ROL
|
Namespaces | |
namespace | details |
namespace | Exception |
namespace | Finite_Difference_Arrays |
namespace | InteriorPoint |
namespace | StringList |
namespace | TRUtils |
namespace | TypeB |
namespace | TypeE |
namespace | TypeG |
namespace | TypeU |
namespace | ZOO |
Classes | |
class | AbsoluteValue |
class | AffineTransformConstraint |
Compose a constraint operator with an affine transformation, i.e.,. More... | |
class | AffineTransformObjective |
Compose an objective function with an affine transformation, i.e.,. More... | |
class | Algorithm |
Provides an interface to run optimization algorithms. More... | |
struct | AlgorithmState |
State for algorithm class. Will be used for restarts. More... | |
class | AlmostSureConstraint |
class | Arcsine |
class | AtomVector |
Provides the std::vector implementation of the ROL::Vector interface. More... | |
class | AugmentedLagrangian |
Provides the interface to evaluate the augmented Lagrangian. More... | |
class | AugmentedLagrangian_SimOpt |
Provides the interface to evaluate the SimOpt augmented Lagrangian. More... | |
class | AugmentedLagrangianObjective |
Provides the interface to evaluate the augmented Lagrangian. More... | |
class | AugmentedLagrangianStep |
Provides the interface to compute augmented Lagrangian steps. More... | |
class | AugmentedSystemOperator |
Apply the augmented system operator. More... | |
class | AugmentedSystemPrecOperator |
Implements a preconditioner for the augmented system. More... | |
class | BackTracking |
Implements a simple back tracking line search. More... | |
class | BackTracking_U |
Implements a simple back tracking line search. More... | |
class | BarzilaiBorwein |
Provides definitions for Barzilai-Borwein operators. More... | |
class | BatchManager |
class | BatchStdVector |
Provides the std::vector implementation of the ROL::Vector interface. More... | |
class | Beta |
class | BinaryConstraint |
Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior. More... | |
class | Bisection |
Implements a bisection line search. More... | |
class | BlockOperator |
Provides the interface to apply a block operator to a partitioned vector. More... | |
class | BlockOperator2 |
Provides the interface to apply a 2x2 block operator to a partitioned vector. More... | |
class | BlockOperator2Determinant |
class | BlockOperator2Diagonal |
Provides the interface to apply a 2x2 block diagonal operator to a partitioned vector. More... | |
class | BlockOperator2UnitLower |
Provides the interface to apply a 2x2 block unit lower operator to a partitioned vector. More... | |
class | BlockOperator2UnitUpper |
Provides the interface to apply a 2x2 block unit upper operator to a partitioned vector. More... | |
class | BoundConstraint |
Provides the interface to apply upper and lower bound constraints. More... | |
class | BoundConstraint_Partitioned |
A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector. More... | |
class | BoundConstraint_SimOpt |
class | BoundFletcher |
class | Bounds |
Provides the elementwise interface to apply upper and lower bound constraints. More... | |
class | BoundToConstraint |
Provides an implementation for bound constraints. More... | |
class | BPOE |
Provides the implementation of the buffered probability of exceedance. More... | |
class | Brents |
Implements a Brent's method line search. More... | |
class | BrentsProjection |
class | Bundle |
Provides the interface for and implements a bundle. More... | |
class | Bundle_AS |
Provides the interface for and implements an active set bundle. More... | |
class | Bundle_TT |
Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996). More... | |
class | Bundle_U |
Provides the interface for and implements a bundle. More... | |
class | Bundle_U_AS |
Provides the interface for and implements an active set bundle. More... | |
class | Bundle_U_TT |
Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996). More... | |
class | BundleStatusTest |
class | BundleStep |
Provides the interface to compute bundle trust-region steps. More... | |
class | Cauchy |
class | CauchyPoint |
Provides interface for the Cauchy point trust-region subproblem solver. More... | |
class | CauchyPoint_U |
Provides interface for the Cauchy point trust-region subproblem solver. More... | |
class | CDFObjective |
class | ChebyshevSpectral |
Provides an interface for the Chebyshev-Spectral risk measure. More... | |
class | Chi2Divergence |
Provides an interface for the chi-squared-divergence distributionally robust expectation. More... | |
class | CoherentEntropicRisk |
Provides the interface for the coherent entropic risk measure. More... | |
class | ColemanLiModel |
Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm. More... | |
class | CombinedStatusTest |
Provides an interface to check two status tests of optimization algorithms. More... | |
class | CompositeConstraint_SimOpt |
Defines a composite equality constraint operator interface for simulation-based optimization. More... | |
class | CompositeObjective |
Provides the interface to evaluate composite objective functions. More... | |
class | CompositeObjective_SimOpt |
Provides the interface to evaluate simulation-based composite objective functions. More... | |
class | CompositeStep |
Implements the computation of optimization steps with composite-step trust-region methods. More... | |
class | ConicApproximationModel |
class | ConjugateGradients |
Provides definitions of the Conjugate Gradient solver. More... | |
class | ConjugateResiduals |
Provides definition of the Conjugate Residual solver. More... | |
class | Constraint |
Defines the general constraint operator interface. More... | |
class | Constraint_DynamicState |
class | Constraint_Partitioned |
Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More... | |
class | Constraint_SerialSimOpt |
Unifies the constraint defined on a single time step that are defined through the Constraint_TimeSimOpt interface into a SimOpt constraint for all time. Primarily intended for use in testing the parallel-in-time implementation. More... | |
class | Constraint_SimOpt |
Defines the constraint operator interface for simulation-based optimization. More... | |
class | Constraint_TimeSimOpt |
Defines the time dependent constraint operator interface for simulation-based optimization. More... | |
class | ConstraintAssembler |
Provides a wrapper for multiple constraints. More... | |
struct | ConstraintData |
class | ConstraintFromObjective |
Creates a constraint from an objective function and a offset value. More... | |
class | ConstraintManager |
Provides a wrapper for multiple constraints. More... | |
class | ConstraintStatusTest |
Provides an interface to check status of optimization algorithms for problems with equality constraints. More... | |
class | ConvexCombinationRiskMeasure |
Provides an interface for a convex combination of risk measures. More... | |
class | CubicInterp |
Implements cubic interpolation back tracking line search. More... | |
class | CubicInterp_U |
Implements cubic interpolation back tracking line search. More... | |
class | CVaR |
Provides an interface for a convex combination of the expected value and the conditional value-at-risk. More... | |
class | DaiFletcherProjection |
class | DescentDirection_U |
Provides the interface to compute unconstrained optimization steps for line search. More... | |
class | DiagonalOperator |
Provides the interface to apply a diagonal operator which acts like elementwise multiplication when apply() is used and elementwise division when applyInverse() is used. More... | |
class | Dirac |
class | Distribution |
class | DogLeg |
Provides interface for dog leg trust-region subproblem solver. More... | |
class | DogLeg_U |
Provides interface for dog leg trust-region subproblem solver. More... | |
class | DoubleDogLeg |
Provides interface for the double dog leg trust-region subproblem solver. More... | |
class | DoubleDogLeg_U |
Provides interface for the double dog leg trust-region subproblem solver. More... | |
class | DouglasRachfordProjection |
class | DualAtomVector |
class | DualProbabilityVector |
class | DualScaledStdVector |
Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector. More... | |
class | DualScaledVector |
Provides the implementation of the ROL::Vector interface that handles scalings in the inner product. A more generic version of ROL::PrimalScaledStdVector. More... | |
class | DualSimulatedVector |
class | DyadicOperator |
Interface to apply a dyadic operator to a vector. More... | |
class | DykstraProjection |
class | DynamicConstraint |
Defines the time-dependent constraint operator interface for simulation-based optimization. More... | |
struct | DynamicConstraintCheck |
class | DynamicFunction |
Provides update interface, casting and vector management to DynamicConstraint and DynamicObjective. More... | |
class | DynamicObjective |
Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system. More... | |
struct | DynamicObjectiveCheck |
class | DynamicTrackingFEMObjective |
Defines the time-local contribution to a quadratic tracking objective. More... | |
class | DynamicTrackingObjective |
Defines the time-local contribution to a quadratic tracking objective. More... | |
class | ElasticLinearConstraint |
Defines the general affine constraint with the form \(c(x)=g(x) + g'(x)s + u - v\). More... | |
class | ElasticObjective |
Provides the interface to evaluate the elastic augmented Lagrangian. More... | |
class | ElementwiseVector |
Intermediate abstract class which does not require users implements plus, set, scale, axpy, norm, dot, or zero if they implement the three elementwise functions: applyUnary, applyBinary, and reduce. More... | |
class | EntropicRisk |
Provides an interface for the entropic risk. More... | |
class | ExpectationQuad |
Provides a general interface for risk and error measures generated through the expectation risk quadrangle. More... | |
class | ExpectationQuadDeviation |
class | ExpectationQuadError |
Provides a general interface for error measures generated through the expectation risk quadrangle. More... | |
class | ExpectationQuadRegret |
Provides a general interface for regret measures generated through the expectation risk quadrangle. More... | |
class | ExpectationQuadRisk |
class | Exponential |
class | FDivergence |
Provides a general interface for the F-divergence distributionally robust expectation. More... | |
class | Fletcher |
class | FletcherBase |
class | FletcherObjectiveBase |
class | FletcherObjectiveE |
class | FletcherStatusTest |
Provides an interface to check status of optimization algorithms for problems with equality constraints. More... | |
class | FletcherStep |
Provides the interface to compute Fletcher steps. More... | |
class | Gamma |
class | Gaussian |
class | GenMoreauYosidaCVaR |
class | GMRES |
Preconditioned GMRES solver. More... | |
class | GoldenSection |
Implements a golden section line search. More... | |
class | Gradient_U |
Provides the interface to compute optimization steps with the gradient descent method globalized using line search. More... | |
class | GradientStep |
Provides the interface to compute optimization steps with the gradient descent method globalized using line search. More... | |
class | Gumbel |
class | HMCR |
Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure. More... | |
class | HouseholderReflector |
Provides the interface to create a Householder reflector operator, that when applied to a vector x, produces a vector parallel to y. More... | |
class | IdentityOperator |
Multiplication by unity. More... | |
class | InactiveSet_DualVector |
Defines the a Vector which has a diagonally scaled dot product that neglects active set elements Used to simplify Semi-smooth Newton method implementation. More... | |
class | InactiveSet_PrimalVector |
Defines the a Vector which has a diagonally scaled dot product that neglects active set elements Used to simplify Semi-smooth Newton method implementation. More... | |
class | InteriorPointObjective |
class | InteriorPointPenalty |
Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements. More... | |
class | InteriorPointStep |
class | IterationScaling |
Provides an implementation of iteration scaled line search. More... | |
class | IterationScaling_U |
Provides an implementation of iteration scaled line search. More... | |
class | KelleySachsModel |
Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm. More... | |
class | KLDivergence |
Provides an interface for the Kullback-Leibler distributionally robust expectation. More... | |
class | Krylov |
Provides definitions for Krylov solvers. More... | |
class | Kumaraswamy |
class | Lanczos |
Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems. More... | |
class | Laplace |
class | lBFGS |
Provides definitions for limited-memory BFGS operators. More... | |
class | lDFP |
Provides definitions for limited-memory DFP operators. More... | |
class | LinearCombinationObjective |
class | LinearCombinationObjective_SimOpt |
class | LinearConstraint |
Defines the general affine constraint with the form \(c(x)=Ax+b\). More... | |
class | LinearObjective |
Provides the interface to evaluate linear objective functions. More... | |
class | LinearObjective_SimOpt |
Provides the interface to evaluate linear objective functions. More... | |
class | LinearOperator |
Provides the interface to apply a linear operator. More... | |
class | LinearOperatorFromConstraint |
A simple wrapper which allows application of constraint Jacobians through the LinearOperator interface. More... | |
class | LinearOperatorProduct |
class | LinearOperatorSum |
class | LinearRegression |
Provides the interface to construct linear regression problem. More... | |
class | LineSearch |
Provides interface for and implements line searches. More... | |
class | LineSearch_U |
Provides interface for and implements line searches. More... | |
class | LineSearchStep |
Provides the interface to compute optimization steps with line search. More... | |
class | LinMore |
Provides interface for truncated CG trust-region subproblem solver. More... | |
class | LinMoreModel |
Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm. More... | |
class | LogBarrierObjective |
Log barrier objective for interior point methods. More... | |
class | LogExponentialQuadrangle |
Provides an interface for the entropic risk using the expectation risk quadrangle. More... | |
class | Logistic |
class | LogQuantileQuadrangle |
