// <copyright file="IObjectiveFunction.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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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using IStation.Numerics.LinearAlgebra;
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namespace IStation.Numerics.Optimization
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{
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/// <summary>
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/// Objective function with a frozen evaluation that must not be changed from the outside.
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/// </summary>
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public interface IObjectiveFunctionEvaluation
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{
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/// <summary>Create a new unevaluated and independent copy of this objective function</summary>
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IObjectiveFunction CreateNew();
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Vector<double> Point { get; }
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double Value { get; }
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bool IsGradientSupported { get; }
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Vector<double> Gradient { get; }
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bool IsHessianSupported { get; }
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Matrix<double> Hessian { get; }
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}
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/// <summary>
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/// Objective function with a mutable evaluation.
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/// </summary>
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public interface IObjectiveFunction : IObjectiveFunctionEvaluation
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{
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void EvaluateAt(Vector<double> point);
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/// <summary>Create a new independent copy of this objective function, evaluated at the same point.</summary>
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IObjectiveFunction Fork();
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}
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public interface IScalarObjectiveFunctionEvaluation
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{
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double Point { get; }
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double Value { get; }
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double Derivative { get; }
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double SecondDerivative { get; }
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}
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public interface IScalarObjectiveFunction
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{
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bool IsDerivativeSupported { get; }
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bool IsSecondDerivativeSupported { get; }
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IScalarObjectiveFunctionEvaluation Evaluate(double point);
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}
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}
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