if(!require("GNE"))stop("this test requires package GNE.") # (1) associated objective functions # dimx <- c(2, 2, 3) #Gr_x_j O_i(x) grfullob <- function(x, i, j) { x <- x[1:7] if(i == 1) { grad <- 3*(x - 1:7)^2 } if(i == 2) { grad <- 1:7*(x - 1:7)^(0:6) } if(i == 3) { s <- x[5]^2 + x[6]^2 + x[7]^2 - 5 grad <- c(1, 0, 1, 0, 4*x[5]*s, 4*x[6]*s, 4*x[7]*s) } grad[j] } #Gr_x_k Gr_x_j O_i(x) hefullob <- function(x, i, j, k) { x <- x[1:7] if(i == 1) { he <- diag( 6*(x - 1:7) ) } if(i == 2) { he <- diag( c(0, 2, 6, 12, 20, 30, 42)*(x - 1:7)^c(0, 0:5) ) } if(i == 3) { s <- x[5]^2 + x[6]^2 + x[7]^2 he <- rbind(rep(0, 7), rep(0, 7), rep(0, 7), rep(0, 7), c(0, 0, 0, 0, 4*s+8*x[5]^2, 8*x[5]*x[6], 8*x[5]*x[7]), c(0, 0, 0, 0, 8*x[5]*x[6], 4*s+8*x[6]^2, 8*x[6]*x[7]), c(0, 0, 0, 0, 8*x[5]*x[7], 8*x[6]*x[7], 4*s+8*x[7]^2) ) } he[j,k] } # (2) constraint linked functions # dimlam <- c(1, 2, 2) #constraint function g_i(x) g <- function(x, i) { x <- x[1:7] #cat(x[1:5], "|", i, "\n") if(i == 1) res <- sum( x^(1:7) ) -7 if(i == 2) res <- c(sum(x) + prod(x) - 14, 20 - sum(x)) if(i == 3) res <- c(sum(x^2) + 1, 100 - sum(x)) #cat("res", res + par$a, "\n") res } #Gr_x_j g_i(x) grfullg <- function(x, i, j) { x <- x[1:7] if(i == 1) { grad <- (1:7) * x ^ (0:6) } if(i == 2) { grad <- 1 + sapply(1:7, function(i) prod(x[-i])) grad <- cbind(grad, -1) } if(i == 3) { grad <- cbind(2*x, -1) } if(i == 1) res <- grad[j] if(i != 1) res <- grad[j,] as.numeric(res) } #Gr_x_k Gr_x_j g_i(x) hefullg <- function(x, i, j, k) { x <- x[1:7] if(i == 1) { he1 <- diag( c(0, 2, 6, 12, 20, 30, 42) * x ^ c(0, 0, 1:5) ) } if(i == 2) { he1 <- matrix(0, 7, 7) he1[1, -1] <- sapply(2:7, function(i) prod(x[-c(1, i)])) he1[2, -2] <- sapply(c(1, 3:7), function(i) prod(x[-c(2, i)])) he1[3, -3] <- sapply(c(1:2, 4:7), function(i) prod(x[-c(3, i)])) he1[4, -4] <- sapply(c(1:3, 5:7), function(i) prod(x[-c(4, i)])) he1[5, -5] <- sapply(c(1:4, 6:7), function(i) prod(x[-c(5, i)])) he1[6, -6] <- sapply(c(1:5, 7:7), function(i) prod(x[-c(6, i)])) he1[7, -7] <- sapply(1:6, function(i) prod(x[-c(7, i)])) he2 <- matrix(0, 7, 7) } if(i == 3) { he1 <- diag(rep(2, 7)) he2 <- matrix(0, 7, 7) } if(i != 1) return( c(he1[j, k], he2[j, k]) ) else return( he1[j, k] ) } # (3) compute Phi # z <- rexp(sum(dimx) + sum(dimlam)) n <- sum(dimx) m <- sum(dimlam) x <- z[1:n] lam <- z[(n+1):(n+m)] resphi <- funSSR(z, dimx, dimlam, grobj=grfullob, constr=g, grconstr=grfullg, compl=phiFB) check <- c(grfullob(x, 1, 1) + lam[1] * grfullg(x, 1, 1), grfullob(x, 1, 2) + lam[1] * grfullg(x, 1, 2), grfullob(x, 2, 3) + lam[2:3] %*% grfullg(x, 