//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
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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);
}
}