ROL
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Namespaces | |
StdVector_Helper | |
ZOO | |
Finite_Difference_Arrays | |
Classes | |
class | CArrayVector |
Provides the C array implementation of the ROL::Vector interface for use with NumPy->C Array passing by pointer. This class in intended to be used with the Python ROL interface. More... | |
class | MultiVector |
Provides a container and operations on multiple ROL vectors for use with other Trilinos packages which require multivectors. More... | |
class | MultiVectorDefault |
Default implementation of the ROL::MultiVector container class. More... | |
class | StdVector |
Provides the std::vector implementation of the ROL::Vector interface. More... | |
class | Vector |
Defines the linear algebra or vector space interface. More... | |
class | Vector_SimOpt |
Defines the linear algebra or vector space interface for simulation-based optimization. More... | |
class | Objective |
Provides the interface to evaluate objective functions. More... | |
class | BoundConstraint |
Provides the interface to apply upper and lower bound constraints. More... | |
class | EqualityConstraint |
Defines the equality constraint operator interface. More... | |
class | LinearOperator |
Provides the interface to apply a linear operator. More... | |
class | Objective_SimOpt |
Provides the interface to evaluate simulation-based objective functions. More... | |
class | EqualityConstraint_SimOpt |
Defines the equality constraint operator interface for simulation-based optimization. More... | |
class | Reduced_Objective_SimOpt |
Provides the interface to evaluate simulation-based reduced objective functions. More... | |
class | Constraints |
class | PrimalDualHessian |
class | PrimalDualPreconditioner |
class | ProjectedHessian |
class | ProjectedPreconditioner |
class | StdBoundConstraint |
class | DefaultAlgorithm |
class | BundleStatusTest |
class | StatusTest |
Provides an interface to check status of optimization algorithms. More... | |
class | StatusTestSQP |
class | Bundle |
Provides the interface for and implments a bundle. More... | |
class | ConjugateGradients |
Provides definitions of the Conjugate Gradient solver. More... | |
class | ConjugateResiduals |
Provides definition of the Conjugate Residual solver. More... | |
class | Krylov |
Provides definitions for Krylov solvers. More... | |
class | BackTracking |
Implements a simple back tracking line search. More... | |
class | Bisection |
Implements a bisection line search. More... | |
class | Brents |
Implements a Brent's method line search. More... | |
class | CubicInterp |
Implements cubic interpolation back tracking line search. More... | |
class | GoldenSection |
Implements a golden section line search. More... | |
class | IterationScaling |
Provides an implementation of iteration scaled line search. More... | |
class | LineSearch |
Provides interface for and implements line searches. More... | |
class | PathBasedTargetLevel |
Provides an implementation of path-based target leve line search. More... | |
class | BundleStep |
Provides the interface to compute bundle trust-region steps. More... | |
class | CompositeStepSQP |
Implements the computation of optimization steps with composite-step trust-region SQP methods. More... | |
class | LineSearchStep |
Provides the interface to compute optimization steps with line search. More... | |
class | PrimalDualActiveSetStep |
Implements the computation of optimization steps with the Newton primal-dual active set method. More... | |
class | Step |
Provides the interface to compute optimization steps. More... | |
class | TrustRegionStep |
Provides the interface to compute optimization steps with trust regions. More... | |
class | BarzilaiBorwein |
Provides definitions for Barzilai-Borwein operators. More... | |
class | lBFGS |
Provides definitions for limited-memory BFGS operators. More... | |