Provides an interface for the conditioanl entropic risk using the expectation risk quadrangle. More... | |
class | LowerBoundToConstraint |
Provides an implementation for lower bound constraints. More... | |
class | lSR1 |
Provides definitions for limited-memory SR1 operators. More... | |
class | MeanDeviation |
Provides an interface for the mean plus a sum of arbitrary order deviations. More... | |
class | MeanDeviationFromTarget |
Provides an interface for the mean plus a sum of arbitrary order deviations from targets. More... | |
class | MeanSemiDeviation |
Provides an interface for the mean plus upper semideviation of order 1. More... | |
class | MeanSemiDeviationFromTarget |
class | MeanValueConstraint |
class | MeanValueObjective |
class | MeanVariance |
Provides an interface for the mean plus a sum of arbitrary order variances. More... | |
class | MeanVarianceFromTarget |
Provides an interface for the mean plus a sum of arbitrary order variances from targets. More... | |
class | MeanVarianceQuadrangle |
Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle. More... | |
class | MixedCVaR |
Provides an interface for a convex combination of conditional value-at-risks. More... | |
class | MomentObjective |
class | MonteCarloGenerator |
class | MoreauYosidaCVaR |
Provides an interface for a smooth approximation of the conditional value-at-risk. More... | |
class | MoreauYosidaObjective |
Provides the interface to evaluate the Moreau-Yosida penalty function. More... | |
class | MoreauYosidaPenalty |
Provides the interface to evaluate the Moreau-Yosida penalty function. More... | |
class | MoreauYosidaPenaltyStep |
Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints. More... | |
class | NewConstraintManager |
Provides a wrapper for multiple constraints. More... | |
class | Newton_U |
Provides the interface to compute optimization steps with Newton's method globalized using line search. More... | |
class | NewtonKrylov_U |
Provides the interface to compute optimization steps with projected inexact Newton's method using line search. More... | |
class | NewtonKrylovStep |
Provides the interface to compute optimization steps with projected inexact Newton's method using line search. More... | |
class | NewtonStep |
Provides the interface to compute optimization steps with Newton's method globalized using line search. More... | |
class | NonlinearCG_U |
Provides the interface to compute optimization steps with nonlinear CG. More... | |
class | NonlinearCGStep |
Provides the interface to compute optimization steps with nonlinear CG. More... | |
class | NonlinearLeastSquaresObjective |
Provides the interface to evaluate nonlinear least squares objective functions. More... | |
class | NonlinearLeastSquaresObjective_Dynamic |
Provides the interface to evaluate nonlinear least squares objective functions. More... | |
class | NullOperator |
Multiplication by zero. More... | |
class | NullSpaceOperator |
Projects on to the null space of a linear constraint. More... | |
class | Objective |
Provides the interface to evaluate objective functions. More... | |
class | Objective_FSsolver |
class | Objective_SerialSimOpt |
class | Objective_SimOpt |
Provides the interface to evaluate simulation-based objective functions. More... | |
class | Objective_TimeSimOpt |
Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system. More... | |
class | ObjectiveFromBoundConstraint |
Create a penalty objective from upper and lower bound vectors. More... | |
class | ObjectiveFromConstraint |
class | ObjectiveMMA |
Provides the interface to to Method of Moving Asymptotes Objective function. More... | |
class | OptimizationProblem |
struct | OptimizationProblemCheckData |
class | OptimizationSolver |
Provides a simplified interface for solving a wide range of optimization problems. More... | |
class | Parabolic |
class | PartitionedVector |
Defines the linear algebra of vector space on a generic partitioned vector. More... | |
class | PathBasedTargetLevel |
Provides an implementation of path-based target leve line search. More... | |
class | PathBasedTargetLevel_U |
Provides an implementation of path-based target leve line search. More... | |
class | PD_BPOE |
class | PD_CVaR |
class | PD_HMCR2 |
class | PD_MeanSemiDeviation |
class | PD_MeanSemiDeviationFromTarget |
class | PD_RandVarFunctional |
class | PH_bPOEObjective |
Provides the interface for the progressive hedging probability objective. More... | |
class | PH_DeviationObjective |
Provides the interface for the progressive hedging deviation objective. More... | |
class | PH_ErrorObjective |
Provides the interface for the progressive hedging error objective. More... | |
class | PH_Objective |
Provides the interface for the progressive hedging objective. More... | |
class | PH_ProbObjective |
Provides the interface for the progressive hedging probability objective. More... | |
class | PH_RegretObjective |
Provides the interface for the progressive hedging regret objective. More... | |
class | PH_RiskObjective |
Provides the interface for the progressive hedging risk objective. More... | |
class | PH_StatusTest |
Provides an interface to check status of the progressive hedging algorithm. More... | |
class | PlusFunction |
class | PointwiseCDFObjective |
class | PolyhedralProjection |
class | PositiveFunction |
class | PQNObjective |
Provides the interface to evaluate the quadratic quasi-Newton objective. More... | |
class | PrimalAtomVector |
class | PrimalDualActiveSetStep |
Implements the computation of optimization steps with the Newton primal-dual active set method. More... | |
class | PrimalDualInteriorPointBlock11 |
class | PrimalDualInteriorPointBlock12 |
class | PrimalDualInteriorPointBlock21 |
class | PrimalDualInteriorPointBlock22 |
class | PrimalDualInteriorPointResidual |
Symmetrized form of the KKT operator for the Type-EB problem with equality and bound multipliers. More... | |
class | PrimalDualRisk |
class | PrimalDualSystemStep |
Provides the interface to compute approximate solutions to 2x2 block systems arising from primal-dual interior point methods. More... | |
class | PrimalProbabilityVector |
class | PrimalScaledStdVector |
Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::DualScaledStdVector. More... | |
class | PrimalScaledVector |
Provides the implementation of the ROL::Vector interface that handles scalings in the inner product. A more generic version of ROL::PrimalScaledStdVector. More... | |
class | PrimalSimulatedVector |
class | ProbabilityVector |
Provides the std::vector implementation of the ROL::Vector interface. More... | |
class | Problem |
class | ProfiledVector |
By keeping a pointer to this in a derived Vector class, a tally of all methods is kept for profiling function calls. More... | |
class | ProgressiveHedging |
Provides the interface to solve a stochastic program using progressive hedging. More... | |
class | ProjectedNewtonKrylovStep |
Provides the interface to compute optimization steps with projected inexact ProjectedNewton's method using line search. More... | |
class | ProjectedNewtonStep |
Provides the interface to compute optimization steps with projected Newton's method using line search. More... | |
class | ProjectedObjective |
class | ProjectedSecantStep |
Provides the interface to compute optimization steps with projected secant method using line search. More... | |
class | ProxObjective |
class | QuadraticObjective |
Provides the interface to evaluate quadratic objective functions. More... | |
class | QuadraticPenalty |
Provides the interface to evaluate the quadratic constraint penalty. More... | |
class | QuadraticPenalty_SimOpt |
Provides the interface to evaluate the quadratic SimOpt constraint penalty. More... | |
class | QuantileQuadrangle |
Provides an interface for a convex combination of the expected value and the conditional value-at-risk using the expectation risk quadrangle. More... | |
class | QuantileRadius |
class | QuasiNewton_U |
Provides the interface to compute optimization steps with a secant method. More... | |
class | RaisedCosine |
class | RandVarFunctional |
Provides the interface to implement any functional that maps a random variable to a (extended) real number. More... | |
class | RangeSpaceOperator |
Projects on to the null space of a linear constraint. More... | |
class | Reduced_AugmentedLagrangian_SimOpt |
Provides the interface to evaluate the reduced SimOpt augmented Lagrangian. More... | |
class | Reduced_Constraint_SimOpt |
class | Reduced_Objective_SimOpt |
class | ReducedDynamicObjective |
Defines the reduced time-dependent objective function interface for simulation-based optimization. More... | |
class | ReducedLinearConstraint |
Reduce the input of a linear constraint based on the active set associated with a vector \(x\), i.e., let \(\mathcal{I}\) denote the inactive set associated with \(x\) and the bounds \(\ell\le u\), then. More... | |
class | ReduceLinearConstraint |
Performs null-space transformation for reducible linear equality constraints. More... | |
class | RegressionError |
Provides the interface to evaluate linear regression error. More... | |
struct | removeSpecialCharacters |
class | RiddersProjection |
class | RieszDualVector |
class | RieszPrimalVector |
class | RiskBoundConstraint |
class | RiskLessConstraint |
class | RiskLessObjective |
class | RiskMeasure |
Provides the interface to implement risk measures. More... | |
class | RiskNeutralConstraint |
class | RiskNeutralObjective |
class | RiskVector |
class | SampledScalar |
class | SampledVector |
class | SampleGenerator |
class | ScalarController |
class | ScalarLinearConstraint |
This equality constraint defines an affine hyperplane. More... | |
class | ScalarMinimizationLineSearch |
Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\). More... | |
class | ScalarMinimizationLineSearch_U |
Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\). More... | |
struct | ScalarTraits |
struct | ScalarTraits_Magnitude |
struct | ScalarTraits_Magnitude< std::complex< Real > > |
class | ScaledObjective |
class | SchurComplement |
Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components. More... | |
class | Secant |
Provides interface for and implements limited-memory secant operators. More... | |
struct | SecantState |
class | SecantStep |
Provides the interface to compute optimization steps with a secant method. More... | |
class | SecondOrderCVaR |
Provides an interface for the risk measure associated with the super quantile quadrangle. More... | |
class | SemismoothNewtonProjection |
class | SerialConstraint |
Evaluates ROL::DynamicConstraint over a sequential set of time intervals. More... | |
class | SerialFunction |
Provides behavior common to SerialObjective as SerialConstaint. More... | |
class | SerialObjective |
Evaluates ROL::DynamicObjective over a sequential set of time intervals. More... | |
class | ShiftedProxObjective |
class | SimConstraint |
class | SimulatedBoundConstraint |
A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator. More... | |
class | SimulatedConstraint |
class | SimulatedObjective |
class | SimulatedObjectiveCVaR |
class | SimulatedVector |
Defines the linear algebra of a vector space on a generic partitioned vector where the individual vectors are distributed in batches defined by ROL::BatchManager. This is a batch-distributed version of ROL::PartitionedVector. More... | |
class | SingletonVector |
class | Sketch |
Provides an interface for randomized sketching. More... | |
class | SlacklessConstraint |
This class strips out the slack variables from constraint evaluations to create the new constraint \( C(x,s) = c(x) \). More... | |
class | SlacklessObjective |
This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \). More... | |
class | Smale |
class | SmoothedPOE |
Provides the implementation of the smoothed probability of exceedance. More... | |
class | SmoothedWorstCaseQuadrangle |
Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle. More... | |
class | Solver |
Provides a simplified interface for solving a wide range of optimization problems. More... | |
class | SpectralRisk |
Provides an interface for spectral risk measures. More... | |
class | SPGTrustRegion_U |
Provides interface for truncated CG trust-region subproblem solver. More... | |
class | SROMGenerator |
class | SROMVector |
Provides the std::vector implementation of the ROL::Vector interface. More... | |
class | StatusTest |
Provides an interface to check status of optimization algorithms. More... | |
class | StatusTestFactory |
class | StdArray |
Provides the std::array implementation of the ROL::Vector interface. More... | |
class | StdBoundConstraint |
class | StdConstraint |
Defines the equality constraint operator interface for StdVectors. More... | |
class | StdLinearOperator |
Provides the std::vector implementation to apply a linear operator, which is a std::vector representation of column-stacked matrix. More... | |
class | StdObjective |
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's. More... | |
class | StdTridiagonalOperator |
Provides the std::vector implementation to apply a linear operator, which encapsulates a tridiagonal matrix. More... | |
class | StdVector |
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraints. More... | |
class | Step |
Provides the interface to compute optimization steps. More... | |
class | StepFactory |
struct | StepState |
State for step class. Will be used for restarts. More... | |
class | StochasticConstraint |
class | StochasticObjective |
class | StochasticProblem |
class | TestProblem |
class | TimeStamp |
Contains local time step information. More... | |
class | Triangle |
class | TruncatedCG |
Provides interface for truncated CG trust-region subproblem solver. More... | |
class | TruncatedCG_U |
Provides interface for truncated CG trust-region subproblem solver. More... | |
class | TruncatedExponential |
class | TruncatedGaussian |
class | TruncatedMeanQuadrangle |
class | TrustRegion |
Provides interface for and implements trust-region subproblem solvers. More... | |
class | TrustRegion_U |
Provides interface for and implements trust-region subproblem solvers. More... | |
class | TrustRegionModel |
Provides the interface to evaluate trust-region model functions. More... | |
class | TrustRegionModel_U |
Provides the interface to evaluate trust-region model functions. More... | |
class | TrustRegionStep |
Provides the interface to compute optimization steps with trust regions. More... | |
struct | TypeCaster |
