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

        public void GoldfarbIdnaniParseGlobalizationTestBase()
        {
            // minimize 0.5x² + 0.2y² + 0.3xy s.t. 0.01x + 0.02y - 0.03 = 0 AND x + y = 100
            // http://www.wolframalpha.com/input/?i=minimize+0.5x%C2%B2+%2B+0.2y%C2%B2+%2B+0.3xy+s.t.+0.01x+%2B+0.02y+-+0.03+%3D+0+AND+x+%2B+y+%3D+100

            String strObjective = "0.5x² + 0.2y² + 0.3xy";

            String[] strConstraints = 
            { 
                "0.01x + 0.02y - 0.03 = 0", 
                "x + y = 100" 
            };

            QuadraticObjectiveFunction function = new QuadraticObjectiveFunction(strObjective);
            LinearConstraintCollection cst = new LinearConstraintCollection();
            foreach (var tmpCst in strConstraints)
                cst.Add(new LinearConstraint(function, tmpCst));

            var classSolver = new Accord.Math.Optimization.GoldfarbIdnani(function, cst);
            bool status = classSolver.Minimize();
            double result = classSolver.Value;

            Assert.IsTrue(status);
            Assert.AreEqual(15553.60, result, 1e-10);
        }