class HCL_ALFcnl_d : public HCL_Functional_d

HCL_ALFcnl_d implements an Augmented Lagrangian functional; it is intended for use with HCL_CMinAL_d

Inheritance:

Public Methods

	HCL_ALFcnl_d ( HCL_Functional_d * ff, HCL_Op_d * HH, HCL_Vector_d * l, double rho=1.0, HCL_LinearOp_d * SS=NULL ) Usual constructor
virtual HCL_VectorSpace_d&	Domain () const Domain space access.
virtual double	MaxStep ( const HCL_Vector_d & x, const HCL_Vector_d &dir) const MaxStep computes the longest vector from x in the direction dir that will lie in the domain of the functional, i
Table&	Parameters () Access to parameter table
virtual HCL_EvaluateFunctional_d*	Evaluate ( const HCL_Vector_d & x ) const Evaluate creates an "evaluation" object, which knows how to compute the function value and gradient at the given x
virtual ostream&	Write ( ostream & str ) const Write prints out some useful information about the function.

Inherited from HCL_Functional_d:

Public Methods

virtual double Value( const HCL_Vector_d & x ) const

virtual void Gradient( const HCL_Vector_d & x, HCL_Vector_d & g ) const

virtual HCL_LinearOp_d* Hessian( const HCL_Vector_d & x ) const

void Scan( const HCL_Vector_d & x, const HCL_Vector_d & dx, int N, double hmin, double hmax, char * fname = NULL )

int CheckGrad( const HCL_Vector_d & x, const HCL_Vector_d & y, ostream & str, int n=10, double hmin=0.1, double hmax=1.0 )

int CheckHess( const HCL_Vector_d &, const HCL_Vector_d &, ostream & str, int n=10, double hmin=0.1, double hmax=1.0 )

Protected Methods

virtual double Value1( const HCL_Vector_d & x ) const

virtual void Gradient1( const HCL_Vector_d & x, HCL_Vector_d & y ) const

virtual void HessianImage( const HCL_Vector_d & x, const HCL_Vector_d & dx, HCL_Vector_d & dy ) const

virtual void HessianInvImage( const HCL_Vector_d & x, const HCL_Vector_d & dy, HCL_Vector_d & dx ) const

virtual HCL_LinearOp_d* Hessian1( const HCL_Vector_d & x ) const

Inherited from HCL_Base:

Public Methods

void IncCount() const

void DecCount() const

int Count() const

HCL_ALFcnl_d( HCL_Functional_d * ff, HCL_Op_d * HH, HCL_Vector_d * l, double rho=1.0, HCL_LinearOp_d * SS=NULL )

Usual constructor. The arguments are: a pointer to the objective functional, a pointer to the constraint operator, a pointer to the (initial) Lagrange multiplier, (optionally) an initial penalty parameter, and (optionally) a pointer to a self-adjoint positive- definite linear operator , used to scale the inner product on the constraint space. The default value for the penalty parameter is . Note that the penalty parameter can be updated using the Parameters() method as follows: Parameters().PutValue( "PenParam",newvalue );

virtual HCL_VectorSpace_d& Domain() const

Domain space access.

virtual double MaxStep( const HCL_Vector_d & x, const HCL_Vector_d &dir) const

MaxStep computes the longest vector from x in the direction dir that will lie in the domain of the functional, i.e. it computes the greatest such that lies in the domain.

Table& Parameters()

Access to parameter table

virtual HCL_EvaluateFunctional_d* Evaluate( const HCL_Vector_d & x ) const

Evaluate creates an "evaluation" object, which knows how to compute the function value and gradient at the given x

virtual ostream& Write( ostream & str ) const

Write prints out some useful information about the function.

alphabetic index hierarchy of classes

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