struct | TypeCaster< double, float > |
struct | TypeCaster< Real, std::complex< Real > > |
class | Uniform |
class | UpperBoundToConstraint |
Provides an implementation for upper bound constraints. More... | |
class | UserInputGenerator |
class | Vector |
Defines the linear algebra or vector space interface. More... | |
class | Vector_SimOpt |
Defines the linear algebra or vector space interface for simulation-based optimization. More... | |
class | VectorController |
struct | VectorFunctionCalls |
class | ZeroProxObjective |
Typedefs | |
template<typename Real > | |
using | TimeStampsPtr = Ptr< std::vector< TimeStamp< Real > > > |
Functions | |
template<typename Real > | |
PartitionedVector< Real > & | partition (Vector< Real > &x) |
template<typename Real > | |
const PartitionedVector< Real > & | partition (const Vector< Real > &x) |
template<typename Real > | |
Ptr< PartitionedVector< Real > > | partition (const Ptr< Vector< Real > > &x) |
template<typename Real > | |
Ptr< const PartitionedVector< Real > > | partition (const Ptr< const Vector< Real > > &x) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< Vector< Real > > &a) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< const Vector< Real > > &a) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< Vector< Real > > &b) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< const Vector< Real > > &b) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< Vector< Real > > &b, const ROL::Ptr< Vector< Real > > &c) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< const Vector< Real > > &b, const ROL::Ptr< const Vector< Real > > &c) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< Vector< Real > > &b, const ROL::Ptr< Vector< Real > > &c, const ROL::Ptr< Vector< Real > > &d) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreatePartitionedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< const Vector< Real > > &b, const ROL::Ptr< const Vector< Real > > &c, const ROL::Ptr< const Vector< Real > > &d) |
template<class Ordinal , class Real > | |
VectorFunctionCalls< Ordinal > | getVectorFunctionCalls (const ProfiledVector< Ordinal, Real > &x) |
template<class Ordinal , class Real > | |
void | printVectorFunctionCalls (const ProfiledVector< Ordinal, Real > &x, std::ostream &outStream=std::cout) |
template<class Real > | |
void | RandomizeVector (Vector< Real > &x, const Real &lower=0.0, const Real &upper=1.0) |
Fill a ROL::Vector with uniformly-distributed random numbers in the interval [lower,upper]. | |
template<class Real > | |
void | RandomizeFeasibleVector (Vector< Real > &x, BoundConstraint< Real > &bnd) |
Fill a ROL::Vector with uniformly-distributed random numbers which satisfy the supplied bound constraint. | |
template<template< typename > class V, typename Real , typename P = Ptr<Vector<Real>>> | |
std::enable_if< std::is_base_of< Vector< Real >, V< Real > >::value, P >::type | make_Vector_SimOpt (const Ptr< V< Real > > &vsim, const Ptr< V< Real > > &vopt) |
template<typename Real > | |
Ptr< BoundConstraint< Real > > | CreateBoundConstraint_Partitioned (const Ptr< BoundConstraint< Real > > &bnd1, const Ptr< BoundConstraint< Real > > &bnd2) |
template<typename Real > | |
DynamicConstraint_CheckInterface< Real > | make_check (DynamicConstraint< Real > &con) |
template<typename Real > | |
DynamicConstraint_CheckInterface< Real > | make_check (DynamicConstraint< Real > &con, TimeStamp< Real > &timeStamp) |
template<typename Real > | |
DynamicObjective_CheckInterface< Real > | make_check (DynamicObjective< Real > &obj) |
template<typename Real > | |
DynamicObjective_CheckInterface< Real > | make_check (DynamicObjective< Real > &obj, TimeStamp< Real > &ts) |
template<typename Real > | |
Ptr< DynamicObjective< Real > > | make_DynamicTrackingFEMObjective (const Ptr< PartitionedVector< Real > > &target, Real alpha=0.0) |
template<typename Real > | |
Ptr< DynamicObjective< Real > > | make_DynamicTrackingObjective (const Ptr< PartitionedVector< Real > > &target, Real alpha=0.0) |
template<typename DynCon , typename Real , typename P = Ptr<SerialConstraint<Real>>> | |
std::enable_if< std::is_base_of< DynamicConstraint< Real >, DynCon >::value, P >::type | make_SerialConstraint (const Ptr< DynCon > &con, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr) |
template<typename DynObj , typename Real , typename P = Ptr<SerialObjective<Real>>> | |
std::enable_if< std::is_base_of< DynamicObjective< Real >, DynObj >::value, P >::type | make_SerialObjective (const Ptr< DynObj > &obj, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr) |
template<class Real > | |
ROL::BlockOperator2Diagonal BlockOperator2 | apply (V &Hv, const V &v, Real &tol) const |
void | applyInverse (V &Hv, const V &v Real &tol) const |
ROL::Ptr< LinearOperator< Real > > | getOperator (int row, int col) const |
template<class Real > | |
ROL::BlockOperator2UnitLower LinearOperator | apply (V &Hv, const V &v, Real &tol) const |
template<class Real > | |
ROL::BlockOperator2UnitUpper LinearOperator | apply (V &Hv, const V &v, Real &tol) const |
std::string | EPolyProjAlgoToString (EPolyProjAlgo alg) |
int | isValidPolyProjAlgo (EPolyProjAlgo alg) |
Verifies validity of a PolyProjAlgo enum. | |
EPolyProjAlgo & | operator++ (EPolyProjAlgo &type) |
EPolyProjAlgo | operator++ (EPolyProjAlgo &type, int) |
EPolyProjAlgo & | operator-- (EPolyProjAlgo &type) |
EPolyProjAlgo | operator-- (EPolyProjAlgo &type, int) |
EPolyProjAlgo | StringToEPolyProjAlgo (std::string s) |
template<typename Real > | |
Ptr< PolyhedralProjection< Real > > | PolyhedralProjectionFactory (const Vector< Real > &xprim, const Vector< Real > &xdual, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &con, const Vector< Real > &mul, const Vector< Real > &res, ParameterList &list) |
std::string | UpdateTypeToString (const UpdateType &type) |
template<class Real > | |
Real | normL1 (const Vector< Real > &x) |
template<class Real , class Exponent > | |
Real | normLp (const Vector< Real > &x, Exponent p) |
template<class Real > | |
Real | normLinf (const Vector< Real > &x) |
template<typename Real > | |
ROL::Objective_SerialSimOpt Objective_SimOpt | value (const V &u, const V &z, Real &tol) override |
virtual void | gradient_1 (V &g, const V &u, const V &z, Real &tol) override |
virtual void | gradient_2 (V &g, const V &u, const V &z, Real &tol) override |
virtual void | hessVec_11 (V &hv, const V &v, const V &u, const V &z, Real &tol) override |
virtual void | hessVec_12 (V &hv, const V &v, const V &u, const V &z, Real &tol) override |
virtual void | hessVec_21 (V &hv, const V &v, const V &u, const V &z, Real &tol) override |
virtual void | hessVec_22 (V &hv, const V &v, const V &u, const V &z, Real &tol) override |
virtual void | update_1_old (const Vector< Real > &u_old, bool flag=true, int iter=-1) |
Update constraint functions with respect to Sim variable. u_old is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. | |
virtual void | update_1_new (const Vector< Real > &u_new, bool flag=true, int iter=-1) |
Update constraint functions with respect to Sim variable. u_new is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. | |
virtual void | update_2 (const Vector< Real > &z, bool flag=true, int iter=-1) override |
Update constraint functions with respect to Opt variable. z is the control variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. | |
virtual Real | value (const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol) |
Compute contribution to objective value from this time step. | |
virtual void | gradient_1_old (Vector< Real > &g, const Vector< Real > &u_old, Vector< Real > &u_new, const Vector< Real > &z, Real &tol) |
Compute contribution to simulation term gradient from this time step. | |
virtual void | gradient_1_new (Vector< Real > &g, const Vector< Real > &u_old, Vector< Real > &u_new, const Vector< Real > &z, Real &tol) |
Compute contribution to simulation term gradient from this time step. | |
virtual void | gradient_2 (Vector< Real > &g, const Vector< Real > &u_old, Vector< Real > &u_new, const Vector< Real > &z, Real &tol) override |
Compute contribution to optimization term gradient from this time step. | |
virtual void | hessVec_11_old (Vector< Real > &hv, const Vector< Real > &v_old, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol) |
virtual void | hessVec_11_new (Vector< Real > &hv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol) |
virtual void | update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1) override |
virtual Real | value (const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
virtual void | solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z) override |
virtual void | gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
virtual void | gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
virtual void | hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
virtual void | hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
virtual void | hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
virtual void | hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override |
template<template< typename > class V, template< typename > class Obj, typename Real , typename P = Ptr<OptimizationProblem<Real>>, typename... Args> | |
std::enable_if< std::is_base_of< Objective< Real >, Obj< Real > >::value &&std::is_base_of< Vector< Real >, V< Real > >::value, P >::type | make_OptimizationProblem (const Ptr< Obj< Real > > &obj, const Ptr< V< Real > > &x, Args &&...args) |
template<typename Real > | |
Ptr< OptimizationSolver< Real > > | make_OptimizationSolver (OptimizationProblem< Real > &opt, ParameterList &parlist) |
template<typename Real > | |
Ptr< OptimizationSolver< Real > > | make_OptimizationSolver (const Ptr< OptimizationProblem< Real > > &opt, ParameterList &parlist) |
template<typename Real > | |
Ptr< OptimizationSolver< Real > > | make_OptimizationSolver (OptimizationProblem< Real > &opt, const Ptr< ParameterList > &parlist) |
template<typename Real > | |
Ptr< OptimizationSolver< Real > > | make_OptimizationSolver (const Ptr< OptimizationProblem< Real > > &opt, const Ptr< ParameterList > &parlist) |
template<typename Real > | |
Ptr< DescentDirection_U< Real > > | DescentDirectionUFactory (ParameterList &parlist) |
template<typename Real > | |
Ptr< LineSearch_U< Real > > | LineSearchUFactory (ParameterList &parlist) |
std::string | EDescentUToString (EDescentU tr) |
int | isValidDescentU (EDescentU d) |
Verifies validity of a DescentU enum. | |
EDescentU & | operator++ (EDescentU &type) |
EDescentU | operator++ (EDescentU &type, int) |
EDescentU & | operator-- (EDescentU &type) |
EDescentU | operator-- (EDescentU &type, int) |
EDescentU | StringToEDescentU (std::string s) |
std::string | ELineSearchUToString (ELineSearchU ls) |
int | isValidLineSearchU (ELineSearchU ls) |
Verifies validity of a LineSearchU enum. | |
ELineSearchU & | operator++ (ELineSearchU &type) |
ELineSearchU | operator++ (ELineSearchU &type, int) |
ELineSearchU & | operator-- (ELineSearchU &type) |
ELineSearchU | operator-- (ELineSearchU &type, int) |
ELineSearchU | StringToELineSearchU (std::string s) |
std::string | ECurvatureConditionUToString (ECurvatureConditionU ls) |
int | isValidCurvatureConditionU (ECurvatureConditionU ls) |
Verifies validity of a CurvatureConditionU enum. | |
ECurvatureConditionU & | operator++ (ECurvatureConditionU &type) |
ECurvatureConditionU | operator++ (ECurvatureConditionU &type, int) |
ECurvatureConditionU & | operator-- (ECurvatureConditionU &type) |
ECurvatureConditionU | operator-- (ECurvatureConditionU &type, int) |
ECurvatureConditionU | StringToECurvatureConditionU (std::string s) |
template<typename Real > | |
Ptr< TrustRegion_U< Real > > | TrustRegionUFactory (ParameterList &list) |
std::string | ETrustRegionUToString (ETrustRegionU tr) |
int | isValidTrustRegionU (ETrustRegionU ls) |
Verifies validity of a TrustRegionU enum. | |
ETrustRegionU & | operator++ (ETrustRegionU &type) |
ETrustRegionU | operator++ (ETrustRegionU &type, int) |
ETrustRegionU & | operator-- (ETrustRegionU &type) |
ETrustRegionU | operator-- (ETrustRegionU &type, int) |
ETrustRegionU | StringToETrustRegionU (std::string s) |
std::string | EKrylovToString (EKrylov type) |
int | isValidKrylov (EKrylov type) |
Verifies validity of a Krylov enum. | |
EKrylov & | operator++ (EKrylov &type) |
EKrylov | operator++ (EKrylov &type, int) |
EKrylov & | operator-- (EKrylov &type) |
EKrylov | operator-- (EKrylov &type, int) |
EKrylov | StringToEKrylov (std::string s) |
template<class Real > | |
Ptr< Krylov< Real > > | KrylovFactory (ParameterList &parlist) |
template<class Real > | |
ROL::Ptr< LineSearch< Real > > | LineSearchFactory (ROL::ParameterList &parlist) |
template<class Real > | |
ROL::Ptr< Secant< Real > > | getSecant (ESecant esec=SECANT_LBFGS, int L=10, int BBtype=1) |
template<class Real > | |
ROL::Ptr< Secant< Real > > | SecantFactory (ROL::ParameterList &parlist, ESecantMode mode=SECANTMODE_BOTH) |
template<class Real > | |
ROL::Ptr< TrustRegion< Real > > | TrustRegionFactory (ROL::ParameterList &parlist) |
std::string | ETrustRegionToString (ETrustRegion tr) |
int | isValidTrustRegion (ETrustRegion ls) |
Verifies validity of a TrustRegion enum. | |
ETrustRegion & | operator++ (ETrustRegion &type) |
ETrustRegion | operator++ (ETrustRegion &type, int) |
ETrustRegion & | operator-- (ETrustRegion &type) |
ETrustRegion | operator-- (ETrustRegion &type, int) |
ETrustRegion | StringToETrustRegion (std::string s) |
std::string | ETrustRegionModelToString (ETrustRegionModel tr) |
int | isValidTrustRegionModel (ETrustRegionModel ls) |
Verifies validity of a TrustRegionModel enum. | |
ETrustRegionModel & | operator++ (ETrustRegionModel &type) |
ETrustRegionModel | operator++ (ETrustRegionModel &type, int) |
ETrustRegionModel & | operator-- (ETrustRegionModel &type) |
ETrustRegionModel | operator-- (ETrustRegionModel &type, int) |
ETrustRegionModel | StringToETrustRegionModel (std::string s) |
bool | isValidTrustRegionSubproblem (ETrustRegion etr, ETrustRegionModel etrm, bool isBnd) |
std::string | ETrustRegionFlagToString (ETrustRegionFlag trf) |
std::string | EDistributionToString (EDistribution ed) |
int | isValidDistribution (EDistribution ed) |
EDistribution & | operator++ (EDistribution &type) |
EDistribution | operator++ (EDistribution &type, int) |
EDistribution & | operator-- (EDistribution &type) |
EDistribution | operator-- (EDistribution &type, int) |
EDistribution | StringToEDistribution (std::string s) |
template<class Real > | |