class | lDFP |
Provides definitions for limited-memory DFP operators. More... | |
class | lSR1 |
Provides definitions for limited-memory SR1 operators. More... | |
struct | SecantState |
class | Secant |
Provides interface for and implements limited-memory secant operators. More... | |
class | CauchyPoint |
Provides interface for the Cauchy point trust-region subproblem solver. More... | |
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 | TruncatedCG |
Provides interface for truncated CG trust-region subproblem solver. More... | |
class | TrustRegion |
Provides interface for and implements trust-region subproblem solvers. More... | |
class | AbsoluteValue |
class | CVaR |
class | CVaRBoundConstraint |
class | Distribution |
class | ExpectationQuad |
class | ExpUtility |
class | MeanDeviation |
class | MeanDeviationFromTarget |
class | MeanVariance |
class | MeanVarianceFromTarget |
class | ParametrizedEqualityConstraint |
class | ParametrizedEqualityConstraint_SimOpt |
class | ParametrizedObjective |
class | ParametrizedObjective_SimOpt |
class | PlusFunction |
class | PositiveFunction |
class | Reduced_ParametrizedObjective_SimOpt |
class | RiskAverseObjective |
class | RiskMeasure |
class | RiskNeutralObjective |
class | SmoothCVaRQuad |
class | BatchManager |
class | EpetraBatchManager |
class | MonteCarloGenerator |
class | SampleGenerator |
struct | SparseGridInfo |
class | SparseGridGenerator |
class | StdEpetraBatchManager |
class | UserInputGenerator |
class | ROLBurkardtRules |
Providing integration rules, created by John Burkardt, Scientific Computing, Florida State University, modified and redistributed by D. Kouri. More... | |
class | Quadrature |
class | SandiaRules |
class | SandiaRules2 |
class | SandiaSGMGA |
class | sgmga |
class | CVaRVector |
class | ProjectedObjective |
class | Minimax1 |
class | Minimax2 |
class | Minimax3 |
struct | AlgorithmState |
State for algorithm class. Will be used for restarts. More... | |
struct | StepState |
State for step class. Will be used for restarts. More... | |
struct | removeSpecialCharacters |
class | Algorithm |
Provides an interface to run optimization algorithms. More... | |
Typedefs | |
typedef void(* | GWPointer )(int order, int np, double p[], double w[]) |
typedef int(SandiaRules::* | GWPointer2 )(int level, int growth) |
typedef void(SandiaRules2::* | GWPointer1 )(int order, int dim, double w[]) |
Functions | |
template<class Real > | |
Teuchos::RCP< Secant< Real > > | getSecant (ESecant esec=SECANT_LBFGS, int L=10, int BBtype=1) |
std::string | EROLBurkardtToString (EROLBurkardt rule) |
EROLBurkardt & | operator++ (EROLBurkardt &type) |
EROLBurkardt | operator++ (EROLBurkardt &type, int) |
template<class Real > | |
Quadrature< Real > | kron_prod (Quadrature< Real > &rule1, Quadrature< Real > &rule2) |
int | growthRule1D (int index, EROLGrowth growth, EROLBurkardt rule) |
bool | i4vec_any_lt (int n, int a[], int b[]) |
template<class Real > | |
Teuchos::SerialDenseMatrix < int, Real > | computeDenseHessian (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 Real > | |
void | getTestObjectives (Teuchos::RCP< Objective< Real > > &obj, Vector< Real > &x0, Vector< Real > &x, const ETestObjectives test) |
template<class Real > | |
void | getTestObjectives (Teuchos::RCP< Objective< Real > > &obj, Teuchos::RCP< BoundConstraint< Real > > &con, Vector< Real > &x0, Vector< Real > &x, const ETestOptProblem test) |
std::string | removeStringFormat (std::string s) |
std::string | EBoundAlgorithmToString (EBoundAlgorithm tr) |
int | isValidBoundAlgorithm (EBoundAlgorithm d) |
Verifies validity of a Bound Algorithm enum. More... | |
EBoundAlgorithm & | operator++ (EBoundAlgorithm &type) |
EBoundAlgorithm | operator++ (EBoundAlgorithm &type, int) |
EBoundAlgorithm & | operator-- (EBoundAlgorithm &type) |
EBoundAlgorithm | operator-- (EBoundAlgorithm &type, int) |
