Accord.Tests.Math.GoldfarbIdnaniTest.GoldfarbIdnaniConstructorTest4 C# (CSharp) Method

        public void GoldfarbIdnaniConstructorTest4()
        {
            // Solve the following optimization problem:
            //
            //  min f(x) = 2x² - xy + 4y² - 5x - 6y
            // 
            //  s.t.   x - y  ==   5  (x minus y should be equal to 5)
            //             x  >=  10  (x should be greater than or equal to 10)
            //

            var f = new QuadraticObjectiveFunction("2x² - xy + 4y² - 5x - 6y");

            List<LinearConstraint> constraints = new List<LinearConstraint>();
            constraints.Add(new LinearConstraint(f, "x-y = 5"));
            constraints.Add(new LinearConstraint(f, "x >= 10"));


            GoldfarbIdnani target = new GoldfarbIdnani(f, constraints);

            double[,] A = 
            {
                { 1, -1 }, 
                { 1,  0 }, 
            };

            double[] b = 
            {
                 5, 
                10, 
            };

            Assert.IsTrue(A.IsEqual(target.ConstraintMatrix));
            Assert.IsTrue(b.IsEqual(target.ConstraintValues));

            double[,] Q = 
            {   
                { +2*2,  -1   }, 
                {   -1,  +4*2 },
            };

            double[] d = { -5, -6 };


            var actualQ = f.QuadraticTerms;
            var actuald = f.LinearTerms;

            Assert.IsTrue(Q.IsEqual(actualQ));
            Assert.IsTrue(d.IsEqual(actuald));
        }