public void MinimizeTest()
{
Func<double[], double> f = BroydenFletcherGoldfarbShannoTest.rosenbrockFunction;
Func<double[], double[]> g = BroydenFletcherGoldfarbShannoTest.rosenbrockGradient;
Assert.AreEqual(104, f(new[] { -1.0, 2.0 }));
int n = 2; // number of variables
double[] initial = { -1.2, 1 };
ConjugateGradient cg = new ConjugateGradient(n, f, g);
cg.Method = ConjugateGradientMethod.FletcherReeves;
Assert.IsTrue(cg.Minimize(initial));
double actual = cg.Value;
double expected = 0;
Assert.AreEqual(expected, actual, 1e-6);
double[] result = cg.Solution;
Assert.AreEqual(127, cg.Evaluations);
Assert.AreEqual(34, cg.Iterations);
Assert.AreEqual(1.0, result[0], 1e-3);
Assert.AreEqual(1.0, result[1], 1e-3);
Assert.IsFalse(double.IsNaN(result[0]));
Assert.IsFalse(double.IsNaN(result[1]));
double y = f(result);
double[] d = g(result);
Assert.AreEqual(0.0, y, 1e-6);
Assert.AreEqual(0.0, d[0], 1e-3);
Assert.AreEqual(0.0, d[1], 1e-3);
Assert.IsFalse(double.IsNaN(y));
Assert.IsFalse(double.IsNaN(d[0]));
Assert.IsFalse(double.IsNaN(d[1]));
}
