tree 0d76efae8610343c8259a44b33004a0b1abd8015
parent 9d5fea19f130750a93eb14dbda9992ea7db59311
author Keir Mierle <mierle@gmail.com> 1341607952 -0700
committer Keir Mierle <mierle@gmail.com> 1342025085 -0700

Compute the gradient if requested in the evaluator

This extends the Evaluator interface to support evaluating the
gradient in addition to the residuals and jacobian, if requested.

   bool Evaluate(const double* state,
                 double* cost,
                 double* residuals,
                 double* gradient,  <----------- NEW
                 SparseMatrix* jacobian) = 0;

The ProgramEvaluator is extended to support the new gradient
evaluation. This required some gymnastics around the block
evaluate preparer, which now contains a scratch evaluate preparer
for the case that no jacobian is requested but the gradient is.

Gradient evaluation is a prerequisite for the planned suite of
first order methods, including nonlinear conjugate gradient,
CG_DESCENT, L-BFGS, trust region with line search, and more.

This also considerably refactors the evaluator_test to make it
shorter and check the results for all combinations of the optional
parameters [residuals, gradient, jacobian].

Change-Id: Ic7d0fec028dc5ffebc08ee079ad04eeaf6e02582