Accord.Tests.Math.AugmentedLagrangianSolverTest.ConstructorTest4 C# (CSharp) Method

        public void ConstructorTest4()
        {
            // Example code from 
            // https://groups.google.com/forum/#!topic/accord-net/an0sJGGrOuU

            int nVariablesTest = 4; // number of variables
            int nConstraintsTest = 2; // number of constraints
            double constraintsTolerance = 1e-100;
            double[,] ATest = new double[,] { { 1, 2, 3, 4 }, { 0, 4, 3, 1 } }; // arbitary A matrix.  A*X =  b
            double[,] bTest = new double[,] { { 0 }, { 2 } }; // arbitary A matrix.  A*X =  b

            double[,] XSolve = ATest.Solve(bTest);  // uses the pseudoinverse to minimise norm(X) subject to A*X =  b

            // recreate Solve function using AugmentedLagrangian
            var fTest = new NonlinearObjectiveFunction(nVariablesTest, ds => ds.InnerProduct(ds), ds => ds.Multiply(2.0)); // minimise norm(ds)

            var nonlinearConstraintsTest = new List<NonlinearConstraint>(nConstraintsTest);  // linear constraints A*X = b
            for (int i = 0; i < nConstraintsTest; i++)
            {
                int j = i; // http://blogs.msdn.com/b/ericlippert/archive/2009/11/12/closing-over-the-loop-variable-considered-harmful.aspx
                nonlinearConstraintsTest.Add(new NonlinearConstraint(fTest, ds => ATest.GetRow(j).InnerProduct(ds) - (double)bTest.GetValue(j, 0), ConstraintType.EqualTo, 0.0, ds => ATest.GetRow(j), constraintsTolerance));
            }

            var innerSolverTest = new ResilientBackpropagation(nVariablesTest);
            innerSolverTest.Tolerance = constraintsTolerance;
            innerSolverTest.Iterations = 1000;
            var solverTest = new Accord.Math.Optimization.AugmentedLagrangian(innerSolverTest, fTest, nonlinearConstraintsTest);
            solverTest.MaxEvaluations = 0;
            bool didMinimise = solverTest.Minimize();

            var errorConstraintRelative = XSolve.Subtract(solverTest.Solution, 1).ElementwiseDivide(XSolve); // relative error between .Solve and .Minimize
            var errorConstraintAbsolute = XSolve.Subtract(solverTest.Solution, 1); // absolute error between .Solve and .Minimize

            double[] errorConstraintsTest = new double[nConstraintsTest];
            for (int i = 0; i < nConstraintsTest; i++)
            {
                errorConstraintsTest[i] = nonlinearConstraintsTest[i].Function(solverTest.Solution);
            }
        }
    }