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ROL
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Namespaces | |
| details | |
| Exception | |
| Finite_Difference_Arrays | |
| InteriorPoint | |
| StringList | |
| ZOO | |
Classes | |
| class | AbsoluteValue |
| 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 | AugmentedLagrangianStep |
| Provides the interface to compute augmented Lagrangian steps. More... | |
| class | BackTracking |
| 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 | 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 | 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 | 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_State |
| class | Constraint_TimeSimOpt |
| Defines the time dependent constraint operator interface for simulation-based optimization. More... | |
| 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 | CVaR |
| Provides an interface for a convex combination of the expected value and the conditional value-at-risk. 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 | DoubleDogLeg |
| Provides interface for the double dog leg trust-region subproblem solver. More... | |
| 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 | 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 | DynamicTrackingObjective |
| Defines the time-local contribution to a quadratic tracking objective. 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 | 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 | 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 | 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 | 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 |
| Provides the interface to evaluate linear constraints. More... | |
| class | LinearObjective |
| 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 | 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 | 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 | 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 | 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 | 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 | NonlinearLeastSquaresObjective_SimOpt |
| Provides the interface to evaluate nonlinear least squares objective functions. More... | |
| class | NullOperator |
| Multiplication by zero. 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 |
| Form an objective function from a ROL::Constraint and a vector in the dual constraint space \(\lambda\in \mathcal{C}^\ast\). More... | |
| class | ObjectiveMMA |
| Provides the interface to to Method of Moving Asymptotes Objective function. More... | |
| class | OptimizationProblem |
| 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 | 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 | PositiveFunction |
| 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 | 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 | 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 | 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 | RaisedCosine |
| class | RandVarFunctional |
| Provides the interface to implement any functional that maps a random variable to a (extended) real number. 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 | RegressionError |
| Provides the interface to evaluate linear regression error. More... | |
| struct | removeSpecialCharacters |
| 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 | 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... | |
| struct | ScalarTraits |
| struct | ScalarTraits_Magnitude |
| struct | ScalarTraits_Magnitude< std::complex< Real > > |
| 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 | SimController |
| 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 | 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 | SpectralRisk |
| Provides an interface for spectral risk measures. 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 | 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 | TestProblem |
| class | TimeStamp |
| Contains local time step information. More... | |
| class | Triangle |
| class | TruncatedCG |
| 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 | TrustRegionModel |
| 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... | |
| struct | VectorFunctionCalls |
Typedefs | |
| template<typename Real > | |
| using | SerialConstraint = details::SerialConstraint< Real > |
Functions | |
| 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]. More... | |
| 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. More... | |
| template<class Real > | |
| ROL::Ptr< BoundConstraint< Real > > | CreateBoundConstraint_Partitioned (const ROL::Ptr< BoundConstraint< Real > > &bnd1, const ROL::Ptr< BoundConstraint< Real > > &bnd2) |
| template<typename Real > | |
| DynamicConstraint_CheckInterface< Real > | make_check (DynamicConstraint< Real > &con) |
| template<typename Real > | |
| DynamicObjective_CheckInterface< Real > | make_check (DynamicObjective< Real > &obj) |
| 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 |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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<class Real > | |
| ROL::Ptr< Krylov< Real > > | KrylovFactory (ROL::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) |
| 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. More... | |
| 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. More... | |
| 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 (ROL::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 (ROL::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 (ROL::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 (ROL::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 (ROL::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. More... | |
| template<class T > | |
| std::string | NumberToString (T Number) |
| template<class Real > | |
| Real | ROL_EPSILON (void) |
| Platform-dependent machine epsilon. More... | |
| template<class Real > | |
| Real | ROL_THRESHOLD (void) |
| Tolerance for various equality tests. More... | |
| template<class Real > | |
| Real | ROL_OVERFLOW (void) |
| Platform-dependent maximum double. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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 | EKrylovToString (EKrylov tr) |
| int | isValidKrylov (EKrylov d) |
| Verifies validity of a Secant enum. More... | |
| EKrylov & | operator++ (EKrylov &type) |
| EKrylov | operator++ (EKrylov &type, int) |
| EKrylov & | operator-- (EKrylov &type) |
| EKrylov | operator-- (EKrylov &type, int) |
| EKrylov | StringToEKrylov (std::string s) |
| std::string | ENonlinearCGToString (ENonlinearCG tr) |
| int | isValidNonlinearCG (ENonlinearCG s) |
| Verifies validity of a NonlinearCG enum. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
Variables | |
| ROL::DiagonalOperator | apply |
| ROL::Objective_SimOpt | value |
| using ROL::SerialConstraint = typedef details::SerialConstraint<Real> |
Definition at line 333 of file ROL_SerialConstraint.hpp.
| enum ROL::ETrustRegion |
Enumeration of trust-region solver types.
| Enumerator | |
|---|---|
| TRUSTREGION_CAUCHYPOINT | |
| TRUSTREGION_TRUNCATEDCG | |
| TRUSTREGION_DOGLEG | |
| TRUSTREGION_DOUBLEDOGLEG | |
| TRUSTREGION_LINMORE | |
| TRUSTREGION_LAST | |
Definition at line 62 of file ROL_TrustRegionTypes.hpp.
