public void FunctionTest()
{
double x = 0;
double y = 0;
Func<double> expected = () => -2 * x * x + x * y - y * y + 5 * y;
var actual = new QuadraticObjectiveFunction("-2x² + xy - y² + 5y");
for (int i = 0; i < 10; i++)
{
for (int j = 0; j < 10; j++)
{
x = (i - 5) / 10.0;
y = (j - 5) / 10.0;
double a = actual.Function(new[] { x, y });
double e = expected();
Assert.AreEqual(e, a, 1e-10);
Assert.IsFalse(Double.IsNaN(a));
Assert.IsFalse(Double.IsNaN(e));
}
}
}
public void LambdaFunctionTest3()
{
double x = 0;
Func<double> expected = () => x * x + 1;
var actual = new QuadraticObjectiveFunction(() => x * x + 1);
for (int i = 0; i < 10; i++)
{
x = (i - 5) / 10.0;
double a = actual.Function(new[] { x });
double e = expected();
Assert.AreEqual(e, a, 1e-10);
Assert.IsFalse(Double.IsNaN(a));
Assert.IsFalse(Double.IsNaN(e));
}
}
public void LambdaFunctionTest4()
{
double x = 0;
double y = 0;
double z = 0;
Func<double> expected = () => -x * y + y * z;
var actual = new QuadraticObjectiveFunction(() => -x * y + y * z);
for (int i = 0; i < 10; i++)
{
for (int j = 0; j < 10; j++)
{
for (int k = 0; k < 10; k++)
{
x = (i - 5) / 10.0;
y = (j - 5) / 10.0;
z = (k - 5) / 10.0;
double a = actual.Function(new[] { x, y, z });
double e = expected();
Assert.AreEqual(e, a, 1e-10);
Assert.IsFalse(Double.IsNaN(a));
Assert.IsFalse(Double.IsNaN(e));
}
}
}
}
public void GoldfarbIdnani4()
{
// https://github.com/accord-net/framework/issues/171
int n = 21;
var Q = Matrix.Diagonal(n, 2.0);
var d = Vector.Create(3132.0, 6264, 15660, 18792, 21924, 6264, 18792, 21924, 9396, 3132, 12528, 6264, 9396, 18792, 21924, 9396, 3132, 3132, 6264, 15660, 18792);
int m = 44;
var b = Vector.Create(
703.999, -704.001,
1267.999, -1268.001,
1565.999, -1566.001,
471.999, -472.001,
1425.999, -1426.001,
-107.001,
-1164.001,
-57.001,
-311.001,
-1433.001,
-0.001,
-0.001,
-788.001,
-472.001,
-850.001,
-273.001,
-0.001, -0.001, -0.001, -0.001,
-0.001, -0.001, -0.001, -0.001, -0.001,
-0.001, -0.001, -0.001, -0.001, -0.001,
-0.001, -0.001, -0.001, -0.001, -0.001,
-0.001, -0.001, -0.001, -0.001);
var A = Matrix.Create(m, n,
1.0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
-1, -1, -1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, -1, -1, -1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, -1, -1, -1, -1, -1, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, -1, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, -1, -1, -1, -1, -1,
0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0,
0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0,
-1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0,
0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1);
var solver = new GoldfarbIdnani(Q, d, A, b, 0);
//for (int i = 0; i < solver.ConstraintTolerances.Length; i++)
// solver.ConstraintTolerances[i] = 1e-1;
Assert.IsTrue(solver.Minimize());
QuadraticObjectiveFunction f = new QuadraticObjectiveFunction(Q, d);
f.Function(solver.Solution);
var constraints = LinearConstraintCollection.FromMatrix(A, b, 0);
double[] violation = constraints.Apply(x => x.GetViolation(solver.Solution));
}