ROL::Ptr< Distribution< Real > > | DistributionFactory (ROL::ParameterList &parlist) |
std::string | EDeviationMeasureToString (EDeviationMeasure ed) |
int | isValidDeviationMeasure (EDeviationMeasure ed) |
EDeviationMeasure & | operator++ (EDeviationMeasure &type) |
EDeviationMeasure | operator++ (EDeviationMeasure &type, int) |
EDeviationMeasure & | operator-- (EDeviationMeasure &type) |
EDeviationMeasure | operator-- (EDeviationMeasure &type, int) |
EDeviationMeasure | StringToEDeviationMeasure (std::string s) |
template<class Real > | |
Ptr< RandVarFunctional< Real > > | DeviationMeasureFactory (ParameterList &parlist) |
template<class Real > | |
void | DeviationMeasureInfo (ROL::ParameterList &parlist, std::string &name, int &nStatistic, std::vector< Real > &lower, std::vector< Real > &upper, bool &isBoundActivated, const bool printToStream=false, std::ostream &outStream=std::cout) |
std::string | EErrorMeasureToString (EErrorMeasure ed) |
int | isValidErrorMeasure (EErrorMeasure ed) |
EErrorMeasure & | operator++ (EErrorMeasure &type) |
EErrorMeasure | operator++ (EErrorMeasure &type, int) |
EErrorMeasure & | operator-- (EErrorMeasure &type) |
EErrorMeasure | operator-- (EErrorMeasure &type, int) |
EErrorMeasure | StringToEErrorMeasure (std::string s) |
template<class Real > | |
Ptr< RandVarFunctional< Real > > | ErrorMeasureFactory (ParameterList &parlist) |
template<class Real > | |
void | ErrorMeasureInfo (ROL::ParameterList &parlist, std::string &name, int &nStatistic, std::vector< Real > &lower, std::vector< Real > &upper, bool &isBoundActivated, const bool printToStream=false, std::ostream &outStream=std::cout) |
std::string | EProbabilityToString (EProbability ed) |
int | isValidProbability (EProbability ed) |
EProbability & | operator++ (EProbability &type) |
EProbability | operator++ (EProbability &type, int) |
EProbability & | operator-- (EProbability &type) |
EProbability | operator-- (EProbability &type, int) |
EProbability | StringToEProbability (std::string s) |
template<class Real > | |
Ptr< RandVarFunctional< Real > > | ProbabilityFactory (ParameterList &parlist) |
template<class Real > | |
void | ProbabilityInfo (ROL::ParameterList &parlist, std::string &name, int &nStatistic, std::vector< Real > &lower, std::vector< Real > &upper, bool &isBoundActivated, const bool printToStream=false, std::ostream &outStream=std::cout) |
std::string | ERegretMeasureToString (ERegretMeasure ed) |
int | isValidRegretMeasure (ERegretMeasure ed) |
ERegretMeasure & | operator++ (ERegretMeasure &type) |
ERegretMeasure | operator++ (ERegretMeasure &type, int) |
ERegretMeasure & | operator-- (ERegretMeasure &type) |
ERegretMeasure | operator-- (ERegretMeasure &type, int) |
ERegretMeasure | StringToERegretMeasure (std::string s) |
template<class Real > | |
Ptr< RandVarFunctional< Real > > | RegretMeasureFactory (ParameterList &parlist) |
template<class Real > | |
void | RegretMeasureInfo (ROL::ParameterList &parlist, std::string &name, int &nStatistic, std::vector< Real > &lower, std::vector< Real > &upper, bool &isBoundActivated, const bool printToStream=false, std::ostream &outStream=std::cout) |
std::string | ERiskMeasureToString (ERiskMeasure ed) |
int | isValidRiskMeasure (ERiskMeasure ed) |
ERiskMeasure & | operator++ (ERiskMeasure &type) |
ERiskMeasure | operator++ (ERiskMeasure &type, int) |
ERiskMeasure & | operator-- (ERiskMeasure &type) |
ERiskMeasure | operator-- (ERiskMeasure &type, int) |
ERiskMeasure | StringToERiskMeasure (std::string s) |
template<class Real > | |
Ptr< RandVarFunctional< Real > > | RiskMeasureFactory (ParameterList &parlist) |
template<class Real > | |
void | RiskMeasureInfo (ROL::ParameterList &parlist, std::string &name, int &nStatistic, std::vector< Real > &lower, std::vector< Real > &upper, bool &isBoundActivated, const bool printToStream=false, std::ostream &outStream=std::cout) |
template<class Real > | |
Ptr< RandVarFunctional< Real > > | RandVarFunctionalFactory (ROL::ParameterList &parlist) |
template<class Real > | |
void | RandVarFunctionalInfo (ROL::ParameterList &parlist, std::string &name, int &nStatistic, std::vector< Real > &lower, std::vector< Real > &upper, bool &isBoundActivated, const bool printToStream=false, std::ostream &outStream=std::cout) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< Vector< Real > > &b, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< const Vector< Real > > &b, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< Vector< Real > > &b, const ROL::Ptr< Vector< Real > > &c, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< const Vector< Real > > &b, const ROL::Ptr< const Vector< Real > > &c, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< Vector< Real > > &a, const ROL::Ptr< Vector< Real > > &b, const ROL::Ptr< Vector< Real > > &c, const ROL::Ptr< Vector< Real > > &d, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
ROL::Ptr< const Vector< Real > > | CreateSimulatedVector (const ROL::Ptr< const Vector< Real > > &a, const ROL::Ptr< const Vector< Real > > &b, const ROL::Ptr< const Vector< Real > > &c, const ROL::Ptr< const Vector< Real > > &d, const ROL::Ptr< BatchManager< Real > > &bman) |
template<class Real > | |
Teuchos::SerialDenseMatrix< int, Real > | computeDenseHessian (Objective< Real > &obj, const Vector< Real > &x) |
template<class Real > | |
Teuchos::SerialDenseMatrix< int, Real > | computeScaledDenseHessian (Objective< Real > &obj, const Vector< Real > &x) |
template<class Real > | |
Teuchos::SerialDenseMatrix< int, Real > | computeDotMatrix (const Vector< Real > &x) |
template<class Real > | |
std::vector< std::vector< Real > > | computeEigenvalues (const Teuchos::SerialDenseMatrix< int, Real > &mat) |
template<class Real > | |
std::vector< std::vector< Real > > | computeGenEigenvalues (const Teuchos::SerialDenseMatrix< int, Real > &A, const Teuchos::SerialDenseMatrix< int, Real > &B) |
template<class Real > | |
Teuchos::SerialDenseMatrix< int, Real > | computeInverse (const Teuchos::SerialDenseMatrix< int, Real > &mat) |
template<class ParameterType > | |
void | setParameter (ROL::ParameterList &parlist, const std::vector< std::string > &location, const std::vector< std::string >::iterator iter, ParameterType value) |
void | tierParameterList (ROL::ParameterList &outList, const ROL::ParameterList &inList) |
Produce a heirarchical parameter list using the new names from a flat list of the old names. | |
template<class T > | |
std::string | NumberToString (T Number) |
template<class Real > | |
Real | ROL_EPSILON (void) |
Platform-dependent machine epsilon. | |
template<class Real > | |
Real | ROL_THRESHOLD (void) |
Tolerance for various equality tests. | |
template<class Real > | |
Real | ROL_OVERFLOW (void) |
Platform-dependent maximum double. | |
template<class Real > | |
Real | ROL_INF (void) |
template<class Real > | |
Real | ROL_NINF (void) |
template<class Real > | |
Real | ROL_UNDERFLOW (void) |
Platform-dependent minimum double. | |
std::string | EExitStatusToString (EExitStatus tr) |
std::string | removeStringFormat (std::string s) |
std::string | EStepToString (EStep tr) |
bool | isCompatibleStep (EProblem p, EStep s) |
std::string | EProblemToString (EProblem p) |
int | isValidStep (EStep ls) |
Verifies validity of a TrustRegion enum. | |
EStep & | operator++ (EStep &type) |
EStep | operator++ (EStep &type, int) |
EStep & | operator-- (EStep &type) |
EStep | operator-- (EStep &type, int) |
EStep | StringToEStep (std::string s) |
std::string | EDescentToString (EDescent tr) |
int | isValidDescent (EDescent d) |
Verifies validity of a Secant enum. | |
EDescent & | operator++ (EDescent &type) |
EDescent | operator++ (EDescent &type, int) |
EDescent & | operator-- (EDescent &type) |
EDescent | operator-- (EDescent &type, int) |
EDescent | StringToEDescent (std::string s) |
std::string | ESecantToString (ESecant tr) |
int | isValidSecant (ESecant s) |
Verifies validity of a Secant enum. | |
ESecant & | operator++ (ESecant &type) |
ESecant | operator++ (ESecant &type, int) |
ESecant & | operator-- (ESecant &type) |
ESecant | operator-- (ESecant &type, int) |
ESecant | StringToESecant (std::string s) |
std::string | ENonlinearCGToString (ENonlinearCG tr) |
int | isValidNonlinearCG (ENonlinearCG s) |
Verifies validity of a NonlinearCG enum. | |
ENonlinearCG & | operator++ (ENonlinearCG &type) |
ENonlinearCG | operator++ (ENonlinearCG &type, int) |
ENonlinearCG & | operator-- (ENonlinearCG &type) |
ENonlinearCG | operator-- (ENonlinearCG &type, int) |
ENonlinearCG | StringToENonlinearCG (std::string s) |
std::string | ELineSearchToString (ELineSearch ls) |
int | isValidLineSearch (ELineSearch ls) |
Verifies validity of a LineSearch enum. | |
ELineSearch & | operator++ (ELineSearch &type) |
ELineSearch | operator++ (ELineSearch &type, int) |
ELineSearch & | operator-- (ELineSearch &type) |
ELineSearch | operator-- (ELineSearch &type, int) |
ELineSearch | StringToELineSearch (std::string s) |
std::string | ECurvatureConditionToString (ECurvatureCondition ls) |
int | isValidCurvatureCondition (ECurvatureCondition ls) |
Verifies validity of a CurvatureCondition enum. | |
ECurvatureCondition & | operator++ (ECurvatureCondition &type) |
ECurvatureCondition | operator++ (ECurvatureCondition &type, int) |
ECurvatureCondition & | operator-- (ECurvatureCondition &type) |
ECurvatureCondition | operator-- (ECurvatureCondition &type, int) |
ECurvatureCondition | StringToECurvatureCondition (std::string s) |
std::string | ECGFlagToString (ECGFlag cgf) |
template<class Element , class Real > | |
Real | rol_cast (const Element &val) |
ROL::Ptr< const ROL::ParameterList > | getValidROLParameters () |
ROL::Ptr< const ROL::ParameterList > | getValidSOLParameters () |
std::string | ETestOptProblemToString (ETestOptProblem to) |
int | isValidTestOptProblem (ETestOptProblem to) |
Verifies validity of a TestOptProblem enum. | |
ETestOptProblem & | operator++ (ETestOptProblem &type) |
ETestOptProblem | operator++ (ETestOptProblem &type, int) |
ETestOptProblem & | operator-- (ETestOptProblem &type) |
ETestOptProblem | operator-- (ETestOptProblem &type, int) |
ETestOptProblem | StringToETestOptProblem (std::string s) |
template<class Real > | |
void | GetTestProblem (Ptr< OptimizationProblem< Real > > &problem, Ptr< Vector< Real > > &x0, std::vector< Ptr< Vector< Real > > > &x, const ETestOptProblem test) |
void | addJSONBlockToPL (const Json::Value &block, ROL::ParameterList &parlist) |
Iterate over a block and insert key-value pairs into the ROL::ParameterList. | |
void | addJSONPairToPL (const Json::Value &block, const std::string &key, ROL::ParameterList &parlist) |
Given a JSON block and a key, get the value and insert the key-value pair into a ROL::ParameterList. If the value is itself a block, recursively iterate. | |
void | JSON_Parameters (const std::string &jsonFileName, ROL::ParameterList &parlist) |
Read a JSON file and store all parameters in a ROL::ParameterList. Checks for a key called "Algorithm" which has a string value which can specify a Step Type (Linesearch or Trust-Region) and either a Descent Type or a Trust-Region Subproblem Solver Type. | |
template<class Real > | |
void | stepFactory (ROL::ParameterList &parlist, ROL::Ptr< ROL::Step< Real > > &step) |
A minimalist step factory which specializes the Step Type depending on whether a Trust-Region or Linesearch has been selected. | |
using ROL::TimeStampsPtr = typedef Ptr<std::vector<TimeStamp<Real> >> |
Definition at line 66 of file ROL_TimeStamp.hpp.
enum ROL::EPolyProjAlgo |
Enumerator | |
---|---|
PPA_DAIFLETCHER | |
PPA_DYKSTRA | |
PPA_DOUGLASRACHFORD | |
PPA_NEWTON | |
PPA_RIDDERS | |
PPA_BRENTS | |
PPA_LAST |
Definition at line 65 of file ROL_PolyhedralProjectionFactory.hpp.
|
strong |
Enumerator | |
---|---|
Initial | |
Accept | |
Revert | |
Trial | |
Temp |
Definition at line 51 of file ROL_UpdateType.hpp.
enum ROL::EDescentU |
Enumerator | |
---|---|
DESCENT_U_STEEPEST | |
DESCENT_U_NONLINEARCG | |
DESCENT_U_SECANT | |
DESCENT_U_NEWTON | |
DESCENT_U_NEWTONKRYLOV | |
DESCENT_U_USERDEFINED | |
DESCENT_U_LAST |
Definition at line 64 of file ROL_LineSearch_U_Types.hpp.
enum ROL::ELineSearchU |
Definition at line 144 of file ROL_LineSearch_U_Types.hpp.
Definition at line 227 of file ROL_LineSearch_U_Types.hpp.
enum ROL::ETrustRegionU |
Enumerator | |
---|---|
TRUSTREGION_U_CAUCHYPOINT | |
TRUSTREGION_U_TRUNCATEDCG | |
TRUSTREGION_U_SPG | |
TRUSTREGION_U_DOGLEG | |
TRUSTREGION_U_DOUBLEDOGLEG | |
TRUSTREGION_U_LAST |
Definition at line 63 of file ROL_TrustRegion_U_Types.hpp.
enum ROL::EKrylov |
Enumerator | |
---|---|
KRYLOV_CG | |
KRYLOV_CR | |
KRYLOV_GMRES | |
KRYLOV_MINRES | |
KRYLOV_USERDEFINED | |
KRYLOV_LAST |
Definition at line 66 of file ROL_KrylovFactory.hpp.
enum ROL::ESecantMode |
Enumerator | |
---|---|
SECANTMODE_FORWARD | |
SECANTMODE_INVERSE | |
SECANTMODE_BOTH |
Definition at line 57 of file ROL_Secant.hpp.
enum ROL::ETrustRegion |
Enumerator | |
---|---|
TRUSTREGION_CAUCHYPOINT | |
TRUSTREGION_TRUNCATEDCG | |
TRUSTREGION_DOGLEG | |
TRUSTREGION_DOUBLEDOGLEG | |
TRUSTREGION_LINMORE | |
TRUSTREGION_LAST |
Definition at line 62 of file ROL_TrustRegionTypes.hpp.
Enumerator | |
---|---|
TRUSTREGION_MODEL_COLEMANLI | |
TRUSTREGION_MODEL_KELLEYSACHS | |
TRUSTREGION_MODEL_LINMORE | |
TRUSTREGION_MODEL_LAST |
Definition at line 135 of file ROL_TrustRegionTypes.hpp.
Enumerator | |
---|---|
TRUSTREGION_FLAG_SUCCESS | |
TRUSTREGION_FLAG_POSPREDNEG | |
TRUSTREGION_FLAG_NPOSPREDPOS | |
TRUSTREGION_FLAG_NPOSPREDNEG | |
TRUSTREGION_FLAG_QMINSUFDEC | |
TRUSTREGION_FLAG_NAN | |
TRUSTREGION_FLAG_UNDEFINED |
Definition at line 230 of file ROL_TrustRegionTypes.hpp.
enum ROL::EDistribution |
Definition at line 69 of file ROL_DistributionFactory.hpp.
Definition at line 64 of file ROL_DeviationMeasureFactory.hpp.
enum ROL::EErrorMeasure |
Definition at line 64 of file ROL_ErrorMeasureFactory.hpp.
enum ROL::EProbability |
Enumerator | |
---|---|
PROBABILITY_BPOE | |
PROBABILITY_SMOOTHEDPOE | |
PROBABILITY_LAST |
Definition at line 55 of file ROL_ProbabilityFactory.hpp.
enum ROL::ERegretMeasure |
Definition at line 61 of file ROL_RegretMeasureFactory.hpp.
enum ROL::ERiskMeasure |
Definition at line 84 of file ROL_RiskMeasureFactory.hpp.
enum ROL::EAbsoluteValue |
Enumerator | |
---|---|
ABSOLUTEVALUE_TRUE | |
ABSOLUTEVALUE_SQUAREROOT | |
ABSOLUTEVALUE_SQRTDENOM | |
ABSOLUTEVALUE_C2 | |
ABSOLUTEVALUE_LAST |
Definition at line 52 of file ROL_AbsoluteValue.hpp.
enum ROL::EExitStatus |
Enum for algorithm termination.
