fix #4 -- make SVDSchurKKTSolver the default for NewtonOptimizer (#7)

* make SVDSchurKKTSolver the default for NewtonOptimizer * add SVDSchurKKTSolver to the unit testing
erikerlandson · Jan 16, 2019 · 5d71a7f · 5d71a7f
1 parent 560142d
commit 5d71a7f
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Showing 2 changed files with 6 additions and 1 deletion.
diff --git a/src/main/java/com/manyangled/gibbous/optim/convex/NewtonOptimizer.java b/src/main/java/com/manyangled/gibbous/optim/convex/NewtonOptimizer.java
@@ -42,7 +42,7 @@
  */
 public class NewtonOptimizer extends ConvexOptimizer {
     private LinearEqualityConstraint eqConstraint;
-    private KKTSolver kktSolver = new CholeskySchurKKTSolver();
+    private KKTSolver kktSolver = new SVDSchurKKTSolver();
     private RealVector xStart;
     private double epsilon = ConvergenceEpsilon.CONVERGENCE_EPSILON_DEFAULT;
     private double alpha = BacktrackAlpha.BACKTRACK_ALPHA_DEFAULT;

diff --git a/src/test/java/com/manyangled/gibbous/KKTSolverTest.java b/src/test/java/com/manyangled/gibbous/KKTSolverTest.java
@@ -27,6 +27,7 @@
 import com.manyangled.gibbous.optim.convex.KKTSolver;
 import com.manyangled.gibbous.optim.convex.KKTSolution;
 import com.manyangled.gibbous.optim.convex.CholeskySchurKKTSolver;
+import com.manyangled.gibbous.optim.convex.SVDSchurKKTSolver;
 
 import static com.manyangled.gibbous.COTestingUtils.eps;
 
@@ -82,6 +83,7 @@ public void testSchurConstrained1() {
         double[] g = { 1.0, 2.0 };
         double[] h = { 3.0 };
         testWithConstraints(new CholeskySchurKKTSolver(), H, A, g, h);
+        testWithConstraints(new SVDSchurKKTSolver(), H, A, g, h);
     }
 
     @Test
@@ -94,13 +96,15 @@ public void testSchurConstrained2() {
         double[] g = { 1.0, 4.0, 9.0 };
         double[] h = { 3.0, 7.0 };
         testWithConstraints(new CholeskySchurKKTSolver(), H, A, g, h);
+        testWithConstraints(new SVDSchurKKTSolver(), H, A, g, h);
     }
 
     @Test
     public void testSchurUnconstrained1() {
         double[][] H = { { 5.0, 1.0 }, { 1.0, 5.0 } };
         double[] g = { 3.0, 7.0 };
         testNoConstraints(new CholeskySchurKKTSolver(), H, g);
+        testNoConstraints(new SVDSchurKKTSolver(), H, g);
     }
 
     @Test
@@ -110,5 +114,6 @@ public void testSchurUnconstrained2() {
                          { 1.0, 2.0, 7.0 } };
         double[] g = { 9.0, 4.0, 1.0 };
         testNoConstraints(new CholeskySchurKKTSolver(), H, g);
+        testNoConstraints(new SVDSchurKKTSolver(), H, g);
     }
 }