EBoundAlgorithm | StringToEBoundAlgorithm (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 | 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 | ETestObjectivesToString (ETestObjectives to) |
int | isValidTestObjectives (ETestObjectives to) |
Verifies validity of a TestObjectives enum. More... | |
ETestObjectives & | operator++ (ETestObjectives &type) |
ETestObjectives | operator++ (ETestObjectives &type, int) |
ETestObjectives & | operator-- (ETestObjectives &type) |
ETestObjectives | operator-- (ETestObjectives &type, int) |
ETestObjectives | StringToETestObjectives (std::string s) |
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) |
std::string | EConstraintToString (EConstraint c) |
int | isValidConstraint (EConstraint c) |
Verifies validity of a Secant enum. More... | |
EConstraint & | operator++ (EConstraint &type) |
EConstraint | operator++ (EConstraint &type, int) |
EConstraint & | operator-- (EConstraint &type) |
EConstraint | operator-- (EConstraint &type, int) |
EConstraint | StringToEConstraint (std::string s) |
void | addJSONBlockToPL (const Json::Value &block, Teuchos::ParameterList &parlist) |
Iterate over a block and insert key-value pairs into the Teuchos::ParameterList. More... | |
void | addJSONPairToPL (const Json::Value &block, const std::string &key, Teuchos::ParameterList &parlist) |
Given a JSON block and a key, get the value and insert the key-value pair into a Teuchos::ParameterList. If the value is itself a block, recursively iterate. More... | |
void | JSON_Parameters (const std::string &jsonFileName, Teuchos::ParameterList &parlist) |
Read a JSON file and store all parameters in a Teuchos::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 (Teuchos::ParameterList &parlist, Teuchos::RCP< 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 | |
static const double | ROL_EPSILON = std::abs(Teuchos::ScalarTraits<double>::eps()) |
Platform-dependent machine epsilon. More... | |
static const double | ROL_THRESHOLD = 10.0 * ROL_EPSILON |
Tolerance for various equality tests. More... | |
static const double | ROL_OVERFLOW = std::abs(Teuchos::ScalarTraits<double>::rmax()) |
Platform-dependent maximum double. More... | |
static const double | ROL_UNDERFLOW = std::abs(Teuchos::ScalarTraits<double>::rmin()) |
Platform-dependent minimum double. More... | |
typedef void( * ROL::GWPointer)(int order, int np, double p[], double w[]) |
Definition at line 159 of file ROL_QuadratureTPConstructors.hpp.
typedef int( SandiaRules::* ROL::GWPointer2)(int level, int growth) |
Definition at line 160 of file ROL_QuadratureTPConstructors.hpp.
typedef void( SandiaRules2::* ROL::GWPointer1)(int order, int dim, double w[]) |
Definition at line 161 of file ROL_QuadratureTPConstructors.hpp.
enum ROL::EAbsoluteValue |
Enumerator | |
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ABSOLUTEVALUE_TRUE | |
ABSOLUTEVALUE_SQUAREROOT | |
ABSOLUTEVALUE_SQRTDENOM | |
ABSOLUTEVALUE_C2 | |
ABSOLUTEVALUE_LAST |
Definition at line 52 of file ROL_AbsoluteValue.hpp.
enum ROL::EDistribution |
Definition at line 54 of file ROL_Distribution.hpp.
enum ROL::EROLBurkardt |
Enumeration of integration rules provided by John Burkardt.
Enumerator | |
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BURK_CHEBYSHEV1 | |
BURK_CHEBYSHEV2 | |
BURK_CLENSHAWCURTIS | |
BURK_FEJER2 | |
BURK_LEGENDRE | |
BURK_PATTERSON | |
BURK_TRAPEZOIDAL | |
BURK_HERMITE | |
BURK_GENZKEISTER | |
BURK_LAGUERRE | |
BURK_LAST |
Definition at line 65 of file ROL_BurkardtRules.hpp.
enum ROL::EROLGrowth |
Enumerator | |
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GROWTH_DEFAULT | |
GROWTH_SLOWLIN | |
GROWTH_SLOWLINODD | |
GROWTH_MODLIN | |
GROWTH_SLOWEXP | |
GROWTH_MODEXP | |
GROWTH_FULLEXP | |
GROWTH_LAST |
Definition at line 60 of file ROL_Quadrature.hpp.
enum ROL::EBoundAlgorithm |
Enumeration of algorithms to handle bound constraints.