Enumerator | |
---|---|
EXITSTATUS_CONVERGED | |
EXITSTATUS_MAXITER | |
EXITSTATUS_STEPTOL | |
EXITSTATUS_NAN | |
EXITSTATUS_USERDEFINED | |
EXITSTATUS_LAST |
Definition at line 117 of file ROL_Types.hpp.
enum ROL::EProblem |
Enumerator | |
---|---|
TYPE_U | |
TYPE_B | |
TYPE_E | |
TYPE_EB | |
TYPE_LAST |
Definition at line 257 of file ROL_Types.hpp.
enum ROL::EStep |
Enumerator | |
---|---|
STEP_AUGMENTEDLAGRANGIAN | |
STEP_BUNDLE | |
STEP_COMPOSITESTEP | |
STEP_LINESEARCH | |
STEP_MOREAUYOSIDAPENALTY | |
STEP_PRIMALDUALACTIVESET | |
STEP_TRUSTREGION | |
STEP_INTERIORPOINT | |
STEP_FLETCHER | |
STEP_LAST |
Definition at line 276 of file ROL_Types.hpp.
enum ROL::EDescent |
Enumerator | |
---|---|
DESCENT_STEEPEST | |
DESCENT_NONLINEARCG | |
DESCENT_SECANT | |
DESCENT_NEWTON | |
DESCENT_NEWTONKRYLOV | |
DESCENT_LAST |
Definition at line 411 of file ROL_Types.hpp.
enum ROL::ESecant |
Enumerator | |
---|---|
SECANT_LBFGS | |
SECANT_LDFP | |
SECANT_LSR1 | |
SECANT_BARZILAIBORWEIN | |
SECANT_USERDEFINED | |
SECANT_LAST |
Definition at line 486 of file ROL_Types.hpp.
enum ROL::ENonlinearCG |
Definition at line 566 of file ROL_Types.hpp.
enum ROL::ELineSearch |
Definition at line 658 of file ROL_Types.hpp.
Definition at line 741 of file ROL_Types.hpp.
enum ROL::ECGFlag |
Enumerator | |
---|---|
CG_FLAG_SUCCESS | |
CG_FLAG_ITEREXCEED | |
CG_FLAG_NEGCURVE | |
CG_FLAG_TRRADEX | |
CG_FLAG_ZERORHS | |
CG_FLAG_UNDEFINED |
Definition at line 821 of file ROL_Types.hpp.
enum ROL::ETestOptProblem |
Definition at line 153 of file ROL_GetTestProblems.hpp.
|
inline |
Definition at line 295 of file ROL_PartitionedVector.hpp.
Referenced by ROL::SerialConstraint< Real >::applyAdjointHessian_11(), ROL::SerialConstraint< Real >::applyAdjointHessian_22(), ROL::SerialConstraint< Real >::applyAdjointJacobian_1(), ROL::SerialConstraint< Real >::applyAdjointJacobian_2(), ROL::SerialConstraint< Real >::applyInverseAdjointJacobian_1(), ROL::SerialConstraint< Real >::applyInverseJacobian_1(), ROL::SerialConstraint< Real >::applyJacobian_1(), ROL::SerialConstraint< Real >::applyJacobian_2(), ROL::DynamicFunction< Real >::getNew(), ROL::DynamicFunction< Real >::getOld(), gradient_1(), ROL::SerialObjective< Real >::gradient_1(), gradient_2(), ROL::SerialObjective< Real >::gradient_2(), hessVec_11(), ROL::SerialObjective< Real >::hessVec_11(), hessVec_12(), ROL::SerialObjective< Real >::hessVec_12(), hessVec_21(), ROL::SerialObjective< Real >::hessVec_21(), hessVec_22(), ROL::SerialObjective< Real >::hessVec_22(), ROL::SerialConstraint< Real >::solve(), ROL::SerialConstraint< Real >::update(), ROL::SerialObjective< Real >::value(), and ROL::SerialConstraint< Real >::value().
|
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Definition at line 300 of file ROL_PartitionedVector.hpp.
|
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Definition at line 305 of file ROL_PartitionedVector.hpp.
|
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Definition at line 310 of file ROL_PartitionedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real > > & | a | ) |
Definition at line 318 of file ROL_PartitionedVector.hpp.
Referenced by main(), and ROL::PrimalDualSystemStep< Real >::repartition().
ROL::Ptr< const Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< const Vector< Real > > & | a | ) |
Definition at line 329 of file ROL_PartitionedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< Vector< Real > > & | b | ||
) |
Definition at line 340 of file ROL_PartitionedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< const Vector< Real > > & | b | ||
) |
Definition at line 351 of file ROL_PartitionedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< Vector< Real > > & | b, | ||
const ROL::Ptr< Vector< Real > > & | c | ||
) |
Definition at line 363 of file ROL_PartitionedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< const Vector< Real > > & | b, | ||
const ROL::Ptr< const Vector< Real > > & | c | ||
) |
Definition at line 376 of file ROL_PartitionedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< Vector< Real > > & | b, | ||
const ROL::Ptr< Vector< Real > > & | c, | ||
const ROL::Ptr< Vector< Real > > & | d | ||
) |
Definition at line 389 of file ROL_PartitionedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreatePartitionedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< const Vector< Real > > & | b, | ||
const ROL::Ptr< const Vector< Real > > & | c, | ||
const ROL::Ptr< const Vector< Real > > & | d | ||
) |
Definition at line 404 of file ROL_PartitionedVector.hpp.
VectorFunctionCalls< Ordinal > ROL::getVectorFunctionCalls | ( | const ProfiledVector< Ordinal, Real > & | x | ) |
Definition at line 103 of file ROL_ProfiledVector.hpp.
void ROL::printVectorFunctionCalls | ( | const ProfiledVector< Ordinal, Real > & | x, |
std::ostream & | outStream = std::cout |
||
) |
Definition at line 108 of file ROL_ProfiledVector.hpp.
Referenced by main().
|
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Definition at line 208 of file ROL_Vector_SimOpt.hpp.
Ptr< BoundConstraint< Real > > ROL::CreateBoundConstraint_Partitioned | ( | const Ptr< BoundConstraint< Real > > & | bnd1, |
const Ptr< BoundConstraint< Real > > & | bnd2 | ||
) |
Definition at line 252 of file ROL_BoundConstraint_Partitioned.hpp.
DynamicConstraint_CheckInterface< Real > ROL::make_check | ( | DynamicConstraint< Real > & | con | ) |
Definition at line 264 of file ROL_DynamicConstraint_CheckInterface.hpp.
Referenced by ROL::DynamicConstraintCheck< Real >::check(), and ROL::DynamicObjectiveCheck< Real >::check().
DynamicConstraint_CheckInterface< Real > ROL::make_check | ( | DynamicConstraint< Real > & | con, |
TimeStamp< Real > & | timeStamp | ||
) |
Definition at line 269 of file ROL_DynamicConstraint_CheckInterface.hpp.
DynamicObjective_CheckInterface< Real > ROL::make_check | ( | DynamicObjective< Real > & | obj | ) |
Definition at line 213 of file ROL_DynamicObjective_CheckInterface.hpp.
DynamicObjective_CheckInterface< Real > ROL::make_check | ( | DynamicObjective< Real > & | obj, |
TimeStamp< Real > & | ts | ||
) |
Definition at line 218 of file ROL_DynamicObjective_CheckInterface.hpp.
|
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Definition at line 211 of file ROL_DynamicTrackingFEMObjective.hpp.
|
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Definition at line 202 of file ROL_DynamicTrackingObjective.hpp.
|
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Definition at line 379 of file ROL_SerialConstraint.hpp.
|
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Definition at line 268 of file ROL_SerialObjective.hpp.
ROL::BlockOperator2Diagonal BlockOperator2 ROL::apply | ( | V & | Hv, |
const V & | v, | ||
Real & | tol | ||
) | const |
Definition at line 1 of file ROL_BlockOperator2Diagonal.hpp.
Referenced by ROL::ColemanLiModel< Real >::computeAlpha(), ROL::ColemanLiModel< Real >::computeFullReflectiveStep(), ROL::ColemanLiModel< Real >::computeReflectiveStep(), ROL::ColemanLiModel< Real >::constructC(), ROL::LogBarrierObjective< Real >::dirDeriv(), ROL::ColemanLiModel< Real >::getScalarBounds(), ROL::LogBarrierObjective< Real >::hessVec(), ROL::ColemanLiModel< Real >::isStrictlyFeasibleStep(), ROL::Bounds< Real >::project(), and ROL::Bounds< Real >::projectInterior().
Definition at line 95 of file ROL_BlockOperator2Diagonal.hpp.
ROL::Ptr< LinearOperator< Real > > ROL::getOperator | ( | int | row, |
int | col | ||
) | const |
Definition at line 111 of file ROL_BlockOperator2Diagonal.hpp.
ROL::BlockOperator2UnitLower LinearOperator ROL::apply | ( | V & | Hv, |
const V & | v, | ||
Real & | tol | ||
) | const |
Definition at line 1 of file ROL_BlockOperator2UnitLower.hpp.
ROL::BlockOperator2UnitUpper LinearOperator ROL::apply | ( | V & | Hv, |
const V & | v, | ||
Real & | tol | ||
) | const |
Definition at line 1 of file ROL_BlockOperator2UnitUpper.hpp.
|
inline |
Definition at line 75 of file ROL_PolyhedralProjectionFactory.hpp.
References PPA_BRENTS, PPA_DAIFLETCHER, PPA_DOUGLASRACHFORD, PPA_DYKSTRA, PPA_LAST, PPA_NEWTON, and PPA_RIDDERS.
Referenced by StringToEPolyProjAlgo().
|
inline |
Verifies validity of a PolyProjAlgo enum.
ls | [in] - enum of the PolyProjAlgo |
Definition at line 95 of file ROL_PolyhedralProjectionFactory.hpp.
References PPA_BRENTS, PPA_DAIFLETCHER, PPA_DOUGLASRACHFORD, PPA_DYKSTRA, PPA_LAST, PPA_NEWTON, and PPA_RIDDERS.
|
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Definition at line 106 of file ROL_PolyhedralProjectionFactory.hpp.
|
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Definition at line 110 of file ROL_PolyhedralProjectionFactory.hpp.
|
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Definition at line 116 of file ROL_PolyhedralProjectionFactory.hpp.
|
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Definition at line 120 of file ROL_PolyhedralProjectionFactory.hpp.
|
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Definition at line 126 of file ROL_PolyhedralProjectionFactory.hpp.
References EPolyProjAlgoToString(), PPA_DAIFLETCHER, PPA_DYKSTRA, PPA_LAST, and removeStringFormat().
Referenced by PolyhedralProjectionFactory().
|
inline |
Definition at line 137 of file ROL_PolyhedralProjectionFactory.hpp.
References PPA_BRENTS, PPA_DAIFLETCHER, PPA_DOUGLASRACHFORD, PPA_DYKSTRA, PPA_NEWTON, PPA_RIDDERS, and StringToEPolyProjAlgo().
|
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Real ROL::normL1 | ( | const Vector< Real > & | x | ) |
Definition at line 52 of file ROL_VectorNorms.hpp.
References ROL::Vector< Real >::clone().
Real ROL::normLp | ( | const Vector< Real > & | x, |
Exponent | p | ||
) |
Definition at line 62 of file ROL_VectorNorms.hpp.
References ROL::Vector< Real >::clone().
Real ROL::normLinf | ( | const Vector< Real > & | x | ) |
Definition at line 73 of file ROL_VectorNorms.hpp.
References ROL::Vector< Real >::clone().
|
override |
Definition at line 1 of file ROL_Objective_SerialSimOpt.hpp.
Referenced by ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Constraint< Real >::applyJacobian(), ROL::DynamicObjectiveCheck< Real >::check(), ROL::Constraint< Real >::checkApplyAdjointJacobian(), ROL::Constraint< Real >::checkApplyJacobian(), ROL::Objective< Real >::checkGradient(), getValidROLParameters(), ROL::FletcherStep< Real >::getValueString(), ROL::StdObjective< Real >::gradient(), ROL::Objective< Real >::gradient(), setParameter(), tierParameterList(), value(), ROL::StdObjective< Real >::value(), and ROL::StdConstraint< Real >::value().
Definition at line 99 of file ROL_Objective_SerialSimOpt.hpp.
References partition().
Definition at line 113 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Referenced by gradient_2().
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Definition at line 127 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Referenced by hessVec_11().
|
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Definition at line 144 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
|
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Definition at line 160 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
|
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Definition at line 176 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
|
virtual |
Update constraint functions with respect to Sim variable.
u_old is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Definition at line 128 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by ROL::Objective_TimeSimOpt< Real >::update().
|
virtual |
Update constraint functions with respect to Sim variable.
u_new is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Definition at line 135 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by ROL::Objective_TimeSimOpt< Real >::update().
|
overridevirtual |
Update constraint functions with respect to Opt variable. z is the control variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Definition at line 142 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by ROL::CompositeConstraint_SimOpt< Real >::update(), and ROL::Objective_TimeSimOpt< Real >::update().
|
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Compute contribution to objective value from this time step.
Definition at line 146 of file ROL_Objective_TimeSimOpt.hpp.
|
virtual |
Compute contribution to simulation term gradient from this time step.
Definition at line 151 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by gradient_1().
|
virtual |
Compute contribution to simulation term gradient from this time step.
Definition at line 155 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by gradient_1().
|
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Compute contribution to optimization term gradient from this time step.
Definition at line 160 of file ROL_Objective_TimeSimOpt.hpp.
|
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Definition at line 163 of file ROL_Objective_TimeSimOpt.hpp.
|
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Definition at line 167 of file ROL_Objective_TimeSimOpt.hpp.
|
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Definition at line 174 of file ROL_Objective_TimeSimOpt.hpp.
References update().
Referenced by ROL::Constraint< Real >::applyAdjointHessian(), ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Constraint< Real >::applyJacobian(), ROL::DynamicObjectiveCheck< Real >::check(), ROL::Constraint< Real >::checkAdjointConsistencyJacobian(), ROL::Constraint< Real >::checkApplyAdjointHessian(), ROL::Constraint< Real >::checkApplyAdjointJacobian(), ROL::Constraint< Real >::checkApplyJacobian(), ROL::Objective< Real >::checkGradient(), ROL::Objective< Real >::checkHessSym(), ROL::Objective< Real >::checkHessVec(), ROL::StdObjective< Real >::gradient(), ROL::Objective< Real >::gradient(), ROL::Objective< Real >::hessVec(), update(), ROL::StdConstraint< Real >::update(), and ROL::StdObjective< Real >::update().
|
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Definition at line 179 of file ROL_Objective_TimeSimOpt.hpp.
References value().
|
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Definition at line 184 of file ROL_Objective_TimeSimOpt.hpp.
References solve().
Referenced by ROL::Solver< Real >::solve(), and solve().
|
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Definition at line 188 of file ROL_Objective_TimeSimOpt.hpp.
References gradient_1_new(), gradient_1_old(), ROL::Vector< Real >::plus(), and workspace_.
|
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Definition at line 203 of file ROL_Objective_TimeSimOpt.hpp.
References gradient_2().
|
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Definition at line 211 of file ROL_Objective_TimeSimOpt.hpp.
References hessVec_11().
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Definition at line 227 of file ROL_Objective_TimeSimOpt.hpp.
References ROL::Vector< Real >::zero().
