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] ) } dimmu <- 3 #constraint function h(x) h <- function(x) { x <- x[1:7] c(prod(x) - 1, sum(x^2) -2, sum(x^3) -3) } grh <- function(x, j) { x <- x[1:7] c(prod(x[-j]), 2*x[j], 3*x[j]^2) } heh <- function(x, j, k) { x <- x[1:7] c(prod(x[-c(j,k)]), 2*(j==k), 6*x[j]*(j==k)) } # (3) compute Phi # z <- rexp(sum(dimx) + sum(dimlam) + dimmu) n <- sum(dimx) m <- sum(dimlam) x <- z[1:n] lam <- z[(n+1):(n+m)] mu <- z[-(1:(n+m))] resphi <- GNE:::funSSRcheck(z, dimx, dimlam, grobj=grfullob, constr=g, grconstr=grfullg, compl=phiFB, joint=h, grjoint=grh, dimmu=dimmu) check <- c(grfullob(x, 1, 1) + lam[1] * grfullg(x, 1, 1) + mu %*% grh(x, 1), grfullob(x, 1, 2) + lam[1] * grfullg(x, 1, 2) + mu %*% grh(x, 2), grfullob(x, 2, 3) + lam[2:3] %*% grfullg(x, 2, 3) + mu %*% grh(x, 3), grfullob(x, 2, 4) + lam[2:3] %*% grfullg(x, 2, 4) + mu %*% grh(x, 4), grfullob(x, 3, 5) + lam[4:5] %*% grfullg(x, 3, 5) + mu %*% grh(x, 5), grfullob(x, 3, 6) + lam[4:5] %*% grfullg(x, 3, 6) + mu %*% grh(x, 6), grfullob(x, 3, 7) + lam[4:5] %*% grfullg(x, 3, 7) + mu %*% grh(x, 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]), phiFB( -h(x)[1], mu[1]), phiFB( -h(x)[2], mu[2]), phiFB( -h(x)[3], mu[3])) #check cat("\n\n________________________________________\n\n") #part A print(cbind(check, res=as.numeric(resphi))[1:n, ]) #part B print(cbind(check, res=as.numeric(resphi))[(n+1):length(z), ]) if(sum(abs(check - resphi)) > .Machine$double.eps^(2/3)) stop("wrong result") z <- rexp(sum(dimx) + dimmu) n <- sum(dimx) m <- 0 x <- z[1:n] mu <- z[-(1:(n+m))] resphi <- GNE:::funSSRcheck(z, dimx, grobj=grfullob, compl=phiFB, joint=h, grjoint=grh, dimmu=dimmu) check <- c(grfullob(x, 1, 1) + mu %*% grh(x, 1), grfullob(x, 1, 2) + mu %*% grh(x, 2), grfullob(x, 2, 3) + mu %*% grh(x, 3), grfullob(x, 2, 4) + mu %*% grh(x, 4), grfullob(x, 3, 5) + mu %*% grh(x, 5), grfullob(x, 3, 6) + mu %*% grh(x, 6), grfullob(x, 3, 7) + mu %*% grh(x, 7), phiFB( -h(x)[1], mu[1]), phiFB( -h(x)[2], mu[2]), phiFB( -h(x)[3], mu[3])) #check cat("\n\n________________________________________\n\n") #part A print(cbind(check, res=as.numeric(resphi))[1:n, ]) #part B print(cbind(check, res=as.numeric(resphi))[(n+1):length(z), ]) if(sum(abs(check - resphi)) > .Machine$double.eps^(2/3)) stop("wrong result") # (4) compute Jac Phi # z <- rexp(sum(dimx) + sum(dimlam) + dimmu) n <- sum(dimx) m <- sum(dimlam) x <- z[1:n] lam <- z[(n+1):(n+m)] mu <- z[-(1:(n+m))] resjacphi <- jacSSR(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB, joint=h, grjoint=grh, hejoint=heh, dimmu=dimmu) resjaccheck <- GNE:::jacSSRcheck(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB, joint=h, grjoint=grh, hejoint=heh, dimmu=dimmu) #check cat("\n\n________________________________________\n\n") cat("\n\npart A\n\n") print(resjacphi[1:n, 1:n] - resjaccheck[1:n, 1:n]) cat("\n\n________________________________________\n\n") cat("\n\npart B\n\n") print(resjacphi[1:n, (n+1):(n+m)] - resjaccheck[1:n, (n+1):(n+m)]) cat("\n\n________________________________________\n\n") cat("\n\npart C\n\n") print(resjacphi[1:n, (n+m+1):(n+m+dimmu)] - resjaccheck[1:n, (n+m+1):(n+m+dimmu)]) cat("\n\n________________________________________\n\n") cat("\n\npart D\n\n") print(resjacphi[(n+1):(n+m), 1:n] - resjaccheck[(n+1):(n+m), 1:n]) cat("\n\n________________________________________\n\n") cat("\n\npart E\n\n") print(resjacphi[(n+1):(n+m), (n+1):(n+m)] - resjaccheck[(n+1):(n+m), (n+1):(n+m)]) cat("\n\n________________________________________\n\n") cat("\n\npart F\n\n") print(resjacphi[(n+1):(n+m), (n+m+1):(n+m+dimmu)] - resjaccheck[(n+1):(n+m), (n+m+1):(n+m+dimmu)]) cat("\n\n________________________________________\n\n") cat("\n\npart G\n\n") print(resjacphi[(n+m+1):(n+m+dimmu), 1:n] - resjaccheck[(n+m+1):(n+m+dimmu), 1:n]) cat("\n\n________________________________________\n\n") cat("\n\npart H\n\n") print(resjacphi[(n+m+1):(n+m+dimmu), (n+1):(n+m)] - resjaccheck[(n+m+1):(n+m+dimmu), (n+1):(n+m)]) cat("\n\n________________________________________\n\n") cat("\n\npart I\n\n") print(resjacphi[(n+m+1):(n+m+dimmu), (n+m+1):(n+m+dimmu)] - resjaccheck[(n+m+1):(n+m+dimmu), (n+m+1):(n+m+dimmu)]) if(sum(abs(resjacphi - resjaccheck)) > .Machine$double.eps^(2/3)) stop("wrong result") z <- rexp(sum(dimx) + dimmu) resjacphi <- jacSSR(z, dimx, heobj=hefullob, gcompla=GrAphiFB, gcomplb=GrBphiFB, joint=h, grjoint=grh, hejoint=heh, dimmu=dimmu) resjaccheck <- GNE:::jacSSRcheck(z, dimx, heobj=hefullob, gcompla=GrAphiFB, gcomplb=GrBphiFB, joint=h, grjoint=grh, hejoint=heh, dimmu=dimmu) if(sum(abs(resjacphi - resjaccheck)) > .Machine$double.eps^(2/3)) stop("wrong result") z <- rexp(sum(dimx) + sum(dimlam)) resjacphi <- jacSSR(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB) resjaccheck <- GNE:::jacSSRcheck(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB) if(sum(abs(resjacphi - resjaccheck)) > .Machine$double.eps^(2/3)) stop("wrong result")