Accord.Tests.Math.GoldfarbIdnaniTest.GoldfarbIdnaniLargeSampleTest3_InfiniteLoop C# (CSharp) Method

        public void GoldfarbIdnaniLargeSampleTest3_InfiniteLoop()
        {
            var Q = readMatrixFile(new StringReader(Resources.dmatFull));
            var AMat = readMatrixFile(new StringReader(Resources.constraintMatrix11_15_3));
            var bvec = readVectorFile(new StringReader(Resources.constraints11_14_3));

            var dvec = new double[Q.GetLength(0)];
            double[] b = new double[bvec.Length];
            bvec.CopyTo(b, 0);

            bool psd = Q.IsPositiveDefinite();
            Assert.IsTrue(psd);

            GoldfarbIdnani gfI = new GoldfarbIdnani(Q, dvec, AMat, b, 2);

            for (int i = 0; i < gfI.ConstraintTolerances.Length; i++)
                gfI.ConstraintTolerances[i] = 1e-10;

            bool success = gfI.Minimize();

            Assert.IsTrue(success);

            double[] soln = gfI.Solution;
            double value = Math.Sqrt(Matrix.Multiply(Matrix.Multiply(soln, Q), soln.Transpose())[0]);

            double expectedSol = 0.052870914138455;
            double actualSol = value;

            double[] expected = 
            {
                0.4, // 2
                0.0016271524831373, // 4
                0, // 5
                0, // 13
                0, // 14
                0.59837284751680053 // 19     
            };

            double[] actual =
            {
                soln[1], soln[3], soln[4], soln[12], soln[13], soln[18]
            };

            Assert.AreEqual(expectedSol, actualSol, 1e-8);
            for (int i = 0; i < expected.Length; i++)
                Assert.AreEqual(expected[i], actual[i], 1e-5);
        }