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

        public void GoldfarbIdnaniMinimizeWithEqualityTest()
        {
            // This test reproduces Issue #33 at Google Code Tracker
            // https://code.google.com/p/accord/issues/detail?id=33

            // Create objective function using the
            // Hessian Q and linear terms vector d.

            double[,] Q =
            {
                { 0.12264004,  0.011579293, 0.103326825, 0.064073439 },
                { 0.011579293, 0.033856,    0.014311947, 0.014732381 },
                { 0.103326825, 0.014311947, 0.17715681,  0.067615114 },
                { 0.064073439, 0.014732381, 0.067615114, 0.11539609  }
            };

            Assert.IsTrue(Q.IsPositiveDefinite());

            double[] d = { 0, 0, 0, 0 };

            var f = new QuadraticObjectiveFunction(Q, d, "a", "b", "c", "d");

            // Now, create the constraints
            var constraints = new LinearConstraintCollection();

            constraints.Add(new LinearConstraint(f, "0.0732 * a + 0.0799 * b + 0.1926 * c + 0.0047 * d = 0.098"));
            constraints.Add(new LinearConstraint(f, "a + b + c + d = 1"));
            constraints.Add(new LinearConstraint(f, "a >= 0"));
            constraints.Add(new LinearConstraint(f, "b >= 0"));
            constraints.Add(new LinearConstraint(f, "c >= 0"));
            constraints.Add(new LinearConstraint(f, "d >= 0"));
            constraints.Add(new LinearConstraint(f, "a >= 0.5"));

            Assert.AreEqual(1, constraints[6].CombinedAs[0]);
            Assert.AreEqual(0.5, constraints[6].Value);
            Assert.AreEqual(0.1, constraints[6].GetViolation(new double[] { 0.6 }), 1e-10);
            Assert.AreEqual(-0.1, constraints[6].GetViolation(new double[] { 0.4 }), 1e-10);

            bool psd = Q.IsPositiveDefinite();

            double[] b;
            int eq;
            double[,] A = constraints.CreateMatrix(4, out b, out eq);

            // AccordTestsMathCpp2.Quadprog.Compute(A.GetLength(1), A.GetLength(0), 
            //    A.Reshape(), b, eq, Q.Reshape(), d);


            // 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.Minimize());
            double minValue = solver.Value;

            double[] expected = { 0.50000000000000, 0.30967169476486, 0.19032830523514, 0 };
            double[] actual = solver.Solution;

            for (int i = 0; i < constraints.Count; i++)
            {
                double error = constraints[i].GetViolation(actual);
                Assert.IsTrue(error >= 0);
            }

            for (int i = 0; i < expected.Length; i++)
            {
                double e = expected[i];
                double a = actual[i];
                Assert.AreEqual(e, a, 1e-10);
            }
        }