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Definition at line 231 of file ROL_Objective_TimeSimOpt.hpp.
References ROL::Vector< Real >::zero().
|
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Definition at line 235 of file ROL_Objective_TimeSimOpt.hpp.
References ROL::Vector< Real >::zero().
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Definition at line 1214 of file ROL_OptimizationProblem.hpp.
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Definition at line 332 of file ROL_OptimizationSolver.hpp.
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Definition at line 339 of file ROL_OptimizationSolver.hpp.
|
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Definition at line 346 of file ROL_OptimizationSolver.hpp.
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Definition at line 353 of file ROL_OptimizationSolver.hpp.
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Definition at line 55 of file ROL_DescentDirection_U_Factory.hpp.
References DESCENT_U_NEWTON, DESCENT_U_NEWTONKRYLOV, DESCENT_U_NONLINEARCG, DESCENT_U_SECANT, DESCENT_U_STEEPEST, and StringToEDescentU().
|
inline |
Definition at line 55 of file ROL_LineSearch_U_Factory.hpp.
References LINESEARCH_U_BACKTRACKING, LINESEARCH_U_BISECTION, LINESEARCH_U_BRENTS, LINESEARCH_U_CUBICINTERP, LINESEARCH_U_GOLDENSECTION, LINESEARCH_U_ITERATIONSCALING, LINESEARCH_U_PATHBASEDTARGETLEVEL, and StringToELineSearchU().
|
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Definition at line 74 of file ROL_LineSearch_U_Types.hpp.
References DESCENT_U_LAST, DESCENT_U_NEWTON, DESCENT_U_NEWTONKRYLOV, DESCENT_U_NONLINEARCG, DESCENT_U_SECANT, DESCENT_U_STEEPEST, and DESCENT_U_USERDEFINED.
Referenced by StringToEDescentU().
|
inline |
Verifies validity of a DescentU enum.
tr | [in] - enum of the DescentU |
Definition at line 94 of file ROL_LineSearch_U_Types.hpp.
References DESCENT_U_NEWTON, DESCENT_U_NEWTONKRYLOV, DESCENT_U_NONLINEARCG, DESCENT_U_SECANT, DESCENT_U_STEEPEST, and DESCENT_U_USERDEFINED.
Definition at line 104 of file ROL_LineSearch_U_Types.hpp.
Definition at line 108 of file ROL_LineSearch_U_Types.hpp.
Definition at line 114 of file ROL_LineSearch_U_Types.hpp.
Definition at line 118 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 124 of file ROL_LineSearch_U_Types.hpp.
References DESCENT_U_LAST, DESCENT_U_SECANT, DESCENT_U_STEEPEST, EDescentUToString(), and removeStringFormat().
Referenced by DescentDirectionUFactory(), ROL::LineSearch_U< Real >::LineSearch_U(), ROL::TypeU::LineSearchAlgorithm< Real >::LineSearchAlgorithm(), and ROL::ScalarMinimizationLineSearch_U< Real >::ScalarMinimizationLineSearch_U().
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Definition at line 156 of file ROL_LineSearch_U_Types.hpp.
References LINESEARCH_U_BACKTRACKING, LINESEARCH_U_BISECTION, LINESEARCH_U_BRENTS, LINESEARCH_U_CUBICINTERP, LINESEARCH_U_GOLDENSECTION, LINESEARCH_U_ITERATIONSCALING, LINESEARCH_U_LAST, LINESEARCH_U_PATHBASEDTARGETLEVEL, and LINESEARCH_U_USERDEFINED.
Referenced by StringToELineSearchU().
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Verifies validity of a LineSearchU enum.
ls | [in] - enum of the linesearch |
Definition at line 178 of file ROL_LineSearch_U_Types.hpp.
References LINESEARCH_U_BACKTRACKING, LINESEARCH_U_BISECTION, LINESEARCH_U_BRENTS, LINESEARCH_U_CUBICINTERP, LINESEARCH_U_GOLDENSECTION, LINESEARCH_U_ITERATIONSCALING, LINESEARCH_U_PATHBASEDTARGETLEVEL, and LINESEARCH_U_USERDEFINED.
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Definition at line 190 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 194 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 200 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 204 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 210 of file ROL_LineSearch_U_Types.hpp.
References ELineSearchUToString(), LINESEARCH_U_ITERATIONSCALING, LINESEARCH_U_LAST, and removeStringFormat().
Referenced by ROL::TypeU::LineSearchAlgorithm< Real >::LineSearchAlgorithm(), and LineSearchUFactory().
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Definition at line 237 of file ROL_LineSearch_U_Types.hpp.
References CURVATURECONDITION_U_APPROXIMATEWOLFE, CURVATURECONDITION_U_GENERALIZEDWOLFE, CURVATURECONDITION_U_GOLDSTEIN, CURVATURECONDITION_U_LAST, CURVATURECONDITION_U_NULL, CURVATURECONDITION_U_STRONGWOLFE, and CURVATURECONDITION_U_WOLFE.
Referenced by StringToECurvatureConditionU(), and ROL::TypeU::LineSearchAlgorithm< Real >::writeName().
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Verifies validity of a CurvatureConditionU enum.
ls | [in] - enum of the Curvature Conditions |
Definition at line 257 of file ROL_LineSearch_U_Types.hpp.
References CURVATURECONDITION_U_APPROXIMATEWOLFE, CURVATURECONDITION_U_GENERALIZEDWOLFE, CURVATURECONDITION_U_GOLDSTEIN, CURVATURECONDITION_U_NULL, CURVATURECONDITION_U_STRONGWOLFE, and CURVATURECONDITION_U_WOLFE.
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Definition at line 267 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 271 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 277 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 281 of file ROL_LineSearch_U_Types.hpp.
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Definition at line 287 of file ROL_LineSearch_U_Types.hpp.
References CURVATURECONDITION_U_LAST, CURVATURECONDITION_U_WOLFE, ECurvatureConditionUToString(), and removeStringFormat().
Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), ROL::TypeU::LineSearchAlgorithm< Real >::LineSearchAlgorithm(), and ROL::ScalarMinimizationLineSearch_U< Real >::ScalarMinimizationLineSearch_U().
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Definition at line 61 of file ROL_TrustRegion_U_Factory.hpp.
References StringToETrustRegionU(), TRUSTREGION_U_CAUCHYPOINT, TRUSTREGION_U_DOGLEG, TRUSTREGION_U_DOUBLEDOGLEG, TRUSTREGION_U_SPG, and TRUSTREGION_U_TRUNCATEDCG.
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Definition at line 72 of file ROL_TrustRegion_U_Types.hpp.
References TRUSTREGION_U_CAUCHYPOINT, TRUSTREGION_U_DOGLEG, TRUSTREGION_U_DOUBLEDOGLEG, TRUSTREGION_U_LAST, TRUSTREGION_U_SPG, and TRUSTREGION_U_TRUNCATEDCG.
Referenced by StringToETrustRegionU(), and ROL::TypeU::TrustRegionAlgorithm< Real >::writeName().
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Verifies validity of a TrustRegionU enum.
tr | [in] - enum of the TrustRegionU |
Definition at line 91 of file ROL_TrustRegion_U_Types.hpp.
References TRUSTREGION_U_CAUCHYPOINT, TRUSTREGION_U_DOGLEG, TRUSTREGION_U_DOUBLEDOGLEG, TRUSTREGION_U_SPG, and TRUSTREGION_U_TRUNCATEDCG.
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Definition at line 100 of file ROL_TrustRegion_U_Types.hpp.
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Definition at line 104 of file ROL_TrustRegion_U_Types.hpp.
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Definition at line 110 of file ROL_TrustRegion_U_Types.hpp.
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Definition at line 114 of file ROL_TrustRegion_U_Types.hpp.
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Definition at line 120 of file ROL_TrustRegion_U_Types.hpp.
References ETrustRegionUToString(), removeStringFormat(), TRUSTREGION_U_CAUCHYPOINT, and TRUSTREGION_U_LAST.
Referenced by ROL::TypeU::TrustRegionAlgorithm< Real >::TrustRegionAlgorithm(), and TrustRegionUFactory().
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Definition at line 75 of file ROL_KrylovFactory.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, KRYLOV_LAST, KRYLOV_MINRES, and KRYLOV_USERDEFINED.
Referenced by StringToEKrylov().
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Verifies validity of a Krylov enum.
type | [in] - enum of the Krylov |
Definition at line 94 of file ROL_KrylovFactory.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, and KRYLOV_USERDEFINED.
Definition at line 101 of file ROL_KrylovFactory.hpp.
Definition at line 105 of file ROL_KrylovFactory.hpp.
Definition at line 111 of file ROL_KrylovFactory.hpp.
Definition at line 115 of file ROL_KrylovFactory.hpp.
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Definition at line 121 of file ROL_KrylovFactory.hpp.
References EKrylovToString(), KRYLOV_CG, KRYLOV_LAST, and removeStringFormat().
Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::initialize(), KrylovFactory(), ROL::NewtonKrylov_U< Real >::NewtonKrylov_U(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm(), ROL::NewtonKrylovStep< Real >::NewtonKrylovStep(), and ROL::ProjectedNewtonKrylovStep< Real >::ProjectedNewtonKrylovStep().
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Definition at line 132 of file ROL_KrylovFactory.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, KRYLOV_MINRES, and StringToEKrylov().
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Definition at line 64 of file ROL_LineSearchFactory.hpp.
References LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION, LINESEARCH_BRENTS, LINESEARCH_CUBICINTERP, LINESEARCH_GOLDENSECTION, LINESEARCH_ITERATIONSCALING, LINESEARCH_PATHBASEDTARGETLEVEL, and StringToELineSearch().
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Definition at line 60 of file ROL_SecantFactory.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, and SECANT_LSR1.
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Definition at line 71 of file ROL_SecantFactory.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and StringToESecant().
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Definition at line 61 of file ROL_TrustRegionFactory.hpp.
References StringToETrustRegion(), TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.
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Definition at line 71 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LAST, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.
Referenced by main(), ROL::TrustRegionStep< Real >::printName(), and StringToETrustRegion().
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Verifies validity of a TrustRegion enum.
tr | [in] - enum of the TrustRegion |
Definition at line 90 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.
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Definition at line 99 of file ROL_TrustRegionTypes.hpp.
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Definition at line 103 of file ROL_TrustRegionTypes.hpp.
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Definition at line 109 of file ROL_TrustRegionTypes.hpp.
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Definition at line 113 of file ROL_TrustRegionTypes.hpp.
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Definition at line 119 of file ROL_TrustRegionTypes.hpp.
References ETrustRegionToString(), removeStringFormat(), TRUSTREGION_CAUCHYPOINT, and TRUSTREGION_LAST.
Referenced by ROL::FletcherStep< Real >::initialize(), ROL::TrustRegionStep< Real >::parseParameterList(), and TrustRegionFactory().
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Definition at line 142 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_MODEL_COLEMANLI, TRUSTREGION_MODEL_KELLEYSACHS, TRUSTREGION_MODEL_LAST, and TRUSTREGION_MODEL_LINMORE.
Referenced by ROL::TrustRegionStep< Real >::printName(), and StringToETrustRegionModel().
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Verifies validity of a TrustRegionModel enum.
tr | [in] - enum of the TrustRegionModel |
Definition at line 159 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_MODEL_COLEMANLI, TRUSTREGION_MODEL_KELLEYSACHS, and TRUSTREGION_MODEL_LINMORE.
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Definition at line 166 of file ROL_TrustRegionTypes.hpp.
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Definition at line 170 of file ROL_TrustRegionTypes.hpp.
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Definition at line 176 of file ROL_TrustRegionTypes.hpp.
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Definition at line 180 of file ROL_TrustRegionTypes.hpp.
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Definition at line 186 of file ROL_TrustRegionTypes.hpp.
References ETrustRegionModelToString(), removeStringFormat(), TRUSTREGION_MODEL_COLEMANLI, and TRUSTREGION_MODEL_LAST.
Referenced by ROL::TrustRegionStep< Real >::parseParameterList(), and ROL::TrustRegion< Real >::TrustRegion().
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Definition at line 196 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, TRUSTREGION_MODEL_LINMORE, and TRUSTREGION_TRUNCATEDCG.
Referenced by ROL::TrustRegionStep< Real >::initialize().
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Definition at line 241 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_FLAG_NAN, TRUSTREGION_FLAG_NPOSPREDNEG, TRUSTREGION_FLAG_NPOSPREDPOS, TRUSTREGION_FLAG_POSPREDNEG, TRUSTREGION_FLAG_QMINSUFDEC, and TRUSTREGION_FLAG_SUCCESS.
Referenced by ROL::TrustRegionStep< Real >::printHeader().
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Definition at line 90 of file ROL_DistributionFactory.hpp.
References DISTRIBUTION_ARCSINE, DISTRIBUTION_BETA, DISTRIBUTION_CAUCHY, DISTRIBUTION_DIRAC, DISTRIBUTION_EXPONENTIAL, DISTRIBUTION_GAMMA, DISTRIBUTION_GAUSSIAN, DISTRIBUTION_KUMARASWAMY, DISTRIBUTION_LAPLACE, DISTRIBUTION_LAST, DISTRIBUTION_LOGISTIC, DISTRIBUTION_PARABOLIC, DISTRIBUTION_RAISEDCOSINE, DISTRIBUTION_SMALE, DISTRIBUTION_TRIANGLE, DISTRIBUTION_TRUNCATEDEXPONENTIAL, DISTRIBUTION_TRUNCATEDGAUSSIAN, and DISTRIBUTION_UNIFORM.
Referenced by StringToEDistribution().
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Definition at line 116 of file ROL_DistributionFactory.hpp.
References DISTRIBUTION_ARCSINE, DISTRIBUTION_BETA, DISTRIBUTION_CAUCHY, DISTRIBUTION_DIRAC, DISTRIBUTION_EXPONENTIAL, DISTRIBUTION_GAMMA, DISTRIBUTION_GAUSSIAN, DISTRIBUTION_KUMARASWAMY, DISTRIBUTION_LAPLACE, DISTRIBUTION_LOGISTIC, DISTRIBUTION_PARABOLIC, DISTRIBUTION_RAISEDCOSINE, DISTRIBUTION_SMALE, DISTRIBUTION_TRIANGLE, DISTRIBUTION_TRUNCATEDEXPONENTIAL, DISTRIBUTION_TRUNCATEDGAUSSIAN, and DISTRIBUTION_UNIFORM.
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Definition at line 136 of file ROL_DistributionFactory.hpp.
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Definition at line 140 of file ROL_DistributionFactory.hpp.
