Math.NET Numerics
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using System;
using MathNet.Numerics.LinearAlgebra;
namespace MathNet.Numerics.Optimization
{
[Flags]
public enum EvaluationStatus { None = 0, Value = 1, Gradient = 2, Hessian = 4 }
public interface IEvaluation
{
Vector<double> Point { get; set; }
IEvaluation CreateNew();
// Used by algorithm
bool GradientSupported { get; }
bool HessianSupported { get; }
double Value { get; }
Vector<double> Gradient { get; }
Matrix<double> Hessian { get; }
}
}