Accord.Tests.Math.GoldfarbIdnaniTest.GoldfarbIdnaniMaximizeTest1 C# (CSharp) Method

        public void GoldfarbIdnaniMaximizeTest1()
        {
            // Solve the following optimization problem:
            //
            //  max f(x) = -2x² + xy - y² + 5y
            // 
            //  s.t.   x + y  <= 0
            //             y  >= 0
            //

            // Create our objective function using a text string
            var f = new QuadraticObjectiveFunction("-2x² + xy - y² + 5y");

            // Now, create the constraints
            List<LinearConstraint> constraints = new List<LinearConstraint>();
            constraints.Add(new LinearConstraint(f, "x + y <= 0"));
            constraints.Add(new LinearConstraint(f, "    y >= 0"));

            // Now we create the quadratic programming solver for 2 variables, using the constraints.
            GoldfarbIdnani solver = new GoldfarbIdnani(f, constraints);

            // And attempt to solve it.
            Assert.IsTrue(solver.Maximize());
            double maxValue = solver.Value;

            Assert.AreEqual(25 / 16.0, maxValue);

            Assert.AreEqual(-5 / 8.0, solver.Solution[0]);
            Assert.AreEqual(5 / 8.0, solver.Solution[1]);
        }