Accord.Tests.Math.BroydenFletcherGoldfarbShannoTest.lbfgsTest3 C# (CSharp) Method

        public void lbfgsTest3()
        {
            Accord.Math.Tools.SetupGenerator(0);

            Func<double[], double> f;
            Func<double[], double[]> g;
            createExpDiff(out f, out g);

            int errors = 0;

            for (int i = 0; i < 10000; i++)
            {
                double[] start = Accord.Math.Matrix.Random(2, -1.0, 1.0);

                var lbfgs = new BroydenFletcherGoldfarbShanno(numberOfVariables: 2, function: f, gradient: g);

                lbfgs.Minimize(start);
                double minValue = lbfgs.Value;
                double[] solution = lbfgs.Solution;

                double expected = -2;

                if (Math.Abs(expected - minValue) > 1e-3)
                    errors++;
            }

            Assert.IsTrue(errors < 800);
        }