Generalized-Birthday-Problem/asymptotic-wcgbp/tests/test_high_precision.py at master · tl2cents/Generalized-Birthday-Problem · GitHub

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from __future__ import annotations

import mpmath as mp
from scipy.optimize import minimize as scipy_minimize

from mpoptimize import minimize


def test_cobyla_resolves_sub_float_objective_structure() -> None:
    with mp.workdps(80):
        lower = mp.mpf("5e-30")
        upper = mp.mpf("1e-29")
        target = mp.mpf("7.5e-30")

        def objective(x):
            return mp.mpf("1") + (x[0] - target) ** 2

        result = minimize(
            objective,
            x0=[mp.mpf("9.5e-30")],
            method="COBYLA",
            bounds=[(lower, upper)],
            options={"rhobeg": mp.mpf("1e-30"), "tol": mp.mpf("1e-45")},
        )

        float_result = scipy_minimize(
            lambda x: 1.0 + (x[0] - 7.5e-30) ** 2,
            x0=[9.5e-30],
            method="COBYLA",
            bounds=[(5e-30, 1e-29)],
        )

        mp_error = abs(result.x[0] - target)
        float_error = abs(mp.mpf(repr(float_result.x[0])) - target)

        assert result.success is True
        assert mp.almosteq(result.x[0], target, rel_eps=mp.mpf("1e-20"), abs_eps=mp.mpf("1e-45"))
        assert mp_error < float_error


def test_slsqp_resolves_sub_float_objective_structure() -> None:
    with mp.workdps(80):
        lower = mp.mpf("5e-30")
        upper = mp.mpf("1e-29")
        target = mp.mpf("7.5e-30")

        def objective(x):
            return mp.mpf("1") + (x[0] - target) ** 2

        result = minimize(
            objective,
            x0=[mp.mpf("9.5e-30")],
            method="SLSQP",
            bounds=[(lower, upper)],
            options={"ftol": mp.mpf("1e-45")},
        )

        float_result = scipy_minimize(
            lambda x: 1.0 + (x[0] - 7.5e-30) ** 2,
            x0=[9.5e-30],
            method="SLSQP",
            bounds=[(5e-30, 1e-29)],
        )

        mp_error = abs(result.x[0] - target)
        float_error = abs(mp.mpf(repr(float_result.x[0])) - target)

        assert result.success is True
        assert mp.almosteq(result.x[0], target, rel_eps=mp.mpf("1e-18"), abs_eps=mp.mpf("1e-40"))
        assert mp_error < float_error