NICE_Optimization/CostFunction_ndim_2ndOrder.h

//////////////////////////////////////////////////////////////////////
//
//	CostFunction_ndim_2ndOrder.h: interface of a test CostFunction class.
//
//	Written By: Matthias Wacker
//
//	f(x) = 0.5 * x^T * A * x + b^T * x + c 
//
//////////////////////////////////////////////////////////////////////

#ifndef _COSTFUNCTION_NDIM_2NDORDER_H_
#define _COSTFUNCTION_NDIM_2NDORDER_H_

#include "core/optimization/blackbox/CostFunction.h"

class CostFunction_ndim_2ndOrder : public CostFunction
{
	public:

		typedef CostFunction	SuperClass;
		typedef SuperClass::matrix_type matrix_type;
		
		/*!
			default constructor
		*/
		CostFunction_ndim_2ndOrder();

        /*!
            Constructor.
			\param dim of parameter space
         */
		CostFunction_ndim_2ndOrder(unsigned int dim);
        
		/*!
			Copy constructor
			\param func the function to copy
		*/
		CostFunction_ndim_2ndOrder(const CostFunction_ndim_2ndOrder &func);

		/*!
			= operator
		*/
		CostFunction_ndim_2ndOrder &operator=(const CostFunction_ndim_2ndOrder & func);

        /*!
            Destructor.
         */
        ~CostFunction_ndim_2ndOrder();

		/*!
			initializations
		*/
		void init();


		/*!
			set A, b, and c
			\param A
			\param b
			\param c

			\return 0 in case of success.
		*/
		int setAbc(const matrix_type & A,const matrix_type &b, double c);

		/*!
			evaluate the costfunction
			\param parameter to evaluate at 
		*/
		double evaluate(const matrix_type & parameter);


		/*!
			get the analytic Gradient 				
		*/
		const matrix_type getAnalyticGradient(const matrix_type &parameter);
				

	protected:

		/*!
			the matrix A of

			f(x) = 0.5 * x^T * A * x + b^T * x + c 
		
		*/
		matrix_type m_A;

		/*!
			the vector b^T of

			f(x) = 0.5 * x^T * A * x + b^T * x + c 
		*/
		matrix_type m_bt;


		/*
			the value c of

			f(x) = 0.5 * x^T * A * x + b^T * x + c 
		*/
		double m_c;

};
		
#endif