Accord.Math.Optimization.AugmentedLagrangian.init C# (CSharp) Method

        private void init(NonlinearObjectiveFunction function,
            IEnumerable<NonlinearConstraint> constraints, IGradientOptimizationMethod innerSolver)
        {
            if (function != null)
            {
                if (function.NumberOfVariables != NumberOfVariables)
                {
                    throw new ArgumentOutOfRangeException("function",
                        "Incorrect number of variables in the objective function. " +
                        "The number of variables must match the number of variables set in the solver.");
                }

                this.Function = function.Function;
                this.Gradient = function.Gradient;
            }

            if (innerSolver == null)
            {
                innerSolver = new BroydenFletcherGoldfarbShanno(NumberOfVariables)
                {
                    LineSearch = Optimization.LineSearch.BacktrackingArmijo,
                    Corrections = 10
                };
            }

            List<NonlinearConstraint> equality = new List<NonlinearConstraint>();
            List<NonlinearConstraint> lesserThan = new List<NonlinearConstraint>();
            List<NonlinearConstraint> greaterThan = new List<NonlinearConstraint>();

            foreach (var c in constraints)
            {
                switch (c.ShouldBe)
                {
                    case ConstraintType.EqualTo:
                        equality.Add(c); break;

                    case ConstraintType.GreaterThanOrEqualTo:
                        greaterThan.Add(c); break;

                    case ConstraintType.LesserThanOrEqualTo:
                        lesserThan.Add(c); break;

                    default:
                        throw new ArgumentException("Unknown constraint type.", "constraints");
                }
            }

            this.lesserThanConstraints = lesserThan.ToArray();
            this.greaterThanConstraints = greaterThan.ToArray();
            this.equalityConstraints = equality.ToArray();

            this.lambda = new double[equalityConstraints.Length];
            this.mu = new double[lesserThanConstraints.Length];
            this.nu = new double[greaterThanConstraints.Length];

            this.dualSolver = innerSolver;
            dualSolver.Function = objectiveFunction;
            dualSolver.Gradient = objectiveGradient;
        }