ROL
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Defines the linear algebra or vector space interface for simulation-based optimization. More...
#include <ROL_Vector_SimOpt.hpp>
Public Member Functions | |
Vector_SimOpt (const ROL::Ptr< Vector< Real > > &vec1, const ROL::Ptr< Vector< Real > > &vec2) | |
void | plus (const Vector< Real > &x) |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). | |
void | scale (const Real alpha) |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). | |
void | axpy (const Real alpha, const Vector< Real > &x) |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). | |
Real | dot (const Vector< Real > &x) const |
Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). | |
Real | norm () const |
Returns \( \| y \| \) where \(y = \mathtt{*this}\). | |
ROL::Ptr< Vector< Real > > | clone () const |
Clone to make a new (uninitialized) vector. | |
const Vector< Real > & | dual (void) const |
Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. | |
Real | apply (const Vector< Real > &x) const |
Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\). | |
ROL::Ptr< Vector< Real > > | basis (const int i) const |
Return i-th basis vector. | |
void | applyUnary (const Elementwise::UnaryFunction< Real > &f) |
void | applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector< Real > &x) |
Real | reduce (const Elementwise::ReductionOp< Real > &r) const |
void | setScalar (const Real C) |
Set \(y \leftarrow C\) where \(C\in\mathbb{R}\). | |
void | randomize (const Real l=0.0, const Real u=1.0) |
Set vector to be uniform random between [l,u]. | |
int | dimension () const |
Return dimension of the vector space. | |
ROL::Ptr< const Vector< Real > > | get_1 () const |
ROL::Ptr< const Vector< Real > > | get_2 () const |
ROL::Ptr< Vector< Real > > | get_1 () |
ROL::Ptr< Vector< Real > > | get_2 () |
void | set_1 (const Vector< Real > &vec) |
void | set_2 (const Vector< Real > &vec) |
void | print (std::ostream &outStream) const |
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virtual | ~Vector () |
virtual void | plus (const Vector &x)=0 |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). | |
virtual void | scale (const Real alpha)=0 |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). | |
virtual Real | dot (const Vector &x) const =0 |
Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). | |
virtual Real | norm () const =0 |
Returns \( \| y \| \) where \(y = \mathtt{*this}\). | |
virtual ROL::Ptr< Vector > | clone () const =0 |
Clone to make a new (uninitialized) vector. | |
virtual void | axpy (const Real alpha, const Vector &x) |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). | |
virtual void | zero () |
Set to zero vector. | |
virtual ROL::Ptr< Vector > | basis (const int i) const |
Return i-th basis vector. | |
virtual int | dimension () const |
Return dimension of the vector space. | |
virtual void | set (const Vector &x) |
Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). | |
virtual const Vector & | dual () const |
Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. | |
virtual Real | apply (const Vector< Real > &x) const |
Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\). | |
virtual void | applyUnary (const Elementwise::UnaryFunction< Real > &f) |
virtual void | applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector &x) |
virtual Real | reduce (const Elementwise::ReductionOp< Real > &r) const |
virtual void | print (std::ostream &outStream) const |
virtual void | setScalar (const Real C) |
Set \(y \leftarrow C\) where \(C\in\mathbb{R}\). | |
virtual void | randomize (const Real l=0.0, const Real u=1.0) |
Set vector to be uniform random between [l,u]. | |
virtual std::vector< Real > | checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const |
Verify vector-space methods. | |
Private Attributes | |
ROL::Ptr< Vector< Real > > | vec1_ |
ROL::Ptr< Vector< Real > > | vec2_ |
ROL::Ptr< Vector< Real > > | dual_vec1_ |
ROL::Ptr< Vector< Real > > | dual_vec2_ |
ROL::Ptr< Vector_SimOpt< Real > > | dual_vec_ |
Defines the linear algebra or vector space interface for simulation-based optimization.
Definition at line 57 of file ROL_Vector_SimOpt.hpp.
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Definition at line 66 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).
@param[in] x is the vector to be added to \f$\mathtt{*this}\f$. On return \f$\mathtt{*this} = \mathtt{*this} + x\f$. ---
Implements ROL::Vector< Real >.
Definition at line 72 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).
@param[in] alpha is the scaling of \f$\mathtt{*this}\f$. On return \f$\mathtt{*this} = \alpha (\mathtt{*this}) \f$. ---
Implements ROL::Vector< Real >.
