Optimization: Add tests involving larger numbers output from the objective

src/UnitTests/OptimizationTests/TestBfgsMinimizer.cs

@@ -40,5 +40,38 @@ namespace MathNet.Numerics.UnitTests.OptimizationTests
             Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3));
             Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3));
         }
+
+		[Test]
+		public void FindMinimum_BigRosenbrock_Easy()
+		{
+            var obj = ObjectiveFunction.Gradient(RosenbrockFunction.Value, RosenbrockFunction.Gradient);
+			var solver = new BfgsMinimizer(1e-10, 1e-5, 1000);
+			var result = solver.FindMinimum(obj, new DenseVector(new[] { 1.2*100.0, 1.2*100.0 }));
+
+			Assert.That(Math.Abs(result.MinimizingPoint[0] - 100.0), Is.LessThan(1e-3));
+			Assert.That(Math.Abs(result.MinimizingPoint[1] - 100.0), Is.LessThan(1e-3));
+		}
+
+		[Test]
+		public void FindMinimum_BigRosenbrock_Hard()
+		{
+            var obj = ObjectiveFunction.Gradient(RosenbrockFunction.Value, RosenbrockFunction.Gradient);
+			var solver = new BfgsMinimizer(1e-5, 1e-5, 1000);
+			var result = solver.FindMinimum(obj, new DenseVector(new[] { -1.2*100.0, 1.0*100.0 }));
+
+			Assert.That(Math.Abs(result.MinimizingPoint[0] - 1.0), Is.LessThan(1e-3));
+			Assert.That(Math.Abs(result.MinimizingPoint[1] - 1.0), Is.LessThan(1e-3));
+		}
+
+		[Test]
+		public void FindMinimum_BigRosenbrock_Overton()
+		{
+            var obj = ObjectiveFunction.Gradient(RosenbrockFunction.Value, RosenbrockFunction.Gradient);
+			var solver = new BfgsMinimizer(1e-5, 1e-5, 1000);
+			var result = solver.FindMinimum(obj, new DenseVector(new[] { -0.9*100.0, -0.5*100.0 }));
+
+			Assert.That(Math.Abs(result.MinimizingPoint[0] - 100.0), Is.LessThan(1e-3));
+			Assert.That(Math.Abs(result.MinimizingPoint[1] - 100.0), Is.LessThan(1e-3));
+		}
     }
 }