Accord.Tests.Math.CobylaTest.ConstructorTest7 C# (CSharp) Method

        public void ConstructorTest7()
        {
            /// This problem is taken from Fletcher's book Practical Methods of
            /// Optimization and has the equation number (14.4.2).
            var function = new NonlinearObjectiveFunction(3, x => x[2]);

            NonlinearConstraint[] constraints = 
            {
                new NonlinearConstraint(3, x=> 5.0 * x[0] - x[1] + x[2]),
                new NonlinearConstraint(3, x =>  x[2] - x[0] * x[0] - x[1] * x[1] - 4.0 * x[1]),
                new NonlinearConstraint(3, x =>  x[2] - 5.0 * x[0] - x[1]),
            };

            Cobyla cobyla = new Cobyla(function, constraints);

            Assert.IsTrue(cobyla.Minimize());
            double minimum = cobyla.Value;
            double[] solution = cobyla.Solution;

            Assert.AreEqual(-3, minimum, 1e-5);
            Assert.AreEqual(0.0, solution[0], 1e-5);
            Assert.AreEqual(-3.0, solution[1], 1e-5);
            Assert.AreEqual(-3.0, solution[2], 1e-5);

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