Accord.Tests.Math.CobylaTest.ConstructorTest8 C# (CSharp) Method

        public void ConstructorTest8()
        {
            /// This problem is taken from page 66 of Hock and Schittkowski's book Test
            /// Examples for Nonlinear Programming Codes. It is their test problem Number
            /// 43, and has the name Rosen-Suzuki.
            var function = new NonlinearObjectiveFunction(4, x => x[0] * x[0]
                + x[1] * x[1] + 2.0 * x[2] * x[2]
                + x[3] * x[3] - 5.0 * x[0] - 5.0 * x[1]
                - 21.0 * x[2] + 7.0 * x[3]);

            NonlinearConstraint[] constraints = 
            {
                new NonlinearConstraint(4, x=> 8.0 - x[0] * x[0] 
                    - x[1] * x[1] - x[2] * x[2] - x[3] * x[3] - x[0] + x[1] - x[2] + x[3]),

                new NonlinearConstraint(4, x => 10.0 - x[0] * x[0] 
                    - 2.0 * x[1] * x[1] - x[2] * x[2] - 2.0 * x[3] * x[3] + x[0] + x[3]),

                new NonlinearConstraint(4, x => 5.0 - 2.0 * x[0] * x[0] 
                    - x[1] * x[1] - x[2] * x[2] - 2.0 * x[0] + x[1] + x[3])
            };

            Cobyla cobyla = new Cobyla(function, constraints);

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

            double[] expected = 
            {
                0.0, 1.0, 2.0, -1.0
            };

            for (int i = 0; i < expected.Length; i++)
                Assert.AreEqual(expected[i], cobyla.Solution[i], 1e-4);
            Assert.AreEqual(-44, minimum, 1e-10);

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