Function.hpp

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#ifndef DART_OPTIMIZER_FUNCTION_HPP_
#define DART_OPTIMIZER_FUNCTION_HPP_
 
#include <functional>
#include <memory>
#include <vector>
 
#include <Eigen/Dense>
 
namespace dart {
namespace optimizer {
 
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 optimizer
} // namespace dart
 
#endif // DART_OPTIMIZER_FUNCTION_HPP_