class HCL_ALFcnlHess_d : public HCL_FunctionalHess_d

HCL_ALFcnlHess_d implements an Augmented Lagrangian functional; it is itended for use with HCL_CMinAL_d

Inheritance:

Public Methods

virtual HCL_VectorSpace_d&	Domain () Domain space access.
virtual HCL_EvaluateFunctionalHess_d*	EvaluateHess ( const HCL_Vector_d & x ) EvaluateHess creates an "evaluation" object, which knows how to compute the function value, gradient,and Hessian at the given x
	HCL_ALFcnlHess_d ( HCL_FunctionalHess_d * ff, HCL_OpDeriv2Adj_d * GG, HCL_Vector_d * l, double rho = 1.0, HCL_LinearOpAdj_d * SS = NULL ) Usual constructor.
virtual double	MaxStep ( const HCL_Vector_d & x, const HCL_Vector_d &dir) 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

Public

I/O virtual ostream& Write ( ostream & str ) Write prints out some useful information about the function.

Inherited from HCL_FunctionalHess_d:

Public Methods

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

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

virtual HCL_LinearOp_d* Hessian( const HCL_Vector_d & x )

virtual double Value( const HCL_Vector_d & x )

virtual ostream& Write( ostream & str )

Inherited from HCL_FunctionalGrad_d:

Public Methods

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 )

virtual HCL_EvaluateFunctionalGrad_d* EvaluateGrad( const HCL_Vector_d & x )

Inherited from HCL_Functional_d:

Public Methods

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

Inherited from HCL_Base:

Public Methods

int Count()

void DecCount()

void IncCount()

Private Fields

int ReferenceCount

HCL_ALFcnlHess_d( HCL_FunctionalHess_d * ff, HCL_OpDeriv2Adj_d * GG, HCL_Vector_d * l, double rho = 1.0, HCL_LinearOpAdj_d * SS = NULL )

Usual constructor.

virtual HCL_VectorSpace_d& Domain()

Domain space access.

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

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 $a$ such that $x + a*dir$ lies in the domain.

Table& Parameters()

Access to parameter table

virtual HCL_EvaluateFunctionalHess_d* EvaluateHess( const HCL_Vector_d & x )

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

I/O

virtual ostream& Write( ostream & str )

Write prints out some useful information about the function.

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