Function.hpp

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#ifndef DART_OPTIMIZATION_FUNCTION_HPP_
#define DART_OPTIMIZATION_FUNCTION_HPP_

#include <functional>
#include <memory>
#include <vector>

#include <Eigen/Dense>

namespace dart {
namespace optimization {

class Function
{
public:
  explicit Function(const std::string& _name = "function");

  virtual ~Function();

  virtual void setName(const std::string& newName);

  const std::string& getName() const;

  virtual double eval(const Eigen::VectorXd& x) = 0;

  virtual void evalGradient(
      const Eigen::VectorXd& _x, Eigen::Map<Eigen::VectorXd> _grad);

  void evalGradient(const Eigen::VectorXd& _x, Eigen::VectorXd& _grad);

  virtual void evalHessian(
      const Eigen::VectorXd& _x,
      Eigen::Map<Eigen::VectorXd, Eigen::RowMajor> _Hess);

protected:
  std::string mName;
};

typedef std::shared_ptr<Function> FunctionPtr;
typedef std::unique_ptr<Function> UniqueFunctionPtr;

typedef std::function<double(const Eigen::VectorXd&)> CostFunction;

typedef std::function<void(const Eigen::VectorXd&, Eigen::Map<Eigen::VectorXd>)>
    GradientFunction;

typedef std::function<void(
    const Eigen::VectorXd&, Eigen::Map<Eigen::VectorXd, Eigen::RowMajor>)>
    HessianFunction;

class ModularFunction : public Function
{
public:
  explicit ModularFunction(const std::string& _name = "modular_function");

  ~ModularFunction() override;

  double eval(const Eigen::VectorXd& _x) override;

  void evalGradient(
      const Eigen::VectorXd& _x, Eigen::Map<Eigen::VectorXd> _grad) override;

  void evalHessian(
      const Eigen::VectorXd& _x,
      Eigen::Map<Eigen::VectorXd, Eigen::RowMajor> _Hess) override;

  void setCostFunction(CostFunction _cost);

  void clearCostFunction(bool _printWarning = true);

  void setGradientFunction(GradientFunction _gradient);

  void clearGradientFunction();

  void setHessianFunction(HessianFunction _hessian);

  void clearHessianFunction();

protected:
  CostFunction mCostFunction;

  GradientFunction mGradientFunction;

  HessianFunction mHessianFunction;
};

class NullFunction : public Function
{
public:
  explicit NullFunction(const std::string& _name = "null_function");

  ~NullFunction() override;

  double eval(const Eigen::VectorXd&) override;

  void evalGradient(
      const Eigen::VectorXd& _x, Eigen::Map<Eigen::VectorXd> _grad) override;

  void evalHessian(
      const Eigen::VectorXd& _x,
      Eigen::Map<Eigen::VectorXd, Eigen::RowMajor> _Hess) override;
};

class MultiFunction
{
public:
  MultiFunction();

  virtual ~MultiFunction();

  virtual void operator()(
      const Eigen::VectorXd& _x,
      Eigen::Map<Eigen::VectorXd>& _f,
      Eigen::Map<Eigen::MatrixXd>& _grad)
      = 0;
};

} // namespace optimization
} // namespace dart

#endif // DART_OPTIMIZATION_FUNCTION_HPP_