Adding google-test infra-structure.

Tests/UnitTest/CMakeLists.txt

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+# File based on: https://github.com/google/googletest/blob/master/googletest/README.md
+project(UnitTests)
+cmake_minimum_required(VERSION 3.15)
+set (CMAKE_CXX_STANDARD 11)
+
+# Download and unpack googletest at configure time
+configure_file(CMakeLists.txt.in googletest-download/CMakeLists.txt)
+
+execute_process(COMMAND ${CMAKE_COMMAND} -G "${CMAKE_GENERATOR}" .
+                RESULT_VARIABLE result
+                WORKING_DIRECTORY ${CMAKE_CURRENT_BINARY_DIR}/googletest-download)
+
+if(result)
+    message(FATAL_ERROR "CMake step for googletest failed: ${result}")
+endif()
+
+execute_process(COMMAND ${CMAKE_COMMAND} --build .
+                RESULT_VARIABLE result
+                WORKING_DIRECTORY ${CMAKE_CURRENT_BINARY_DIR}/googletest-download )
+if(result)
+    message(FATAL_ERROR "Build step for googletest failed: ${result}")
+endif()
+
+# Prevent overriding the parent project's compiler/linker
+# settings on Windows
+set(gtest_force_shared_crt ON CACHE BOOL "" FORCE)
+
+# Add googletest directly to our build. This defines
+# the gtest and gtest_main targets.
+add_subdirectory(${CMAKE_CURRENT_BINARY_DIR}/googletest-src
+                 ${CMAKE_CURRENT_BINARY_DIR}/googletest-build
+                 EXCLUDE_FROM_ALL)
+
+# The gtest/gtest_main targets carry header search path
+# dependencies automatically when using CMake 2.8.11 or
+# later. Otherwise we have to add them here ourselves.
+if (CMAKE_VERSION VERSION_LESS 2.8.11)
+    include_directories("${gtest_SOURCE_DIR}/include")
+endif()
+
+# Now simply link against gtest or gtest_main as needed. Eg
+add_executable(unit_test unit_test.cpp)
+target_link_libraries(unit_test gtest_main)
+add_test(NAME test COMMAND unit_test)

Tests/UnitTest/CMakeLists.txt.in

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+# File based on: https://github.com/google/googletest/blob/master/googletest/README.md
+cmake_minimum_required(VERSION 2.8.2)
+
+project(googletest-download NONE)
+
+include(ExternalProject)
+ExternalProject_Add(googletest
+  GIT_REPOSITORY    https://github.com/google/googletest.git
+  GIT_TAG           master
+  SOURCE_DIR        "${CMAKE_CURRENT_BINARY_DIR}/googletest-src"
+  BINARY_DIR        "${CMAKE_CURRENT_BINARY_DIR}/googletest-build"
+  CONFIGURE_COMMAND ""
+  BUILD_COMMAND     ""
+  INSTALL_COMMAND   ""
+  TEST_COMMAND      ""
+)

Tests/UnitTest/README.md

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+# Build Instructions
+## CMake
+Download CMake for free from [here](http://www.cmake.org)
+
+## Generate Makefiles
+> cmake CMakeLists.txt
+> make
+
+# Running the tests
+> ./run_unit_tests

Tests/UnitTest/unit_test.cpp

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+#include <gtest/gtest.h>
+#include <Eigen/Dense>
+#include "../../Optimizer/optimizer"
+
+#include <string>
+
+namespace util
+{
+double plus_ten_square(double x)
+{
+    return std::pow(x + 10, 2);
+}
+
+template <typename T>
+auto transform_precision(T in, int precision) -> T
+{
+    std::stringstream ss;
+    ss << std::setprecision(precision) << in;
+    return std::stod(ss.str());
+}
+} // namespace util
+
+TEST(SingleVariable, BoundingPhase)
+{
+    double initial_point = 5.4;
+    auto result = Optimizer::BoundingPhase(util::plus_ten_square, initial_point);
+    EXPECT_EQ(util::transform_precision(result(0), 5), util::transform_precision(-26.1, 5));
+    EXPECT_EQ(util::transform_precision(result(1), 5), util::transform_precision( -2.1, 5));
+    EXPECT_EQ(result.size(), 2);
+}
+
+TEST(SingleVariable, ExhaustiveSearch)
+{
+    double initial_point = 5.4;
+    auto result = Optimizer::Exhaustive(util::plus_ten_square, initial_point);
+    EXPECT_EQ(util::transform_precision(result(0), 5), util::transform_precision(-10.6, 5));
+    EXPECT_EQ(util::transform_precision(result(1), 5), util::transform_precision( -9.6, 5));
+    EXPECT_EQ(result.size(), 2);
+}
+
+TEST(SingleVariable, Derivatives)
+{
+    double initial_point = 5.4;
+    auto result = Optimizer::Derivative(util::plus_ten_square, initial_point);
+    EXPECT_EQ(util::transform_precision(result(0), 5), util::transform_precision(30.8,     5));
+    EXPECT_EQ(util::transform_precision(result(1), 6), util::transform_precision( 1.99975, 6));
+    EXPECT_EQ(result.size(), 2);
+}
+
+int main(int argc, char* argv[])
+{
+    testing::InitGoogleTest(&argc, argv);
+    return RUN_ALL_TESTS();
+}