multi_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 <Eigen/Core>
 
namespace num_prob_collect::opt {
 
class multi_quadratic_function {
public:
    using variable_type = Eigen::VectorXd;
    using value_type = double;
    using hessian_type = Eigen::MatrixXd;
 
    void evaluate_on(const Eigen::VectorXd& variable) {
        value_ = coeff_ * variable.squaredNorm();
        constexpr double two = 2.0;
        grad_ = two * coeff_ * variable;
        hessian_ = (two * coeff_) *
            Eigen::MatrixXd::Identity(variable.size(), variable.size());
    }
 
    [[nodiscard]] auto value() const -> const double& { return value_; }
 
    [[nodiscard]] auto gradient() const -> const Eigen::VectorXd& {
        return grad_;
    }
 
    [[nodiscard]] auto hessian() const -> const Eigen::MatrixXd& {
        return hessian_;
    }
 
private:
    double coeff_{3.0};  // NOLINT
 
    double value_{0.0};
 
    Eigen::VectorXd grad_{};
 
    Eigen::MatrixXd hessian_{};
};
 
}  // namespace num_prob_collect::opt