//
// 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 MathNet.Numerics.LinearAlgebra;
using MathNet.Numerics.Optimization.ObjectiveFunctions;
namespace MathNet.Numerics.Optimization
{
public static class ObjectiveFunction
{
///
/// Objective function where neither Gradient nor Hessian is available.
///
public static IObjectiveFunction Value(Func, double> function)
{
return new ValueObjectiveFunction(function);
}
///
/// Objective function where the Gradient is available. Greedy evaluation.
///
public static IObjectiveFunction Gradient(Func, Tuple>> function)
{
return new GradientObjectiveFunction(function);
}
///
/// Objective function where the Gradient is available. Lazy evaluation.
///
public static IObjectiveFunction Gradient(Func, double> function, Func, Vector> gradient)
{
return new LazyObjectiveFunction(function, gradient: gradient);
}
///
/// Objective function where the Hessian is available. Greedy evaluation.
///
public static IObjectiveFunction Hessian(Func, Tuple>> function)
{
return new HessianObjectiveFunction(function);
}
///
/// Objective function where the Hessian is available. Lazy evaluation.
///
public static IObjectiveFunction Hessian(Func, double> function, Func, Matrix> hessian)
{
return new LazyObjectiveFunction(function, hessian: hessian);
}
///
/// Objective function where both Gradient and Hessian are available. Greedy evaluation.
///
public static IObjectiveFunction GradientHessian(Func, Tuple, Matrix>> function)
{
return new GradientHessianObjectiveFunction(function);
}
///
/// Objective function where both Gradient and Hessian are available. Lazy evaluation.
///
public static IObjectiveFunction GradientHessian(Func, double> function, Func, Vector> gradient, Func, Matrix> hessian)
{
return new LazyObjectiveFunction(function, gradient: gradient, hessian: hessian);
}
///
/// Objective function where neither first nor second derivative is available.
///
public static IScalarObjectiveFunction ScalarValue(Func function)
{
return new ScalarValueObjectiveFunction(function);
}
///
/// Objective function where the first derivative is available.
///
public static IScalarObjectiveFunction ScalarDerivative(Func function, Func derivative)
{
return new ScalarObjectiveFunction(function, derivative);
}
///
/// Objective function where the first and second derivatives are available.
///
public static IScalarObjectiveFunction ScalarSecondDerivative(Func function, Func derivative, Func secondDerivative)
{
return new ScalarObjectiveFunction(function, derivative, secondDerivative);
}
}
}