powell4_function.h

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/*
 * 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 <Eigen/Core>
 
namespace num_prob_collect::opt {
 
class powell4_function {
public:
    using variable_type = Eigen::Vector4d;
 
    using value_type = double;
 
    void evaluate_on(const Eigen::Vector4d& x) {
        value_ = std::pow(x(0) + 10.0 * x(1), 2)  // NOLINT
            + 5.0 * std::pow(x(2) - x(3), 2)      // NOLINT
            + std::pow(x(1) - 2.0 * x(2), 4)      // NOLINT
            + 10.0 * std::pow(x(0) - x(3), 4);    // NOLINT
 
        grad_(0) = 2.0 * (x(0) + 10.0 * x(1))        // NOLINT
            + 40.0 * std::pow(x(0) - x(3), 3);       // NOLINT
        grad_(1) = 20.0 * (x(0) + 10.0 * x(1))       // NOLINT
            + 4.0 * std::pow(x(1) - 2.0 * x(2), 3);  // NOLINT
        grad_(2) = 10.0 * (x(2) - x(3))              // NOLINT
            - 8.0 * std::pow(x(1) - 2.0 * x(2), 3);  // NOLINT
        grad_(3) = -10.0 * (x(2) - x(3))             // NOLINT
            - 40.0 * std::pow(x(0) - x(3), 3);       // NOLINT
    }
 
    [[nodiscard]] auto value() const -> const double& { return value_; }
 
    [[nodiscard]] auto gradient() const -> const Eigen::Vector4d& {
        return grad_;
    }
 
private:
    double value_{};
 
    Eigen::Vector4d grad_{};
};
 
}  // namespace num_prob_collect::opt