Enumeration of trust-region model types.
| Enumerator | |
|---|---|
| TRUSTREGION_MODEL_COLEMANLI | |
| TRUSTREGION_MODEL_KELLEYSACHS | |
| TRUSTREGION_MODEL_LINMORE | |
| TRUSTREGION_MODEL_LAST | |
Definition at line 135 of file ROL_TrustRegionTypes.hpp.
Enumation of flags used by trust-region solvers.
| 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 82 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 255 of file ROL_Types.hpp.
| enum ROL::EStep |
Enumeration of step types.
| Enumerator | |
|---|---|
| STEP_AUGMENTEDLAGRANGIAN | |
| STEP_BUNDLE | |
| STEP_COMPOSITESTEP | |
| STEP_LINESEARCH | |
| STEP_MOREAUYOSIDAPENALTY | |
| STEP_PRIMALDUALACTIVESET | |
| STEP_TRUSTREGION | |
| STEP_INTERIORPOINT | |
| STEP_FLETCHER | |
| STEP_LAST | |
Definition at line 274 of file ROL_Types.hpp.
| enum ROL::EDescent |
Enumeration of descent direction types.
| Enumerator | |
|---|---|
| DESCENT_STEEPEST | |
| DESCENT_NONLINEARCG | |
| DESCENT_SECANT | |
| DESCENT_NEWTON | |
| DESCENT_NEWTONKRYLOV | |
| DESCENT_LAST | |
Definition at line 409 of file ROL_Types.hpp.
| enum ROL::ESecant |
Enumeration of secant update algorithms.
| Enumerator | |
|---|---|
| SECANT_LBFGS | |
| SECANT_LDFP | |
| SECANT_LSR1 | |
| SECANT_BARZILAIBORWEIN | |
| SECANT_USERDEFINED | |
| SECANT_LAST | |
Definition at line 484 of file ROL_Types.hpp.
| enum ROL::EKrylov |
Enumeration of Krylov methods.
| Enumerator | |
|---|---|
| KRYLOV_CG | |
| KRYLOV_CR | |
| KRYLOV_GMRES | |
| KRYLOV_MINRES | |
| KRYLOV_USERDEFINED | |
| KRYLOV_LAST | |
Definition at line 557 of file ROL_Types.hpp.
| enum ROL::ENonlinearCG |
Enumeration of nonlinear CG algorithms.
Definition at line 635 of file ROL_Types.hpp.
| enum ROL::ELineSearch |
Enumeration of line-search types.
Definition at line 727 of file ROL_Types.hpp.
Enumeration of line-search curvature conditions.
Definition at line 810 of file ROL_Types.hpp.
| enum ROL::ECGFlag |
Enumation of flags used by conjugate gradient methods.
| Enumerator | |
|---|---|
| CG_FLAG_SUCCESS | |
| CG_FLAG_ITEREXCEED | |
| CG_FLAG_NEGCURVE | |
| CG_FLAG_TRRADEX | |
| CG_FLAG_ZERORHS | |
| CG_FLAG_UNDEFINED | |
Definition at line 890 of file ROL_Types.hpp.
| enum ROL::ETestOptProblem |
Enumeration of test optimization problems.
Definition at line 117 of file ROL_GetTestProblems.hpp.
| ROL::Ptr<Vector<Real> > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real >> & | a | ) |
Definition at line 276 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 287 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 298 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 309 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 321 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 334 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 347 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 362 of file ROL_PartitionedVector.hpp.
| VectorFunctionCalls<Ordinal> ROL::getVectorFunctionCalls | ( | const ProfiledVector< Ordinal, Real > & | x | ) |
Definition at line 102 of file ROL_ProfiledVector.hpp.
References ROL::ProfiledVector< Ordinal, Real >::functionCalls_.
Referenced by main().
| void ROL::printVectorFunctionCalls | ( | const ProfiledVector< Ordinal, Real > & | x, |
| std::ostream & | outStream = std::cout |
||
| ) |
Definition at line 107 of file ROL_ProfiledVector.hpp.
References ROL::ProfiledVector< Ordinal, Real >::functionCalls_.
