class HCL_EvalALFcnlGrad_d : public HCL_EvaluateFunctionalGrad_d

HCL_EvalALFcnlGrad_d is the evaluation object for the class HCL_ALFcnlGrad_d, which implements an Augmented Lagrangian functional with gradient

Inheritance:

Public Methods

virtual HCL_VectorSpace_d&	Domain () Domain returns a reference to the domain of the underlying function.
	HCL_EvalALFcnlGrad_d ( HCL_EvaluateFunctionalGrad_d * fev, HCL_Vector_d * l, HCL_EvaluateOpDerivAdj_d * Gev, double r, HCL_LinearOpAdj_d * SS = NULL ) Usual constructor.
virtual ostream&	Write ( ostream & str ) Write prints out some useful information about the object.

Public

Evaluation methods virtual double Value () Value computes the value of the function. virtual void Gradient ( HCL_Vector_d & g ) Gradient computes the gradient of the function. virtual double fValue () fValue computes the value of the objective function. virtual void ConstraintViolation ( HCL_Vector_d & g ) ConstraintViolation computes the image of the 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.

Inherited from HCL_EvaluateFunctionalGrad_d:

Public Methods

virtual void Gradient( HCL_Vector_d & g )

virtual const HCL_Vector_d& GradientRef()

virtual double Value()

virtual double ValueRef()

Inherited from HCL_Base:

Public Methods

int Count()

void DecCount()

void IncCount()

Private Fields

int ReferenceCount

HCL_EvalALFcnlGrad_d( HCL_EvaluateFunctionalGrad_d * fev, HCL_Vector_d * l, HCL_EvaluateOpDerivAdj_d * Gev, double r, HCL_LinearOpAdj_d * SS = NULL )

Usual constructor.

virtual HCL_VectorSpace_d& Domain()

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

Evaluation methods

virtual double Value()

Value computes the value of the function.

virtual void Gradient( HCL_Vector_d & g )

Gradient computes the gradient of the function.

virtual double fValue()

fValue computes the value of the objective function.

virtual void ConstraintViolation( HCL_Vector_d & g )

ConstraintViolation computes the image of the 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 )

Write prints out some useful information about the object.

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