Accord.Tests.Math.GoldfarbIdnaniTest.GoldfarbIdnaniMinimizeWithEqualityTest2 C# (CSharp) Method

        public void GoldfarbIdnaniMinimizeWithEqualityTest2()
        {
            // This test reproduces Issue #171 at GitHub
            // Solve the following optimization problem:
            //
            //  min f(x) = a² + b² + c² + d² + e² + f² + 10a + 10b + 30c + 20d + 30e + 20f
            // 
            //  s.t.                  a == 4
            //                b + c + d == 5
            //                    e + f == 1
            //                    a + b <= 7
            //                    c + e <= 1
            //                    d + f <= 2
            //                        a >= 0
            //                        b >= 0
            //                        c >= 0
            //                        d >= 0
            //                        e >= 0
            //                        f >= 0

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

            double[] b =
            {
                4,5,1,-7,-1,-2,0,0,0,0,0,0
            };

            double[,] Q =
            {
                {  2,  0,  0,  0,  0,  0},
                {  0,  2,  0,  0,  0,  0},
                {  0,  0,  2,  0,  0,  0},
                {  0,  0,  0,  2,  0,  0},
                {  0,  0,  0,  0,  2,  0},
                {  0,  0,  0,  0,  0,  2 },
            };

            double[] d =
            {
                10,10,30,20,30,20
            };

            GoldfarbIdnani target = new GoldfarbIdnani(Q, d, A, b, 3);
            var tolerance = 0.001;
            target.ConstraintTolerances.ApplyInPlace(a => tolerance);

            Assert.IsTrue(target.Minimize());
            double[] solution = target.Solution;

            Assert.AreEqual(4, solution[0], tolerance);
            Assert.AreEqual(3, solution[1], tolerance);
            Assert.AreEqual(0.75, solution[2], tolerance);
            Assert.AreEqual(1.25, solution[3], tolerance);
            Assert.AreEqual(0.25, solution[4], tolerance);
            Assert.AreEqual(0.75, solution[5], tolerance);
        }
    }