class HCL_EvalALFcnlHess_d : public HCL_EvaluateFunctionalHess_d

HCL_EvalALFcnlHess_d is the evaluation object for the class HCL_ALFcnlHess_d, which implements an Augmented Lagrangian functional with gradient and Hessian

Inheritance:

Public Methods

virtual HCL_VectorSpace_d&	Domain () Domain returns a reference to the domain of the underlying function.
	HCL_EvalALFcnlHess_d ( HCL_EvaluateFunctionalHess_d * fev, HCL_Vector_d * l, HCL_EvaluateOpDeriv2Adj_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 HCL_LinearOp_d* Hessian () Hessian computes the Hessian of the function. virtual void MultiplierUpdate ( HCL_Vector_d & l ) MultiplierUpdate computes the Hestenes-Powell update to the multiplier.

Inherited from HCL_EvaluateFunctionalHess_d:

Public Methods

virtual void Gradient( HCL_Vector_d & g )

virtual HCL_LinearOp_d* Hessian()

virtual const HCL_LinearOp_d& HessianRef()

virtual double Value()

Inherited from HCL_EvaluateFunctionalGrad_d:

Public Methods

virtual const HCL_Vector_d& GradientRef()

virtual double ValueRef()

Inherited from HCL_Base:

Public Methods

int Count()

void DecCount()

void IncCount()

Private Fields

int ReferenceCount

HCL_EvalALFcnlHess_d( HCL_EvaluateFunctionalHess_d * fev, HCL_Vector_d * l, HCL_EvaluateOpDeriv2Adj_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 HCL_LinearOp_d* Hessian()

Hessian computes the Hessian of the function.

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.

alphabetic index hierarchy of classes

this page has been generated automatically by doc++

(c)opyright by Malte Zöckler, Roland Wunderling
contact: doc++@zib.de