2, C/2;
+
+        solve_qp4_using_smo(A, tmp(trans(A)*A), b, alpha, 1e-9, 800);
+        matrix<double,0,1> w = lowerbound(-A*alpha, 0);
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "w:     " << trans(w);
+
+        dlog << LINFO << "computed obj:      "<< compute_objective_value(w,A,b,C);
+        w = 0;
+        dlog << LINFO << "with true w obj:   "<< compute_objective_value(w,A,b,C);
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 0, 2;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+    }
+
+// ----------------------------------------------------------------------------------------
+
+    void test_qp4_test2()
+    {
+        matrix<double> A(3,2);
+        A = 1,2,
+        3,-1,
+        6,7;
+
+        matrix<double,0,1> b(2);
+        b = 1,
+        2;
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(2), true_alpha(2);
+        alpha = C/2, C/2;
+
+        solve_qp4_using_smo(A, tmp(trans(A)*A), b, alpha, 1e-9, 800);
+        matrix<double,0,1> w = lowerbound(-A*alpha, 0);
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "w:     " << trans(w);
+
+        dlog << LINFO << "computed obj:      "<< compute_objective_value(w,A,b,C);
+        w = 0, 0.25, 0;
+        dlog << LINFO << "with true w obj:   "<< compute_objective_value(w,A,b,C);
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 0.43750, 1.56250;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+    }
+
+// ----------------------------------------------------------------------------------------
+
+    void test_qp4_test3()
+    {
+        matrix<double> A(3,2);
+        A = 1,2,
+        -3,-1,
+        6,7;
+
+        matrix<double,0,1> b(2);
+        b = 1,
+        2;
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(2), true_alpha(2);
+        alpha = C/2, C/2;
+
+        solve_qp4_using_smo(A, tmp(trans(A)*A), b, alpha, 1e-9, 800);
+        matrix<double,0,1> w = lowerbound(-A*alpha, 0);
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "w:     " << trans(w);
+
+        dlog << LINFO << "computed obj:      "<< compute_objective_value(w,A,b,C);
+        w = 0, 2, 0;
+        dlog << LINFO << "with true w obj:   "<< compute_objective_value(w,A,b,C);
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 0, 2;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+    }
+
+// ----------------------------------------------------------------------------------------
+
+    void test_qp4_test5()
+    {
+        matrix<double> A(3,3);
+        A = 1,2,4,
+        3,1,6,
+        6,7,-2;
+
+        matrix<double,0,1> b(3);
+        b = 1,
+        2,
+        3;
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(3), true_alpha(3);
+        alpha = C/2, C/2, 0;
+
+        solve_qp4_using_smo(A, tmp(trans(A)*A), b, alpha, 1e-9, 800);
+        matrix<double,0,1> w = lowerbound(-A*alpha, 0);
+
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "w:     " << trans(w);
+
+        dlog << LINFO << "computed obj:      "<< compute_objective_value(w,A,b,C);
+        w = 0, 0, 0.11111111111111111111;
+        dlog << LINFO << "with true w obj:   "<< compute_objective_value(w,A,b,C);
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 0, 0.432098765432099, 1.567901234567901;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+    }
+
+// ----------------------------------------------------------------------------------------
+
+    void test_qp4_test4()
+    {
+        matrix<double> A(3,2);
+        A = 1,2,
+        3,1,
+        6,7;
+
+        matrix<double,0,1> b(2);
+        b = 1,
+        2;
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(2), true_alpha(2);
+        alpha = C/2, C/2;
+
+        solve_qp4_using_smo(A, tmp(trans(A)*A), b, alpha, 1e-9, 800);
+        matrix<double,0,1> w = lowerbound(-A*alpha, 0);
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "w:     " << trans(w);
+
+        dlog << LINFO << "computed obj:      "<< compute_objective_value(w,A,b,C);
+        w = 0, 0, 0;
+        dlog << LINFO << "with true w obj:   "<< compute_objective_value(w,A,b,C);
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 0, 2;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+    }
+
+    void test_qp4_test6()
+    {
+        matrix<double> A(3,3);
+        A = 1,2,4,
+        3,1,6,
+        6,7,-2;
+
+        matrix<double,0,1> b(3);
+        b = -1,
+        -2,
+        -3;
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(3), true_alpha(3);
+        alpha = C/2, C/2, 0;
+
+        solve_qp4_using_smo(A, tmp(trans(A)*A), b, alpha, 1e-9, 800);
+        matrix<double,0,1> w = lowerbound(-A*alpha, 0);
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "w:     " << trans(w);
+
+        dlog << LINFO << "computed obj:      "<< compute_objective_value(w,A,b,C);
+        w = 0, 0, 0;
+        dlog << LINFO << "with true w obj:   "<< compute_objective_value(w,A,b,C);
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 2, 0, 0;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+    }
+
+    void test_qp4_test7()
+    {
+        matrix<double> A(3,3);
+        A = -1,2,4,
+        -3,1,6,
+        -6,7,-2;
+
+        matrix<double,0,1> b(3);
+        b = -1,
+        -2,
+        3;
+
+        matrix<double> Q(3,3);
+        Q = 4,-5,6,
+        1,-4,2,
+        -9,-4,5;
+        Q = Q*trans(Q);
+
+        const double C = 2;
+
+        matrix<double,0,1> alpha(3), true_alpha(3);
+        alpha = C/2, C/2, 0;
+
+        solve_qp4_using_smo(A, Q, b, alpha, 1e-9, 800);
+
+        dlog << LINFO << "*******************************************************";
+
+        dlog << LINFO << "alpha:      " << trans(alpha);
+        true_alpha = 0, 2, 0;
+        dlog << LINFO << "true alpha: "<< trans(true_alpha);
+
+        dlog << LINFO << "alpha error: "<< max(abs(alpha-true_alpha));
+        DLIB_TEST(max(abs(alpha-true_alpha)) < 1e-9);
+
+    }
+
+// ----------------------------------------------------------------------------------------
+
+    void test_solve_qp4_using_smo()
+    {
+        test_qp4_test1();
+        test_qp4_test2();
+        test_qp4_test3();
+        test_qp4_test4();
+        test_qp4_test5();
+        test_qp4_test6();
+        test_qp4_test7();
+    }
+
 // ----------------------------------------------------------------------------------------
 
     class opt_qp_solver_tester : public tester
@@ -98,6 +382,10 @@ namespace
         void perform_test(
         )
         {
+            print_spinner();
+            test_solve_qp4_using_smo();
+            print_spinner();
+
             ++thetime;
             typedef matrix<double,0,1> sample_type;
             //dlog << LINFO << "time seed: " << thetime;