// // 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 { /// /// Objective function with a frozen evaluation that must not be changed from the outside. /// public interface IObjectiveFunctionEvaluation { /// Create a new unevaluated and independent copy of this objective function IObjectiveFunction CreateNew(); Vector Point { get; } double Value { get; } bool IsGradientSupported { get; } Vector Gradient { get; } bool IsHessianSupported { get; } Matrix Hessian { get; } } /// /// Objective function with a mutable evaluation. /// public interface IObjectiveFunction : IObjectiveFunctionEvaluation { void EvaluateAt(Vector point); /// Create a new independent copy of this objective function, evaluated at the same point. IObjectiveFunction Fork(); } public interface IScalarObjectiveFunctionEvaluation { double Point { get; } double Value { get; } double Derivative { get; } double SecondDerivative { get; } } public interface IScalarObjectiveFunction { bool IsDerivativeSupported { get; } bool IsSecondDerivativeSupported { get; } IScalarObjectiveFunctionEvaluation Evaluate(double point); } }