Enumerator | |
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BOUNDALGORITHM_PROJECTED | |
BOUNDALGORITHM_PRIMALDUALACTIVESET | |
BOUNDALGORITHM_INTERIORPOINTS | |
BOUNDALGORITHM_LAST |
Definition at line 149 of file ROL_Types.hpp.
enum ROL::EDescent |
Enumeration of descent direction types.
Enumerator | |
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DESCENT_STEEPEST | |
DESCENT_NONLINEARCG | |
DESCENT_SECANT | |
DESCENT_NEWTON | |
DESCENT_NEWTONKRYLOV | |
DESCENT_LAST |
Definition at line 220 of file ROL_Types.hpp.
enum ROL::ESecant |
Enumeration of secant update algorithms.
Enumerator | |
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SECANT_LBFGS | |
SECANT_LDFP | |
SECANT_LSR1 | |
SECANT_BARZILAIBORWEIN | |
SECANT_USERDEFINED | |
SECANT_LAST |
Definition at line 295 of file ROL_Types.hpp.
enum ROL::EKrylov |
Enumeration of Krylov methods.
Enumerator | |
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KRYLOV_CG | |
KRYLOV_CR | |
KRYLOV_LAST |
Definition at line 368 of file ROL_Types.hpp.
enum ROL::ENonlinearCG |
Enumeration of nonlinear CG algorithms.
Definition at line 438 of file ROL_Types.hpp.
enum ROL::ELineSearch |
Enumeration of line-search types.
Definition at line 527 of file ROL_Types.hpp.
Enumeration of line-search curvature conditions.
Definition at line 610 of file ROL_Types.hpp.
enum ROL::ETrustRegion |
Enumeration of trust-region solver types.
Enumerator | |
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TRUSTREGION_CAUCHYPOINT | |
TRUSTREGION_TRUNCATEDCG | |
TRUSTREGION_DOGLEG | |
TRUSTREGION_DOUBLEDOGLEG | |
TRUSTREGION_LAST |
Definition at line 688 of file ROL_Types.hpp.
enum ROL::ETestObjectives |
Enumeration of test objective functions.
Definition at line 761 of file ROL_Types.hpp.
enum ROL::ETestOptProblem |
Enumeration of test optimization problems.
Definition at line 848 of file ROL_Types.hpp.
enum ROL::EConstraint |
Enumeration of constraint types.
Enumerator | |
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CONSTRAINT_EQUALITY | |
CONSTRAINT_INEQUALITY | |
CONSTRAINT_LAST |
Definition at line 933 of file ROL_Types.hpp.
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Definition at line 168 of file ROL_Secant.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, and SECANT_LSR1.
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Definition at line 79 of file ROL_BurkardtRules.hpp.
References BURK_CHEBYSHEV1, BURK_CHEBYSHEV2, BURK_CLENSHAWCURTIS, BURK_FEJER2, BURK_GENZKEISTER, BURK_HERMITE, BURK_LAGUERRE, BURK_LEGENDRE, BURK_PATTERSON, and BURK_TRAPEZOIDAL.
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Definition at line 97 of file ROL_BurkardtRules.hpp.
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Definition at line 101 of file ROL_BurkardtRules.hpp.
Quadrature<Real> ROL::kron_prod | ( | Quadrature< Real > & | rule1, |
Quadrature< Real > & | rule2 | ||
) |
Definition at line 51 of file ROL_QuadratureHelpers.hpp.
References ROL::Quadrature< Real >::begin(), ROL::Quadrature< Real >::end(), ROL::Quadrature< Real >::getDimension(), ROL::Quadrature< Real >::getNode(), ROL::Quadrature< Real >::getNumPoints(), ROL::Quadrature< Real >::getWeight(), and ROL::Quadrature< Real >::insert().
int ROL::growthRule1D | ( | int | index, |
EROLGrowth | growth, | ||
EROLBurkardt | rule | ||
) |
Definition at line 88 of file ROL_QuadratureHelpers.hpp.
