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"

namespace OPTIMIZATION
{

  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;

  }; //class
}//namespace
#endif