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Definition at line 146 of file ROL_DistributionFactory.hpp.
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Definition at line 150 of file ROL_DistributionFactory.hpp.
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Definition at line 156 of file ROL_DistributionFactory.hpp.
References DISTRIBUTION_ARCSINE, DISTRIBUTION_LAST, DISTRIBUTION_UNIFORM, EDistributionToString(), and removeStringFormat().
Referenced by DistributionFactory().
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Definition at line 167 of file ROL_DistributionFactory.hpp.
References DISTRIBUTION_ARCSINE, DISTRIBUTION_BETA, DISTRIBUTION_CAUCHY, DISTRIBUTION_DIRAC, DISTRIBUTION_EXPONENTIAL, DISTRIBUTION_GAMMA, DISTRIBUTION_GAUSSIAN, DISTRIBUTION_KUMARASWAMY, DISTRIBUTION_LAPLACE, DISTRIBUTION_LOGISTIC, DISTRIBUTION_PARABOLIC, DISTRIBUTION_RAISEDCOSINE, DISTRIBUTION_SMALE, DISTRIBUTION_TRIANGLE, DISTRIBUTION_TRUNCATEDEXPONENTIAL, DISTRIBUTION_TRUNCATEDGAUSSIAN, DISTRIBUTION_UNIFORM, and StringToEDistribution().
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Definition at line 76 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LAST, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE.
Referenced by StringToEDeviationMeasure().
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Definition at line 103 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE.
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Definition at line 114 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 118 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 124 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 128 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 134 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_LAST, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, EDeviationMeasureToString(), and removeStringFormat().
Referenced by DeviationMeasureFactory(), and ROL::PH_DeviationObjective< Real >::PH_DeviationObjective().
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Definition at line 145 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE, and StringToEDeviationMeasure().
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Definition at line 53 of file ROL_DeviationMeasureInfo.hpp.
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Definition at line 76 of file ROL_ErrorMeasureFactory.hpp.
References ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LAST, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_MEANVARIANCEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and ERRORMEASURE_TRUNCATEDMEANQUADRANGLE.
Referenced by StringToEErrorMeasure().
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Definition at line 103 of file ROL_ErrorMeasureFactory.hpp.
References ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_MEANVARIANCEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and ERRORMEASURE_TRUNCATEDMEANQUADRANGLE.
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Definition at line 114 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 118 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 124 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 128 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 134 of file ROL_ErrorMeasureFactory.hpp.
References EErrorMeasureToString(), ERRORMEASURE_LAST, ERRORMEASURE_MEANVARIANCEQUADRANGLE, and removeStringFormat().
Referenced by ErrorMeasureFactory(), and ROL::PH_ErrorObjective< Real >::PH_ErrorObjective().
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Definition at line 145 of file ROL_ErrorMeasureFactory.hpp.
References ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_MEANVARIANCEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, ERRORMEASURE_TRUNCATEDMEANQUADRANGLE, and StringToEErrorMeasure().
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Definition at line 53 of file ROL_ErrorMeasureInfo.hpp.
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Definition at line 61 of file ROL_ProbabilityFactory.hpp.
References PROBABILITY_BPOE, PROBABILITY_LAST, and PROBABILITY_SMOOTHEDPOE.
Referenced by StringToEProbability().
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Definition at line 76 of file ROL_ProbabilityFactory.hpp.
References PROBABILITY_BPOE, and PROBABILITY_SMOOTHEDPOE.
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Definition at line 81 of file ROL_ProbabilityFactory.hpp.
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Definition at line 85 of file ROL_ProbabilityFactory.hpp.
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Definition at line 91 of file ROL_ProbabilityFactory.hpp.
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Definition at line 95 of file ROL_ProbabilityFactory.hpp.
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Definition at line 101 of file ROL_ProbabilityFactory.hpp.
References EProbabilityToString(), PROBABILITY_BPOE, PROBABILITY_LAST, and removeStringFormat().
Referenced by ProbabilityFactory().
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Definition at line 112 of file ROL_ProbabilityFactory.hpp.
References PROBABILITY_BPOE, PROBABILITY_SMOOTHEDPOE, and StringToEProbability().
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Definition at line 53 of file ROL_ProbabilityInfo.hpp.
References zero.
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Definition at line 73 of file ROL_RegretMeasureFactory.hpp.
References REGRETMEASURE_EXPONENTIAL, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_LAST, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_MEANABSOLUTELOSS, REGRETMEASURE_MEANL2, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_SMOOTHEDWORSTCASE, and REGRETMEASURE_TRUNCATEDMEAN.
Referenced by StringToERegretMeasure().
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Definition at line 100 of file ROL_RegretMeasureFactory.hpp.
References REGRETMEASURE_EXPONENTIAL, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_MEANABSOLUTELOSS, REGRETMEASURE_MEANL2, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_SMOOTHEDWORSTCASE, and REGRETMEASURE_TRUNCATEDMEAN.
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Definition at line 111 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 115 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 121 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 125 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 131 of file ROL_RegretMeasureFactory.hpp.
References ERegretMeasureToString(), REGRETMEASURE_LAST, REGRETMEASURE_MEANABSOLUTELOSS, and removeStringFormat().
Referenced by ROL::PH_RegretObjective< Real >::PH_RegretObjective(), and RegretMeasureFactory().
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Definition at line 142 of file ROL_RegretMeasureFactory.hpp.
References REGRETMEASURE_EXPONENTIAL, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_MEANABSOLUTELOSS, REGRETMEASURE_MEANL2, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_SMOOTHEDWORSTCASE, REGRETMEASURE_TRUNCATEDMEAN, and StringToERegretMeasure().
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Definition at line 53 of file ROL_RegretMeasureInfo.hpp.
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Definition at line 112 of file ROL_RiskMeasureFactory.hpp.
References RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_CVAR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_HMCR, RISKMEASURE_KLDIVERGENCE, RISKMEASURE_LAST, RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_LOGQUANTILE, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANSEMIDEVIATION, RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANVARIANCE, RISKMEASURE_MEANVARIANCEFROMTARGET, RISKMEASURE_MIXEDCVAR, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_QUANTILERADIUS, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_SMOOTHEDWORSTCASE, RISKMEASURE_SPECTRALRISK, and RISKMEASURE_TRUNCATEDMEAN.
Referenced by StringToERiskMeasure().
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Definition at line 171 of file ROL_RiskMeasureFactory.hpp.
References RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_CVAR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_HMCR, RISKMEASURE_KLDIVERGENCE, RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_LOGQUANTILE, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANSEMIDEVIATION, RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANVARIANCE, RISKMEASURE_MEANVARIANCEFROMTARGET, RISKMEASURE_MIXEDCVAR, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_QUANTILERADIUS, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_SMOOTHEDWORSTCASE, RISKMEASURE_SPECTRALRISK, and RISKMEASURE_TRUNCATEDMEAN.
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Definition at line 198 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 202 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 208 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 212 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 218 of file ROL_RiskMeasureFactory.hpp.
References ERiskMeasureToString(), removeStringFormat(), RISKMEASURE_CVAR, and RISKMEASURE_LAST.
Referenced by ROL::PH_RiskObjective< Real >::PH_RiskObjective(), and RiskMeasureFactory().
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Definition at line 229 of file ROL_RiskMeasureFactory.hpp.
References RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_CVAR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_HMCR, RISKMEASURE_KLDIVERGENCE, RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_LOGQUANTILE, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANSEMIDEVIATION, RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANVARIANCE, RISKMEASURE_MEANVARIANCEFROMTARGET, RISKMEASURE_MIXEDCVAR, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_QUANTILERADIUS, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_SMOOTHEDWORSTCASE, RISKMEASURE_SPECTRALRISK, RISKMEASURE_TRUNCATEDMEAN, and StringToERiskMeasure().
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Definition at line 53 of file ROL_RiskMeasureInfo.hpp.
References zero.
Referenced by ROL::ConvexCombinationRiskMeasure< Real >::ConvexCombinationRiskMeasure().
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Definition at line 56 of file ROL_RandVarFunctionalFactory.hpp.
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Definition at line 56 of file ROL_RandVarFunctionalInfo.hpp.
ROL::Ptr< Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 290 of file ROL_SimulatedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 437 of file ROL_SimulatedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< Vector< Real > > & | b, | ||
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 449 of file ROL_SimulatedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< const Vector< Real > > & | b, | ||
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 462 of file ROL_SimulatedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< Vector< Real > > & | b, | ||
const ROL::Ptr< Vector< Real > > & | c, | ||
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 476 of file ROL_SimulatedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< const Vector< Real > > & | b, | ||
const ROL::Ptr< const Vector< Real > > & | c, | ||
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 491 of file ROL_SimulatedVector.hpp.
ROL::Ptr< Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< Vector< Real > > & | a, |
const ROL::Ptr< Vector< Real > > & | b, | ||
const ROL::Ptr< Vector< Real > > & | c, | ||
const ROL::Ptr< Vector< Real > > & | d, | ||
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 506 of file ROL_SimulatedVector.hpp.
ROL::Ptr< const Vector< Real > > ROL::CreateSimulatedVector | ( | const ROL::Ptr< const Vector< Real > > & | a, |
const ROL::Ptr< const Vector< Real > > & | b, | ||
const ROL::Ptr< const Vector< Real > > & | c, | ||
const ROL::Ptr< const Vector< Real > > & | d, | ||
const ROL::Ptr< BatchManager< Real > > & | bman | ||
) |
Definition at line 522 of file ROL_SimulatedVector.hpp.
Teuchos::SerialDenseMatrix< int, Real > ROL::computeDenseHessian | ( | Objective< Real > & | obj, |
const Vector< Real > & | x | ||
) |
Definition at line 63 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), dim, ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), and ROL::Objective< Real >::hessVec().
Referenced by main().
Teuchos::SerialDenseMatrix< int, Real > ROL::computeScaledDenseHessian | ( | Objective< Real > & | obj, |
const Vector< Real > & | x | ||
) |
Definition at line 89 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::clone(), dim, ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), and ROL::Objective< Real >::hessVec().
Teuchos::SerialDenseMatrix< int, Real > ROL::computeDotMatrix | ( | const Vector< Real > & | x | ) |
Definition at line 115 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), dim, and ROL::Vector< Real >::dimension().
std::vector< std::vector< Real > > ROL::computeEigenvalues | ( | const Teuchos::SerialDenseMatrix< int, Real > & | mat | ) |
Definition at line 136 of file ROL_HelperFunctions.hpp.
Referenced by main().
std::vector< std::vector< Real > > ROL::computeGenEigenvalues | ( | const Teuchos::SerialDenseMatrix< int, Real > & | A, |
const Teuchos::SerialDenseMatrix< int, Real > & | B | ||
) |
Definition at line 174 of file ROL_HelperFunctions.hpp.
Teuchos::SerialDenseMatrix< int, Real > ROL::computeInverse | ( | const Teuchos::SerialDenseMatrix< int, Real > & | mat | ) |
Definition at line 221 of file ROL_HelperFunctions.hpp.
void ROL::setParameter | ( | ROL::ParameterList & | parlist, |
const std::vector< std::string > & | location, | ||
const std::vector< std::string >::iterator | iter, | ||
ParameterType | value | ||
) |
Definition at line 112 of file ROL_ParameterListConverters.hpp.
References setParameter(), and value().
Referenced by setParameter(), and tierParameterList().
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Produce a heirarchical parameter list using the new names from a flat list of the old names.
Definition at line 131 of file ROL_ParameterListConverters.hpp.
References ROL::StringList::join(), removeStringFormat(), setParameter(), and value().
std::string ROL::NumberToString | ( | T | Number | ) |
Definition at line 81 of file ROL_Types.hpp.
Referenced by ROL::TrustRegionStep< Real >::printHeader(), ROL::TypeB::ColemanLiAlgorithm< Real >::writeHeader(), ROL::TypeB::KelleySachsAlgorithm< Real >::writeHeader(), ROL::TypeB::LinMoreAlgorithm< Real >::writeHeader(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::writeHeader(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeHeader(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::writeHeader(), and ROL::TypeU::TrustRegionAlgorithm< Real >::writeHeader().
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Platform-dependent machine epsilon.
Definition at line 91 of file ROL_Types.hpp.
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Tolerance for various equality tests.
Definition at line 97 of file ROL_Types.hpp.
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Platform-dependent maximum double.
Definition at line 102 of file ROL_Types.hpp.
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Definition at line 105 of file ROL_Types.hpp.
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Definition at line 108 of file ROL_Types.hpp.
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Platform-dependent minimum double.
Definition at line 113 of file ROL_Types.hpp.
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Definition at line 126 of file ROL_Types.hpp.
References EXITSTATUS_CONVERGED, EXITSTATUS_LAST, EXITSTATUS_MAXITER, EXITSTATUS_NAN, EXITSTATUS_STEPTOL, and EXITSTATUS_USERDEFINED.
Referenced by ROL::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::writeExitStatus(), ROL::TypeE::Algorithm< Real >::writeExitStatus(), ROL::TypeG::Algorithm< Real >::writeExitStatus(), and ROL::TypeU::Algorithm< Real >::writeExitStatus().
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Definition at line 249 of file ROL_Types.hpp.
Referenced by ROL::TypeB::StringToEAlgorithmB(), ROL::TypeE::StringToEAlgorithmE(), ROL::TypeG::StringToEAlgorithmG(), ROL::TypeU::StringToEAlgorithmU(), ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType(), StringToECurvatureCondition(), StringToECurvatureConditionU(), StringToEDescent(), StringToEDescentU(), StringToEDeviationMeasure(), StringToEDistribution(), StringToEErrorMeasure(), StringToEKrylov(), StringToELineSearch(), StringToELineSearchU(), StringToENonlinearCG(), StringToEPolyProjAlgo(), StringToEProbability(), StringToERegretMeasure(), StringToERiskMeasure(), StringToESecant(), StringToEStep(), StringToETestOptProblem(), StringToETrustRegion(), StringToETrustRegionModel(), StringToETrustRegionU(), and tierParameterList().
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Definition at line 289 of file ROL_Types.hpp.
References STEP_AUGMENTEDLAGRANGIAN, STEP_BUNDLE, STEP_COMPOSITESTEP, STEP_FLETCHER, STEP_INTERIORPOINT, STEP_LAST, STEP_LINESEARCH, STEP_MOREAUYOSIDAPENALTY, STEP_PRIMALDUALACTIVESET, and STEP_TRUSTREGION.
Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver(), and StringToEStep().
Definition at line 307 of file ROL_Types.hpp.