References BURK_CHEBYSHEV1, BURK_CHEBYSHEV2, BURK_CLENSHAWCURTIS, BURK_FEJER2, BURK_GENZKEISTER, BURK_HERMITE, BURK_LAGUERRE, BURK_LEGENDRE, BURK_PATTERSON, BURK_TRAPEZOIDAL, GROWTH_DEFAULT, GROWTH_FULLEXP, GROWTH_MODEXP, GROWTH_MODLIN, GROWTH_SLOWEXP, GROWTH_SLOWLIN, and GROWTH_SLOWLINODD.
Referenced by ROL::SparseGridGenerator< Real >::buildDiffRule(), and ROL::Quadrature< Real >::Quadrature().
bool ROL::i4vec_any_lt | ( | int | n, |
int | a[], | ||
int | b[] | ||
) |
Definition at line 8885 of file ROL_SandiaRulesDef.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::Objective< Real >::hessVec(), and ROL_EPSILON.
Referenced by main().
Teuchos::SerialDenseMatrix<int, Real> ROL::computeDotMatrix | ( | const Vector< Real > & | x | ) |
Definition at line 88 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 109 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 147 of file ROL_HelperFunctions.hpp.
Teuchos::SerialDenseMatrix<int, Real> ROL::computeInverse | ( | const Teuchos::SerialDenseMatrix< int, Real > & | mat | ) |
Definition at line 194 of file ROL_HelperFunctions.hpp.
void ROL::getTestObjectives | ( | Teuchos::RCP< Objective< Real > > & | obj, |
Vector< Real > & | x0, | ||
Vector< Real > & | x, | ||
const ETestObjectives | test | ||
) |
Definition at line 81 of file ROL_TestObjectives.hpp.
References ROL::ZOO::getBeale(), ROL::ZOO::getFreudensteinRoth(), ROL::ZOO::getLeastSquares(), ROL::ZOO::getPoissonControl(), ROL::ZOO::getPoissonInversion(), ROL::ZOO::getPowell(), ROL::ZOO::getSumOfSquares(), ROL::ZOO::getZakharov(), TESTOBJECTIVES_BEALE, TESTOBJECTIVES_FREUDENSTEINANDROTH, TESTOBJECTIVES_LAST, TESTOBJECTIVES_LEASTSQUARES, TESTOBJECTIVES_POISSONCONTROL, TESTOBJECTIVES_POISSONINVERSION, TESTOBJECTIVES_POWELL, TESTOBJECTIVES_ROSENBROCK, TESTOBJECTIVES_SUMOFSQUARES, and TESTOBJECTIVES_ZAKHAROV.
void ROL::getTestObjectives | ( | Teuchos::RCP< Objective< Real > > & | obj, |
Teuchos::RCP< BoundConstraint< Real > > & | con, | ||
Vector< Real > & | x0, | ||
Vector< Real > & | x, | ||
const ETestOptProblem | test | ||
) |
Definition at line 100 of file ROL_TestObjectives.hpp.
References ROL::ZOO::getBVP(), ROL::ZOO::getHS1(), ROL::ZOO::getHS2(), ROL::ZOO::getHS25(), ROL::ZOO::getHS3(), ROL::ZOO::getHS38(), ROL::ZOO::getHS4(), ROL::ZOO::getHS45(), ROL::ZOO::getHS5(), TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, and TESTOPTPROBLEM_LAST.
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Definition at line 135 of file ROL_Types.hpp.
Referenced by StringToEBoundAlgorithm(), StringToEConstraint(), StringToECurvatureCondition(), StringToEDescent(), StringToEKrylov(), StringToELineSearch(), StringToENonlinearCG(), StringToESecant(), StringToETestObjectives(), StringToETestOptProblem(), and StringToETrustRegion().
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Definition at line 156 of file ROL_Types.hpp.
References BOUNDALGORITHM_INTERIORPOINTS, BOUNDALGORITHM_LAST, BOUNDALGORITHM_PRIMALDUALACTIVESET, and BOUNDALGORITHM_PROJECTED.
Referenced by StringToEBoundAlgorithm().
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Verifies validity of a Bound Algorithm enum.
tr | [in] - enum of the Bound Algorithm |
Definition at line 173 of file ROL_Types.hpp.
References BOUNDALGORITHM_INTERIORPOINTS, BOUNDALGORITHM_PRIMALDUALACTIVESET, and BOUNDALGORITHM_PROJECTED.
