protected void EvaluateGradient()
{
if (!ValueEvaluated)
{
EvaluateValue();
}
var tmpPoint = Point.Clone();
var tmpObj = InnerObjectiveFunction.CreateNew();
for (int ii = 0; ii < _gradient.Count; ++ii)
{
var origPoint = tmpPoint[ii];
var relIncr = origPoint * RelativeIncrement;
var h = Math.Max(relIncr, MinimumIncrement);
var mult = 1;
if (origPoint + h > UpperBound[ii])
{
mult = -1;
}
tmpPoint[ii] = origPoint + mult * h;
tmpObj.EvaluateAt(tmpPoint);
double bumpedValue = tmpObj.Value;
_gradient[ii] = (mult * bumpedValue - mult * InnerObjectiveFunction.Value) / h;
tmpPoint[ii] = origPoint;
}
GradientEvaluated = true;
}
public void EvaluateAt(Vector <double> point)
{
Point = point;
ValueEvaluated = false;
GradientEvaluated = false;
InnerObjectiveFunction.EvaluateAt(point);
}
public IObjectiveFunction Fork()
{
return(new ForwardDifferenceGradientObjectiveFunction(InnerObjectiveFunction.Fork(), LowerBound, UpperBound, RelativeIncrement, MinimumIncrement)
{
Point = Point?.Clone(),
GradientEvaluated = GradientEvaluated,
ValueEvaluated = ValueEvaluated,
_gradient = _gradient?.Clone()
});
}
public IObjectiveFunction CreateNew()
{
var tmp = new ForwardDifferenceGradientObjectiveFunction(InnerObjectiveFunction.CreateNew(), LowerBound, UpperBound, RelativeIncrement, MinimumIncrement);
return(tmp);
}
