Detect early completion in BfgsBMinimizer

src/Numerics.Tests/OptimizationTests/BfgsBMinimizerTests.cs

@@ -121,6 +121,42 @@ namespace MathNet.Numerics.UnitTests.OptimizationTests
             Assert.That(Math.Abs(result.MinimizingPoint[1] - RosenbrockFunction.Minimum[1]), Is.LessThan(1e-3));
         }
 
+        [Test]
+        public void FindMinimum_Quadratic()
+        {
+            var obj = ObjectiveFunction.Gradient(
+                x => x[0] * x[0] + x[1] * x[1],
+                x => new DenseVector(new[] {2 * x[0], 2 * x[1]})
+            );
+            var solver = new BfgsBMinimizer(1e-5, 1e-5, 1e-5, maximumIterations: 1000);
+            var lowerBound = new DenseVector(new[] {-1.0, -1.0});
+            var upperBound = new DenseVector(new[] {2.0, 2.0});
+            var initialGuess = new DenseVector(new[] {1.5, 1.5});
+
+            var result = solver.FindMinimum(obj, lowerBound, upperBound, initialGuess);
+
+            Assert.That(Math.Abs(result.MinimizingPoint[0] - 0.0), Is.LessThan(1e-3));
+            Assert.That(Math.Abs(result.MinimizingPoint[1] - 0.0), Is.LessThan(1e-3));
+        }
+
+        [Test]
+        public void FindMinimum_Quadratic_TwoBoundaries()
+        {
+            var obj = ObjectiveFunction.Gradient(
+                x => x[0] * x[0] + x[1] * x[1],
+                x => new DenseVector(new[] {2 * x[0], 2 * x[1]})
+            );
+            var solver = new BfgsBMinimizer(1e-5, 1e-5, 1e-5, maximumIterations: 1000);
+            var lowerBound = new DenseVector(new[] {1.0, 1.0});
+            var upperBound = new DenseVector(new[] {2.0, 2.0});
+            var initialGuess = new DenseVector(new[] {1.5, 1.5});
+
+            var result = solver.FindMinimum(obj, lowerBound, upperBound, initialGuess);
+
+            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_Rosenbrock_MinimumGreateerOrEqualToLowerBoundary()
         {

src/Numerics/Optimization/BfgsBMinimizer.cs

@@ -74,7 +74,7 @@ namespace MathNet.Numerics.Optimization
             ValidateGradientAndObjective(objective);
 
             // Check that we're not already done
-            ExitCondition currentExitCondition = ExitCriteriaSatisfied(objective, null, 0);
+            var currentExitCondition = ExitCriteriaSatisfied(objective, null, 0);
             if (currentExitCondition != ExitCondition.None)
                 return new MinimizationResult(objective, 0, currentExitCondition);
 
@@ -140,6 +140,12 @@ namespace MathNet.Numerics.Optimization
 
             var previousPoint = objective.Fork();
             var candidatePoint = lineSearchResult.FunctionInfoAtMinimum;
+
+            // Check that we're not done
+            currentExitCondition = ExitCriteriaSatisfied(candidatePoint, previousPoint, 0);
+            if (currentExitCondition != ExitCondition.None)
+                return new MinimizationResult(candidatePoint, 0, currentExitCondition);
+
             var gradient = candidatePoint.Gradient;
             var step = candidatePoint.Point - initialGuess;