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Definition at line 180 of file ROL_Types.hpp.
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Definition at line 184 of file ROL_Types.hpp.
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Definition at line 190 of file ROL_Types.hpp.
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Definition at line 194 of file ROL_Types.hpp.
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Definition at line 200 of file ROL_Types.hpp.
References BOUNDALGORITHM_LAST, BOUNDALGORITHM_PROJECTED, EBoundAlgorithmToString(), and removeStringFormat().
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Definition at line 229 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
Referenced by main(), ROL::LineSearchStep< Real >::printName(), and StringToEDescent().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 248 of file ROL_Types.hpp.
References DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
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Definition at line 257 of file ROL_Types.hpp.
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Definition at line 261 of file ROL_Types.hpp.
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Definition at line 267 of file ROL_Types.hpp.
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Definition at line 271 of file ROL_Types.hpp.
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Definition at line 277 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_SECANT, DESCENT_STEEPEST, EDescentToString(), and removeStringFormat().
Referenced by ROL::LineSearch< Real >::LineSearch(), and ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 304 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LAST, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
Referenced by ROL::TrustRegionStep< Real >::printName(), ROL::LineSearchStep< Real >::printName(), and StringToESecant().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 323 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
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Definition at line 332 of file ROL_Types.hpp.
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Definition at line 336 of file ROL_Types.hpp.
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Definition at line 342 of file ROL_Types.hpp.
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Definition at line 346 of file ROL_Types.hpp.
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Definition at line 352 of file ROL_Types.hpp.
References ESecantToString(), removeStringFormat(), SECANT_LAST, and SECANT_LBFGS.
Referenced by ROL::LineSearchStep< Real >::LineSearchStep(), ROL::PrimalDualActiveSetStep< Real >::PrimalDualActiveSetStep(), and ROL::TrustRegionStep< Real >::TrustRegionStep().
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Definition at line 374 of file ROL_Types.hpp.
References KRYLOV_CG, KRYLOV_CR, and KRYLOV_LAST.
Referenced by ROL::LineSearchStep< Real >::printName(), and StringToEKrylov().
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Definition at line 395 of file ROL_Types.hpp.
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Definition at line 399 of file ROL_Types.hpp.
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Definition at line 405 of file ROL_Types.hpp.
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Definition at line 409 of file ROL_Types.hpp.
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Definition at line 415 of file ROL_Types.hpp.
References EKrylovToString(), KRYLOV_CG, KRYLOV_LAST, and removeStringFormat().
Referenced by ROL::PrimalDualActiveSetStep< Real >::KrylovFactory(), and ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 451 of file ROL_Types.hpp.
References NONLINEARCG_DAI_YUAN, NONLINEARCG_DANIEL, NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_HAGAR_ZHANG, NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, NONLINEARCG_LIU_STOREY, NONLINEARCG_OREN_LUENBERGER, and NONLINEARCG_POLAK_RIBIERE.
Referenced by ROL::LineSearchStep< Real >::printName(), and StringToENonlinearCG().
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Verifies validity of a NonlinearCG enum.
tr | [in] - enum of the NonlinearCG |
Definition at line 474 of file ROL_Types.hpp.
References NONLINEARCG_DAI_YUAN, NONLINEARCG_DANIEL, NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_HAGAR_ZHANG, NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LIU_STOREY, NONLINEARCG_OREN_LUENBERGER, and NONLINEARCG_POLAK_RIBIERE.
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Definition at line 487 of file ROL_Types.hpp.
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Definition at line 491 of file ROL_Types.hpp.
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Definition at line 497 of file ROL_Types.hpp.
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Definition at line 501 of file ROL_Types.hpp.
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Definition at line 507 of file ROL_Types.hpp.
References ENonlinearCGToString(), NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, and removeStringFormat().
Referenced by ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 539 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(), ROL::LineSearchStep< Real >::printName(), and StringToELineSearch().
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Verifies validity of a LineSearch enum.
ls | [in] - enum of the linesearch |
Definition at line 561 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 573 of file ROL_Types.hpp.
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Definition at line 577 of file ROL_Types.hpp.