Referenced by main().
| ROL::Ptr<BoundConstraint<Real> > ROL::CreateBoundConstraint_Partitioned | ( | const ROL::Ptr< BoundConstraint< Real > > & | bnd1, |
| const ROL::Ptr< BoundConstraint< Real > > & | bnd2 | ||
| ) |
Definition at line 244 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().
| DynamicObjective_CheckInterface<Real> ROL::make_check | ( | DynamicObjective< Real > & | obj | ) |
Definition at line 213 of file ROL_DynamicObjective_CheckInterface.hpp.
| ROL::BlockOperator2Diagonal BlockOperator2 ROL::apply | ( | V & | Hv, |
| const V & | v, | ||
| Real & | tol | ||
| ) | const |
Definition at line 78 of file ROL_BlockOperator2Diagonal.hpp.
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 79 of file ROL_BlockOperator2UnitLower.hpp.
References C_.
| ROL::BlockOperator2UnitUpper LinearOperator ROL::apply | ( | V & | Hv, |
| const V & | v, | ||
| Real & | tol | ||
| ) | const |
Definition at line 79 of file ROL_BlockOperator2UnitUpper.hpp.
References B_.
| 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().
|
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Definition at line 85 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Definition at line 99 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
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.
|
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Definition at line 160 of file ROL_Objective_SerialSimOpt.hpp.
References partition().
|
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Definition at line 176 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
|
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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().
|
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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().
|
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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::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.
|
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Compute contribution to simulation term gradient from this time step.
Definition at line 151 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by gradient_1().
|
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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.
Referenced by ROL::Constraint< Real >::applyAdjointHessian(), ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Constraint< Real >::applyJacobian(), ROL::DynamicObjectiveCheck< Real >::check(), ROL::Constraint< Real >::checkApplyAdjointHessian(), ROL::Constraint< Real >::checkApplyAdjointJacobian(), ROL::Constraint< Real >::checkApplyJacobian(), ROL::Objective< Real >::checkGradient(), ROL::Objective< Real >::checkHessVec(), ROL::Objective< Real >::hessVec(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_un(), ROL::details::DynamicObjective_CheckInterface< Real >::update_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_uo(), ROL::details::DynamicObjective_CheckInterface< Real >::update_uo(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_z(), and ROL::details::DynamicObjective_CheckInterface< Real >::update_z().
|
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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.
Referenced by InnerProductMatrixSolver< Real >::inv_inner(), and ROL::details::DynamicConstraint_CheckInterface< Real >::solve_un().
|
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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 64 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 108 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_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 163 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_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 188 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 192 of file ROL_RiskMeasureFactory.hpp.
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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.
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 219 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_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(), 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 88 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::clone(), 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 114 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), and ROL::Vector< Real >::dimension().
Referenced by main().
| std::vector<std::vector<Real> > ROL::computeEigenvalues | ( | const Teuchos::SerialDenseMatrix< int, Real > & | mat | ) |
Definition at line 135 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 173 of file ROL_HelperFunctions.hpp.
| Teuchos::SerialDenseMatrix<int, Real> ROL::computeInverse | ( | const Teuchos::SerialDenseMatrix< int, Real > & | mat | ) |
Definition at line 220 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 value.
Referenced by 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().
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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().
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Definition at line 247 of file ROL_Types.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType(), StringToECurvatureCondition(), StringToEDescent(), StringToEDeviationMeasure(), StringToEDistribution(), StringToEErrorMeasure(), StringToEKrylov(), StringToELineSearch(), StringToENonlinearCG(), StringToEProbability(), StringToERegretMeasure(), StringToERiskMeasure(), StringToESecant(), StringToEStep(), StringToETestOptProblem(), StringToETrustRegion(), StringToETrustRegionModel(), and tierParameterList().
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Definition at line 287 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 305 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 357 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.
Referenced by ROL::Algorithm< Real >::Algorithm().
Definition at line 369 of file ROL_Types.hpp.
Definition at line 373 of file ROL_Types.hpp.
Definition at line 379 of file ROL_Types.hpp.
Definition at line 383 of file ROL_Types.hpp.
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Definition at line 389 of file ROL_Types.hpp.
References EStepToString(), removeStringFormat(), STEP_AUGMENTEDLAGRANGIAN, and STEP_LAST.
Referenced by ROL::Algorithm< Real >::Algorithm(), 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 418 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
Referenced by main(), ROL::NewtonStep< Real >::printHeader(), ROL::GradientStep< Real >::printHeader(), ROL::NonlinearCGStep< Real >::printHeader(), ROL::SecantStep< Real >::printHeader(), ROL::ProjectedNewtonStep< Real >::printHeader(), ROL::ProjectedSecantStep< Real >::printHeader(), ROL::NewtonKrylovStep< Real >::printHeader(), ROL::ProjectedNewtonKrylovStep< Real >::printHeader(), ROL::NewtonStep< Real >::printName(), ROL::GradientStep< Real >::printName(), ROL::NonlinearCGStep< Real >::printName(), ROL::SecantStep< Real >::printName(), ROL::ProjectedNewtonStep< Real >::printName(), ROL::ProjectedSecantStep< Real >::printName(), ROL::NewtonKrylovStep< Real >::printName(), ROL::ProjectedNewtonKrylovStep< Real >::printName(), and StringToEDescent().
