class HCL_EvalALFcnl_d : public HCL_EvaluateFunctional_d

HCL_EvalALFcnl_d is the evaluation object for the class HCL_ALFcnl_d, which implements an Augmented Lagrangian functional

Inheritance:

Public Methods

	HCL_EvalALFcnl_d ( HCL_EvaluateFunctional_d * fev, HCL_Vector_d * l, HCL_EvaluateOp_d * Hev, double r, HCL_LinearOp_d * SS ) Usual constructor
virtual HCL_VectorSpace_d&	Domain () const Domain returns a reference to the domain of the underlying function.
virtual double	Value () const Value computes the value of the function.
virtual void	Gradient ( HCL_Vector_d & g ) const Gradient computes the gradient of the function.
virtual HCL_LinearOp_d*	Hessian () const Hessian computes the Hessian of the function.
virtual double	fValue () const fValue computes the value of the objective function.
virtual void	ConstraintViolation ( HCL_Vector_d & h ) ConstraintViolation computes the image of the (equality) constraint operator
virtual void	GradientLag ( HCL_Vector_d & g ) GradientLag computes the gradient of the Lagrangian.
virtual void	MultiplierUpdate ( HCL_Vector_d & l ) MultiplierUpdate computes the Hestenes-Powell update to the multiplier
virtual ostream&	Write ( ostream & str ) const Write prints out some useful information about the object.

Inherited from HCL_EvaluateFunctional_d:

Public Methods

virtual double ValueRef() const

virtual const HCL_Vector_d& GradientRef() const

virtual const HCL_LinearOp_d& HessianRef() const

Protected Methods

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

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

Inherited from HCL_Base:

Public Methods

void IncCount() const

void DecCount() const

int Count() const

HCL_EvalALFcnl_d( HCL_EvaluateFunctional_d * fev, HCL_Vector_d * l, HCL_EvaluateOp_d * Hev, double r, HCL_LinearOp_d * SS )

Usual constructor. The arguments are: a pointer to the evaluation object of the objective functional, a pointer to the Lagrange multiplier vector, a pointer to the evaluation object of the operator defining the equality constraints, and a pointer to a linear operator defining a scaled norm for the constraint space (this pointer may be NULL). (If is the constraint operator, then the scaled norm on is . The operator must be self-adjoint and positive definite.)

virtual HCL_VectorSpace_d& Domain() const

Domain returns a reference to the domain of the underlying function.

virtual double Value() const

Value computes the value of the function.

virtual void Gradient( HCL_Vector_d & g ) const

Gradient computes the gradient of the function.

virtual HCL_LinearOp_d* Hessian() const

Hessian computes the Hessian of the function.

virtual double fValue() const

fValue computes the value of the objective function.

virtual void ConstraintViolation( HCL_Vector_d & h )

ConstraintViolation computes the image of the (equality) constraint operator

virtual void GradientLag( HCL_Vector_d & g )

GradientLag computes the gradient of the Lagrangian.

virtual void MultiplierUpdate( HCL_Vector_d & l )

MultiplierUpdate computes the Hestenes-Powell update to the multiplier

virtual ostream& Write( ostream & str ) const

Write prints out some useful information about the object.

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