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using IStation.Numerics.LinearAlgebra;
namespace IStation.Numerics.Optimization.ObjectiveFunctions
{
public abstract class ObjectiveFunctionBase : IObjectiveFunction
{
protected ObjectiveFunctionBase(bool isGradientSupported, bool isHessianSupported)
{
IsGradientSupported = isGradientSupported;
IsHessianSupported = isHessianSupported;
}
public abstract IObjectiveFunction CreateNew();
public virtual IObjectiveFunction Fork()
{
// we need to deep-clone values since they may be updated inplace on evaluation
ObjectiveFunctionBase objective = (ObjectiveFunctionBase)CreateNew();
objective.Point = Point == null ? null : Point.Clone();
objective.Value = Value;
objective.Gradient = Gradient == null ? null : Gradient.Clone();
objective.Hessian = Hessian == null ? null : Hessian.Clone();
return objective;
}
public bool IsGradientSupported { get; private set; }
public bool IsHessianSupported { get; private set; }
public void EvaluateAt(Vector point)
{
Point = point;
Evaluate();
}
protected abstract void Evaluate();
public Vector Point { get; private set; }
public double Value { get; protected set; }
public Vector Gradient { get; protected set; }
public Matrix Hessian { get; protected set; }
}
}