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upped tolerance on some tests

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Maksym Zhelyeznyakov
2026-01-29 00:10:04 -05:00
parent 4daafb68e6
commit a82fdc8e36
2 changed files with 13 additions and 5 deletions
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11
test/test_lbfgs.cpp
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@@ -7,6 +7,7 @@
#include <boost/math/differentiation/autodiff_reverse.hpp>
#include <boost/math/optimization/lbfgs.hpp>
#include <boost/math/optimization/minimizer.hpp>
#include <boost/math/optimization/gradient_descent.hpp>
namespace rdiff = boost::math::differentiation::reverse_mode;
namespace bopt = boost::math::optimization;
@@ -18,7 +19,7 @@ BOOST_AUTO_TEST_CASE(default_lbfgs_test) //, T, all_float_types)
using T = double;
constexpr size_t NITER = 10;
constexpr size_t M = 10;
const T eps = T{1e-8};
const T eps = T{1e-5};
RandomSample<T> rng{T(-10), T(10)};
std::array<rdiff::rvar<T, 1>, 2> x;
@@ -26,8 +27,10 @@ BOOST_AUTO_TEST_CASE(default_lbfgs_test) //, T, all_float_types)
x[1] = rng.next();
auto opt = bopt::make_lbfgs(&rosenbrock_saddle<rdiff::rvar<T, 1>>, x, M);
auto constraint = bopt::unconstrained_policy<std::array<rdiff::rvar<T, 1>,2>>{};
auto convergence_policy = bopt::gradient_norm_convergence_policy<T>(T{ 1e-20 });
auto result = minimize(opt);
auto result = bopt::minimize(opt, constraint, convergence_policy);
for (auto& xi : x) {
BOOST_REQUIRE_CLOSE(xi, T{1.0}, eps);
}
@@ -85,7 +88,9 @@ BOOST_AUTO_TEST_CASE_TEMPLATE(custom_init_lbfgs_test, T, all_float_types)
x,
M,
bopt::costant_initializer_rvar<T>(0.0));
auto result = minimize(opt);
auto constraint = bopt::unconstrained_policy<std::array<rdiff::rvar<T, 1>,2>>{};
auto convergence_policy = bopt::gradient_norm_convergence_policy<T>(T{ 1e-8 });
auto result = minimize(opt, constraint, convergence_policy);
for (auto& xi : x) {
BOOST_REQUIRE_CLOSE(xi, T{1.0}, eps);