// // 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 System; using IStation.Numerics.LinearAlgebra; namespace IStation.Numerics.Optimization.ObjectiveFunctions { internal class GradientHessianObjectiveFunction : IObjectiveFunction { readonly Func, Tuple, Matrix>> _function; public GradientHessianObjectiveFunction(Func, Tuple, Matrix>> function) { _function = function; } public IObjectiveFunction CreateNew() { return new GradientHessianObjectiveFunction(_function); } public IObjectiveFunction Fork() { // no need to deep-clone values since they are replaced on evaluation return new GradientHessianObjectiveFunction(_function) { Point = Point, Value = Value, Gradient = Gradient, Hessian = Hessian }; } public bool IsGradientSupported => true; public bool IsHessianSupported => true; public void EvaluateAt(Vector point) { Point = point; var result = _function(point); Value = result.Item1; Gradient = result.Item2; Hessian = result.Item3; } public Vector Point { get; private set; } public double Value { get; private set; } public Vector Gradient { get; private set; } public Matrix Hessian { get; private set; } } }