1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
// Copyright 2018-2024 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.

//! # Three-hump camel test function
//!
//! Defined as
//!
//! `f(x_1, x_2) = 2*x_1^2 - 1.05*x_1^4 + x_1^6/6 + x_1*x_2 + x_2^2`
//!
//! where `x_i \in [-5, 5]`.
//!
//! The global minimum is at `f(x_1, x_2) = f(0, 0) = 0`.

use num::{Float, FromPrimitive};

/// Three-hump camel test function
///
/// Defined as
///
/// `f(x_1, x_2) = 2*x_1^2 - 1.05*x_1^4 + x_1^6/6 + x_1*x_2 + x_2^2`
///
/// where `x_i \in [-5, 5]`.
///
/// The global minimum is at `f(x_1, x_2) = f(0, 0) = 0`.
pub fn threehumpcamel<T>(param: &[T; 2]) -> T
where
    T: Float + FromPrimitive,
{
    let [x1, x2] = *param;

    T::from_f64(2.0).unwrap() * x1.powi(2) - T::from_f64(1.05).unwrap() * x1.powi(4)
        + x1.powi(6) / T::from_f64(6.0).unwrap()
        + x1 * x2
        + x2.powi(2)
}

/// Derivative of Three-hump camel test function
pub fn threehumpcamel_derivative<T>(param: &[T; 2]) -> [T; 2]
where
    T: Float + FromPrimitive,
{
    let [x1, x2] = *param;

    let n2 = T::from_f64(2.0).unwrap();
    let n4 = T::from_f64(4.0).unwrap();
    let n4_2 = T::from_f64(4.2).unwrap();

    [x1.powi(5) - n4_2 * x1.powi(3) + n4 * x1 + x2, n2 * x2 + x1]
}

/// Hessian of Three-hump camel test function
pub fn threehumpcamel_hessian<T>(param: &[T; 2]) -> [[T; 2]; 2]
where
    T: Float + FromPrimitive,
{
    let [x1, _] = *param;

    let n1 = T::from_f64(1.0).unwrap();
    let n2 = T::from_f64(2.0).unwrap();
    let n4 = T::from_f64(4.0).unwrap();
    let n5 = T::from_f64(5.0).unwrap();
    let n12_6 = T::from_f64(12.6).unwrap();

    let a = n5 * x1.powi(4) - n12_6 * x1.powi(2) + n4;
    let b = n2;
    let offdiag = n1;

    [[a, offdiag], [offdiag, b]]
}

#[cfg(test)]
mod tests {
    use super::*;
    use approx::assert_relative_eq;
    use finitediff::FiniteDiff;
    use proptest::prelude::*;
    use std::{f32, f64};

    #[test]
    fn test_threehumpcamel_optimum() {
        assert_relative_eq!(
            threehumpcamel(&[0.0_f32, 0.0_f32]),
            0.0,
            epsilon = f32::EPSILON
        );
        assert_relative_eq!(
            threehumpcamel(&[0.0_f64, 0.0_f64]),
            0.0,
            epsilon = f64::EPSILON
        );

        let deriv = threehumpcamel_derivative(&[0.0, 0.0]);
        for i in 0..2 {
            assert_relative_eq!(deriv[i], 0.0, epsilon = f64::EPSILON);
        }
    }

    proptest! {
        #[test]
        fn test_threehumpcamel_derivative(a in -5.0..5.0, b in -5.0..5.0) {
            let param = [a, b];
            let derivative = threehumpcamel_derivative(&param);
            let derivative_fd = Vec::from(param).central_diff(&|x| threehumpcamel(&[x[0], x[1]]));
            for i in 0..derivative.len() {
                assert_relative_eq!(
                    derivative[i],
                    derivative_fd[i],
                    epsilon = 1e-5,
                    max_relative = 1e-2
                );
            }
        }
    }

    proptest! {
        #[test]
        fn test_threehumpcamel_hessian_finitediff(a in -5.0..5.0, b in -5.0..5.0) {
            let param = [a, b];
            let hessian = threehumpcamel_hessian(&param);
            let hessian_fd =
                Vec::from(param).central_hessian(&|x| threehumpcamel_derivative(&[x[0], x[1]]).to_vec());
            let n = hessian.len();
            // println!("1: {hessian:?} at {a}/{b}");
            // println!("2: {hessian_fd:?} at {a}/{b}");
            for i in 0..n {
                assert_eq!(hessian[i].len(), n);
                for j in 0..n {
                    if hessian_fd[i][j].is_finite() {
                        assert_relative_eq!(
                            hessian[i][j],
                            hessian_fd[i][j],
                            epsilon = 1e-5,
                            max_relative = 1e-2
                        );
                    }
                }
            }
        }
    }
}