[julia-users] Re: Define an objective function type

[Christoph Ortner]

Not quite answering your question, but here is how I like to do this:

abstract ObjectiveFunction
type MyOF <: ObjectiveFunction
   params
end

function evaluate(f::ObjectiveFunction, x)
     . ..
end

function evaluate_grad(f::ObjectiveFunction, x)
   . . . 
end

Then, to get nice syntax, I add do the following:

import Base.call
@inline call(pp::ObjectiveFunction, varargs...) = evaluate(pp, varargs...)
@inline call(pp::ObjectiveFunction, ::Type{Val{:D}}, varargs...) = 
evaluate_grad(pp, varargs...)
macro D(fsig::Expr)
    @assert fsig.head == :call
    insert!(fsig.args, 2, Val{:D})
    for n = 1:length(fsig.args)
        fsig.args[n] = esc(fsig.args[n])
    end
    return fsig
end

The result is that I can now call objective functions as follows:

# construct objective
of = MyOF(params)
# evaluate objective fun
F = of(x)
# evaluate its gradient
DF = @D of(x)

I had some fun cooking this up - I'd love hear what people think.

Christoph