vibrated_quadratic_function.h

Go to the documentation of this file.

/*
 * Copyright 2021 MusicScience37 (Kenta Kabashima)
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
#pragma once
 
#include <cmath>
 
namespace num_prob_collect::opt {
 
class vibrated_quadratic_function {
public:
    using variable_type = double;
    using value_type = double;
    using hessian_type = double;
 
    void evaluate_on(double variable) {
        value_ = coeff_ * variable * variable - std::cos(variable);
        constexpr double two = 2.0;
        grad_ = two * coeff_ * variable + std::sin(variable);
        hessian_ = two * coeff_ + std::cos(variable);
    }
 
    [[nodiscard]] auto value() const -> const double& { return value_; }
 
    [[nodiscard]] auto gradient() const -> const double& { return grad_; }
 
    [[nodiscard]] auto hessian() const -> const double& { return hessian_; }
 
private:
    double coeff_{0.25};  // NOLINT
 
    double value_{0.0};
 
    double grad_{};
 
    double hessian_{};
};
 
}  // namespace num_prob_collect::opt