added cubeBLMO (#156)

ZIB-IOL · Nov 3, 2023 · c5ea525 · c5ea525
1 parent 195c6e1
commit c5ea525
Showing 1 changed file with 21 additions and 1 deletion.
diff --git a/examples/low_dim_in_high_dim.jl b/examples/low_dim_in_high_dim.jl
@@ -29,7 +29,7 @@ function grad!(storage, x)
     return mul!(storage, Ws, (x - refpoint))
 end
 
-@testset "Low-dimensional function" begin
+@testset "Low-dimensional function (SCIP)" begin
     o = SCIP.Optimizer()
     MOI.set(o, MOI.Silent(), true)
     MOI.empty!(o)
@@ -50,3 +50,23 @@ end
 
     @test f(x) <= f(result[:raw_solution]) + 1e-6
 end
+
+@testset "Low-dimensional function (CubeBLMO)" begin
+
+    int_vars = collect(1:n)
+    bounds = Boscia.IntegerBounds()
+    for i in 1:n
+        push!(bounds, (i, 0.0), :greaterthan)
+        push!(bounds, (i, 1.0), :lessthan)
+    end
+    blmo = CubeBLMO(n, int_vars, bounds)
+
+    x, _, result = Boscia.solve(f, grad!, blmo, verbose=true)
+
+    if n < 15  # only do for small n 
+        valopt, xopt = Boscia.min_via_enum(f, n)
+        @test (f(x) - f(xopt)) / abs(f(xopt)) <= 1e-3
+    end
+
+    @test f(x) <= f(result[:raw_solution]) + 1e-6
+end