Accord.Tests.Math.AugmentedLagrangianSolverTest.ConstructorTest2 C# (CSharp) Method

        public void ConstructorTest2()
        {
            Accord.Math.Tools.SetupGenerator(0);

            var function = new NonlinearObjectiveFunction(2,
                function: x => x[0] * x[1],
                gradient: x => new[] { x[1], x[0] });

            NonlinearConstraint[] constraints = 
            {
                new NonlinearConstraint(function,
                    function: x => 1.0 - x[0] * x[0] - x[1] * x[1],
                    gradient: x => new [] { -2 * x[0], -2 * x[1]}),
                new NonlinearConstraint(function,
                    function: x => x[0],
                    gradient: x => new [] { 1.0, 0.0}),
            };

            var target = new ConjugateGradient(2);
            AugmentedLagrangian solver = new AugmentedLagrangian(target, function, constraints);

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

            double[] solution = solver.Solution;

            double sqrthalf = Math.Sqrt(0.5);

            Assert.AreEqual(-0.5, minimum, 1e-5);
            Assert.AreEqual(sqrthalf, solution[0], 1e-5);
            Assert.AreEqual(-sqrthalf, solution[1], 1e-5);

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