References STEP_AUGMENTEDLAGRANGIAN, STEP_BUNDLE, STEP_COMPOSITESTEP, STEP_FLETCHER, STEP_INTERIORPOINT, STEP_LINESEARCH, STEP_MOREAUYOSIDAPENALTY, STEP_PRIMALDUALACTIVESET, STEP_TRUSTREGION, TYPE_B, TYPE_E, TYPE_EB, TYPE_LAST, and TYPE_U.
Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver().
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Verifies validity of a TrustRegion enum.
tr | [in] - enum of the TrustRegion |
Definition at line 359 of file ROL_Types.hpp.
References STEP_AUGMENTEDLAGRANGIAN, STEP_BUNDLE, STEP_COMPOSITESTEP, STEP_FLETCHER, STEP_INTERIORPOINT, STEP_LINESEARCH, STEP_MOREAUYOSIDAPENALTY, STEP_PRIMALDUALACTIVESET, and STEP_TRUSTREGION.
Definition at line 371 of file ROL_Types.hpp.
Definition at line 375 of file ROL_Types.hpp.
Definition at line 381 of file ROL_Types.hpp.
Definition at line 385 of file ROL_Types.hpp.
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Definition at line 391 of file ROL_Types.hpp.
References EStepToString(), removeStringFormat(), STEP_AUGMENTEDLAGRANGIAN, and STEP_LAST.
Referenced by ROL::StatusTestFactory< Real >::getStatusTest(), ROL::StepFactory< Real >::getStep(), ROL::InteriorPointStep< Real >::InteriorPointStep(), ROL::MoreauYosidaPenaltyStep< Real >::MoreauYosidaPenaltyStep(), and ROL::OptimizationSolver< Real >::OptimizationSolver().
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Definition at line 420 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
Referenced by main(), ROL::GradientStep< Real >::printHeader(), ROL::NewtonKrylovStep< Real >::printHeader(), ROL::NewtonStep< Real >::printHeader(), ROL::NonlinearCGStep< Real >::printHeader(), ROL::ProjectedNewtonKrylovStep< Real >::printHeader(), ROL::ProjectedNewtonStep< Real >::printHeader(), ROL::ProjectedSecantStep< Real >::printHeader(), ROL::SecantStep< Real >::printHeader(), ROL::GradientStep< Real >::printName(), ROL::NewtonKrylovStep< Real >::printName(), ROL::NewtonStep< Real >::printName(), ROL::NonlinearCGStep< Real >::printName(), ROL::ProjectedNewtonKrylovStep< Real >::printName(), ROL::ProjectedNewtonStep< Real >::printName(), ROL::ProjectedSecantStep< Real >::printName(), ROL::SecantStep< Real >::printName(), and StringToEDescent().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 439 of file ROL_Types.hpp.
References DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
Definition at line 448 of file ROL_Types.hpp.
Definition at line 452 of file ROL_Types.hpp.
Definition at line 458 of file ROL_Types.hpp.
Definition at line 462 of file ROL_Types.hpp.
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Definition at line 468 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_SECANT, DESCENT_STEEPEST, EDescentToString(), and removeStringFormat().
Referenced by ROL::LineSearchStep< Real >::initialize(), ROL::LineSearch< Real >::LineSearch(), and ROL::ScalarMinimizationLineSearch< Real >::ScalarMinimizationLineSearch().
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Definition at line 495 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LAST, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
Referenced by ROL::NewtonKrylovStep< Real >::printName(), ROL::ProjectedSecantStep< Real >::printName(), ROL::TrustRegionStep< Real >::printName(), StringToESecant(), and ROL::TypeU::TrustRegionAlgorithm< Real >::writeName().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 514 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
Definition at line 523 of file ROL_Types.hpp.
Definition at line 527 of file ROL_Types.hpp.
Definition at line 533 of file ROL_Types.hpp.
Definition at line 537 of file ROL_Types.hpp.
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Definition at line 543 of file ROL_Types.hpp.
References ESecantToString(), removeStringFormat(), SECANT_LAST, and SECANT_LBFGS.
Referenced by ROL::TypeB::ColemanLiAlgorithm< Real >::ColemanLiAlgorithm(), ROL::TypeB::KelleySachsAlgorithm< Real >::KelleySachsAlgorithm(), ROL::TypeB::LinMoreAlgorithm< Real >::LinMoreAlgorithm(), ROL::TypeB::LSecantBAlgorithm< Real >::LSecantBAlgorithm(), ROL::NewtonKrylov_U< Real >::NewtonKrylov_U(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm(), ROL::NewtonKrylovStep< Real >::NewtonKrylovStep(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm(), ROL::PrimalDualActiveSetStep< Real >::PrimalDualActiveSetStep(), ROL::ProjectedNewtonKrylovStep< Real >::ProjectedNewtonKrylovStep(), ROL::ProjectedSecantStep< Real >::ProjectedSecantStep(), ROL::QuasiNewton_U< Real >::QuasiNewton_U(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm(), SecantFactory(), ROL::SecantStep< Real >::SecantStep(), ROL::TypeU::TrustRegionAlgorithm< Real >::TrustRegionAlgorithm(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TrustRegionSPGAlgorithm(), and ROL::TrustRegionStep< Real >::TrustRegionStep().
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Definition at line 580 of file ROL_Types.hpp.
References NONLINEARCG_DAI_YUAN, NONLINEARCG_DANIEL, NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_HAGER_ZHANG, NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, NONLINEARCG_LIU_STOREY, NONLINEARCG_OREN_LUENBERGER, NONLINEARCG_POLAK_RIBIERE, and NONLINEARCG_USERDEFINED.
Referenced by StringToENonlinearCG().
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Verifies validity of a NonlinearCG enum.
tr | [in] - enum of the NonlinearCG |
Definition at line 604 of file ROL_Types.hpp.
References NONLINEARCG_DAI_YUAN, NONLINEARCG_DANIEL, NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_HAGER_ZHANG, NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LIU_STOREY, NONLINEARCG_OREN_LUENBERGER, NONLINEARCG_POLAK_RIBIERE, and NONLINEARCG_USERDEFINED.
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Definition at line 618 of file ROL_Types.hpp.
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Definition at line 622 of file ROL_Types.hpp.
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Definition at line 628 of file ROL_Types.hpp.
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Definition at line 632 of file ROL_Types.hpp.
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Definition at line 638 of file ROL_Types.hpp.
References ENonlinearCGToString(), NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, and removeStringFormat().
Referenced by ROL::NonlinearCG_U< Real >::NonlinearCG_U(), and ROL::NonlinearCGStep< Real >::NonlinearCGStep().
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Definition at line 670 of file ROL_Types.hpp.
References LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION, LINESEARCH_BRENTS, LINESEARCH_CUBICINTERP, LINESEARCH_GOLDENSECTION, LINESEARCH_ITERATIONSCALING, LINESEARCH_LAST, LINESEARCH_PATHBASEDTARGETLEVEL, and LINESEARCH_USERDEFINED.
Referenced by main(), and StringToELineSearch().
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Verifies validity of a LineSearch enum.
ls | [in] - enum of the linesearch |
Definition at line 692 of file ROL_Types.hpp.
References LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION, LINESEARCH_BRENTS, LINESEARCH_CUBICINTERP, LINESEARCH_GOLDENSECTION, LINESEARCH_ITERATIONSCALING, LINESEARCH_PATHBASEDTARGETLEVEL, and LINESEARCH_USERDEFINED.
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Definition at line 704 of file ROL_Types.hpp.
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Definition at line 708 of file ROL_Types.hpp.
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Definition at line 714 of file ROL_Types.hpp.
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Definition at line 718 of file ROL_Types.hpp.
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Definition at line 724 of file ROL_Types.hpp.
References ELineSearchToString(), LINESEARCH_ITERATIONSCALING, LINESEARCH_LAST, and removeStringFormat().
Referenced by LineSearchFactory(), and ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 751 of file ROL_Types.hpp.
References CURVATURECONDITION_APPROXIMATEWOLFE, CURVATURECONDITION_GENERALIZEDWOLFE, CURVATURECONDITION_GOLDSTEIN, CURVATURECONDITION_LAST, CURVATURECONDITION_NULL, CURVATURECONDITION_STRONGWOLFE, and CURVATURECONDITION_WOLFE.
Referenced by ROL::LineSearchStep< Real >::printName(), and StringToECurvatureCondition().
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Verifies validity of a CurvatureCondition enum.
ls | [in] - enum of the Curvature Conditions |
Definition at line 771 of file ROL_Types.hpp.
References CURVATURECONDITION_APPROXIMATEWOLFE, CURVATURECONDITION_GENERALIZEDWOLFE, CURVATURECONDITION_GOLDSTEIN, CURVATURECONDITION_NULL, CURVATURECONDITION_STRONGWOLFE, and CURVATURECONDITION_WOLFE.
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Definition at line 781 of file ROL_Types.hpp.
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Definition at line 785 of file ROL_Types.hpp.
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Definition at line 791 of file ROL_Types.hpp.
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Definition at line 795 of file ROL_Types.hpp.
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Definition at line 801 of file ROL_Types.hpp.
References CURVATURECONDITION_LAST, CURVATURECONDITION_WOLFE, ECurvatureConditionToString(), and removeStringFormat().
Referenced by ROL::LineSearch< Real >::LineSearch(), ROL::LineSearchStep< Real >::LineSearchStep(), and ROL::ScalarMinimizationLineSearch< Real >::ScalarMinimizationLineSearch().
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Definition at line 831 of file ROL_Types.hpp.
References CG_FLAG_ITEREXCEED, CG_FLAG_NEGCURVE, CG_FLAG_SUCCESS, CG_FLAG_TRRADEX, and CG_FLAG_ZERORHS.
Referenced by ROL::TrustRegionStep< Real >::printHeader(), ROL::TypeB::ColemanLiAlgorithm< Real >::writeHeader(), ROL::TypeB::KelleySachsAlgorithm< Real >::writeHeader(), ROL::TypeB::LinMoreAlgorithm< Real >::writeHeader(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::writeHeader(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeHeader(), and ROL::TypeU::TrustRegionAlgorithm< Real >::writeHeader().
Real ROL::rol_cast | ( | const Element & | val | ) |
Definition at line 903 of file ROL_Types.hpp.
References ROL::TypeCaster< Real, Element >::ElementToReal().
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Definition at line 55 of file ROL_ValidParameters.hpp.
References value().
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Definition at line 290 of file ROL_ValidParameters.hpp.
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Definition at line 203 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS14, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS21, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS28, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS41, TESTOPTPROBLEM_HS42, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS48, TESTOPTPROBLEM_HS49, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_HS50, TESTOPTPROBLEM_HS51, TESTOPTPROBLEM_HS52, TESTOPTPROBLEM_HS53, TESTOPTPROBLEM_HS55, TESTOPTPROBLEM_HS63, TESTOPTPROBLEM_HS9, TESTOPTPROBLEM_LAST, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_QUARTIC, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
Referenced by main(), and StringToETestOptProblem().
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Verifies validity of a TestOptProblem enum.
to | [in] - enum of the TestOptProblem |
Definition at line 263 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS14, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS21, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS28, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS41, TESTOPTPROBLEM_HS42, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS48, TESTOPTPROBLEM_HS49, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_HS50, TESTOPTPROBLEM_HS51, TESTOPTPROBLEM_HS52, TESTOPTPROBLEM_HS53, TESTOPTPROBLEM_HS55, TESTOPTPROBLEM_HS63, TESTOPTPROBLEM_HS9, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_QUARTIC, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
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Definition at line 312 of file ROL_GetTestProblems.hpp.
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Definition at line 316 of file ROL_GetTestProblems.hpp.
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Definition at line 322 of file ROL_GetTestProblems.hpp.
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Definition at line 326 of file ROL_GetTestProblems.hpp.
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Definition at line 332 of file ROL_GetTestProblems.hpp.
References ETestOptProblemToString(), removeStringFormat(), TESTOPTPROBLEM_LAST, and TESTOPTPROBLEM_ROSENBROCK.
void ROL::GetTestProblem | ( | Ptr< OptimizationProblem< Real > > & | problem, |
Ptr< Vector< Real > > & | x0, | ||
std::vector< Ptr< Vector< Real > > > & | x, | ||
const ETestOptProblem | test | ||
) |
Definition at line 343 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS14, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS21, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS28, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS41, TESTOPTPROBLEM_HS42, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS48, TESTOPTPROBLEM_HS49, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_HS50, TESTOPTPROBLEM_HS51, TESTOPTPROBLEM_HS52, TESTOPTPROBLEM_HS53, TESTOPTPROBLEM_HS55, TESTOPTPROBLEM_HS63, TESTOPTPROBLEM_HS9, TESTOPTPROBLEM_LAST, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_QUARTIC, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
void ROL::addJSONBlockToPL | ( | const Json::Value & | block, |
ROL::ParameterList & | parlist | ||
) |
Iterate over a block and insert key-value pairs into the ROL::ParameterList.
[in] | block | is a block from a JSON object |
[in/out] | parlist is a ROL::ParameterList |
Definition at line 117 of file json/example_01.hpp.
References addJSONPairToPL().
Referenced by addJSONPairToPL(), and JSON_Parameters().
void ROL::addJSONPairToPL | ( | const Json::Value & | block, |
const std::string & | key, | ||
ROL::ParameterList & | parlist | ||
) |
Given a JSON block and a key, get the value and insert the key-value pair into a ROL::ParameterList. If the value is itself a block, recursively iterate.
[in] | block | is a block from a JSON object |
[in] | key | is a string key |
[in/out] | parlist is a ROL::ParameterList |
Definition at line 86 of file json/example_01.hpp.
References addJSONBlockToPL().
Referenced by addJSONBlockToPL().
void ROL::JSON_Parameters | ( | const std::string & | jsonFileName, |
ROL::ParameterList & | parlist | ||
) |
Read a JSON file and store all parameters in a ROL::ParameterList. Checks for a key called "Algorithm" which has a string value which can specify a Step Type (Linesearch or Trust-Region) and either a Descent Type or a Trust-Region Subproblem Solver Type.
[in] | block | is a block from a JSON object |
[in/out] | parlist is a ROL::ParameterList |
Definition at line 136 of file json/example_01.hpp.
References addJSONBlockToPL().
Referenced by main().
void ROL::stepFactory | ( | ROL::ParameterList & | parlist, |
ROL::Ptr< ROL::Step< Real > > & | step | ||
) |
A minimalist step factory which specializes the Step Type depending on whether a Trust-Region or Linesearch has been selected.
[in] | parlist | is a ROL::ParameterList |
[in/out] | step is a ref count pointer to a ROL::Step |
Definition at line 207 of file json/example_01.hpp.
Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver().