// <copyright file="ObjectiveFunction1D.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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//
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// Copyright (c) 2009-2017 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System;
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namespace IStation.Numerics.Optimization.ObjectiveFunctions
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{
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internal class LazyScalarObjectiveFunctionEvaluation : IScalarObjectiveFunctionEvaluation
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{
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double? _value;
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double? _derivative;
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double? _secondDerivative;
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readonly ScalarObjectiveFunction _objectiveObject;
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readonly double _point;
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public LazyScalarObjectiveFunctionEvaluation(ScalarObjectiveFunction f, double point)
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{
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_objectiveObject = f;
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_point = point;
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}
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double SetValue()
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{
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_value = _objectiveObject.Objective(_point);
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return _value.Value;
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}
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double SetDerivative()
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{
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_derivative = _objectiveObject.Derivative(_point);
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return _derivative.Value;
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}
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double SetSecondDerivative()
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{
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_secondDerivative = _objectiveObject.SecondDerivative(_point);
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return _secondDerivative.Value;
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}
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public double Point => _point;
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public double Value => _value ?? SetValue();
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public double Derivative => _derivative ?? SetDerivative();
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public double SecondDerivative => _secondDerivative ?? SetSecondDerivative();
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}
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internal class ScalarObjectiveFunction : IScalarObjectiveFunction
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{
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public Func<double, double> Objective { get; }
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public Func<double, double> Derivative { get; }
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public Func<double, double> SecondDerivative { get; }
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public ScalarObjectiveFunction(Func<double, double> objective)
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{
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Objective = objective;
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Derivative = null;
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SecondDerivative = null;
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}
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public ScalarObjectiveFunction(Func<double, double> objective, Func<double, double> derivative)
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{
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Objective = objective;
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Derivative = derivative;
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SecondDerivative = null;
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}
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public ScalarObjectiveFunction(Func<double, double> objective, Func<double, double> derivative, Func<double,double> secondDerivative)
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{
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Objective = objective;
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Derivative = derivative;
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SecondDerivative = secondDerivative;
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}
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public bool IsDerivativeSupported => Derivative != null;
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public bool IsSecondDerivativeSupported => SecondDerivative != null;
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public IScalarObjectiveFunctionEvaluation Evaluate(double point)
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{
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return new LazyScalarObjectiveFunctionEvaluation(this, point);
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}
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}
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}
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