//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-2017 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
//
using IStation.Numerics.LinearAlgebra;
namespace IStation.Numerics.Optimization.ObjectiveFunctions
{
public abstract class LazyObjectiveFunctionBase : IObjectiveFunction
{
Vector _point;
protected bool HasFunctionValue { get; set; }
protected double FunctionValue { get; set; }
protected bool HasGradientValue { get; set; }
protected Vector GradientValue { get; set; }
protected bool HasHessianValue { get; set; }
protected Matrix HessianValue { get; set; }
protected LazyObjectiveFunctionBase(bool gradientSupported, bool hessianSupported)
{
IsGradientSupported = gradientSupported;
IsHessianSupported = hessianSupported;
}
public abstract IObjectiveFunction CreateNew();
public virtual IObjectiveFunction Fork()
{
// we need to deep-clone values since they may be updated inplace on evaluation
LazyObjectiveFunctionBase fork = (LazyObjectiveFunctionBase)CreateNew();
fork._point = _point?.Clone();
fork.HasFunctionValue = HasFunctionValue;
fork.FunctionValue = FunctionValue;
fork.HasGradientValue = HasGradientValue;
fork.GradientValue = GradientValue?.Clone();
fork.HasHessianValue = HasHessianValue;
fork.HessianValue = HessianValue?.Clone();
return fork;
}
public bool IsGradientSupported { get; private set; }
public bool IsHessianSupported { get; private set; }
public void EvaluateAt(Vector point)
{
_point = point;
HasFunctionValue = false;
HasGradientValue = false;
HasHessianValue = false;
}
protected abstract void EvaluateValue();
protected virtual void EvaluateGradient()
{
Gradient = null;
}
protected virtual void EvaluateHessian()
{
Hessian = null;
}
public Vector Point => _point;
public double Value
{
get
{
if (!HasFunctionValue)
{
EvaluateValue();
}
return FunctionValue;
}
protected set
{
FunctionValue = value;
HasFunctionValue = true;
}
}
public Vector Gradient
{
get
{
if (!HasGradientValue)
{
EvaluateGradient();
}
return GradientValue;
}
protected set
{
GradientValue = value;
HasGradientValue = true;
}
}
public Matrix Hessian
{
get
{
if (!HasHessianValue)
{
EvaluateHessian();
}
return HessianValue;
}
protected set
{
HessianValue = value;
HasHessianValue = true;
}
}
}
}