HCL_CMinALGrad

class HCL_CMinALGrad_d : public HCL_Base

HCL_CMinALGrad_d implements the Augmented Lagrangian algorithm

Inheritance:

Public Methods
Public
Private Methods
Private

Inherited from HCL_Base:

Public Methods
int Count()
void DecCount()
void IncCount()

Private Fields
int ReferenceCount

Documentation

HCL_CMinALGrad_d implements the Augmented Lagrangian algorithm. This is a Sequential Unconstrained Minimization Technique, and so requires an HCL_UMinGrad_d object.

Input Parameters

In a parameter file, the names may be prepended by "CMinAL::" or simply "CMin::".

int MaxItn

(10) Maximum number of iterations.

double GradTol

(1e-4) Gradient tolerance. The algorithm attempts to locate a point where the relative norm of the gradient of the Lagrangian is less than this value.

double ConstrTol

(1e-4) Constraint tolerance. The algorithm attempts to locate a point where the norm of the constraint violation is less than this value.

int DispFlag

(0) Display level. This determines how much information should be displayed during the execution of the algorithm. Possible values are: 0 - No output; 1 - Function value and gradient norm after final iteration; 2 - Function value and gradient norm after every iteration.

int DumpFlag

(0) Dump level. This determines how much information should be sent to the dump file during the execution of the algorithm. Possible values are: 0 - No output; 1 - Function value and gradient norm after final iteration; 2 - Function value and gradient norm after every iteration.

char DumpFile[81]

(HCL_UMin_lbfgs.DumpFile) Dump file name.

int DispPrecision

(6) Display precision---the number of digits sent to the screen

int DumpPrecision

(6) Dump precision---the number of digits sent to the file

double PenParam

(1) Penalty parameter

double PenParamIncFac

(2) Factor for increasing penalty parameter

virtual int StoppingTest( HCL_EvalALFcnlGrad_d & Feval )

Check stopping criterion. Return value is nonzero if a stopping test has been met.

Constructors and destructor HCL_CMinALGrad_d() Default constructor---disabled. HCL_CMinALGrad_d( const HCL_CMinALGrad_d & x ) Copy constructor---disabled. HCL_CMinALGrad_d( HCL_UMinGrad_d * um, char * fname = NULL ) Usual constructor; just needs a HCL_UMinGrad_d object. virtual ~HCL_CMinALGrad_d() Destructor.

virtual Table& Parameters()

Access to parameter table. Algorithmic parameters may be accessed with Parameters().GetValue( "NAME",val ) or changed with Parameters().PutValue( "NAME",val ).

virtual void Display()

Print current status. The level of output is controlled by the parameter DispFlag---the larger the value of DispFlag, the more information is displayed.

virtual HCL_EvalALFcnlGrad_d& LastEval()

Return a reference to the last evaluation object, thus giving access to all of the information at the computed solution

virtual int Minimize( HCL_FunctionalGrad_d & f, HCL_OpDerivAdj_d & G, HCL_Vector_d & x )

Minimize attempts to solve the problem of minimizing f(x) subject to the constraint G(x) = 0. A starting guess must be provided. Currently the Lagrange multiplier is initialized to zero.

This class has no child classes.

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virtual void	Display () Print current status
virtual HCL_EvalALFcnlGrad_d&	LastEval () Return a reference to the last evaluation object, thus giving access to all of the information at the computed solution
virtual int	Minimize ( HCL_FunctionalGrad_d & f, HCL_OpDerivAdj_d & G, HCL_Vector_d & x ) Minimize attempts to solve the problem of minimizing f(x) subject to the constraint G(x) = 0
virtual Table&	Parameters () Access to parameter table

class HCL_CMinALGrad_d : public HCL_Base

Inheritance:

Public Methods

Public

Private Methods

Private

Inherited from HCL_Base:

Public Methods

Private Fields

Documentation