#include "test_autodiff_reverse.hpp" // reuse for some basic options #include "test_functions_for_optimization.hpp" #include #include #include namespace rdiff = boost::math::differentiation::reverse_mode; namespace bopt = boost::math::optimization; BOOST_AUTO_TEST_SUITE(basic_gradient_descent) BOOST_AUTO_TEST_CASE_TEMPLATE(default_nesterov_test, T, all_float_types) { size_t NITER = 5; T lr = T{1e-3}; T mu = T{0.95}; RandomSample rng{T(-10), (10)}; std::vector> x; x.push_back(rng.next()); x.push_back(rng.next()); T eps = T{1e-8}; auto nag = bopt::make_nag(&quadratic_high_cond_2D>, x, lr, mu); auto z = minimize(nag); for (auto& xi : x) { BOOST_REQUIRE_SMALL(xi.item(), eps); } } BOOST_AUTO_TEST_SUITE_END()