objective.h

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// Copyright (c) 2021, Aalto University, developed by Erik Schultheis
// All rights reserved.
//
// SPDX-License-Identifier: MIT
 
#ifndef DISMEC_OBJECTIVE_H
#define DISMEC_OBJECTIVE_H
 
#include <cstdint>
#include <memory>
#include "matrix_types.h"
#include "stats/tracked.h"
#include "fwd.h"
 
namespace dismec::objective
{
    class Objective : public stats::Tracked {
    public:
        Objective();
        virtual ~Objective() noexcept = default;
 
        [[nodiscard]] real_t value(const HashVector& location);
 
        [[nodiscard]] virtual long num_variables() const noexcept = 0;
 
        void diag_preconditioner(const HashVector& location, Eigen::Ref<DenseRealVector> target);
 
        void project_to_line(const HashVector& location, const DenseRealVector& direction);
 
        [[nodiscard]] virtual real_t lookup_on_line(real_t position) = 0;
 
         virtual void declare_vector_on_last_line(const HashVector& location, real_t t) {};
 
 
         void gradient_at_zero(Eigen::Ref<DenseRealVector> target);
 
        void gradient(const HashVector& location, Eigen::Ref<DenseRealVector> target);
 
        void hessian_times_direction(const HashVector& location,
                                     const DenseRealVector& direction,
                                     Eigen::Ref<DenseRealVector> target);
 
        void gradient_and_pre_conditioner(const HashVector& location,
                                          Eigen::Ref<DenseRealVector> gradient,
                                          Eigen::Ref<DenseRealVector> pre);
 
    private:
        [[nodiscard]] virtual real_t value_unchecked(const HashVector& location) = 0;
 
        virtual void gradient_unchecked(const HashVector& location, Eigen::Ref<DenseRealVector> target) = 0;
 
        virtual void hessian_times_direction_unchecked(
                const HashVector& location,
                const DenseRealVector& direction,
                Eigen::Ref<DenseRealVector> target) = 0;
 
        virtual void gradient_at_zero_unchecked(Eigen::Ref<DenseRealVector> target);
 
        virtual void gradient_and_pre_conditioner_unchecked(
                const HashVector& location,
                Eigen::Ref<DenseRealVector> gradient,
                Eigen::Ref<DenseRealVector> pre);
 
        virtual void diag_preconditioner_unchecked(const HashVector& location, Eigen::Ref<DenseRealVector> target);
 
        virtual void project_to_line_unchecked(const HashVector& location, const DenseRealVector& direction) = 0;
    };
 
}
 
#endif //DISMEC_OBJECTIVE_H