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Verifies validity of a Secant enum.
| tr | [in] - enum of the Secant |
Definition at line 437 of file ROL_Types.hpp.
References DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
Definition at line 446 of file ROL_Types.hpp.
Definition at line 450 of file ROL_Types.hpp.
Definition at line 456 of file ROL_Types.hpp.
Definition at line 460 of file ROL_Types.hpp.
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Definition at line 466 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 493 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LAST, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
Referenced by ROL::ProjectedSecantStep< Real >::printName(), ROL::NewtonKrylovStep< Real >::printName(), ROL::TrustRegionStep< Real >::printName(), and StringToESecant().
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Verifies validity of a Secant enum.
| tr | [in] - enum of the Secant |
Definition at line 512 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
Definition at line 521 of file ROL_Types.hpp.
Definition at line 525 of file ROL_Types.hpp.
Definition at line 531 of file ROL_Types.hpp.
Definition at line 535 of file ROL_Types.hpp.
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Definition at line 541 of file ROL_Types.hpp.
References ESecantToString(), removeStringFormat(), SECANT_LAST, and SECANT_LBFGS.
Referenced by ROL::NewtonKrylovStep< Real >::NewtonKrylovStep(), ROL::PrimalDualActiveSetStep< Real >::PrimalDualActiveSetStep(), ROL::ProjectedNewtonKrylovStep< Real >::ProjectedNewtonKrylovStep(), ROL::ProjectedSecantStep< Real >::ProjectedSecantStep(), SecantFactory(), ROL::SecantStep< Real >::SecantStep(), and ROL::TrustRegionStep< Real >::TrustRegionStep().
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Definition at line 566 of file ROL_Types.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 Secant enum.
| tr | [in] - enum of the Secant |
Definition at line 585 of file ROL_Types.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, and KRYLOV_USERDEFINED.
Definition at line 592 of file ROL_Types.hpp.
Definition at line 596 of file ROL_Types.hpp.
Definition at line 602 of file ROL_Types.hpp.
Definition at line 606 of file ROL_Types.hpp.
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Definition at line 612 of file ROL_Types.hpp.
References EKrylovToString(), KRYLOV_CG, KRYLOV_LAST, and removeStringFormat().
Referenced by KrylovFactory(), ROL::NewtonKrylovStep< Real >::NewtonKrylovStep(), and ROL::ProjectedNewtonKrylovStep< Real >::ProjectedNewtonKrylovStep().
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Definition at line 649 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 673 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 687 of file ROL_Types.hpp.
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Definition at line 691 of file ROL_Types.hpp.
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Definition at line 697 of file ROL_Types.hpp.
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Definition at line 701 of file ROL_Types.hpp.
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Definition at line 707 of file ROL_Types.hpp.
References ENonlinearCGToString(), NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, and removeStringFormat().
Referenced by ROL::NonlinearCGStep< Real >::NonlinearCGStep().
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Definition at line 739 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 761 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 773 of file ROL_Types.hpp.
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Definition at line 777 of file ROL_Types.hpp.
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Definition at line 783 of file ROL_Types.hpp.
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Definition at line 787 of file ROL_Types.hpp.
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Definition at line 793 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 820 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 840 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 850 of file ROL_Types.hpp.
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Definition at line 854 of file ROL_Types.hpp.
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Definition at line 860 of file ROL_Types.hpp.
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Definition at line 864 of file ROL_Types.hpp.
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Definition at line 870 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 900 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().
| Real ROL::rol_cast | ( | const Element & | val | ) |
Definition at line 972 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 149 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_LAST, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, 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 191 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
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Definition at line 222 of file ROL_GetTestProblems.hpp.
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Definition at line 226 of file ROL_GetTestProblems.hpp.
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Definition at line 232 of file ROL_GetTestProblems.hpp.
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Definition at line 236 of file ROL_GetTestProblems.hpp.
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Definition at line 242 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 253 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_LAST, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, 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::Algorithm< Real >::Algorithm(), main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().
| ROL::DiagonalOperator ROL::apply |
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(), InnerProductMatrix< Real >::inner(), ROL::ColemanLiModel< Real >::isStrictlyFeasibleStep(), ROL::Bounds< Real >::project(), and ROL::Bounds< Real >::projectInterior().
| ROL::Objective_SimOpt ROL::value |
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(), ROL::Objective< Real >::dirDeriv(), getValidROLParameters(), ROL::FletcherStep< Real >::getValueString(), setParameter(), tierParameterList(), and value().
1.8.16