// // 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; } } } }