// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // // 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; namespace MathNet.Numerics.Optimization { public interface IEvaluation1D { double Point { get; } double Value { get; } double Derivative { get; } double SecondDerivative { get; } } public interface IObjectiveFunction1D { bool DerivativeSupported { get; } bool SecondDerivativeSupported { get; } IEvaluation1D Evaluate(double point); } public class CachedEvaluation1D : IEvaluation1D { private double? _value; private double? _derivative; private double? _secondDerivative; private readonly SimpleObjectiveFunction1D _objectiveObject; private readonly double _point; public CachedEvaluation1D(SimpleObjectiveFunction1D f, double point) { _objectiveObject = f; _point = point; } private double SetValue() { _value = _objectiveObject.Objective(_point); return _value.Value; } private double SetDerivative() { _derivative = _objectiveObject.Derivative(_point); return _derivative.Value; } private double SetSecondDerivative() { _secondDerivative = _objectiveObject.SecondDerivative(_point); return _secondDerivative.Value; } public double Point { get { return _point; } } public double Value { get { return _value ?? SetValue(); } } public double Derivative { get { return _derivative ?? SetDerivative(); } } public double SecondDerivative { get { return _secondDerivative ?? SetSecondDerivative(); } } } public class SimpleObjectiveFunction1D : IObjectiveFunction1D { public Func Objective { get; private set; } public Func Derivative { get; private set; } public Func SecondDerivative { get; private set; } public SimpleObjectiveFunction1D(Func objective) { Objective = objective; Derivative = null; SecondDerivative = null; } public SimpleObjectiveFunction1D(Func objective, Func derivative) { Objective = objective; Derivative = derivative; SecondDerivative = null; } public SimpleObjectiveFunction1D(Func objective, Func derivative, Func secondDerivative) { Objective = objective; Derivative = derivative; SecondDerivative = secondDerivative; } public bool DerivativeSupported { get { return Derivative != null; } } public bool SecondDerivativeSupported { get { return SecondDerivative != null; } } public IEvaluation1D Evaluate(double point) { return new CachedEvaluation1D(this, point); } } }