Definition at line 79 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), and ROL::SimulatedObjective< Real >::hessVec().
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Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).
@param[in] alpha is the scaling of @b x. @param[in] x is a vector. On return \f$\mathtt{*this} = \mathtt{*this} + \alpha x \f$. Uses #clone, #set, #scale and #plus for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 84 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).
@param[in] x is the vector that forms the dot product with \f$\mathtt{*this}\f$. @return The number equal to \f$\langle \mathtt{*this}, x \rangle\f$. ---
Implements ROL::Vector< Real >.
Definition at line 91 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Returns \( \| y \| \) where \(y = \mathtt{*this}\).
@return A nonnegative number equal to the norm of \f$\mathtt{*this}\f$. ---
Implements ROL::Vector< Real >.
Definition at line 97 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by main().
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Clone to make a new (uninitialized) vector.
@return A reference-counted pointer to the cloned vector. Provides the means of allocating temporary memory in ROL. ---
Implements ROL::Vector< Real >.
Definition at line 103 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::basis(), main(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
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Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.
By default, returns the current object. Please overload if you need a dual representation.
Reimplemented from ROL::Vector< Real >.
Definition at line 107 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::dual_vec_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Constraint_SimOpt< Real >::applyPreconditioner().
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Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\).
[in] | x | is a vector |
Reimplemented from ROL::Vector< Real >.
Definition at line 114 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Return i-th basis vector.
@param[in] i is the index of the basis function. @return A reference-counted pointer to the basis vector with index @b i. Overloading the basis is only required if the default gradient implementation is used, which computes a finite-difference approximation. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 120 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::basis().
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Reimplemented from ROL::Vector< Real >.
Definition at line 136 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by main().
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Reimplemented from ROL::Vector< Real >.
Definition at line 143 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Reimplemented from ROL::Vector< Real >.
Definition at line 151 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).
@param[in] C is a scalar. On return \f$\mathtt{*this} = C\f$. Uses #applyUnary methods for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 159 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Set vector to be uniform random between [l,u].
@param[in] l is a the lower bound. @param[in] u is a the upper bound. On return the components of \f$\mathtt{*this}\f$ are uniform random numbers on the interval \f$[l,u]\f$. The default implementation uses #applyUnary methods for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 164 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Return dimension of the vector space.
@return The dimension of the vector space, i.e., the total number of basis vectors. Overload if the basis is overloaded. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 170 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::basis(), and ROL::Vector_SimOpt< Real >::dimension().
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Definition at line 174 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian(), ROL::Vector_SimOpt< Real >::axpy(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::Vector_SimOpt< Real >::dot(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::SimulatedObjective< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::BoundConstraint_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().
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Definition at line 178 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian(), ROL::Vector_SimOpt< Real >::axpy(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::Vector_SimOpt< Real >::dot(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::SimulatedObjective< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::BoundConstraint_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().
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Definition at line 182 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_.
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Definition at line 186 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec2_.
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Definition at line 190 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_.
Referenced by ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Objective_SimOpt< Real >::gradient(), and ROL::Objective_SimOpt< Real >::hessVec().
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Definition at line 194 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Objective_SimOpt< Real >::gradient(), and ROL::Objective_SimOpt< Real >::hessVec().
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Reimplemented from ROL::Vector< Real >.
Definition at line 198 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
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Definition at line 59 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::Vector_SimOpt< Real >::applyUnary(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::dot(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::norm(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::print(), ROL::Vector_SimOpt< Real >::randomize(), ROL::Vector_SimOpt< Real >::reduce(), ROL::Vector_SimOpt< Real >::scale(), ROL::Vector_SimOpt< Real >::set_1(), ROL::Vector_SimOpt< Real >::setScalar(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
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Definition at line 60 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::Vector_SimOpt< Real >::applyUnary(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::dot(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::norm(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::print(), ROL::Vector_SimOpt< Real >::randomize(), ROL::Vector_SimOpt< Real >::reduce(), ROL::Vector_SimOpt< Real >::scale(), ROL::Vector_SimOpt< Real >::set_2(), ROL::Vector_SimOpt< Real >::setScalar(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
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Definition at line 61 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::dual(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
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Definition at line 62 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::dual(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
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Definition at line 63 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::dual().