2, 3), grfullob(x, 2, 4) + lam[2:3] %*% grfullg(x, 2, 4), grfullob(x, 3, 5) + lam[4:5] %*% grfullg(x, 3, 5), grfullob(x, 3, 6) + lam[4:5] %*% grfullg(x, 3, 6), grfullob(x, 3, 7) + lam[4:5] %*% grfullg(x, 3, 7), phiFB(-g(x, 1), lam[1]), phiFB( -g(x, 2)[1], lam[2]), phiFB( -g(x, 2)[2], lam[3]), phiFB( -g(x, 3)[1], lam[4]), phiFB( -g(x, 3)[2], lam[5])) #check cat("\n\n________________________________________\n\n") #part A print(cbind(check, res=as.numeric(resphi))[1:length(x), ]) #part B print(cbind(check, res=as.numeric(resphi))[(length(x)+1):length(z), ]) # (4) compute Jac Phi # resjacphi <- jacSSR(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB) #check cat("\n\n________________________________________\n\n") cat("\n\npart A\n\n") checkA <- rbind( c(hefullob(x, 1, 1, 1) + lam[1]*hefullg(x, 1, 1, 1), hefullob(x, 1, 1, 2) + lam[1]*hefullg(x, 1, 1, 2), hefullob(x, 1, 1, 3) + lam[1]*hefullg(x, 1, 1, 3), hefullob(x, 1, 1, 4) + lam[1]*hefullg(x, 1, 1, 4), hefullob(x, 1, 1, 5) + lam[1]*hefullg(x, 1, 1, 5), hefullob(x, 1, 1, 6) + lam[1]*hefullg(x, 1, 1, 6), hefullob(x, 1, 1, 7) + lam[1]*hefullg(x, 1, 1, 7) ), c(hefullob(x, 1, 2, 1) + lam[1]*hefullg(x, 1, 2, 1), hefullob(x, 1, 2, 2) + lam[1]*hefullg(x, 1, 2, 2), hefullob(x, 1, 2, 3) + lam[1]*hefullg(x, 1, 2, 3), hefullob(x, 1, 2, 4) + lam[1]*hefullg(x, 1, 2, 4), hefullob(x, 1, 2, 5) + lam[1]*hefullg(x, 1, 2, 5), hefullob(x, 1, 2, 6) + lam[1]*hefullg(x, 1, 2, 6), hefullob(x, 1, 2, 7) + lam[1]*hefullg(x, 1, 2, 7) ), c(hefullob(x, 2, 3, 1) + lam[2:3]%*%hefullg(x, 2, 3, 1), hefullob(x, 2, 3, 2) + lam[2:3]%*%hefullg(x, 2, 3, 2), hefullob(x, 2, 3, 3) + lam[2:3]%*%hefullg(x, 2, 3, 3), hefullob(x, 2, 3, 4) + lam[2:3]%*%hefullg(x, 2, 3, 4), hefullob(x, 2, 3, 5) + lam[2:3]%*%hefullg(x, 2, 3, 5), hefullob(x, 2, 3, 6) + lam[2:3]%*%hefullg(x, 2, 3, 6), hefullob(x, 2, 3, 7) + lam[2:3]%*%hefullg(x, 2, 3, 7) ), c(hefullob(x, 2, 4, 1) + lam[2:3]%*%hefullg(x, 2, 4, 1), hefullob(x, 2, 4, 2) + lam[2:3]%*%hefullg(x, 2, 4, 2), hefullob(x, 2, 4, 3) + lam[2:3]%*%hefullg(x, 2, 4, 3), hefullob(x, 2, 4, 4) + lam[2:3]%*%hefullg(x, 2, 4, 4), hefullob(x, 2, 4, 5) + lam[2:3]%*%hefullg(x, 2, 4, 5), hefullob(x, 2, 4, 6) + lam[2:3]%*%hefullg(x, 2, 4, 6), hefullob(x, 2, 4, 7) + lam[2:3]%*%hefullg(x, 2, 4, 7) ), c(hefullob(x, 3, 5, 1) + lam[4:5]%*%hefullg(x, 3, 5, 1), hefullob(x, 3, 5, 2) + lam[4:5]%*%hefullg(x, 3, 5, 2), hefullob(x, 3, 5, 3) + lam[4:5]%*%hefullg(x, 3, 5, 3), hefullob(x, 3, 5, 4) + lam[4:5]%*%hefullg(x, 3, 5, 4), hefullob(x, 3, 5, 5) + lam[4:5]%*%hefullg(x, 3, 5, 5), hefullob(x, 3, 5, 6) + lam[4:5]%*%hefullg(x, 3, 5, 6), hefullob(x, 3, 5, 7) + lam[4:5]%*%hefullg(x, 3, 5, 7) ), c(hefullob(x, 3, 6, 1) + lam[4:5]%*%hefullg(x, 3, 6, 1), hefullob(x, 3, 6, 2) + lam[4:5]%*%hefullg(x, 3, 6, 2), hefullob(x, 3, 6, 3) + lam[4:5]%*%hefullg(x, 3, 6, 3), hefullob(x, 3, 6, 4) + lam[4:5]%*%hefullg(x, 3, 6, 4), hefullob(x, 3, 6, 5) + lam[4:5]%*%hefullg(x, 3, 6, 5), hefullob(x, 3, 6, 6) + lam[4:5]%*%hefullg(x, 3, 6, 6), hefullob(x, 3, 6, 7) + lam[4:5]%*%hefullg(x, 3, 6, 7) ), c(hefullob(x, 3, 7, 1) + lam[4:5]%*%hefullg(x, 3, 7, 1), hefullob(x, 3, 7, 2) + lam[4:5]%*%hefullg(x, 3, 7, 2), hefullob(x, 3, 7, 3) + lam[4:5]%*%hefullg(x, 3, 7, 3), hefullob(x, 3, 7, 4) + lam[4:5]%*%hefullg(x, 3, 7, 4), hefullob(x, 3, 7, 5) + lam[4:5]%*%hefullg(x, 3, 7, 5), hefullob(x, 3, 7, 6) + lam[4:5]%*%hefullg(x, 3, 7, 6), hefullob(x, 3, 7, 7) + lam[4:5]%*%hefullg(x, 3, 7, 7) ) ) print(resjacphi[1:n, 1:n] - checkA) cat("\n\n________________________________________\n\n") cat("\n\npart B\n\n") checkB <- rbind( cbind(c(grfullg(x, 1, 1), grfullg(x, 1, 2)), c(0, 0), c(0, 0), c(0, 0), c(0, 0)), cbind(c(0, 0), rbind(grfullg(x, 2, 3), grfullg(x, 2, 4)), c(0, 0), c(0, 0)), cbind(c(0, 0, 0), c(0, 0, 0), c(0, 0, 0), rbind(grfullg(x, 3, 5), grfullg(x, 3, 6), grfullg(x, 3, 7))) ) print(resjacphi[1:n, (n+1):(n+m)] - checkB) cat("\n\n________________________________________\n\n") cat("\n\npart C\n\n") gx <- c(g(x,1), g(x,2), g(x,3)) checkC <- - t( cbind( rbind( grfullg(x, 1, 1) * GrAphiFB(-gx, lam)[1], grfullg(x, 1, 2) * GrAphiFB(-gx, lam)[1], grfullg(x, 1, 3) * GrAphiFB(-gx, lam)[1], grfullg(x, 1, 4) * GrAphiFB(-gx, lam)[1], grfullg(x, 1, 5) * GrAphiFB(-gx, lam)[1], grfullg(x, 1, 6) * GrAphiFB(-gx, lam)[1], grfullg(x, 1, 7) * GrAphiFB(-gx, lam)[1] ), rbind( grfullg(x, 2, 1) * GrAphiFB(-gx, lam)[2:3], grfullg(x, 2, 2) * GrAphiFB(-gx, lam)[2:3], grfullg(x, 2, 3) * GrAphiFB(-gx, lam)[2:3], grfullg(x, 2, 4) * GrAphiFB(-gx, lam)[2:3], grfullg(x, 2, 5) * GrAphiFB(-gx, lam)[2:3], grfullg(x, 2, 6) * GrAphiFB(-gx, lam)[2:3], grfullg(x, 2, 7) * GrAphiFB(-gx, lam)[2:3] ), rbind( grfullg(x, 3, 1) * GrAphiFB(-gx, lam)[4:5], grfullg(x, 3, 2) * GrAphiFB(-gx, lam)[4:5], grfullg(x, 3, 3) * GrAphiFB(-gx, lam)[4:5], grfullg(x, 3, 4) * GrAphiFB(-gx, lam)[4:5], grfullg(x, 3, 5) * GrAphiFB(-gx, lam)[4:5], grfullg(x, 3, 6) * GrAphiFB(-gx, lam)[4:5], grfullg(x, 3, 7) * GrAphiFB(-gx, lam)[4:5] ) ) ) print(resjacphi[(n+1):(n+m), 1:n] - checkC) cat("\n\n________________________________________\n\n") cat("\n\npart D\n\n") checkD <- diag(GrBphiFB(-gx, lam)) print(resjacphi[(n+1):(n+m), (n+1):(n+m)] - checkD)