Accord.Tests.Interop.Math.BroydenFletcherGoldfarbShannoTest.ConstructorTest2 C# (CSharp) Method

        public void ConstructorTest2()
        {
            Function function = // min f(x) = 10 * (x+1)^2 + y^2
                x => 10.0 * Math.Pow(x[0] + 1.0, 2.0) + Math.Pow(x[1], 2.0);

            Gradient gradient = x => new[] { 20 * (x[0] + 1), 2 * x[1] };


            double[] start = new double[2];

            BroydenFletcherGoldfarbShanno target = new BroydenFletcherGoldfarbShanno(2,
                function.Invoke, gradient.Invoke);

            Assert.IsTrue(target.Minimize());
            double minimum = target.Value;

            double[] solution = target.Solution;

            Assert.AreEqual(0, minimum, 1e-10);
            Assert.AreEqual(-1, solution[0], 1e-5);
            Assert.AreEqual(0, solution[1], 1e-5);

            double expectedMinimum = function(target.Solution);
            Assert.AreEqual(expectedMinimum, minimum);
        }