mgh 0.1.16

A Collection of Moré-Garbow-Hilstrom https://dl.acm.org/doi/pdf/10.1145/355934.355936
Documentation
pub fn brown_badly_scaled(x: &[f64]) -> f64 {
    let &[x1, x2] = x else {
        panic!("input dimension must be 2");
    };

    // f_1(x) = x1 - 10^6
    let f1 = x1 - 1000000.;

    // f_2(x) = x2 - 2 * 10^-6
    let f2 = x2 - 0.000002;

    // f_3(x) = x1 * x2 - 2
    let f3 = x1 * x2 - 2.;

    f1.powi(2) + f2.powi(2) + f3.powi(2)
}

pub fn init() -> Vec<f64> {
    vec![1., 1.]
}

pub fn min() -> Vec<f64> {
    vec![1000000., 0.000002]
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_brown_badly_scaled() {
        let x = init();
        let val = brown_badly_scaled(&x);
        assert!(val.is_finite());
    }

    #[test]
    fn test_min() {
        let x = min();
        let val = brown_badly_scaled(&x);
        assert_eq!(val, 0.);
    }
}