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Definition at line 583 of file ROL_Types.hpp.
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Definition at line 587 of file ROL_Types.hpp.
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Definition at line 593 of file ROL_Types.hpp.
References ELineSearchToString(), LINESEARCH_ITERATIONSCALING, LINESEARCH_LAST, and removeStringFormat().
Referenced by ROL::BundleStep< Real >::LineSearchFactory(), and ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 620 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 640 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 650 of file ROL_Types.hpp.
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Definition at line 654 of file ROL_Types.hpp.
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Definition at line 660 of file ROL_Types.hpp.
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Definition at line 664 of file ROL_Types.hpp.
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Definition at line 670 of file ROL_Types.hpp.
References CURVATURECONDITION_LAST, CURVATURECONDITION_WOLFE, ECurvatureConditionToString(), and removeStringFormat().
Referenced by ROL::LineSearch< Real >::LineSearch(), and ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 696 of file ROL_Types.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LAST, 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 714 of file ROL_Types.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, and TRUSTREGION_TRUNCATEDCG.
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Definition at line 722 of file ROL_Types.hpp.
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Definition at line 726 of file ROL_Types.hpp.
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Definition at line 732 of file ROL_Types.hpp.
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Definition at line 736 of file ROL_Types.hpp.
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Definition at line 742 of file ROL_Types.hpp.
References ETrustRegionToString(), removeStringFormat(), TRUSTREGION_CAUCHYPOINT, and TRUSTREGION_LAST.
Referenced by ROL::TrustRegionStep< Real >::TrustRegionStep().
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Definition at line 774 of file ROL_Types.hpp.
References TESTOBJECTIVES_BEALE, TESTOBJECTIVES_FREUDENSTEINANDROTH, TESTOBJECTIVES_LAST, TESTOBJECTIVES_LEASTSQUARES, TESTOBJECTIVES_POISSONCONTROL, TESTOBJECTIVES_POISSONINVERSION, TESTOBJECTIVES_POWELL, TESTOBJECTIVES_ROSENBROCK, and TESTOBJECTIVES_SUMOFSQUARES.
Referenced by main(), and StringToETestObjectives().
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Verifies validity of a TestObjectives enum.
ls | [in] - enum of the TestObjectives |
Definition at line 796 of file ROL_Types.hpp.
References TESTOBJECTIVES_BEALE, TESTOBJECTIVES_FREUDENSTEINANDROTH, TESTOBJECTIVES_LEASTSQUARES, TESTOBJECTIVES_POISSONCONTROL, TESTOBJECTIVES_POISSONINVERSION, TESTOBJECTIVES_POWELL, TESTOBJECTIVES_ROSENBROCK, and TESTOBJECTIVES_SUMOFSQUARES.
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Definition at line 808 of file ROL_Types.hpp.
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Definition at line 812 of file ROL_Types.hpp.
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Definition at line 818 of file ROL_Types.hpp.
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Definition at line 822 of file ROL_Types.hpp.
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Definition at line 828 of file ROL_Types.hpp.
References ETestObjectivesToString(), removeStringFormat(), TESTOBJECTIVES_LAST, and TESTOBJECTIVES_ROSENBROCK.
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Definition at line 861 of file ROL_Types.hpp.
References TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, and TESTOPTPROBLEM_LAST.
Referenced by main(), and StringToETestOptProblem().
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Verifies validity of a TestOptProblem enum.
ls | [in] - enum of the TestOptProblem |
Definition at line 884 of file ROL_Types.hpp.
References TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, and TESTOPTPROBLEM_HS5.
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Definition at line 896 of file ROL_Types.hpp.
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Definition at line 900 of file ROL_Types.hpp.
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Definition at line 906 of file ROL_Types.hpp.
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Definition at line 910 of file ROL_Types.hpp.
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Definition at line 916 of file ROL_Types.hpp.
References ETestOptProblemToString(), removeStringFormat(), TESTOPTPROBLEM_HS1, and TESTOPTPROBLEM_LAST.
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Definition at line 939 of file ROL_Types.hpp.
References CONSTRAINT_EQUALITY, CONSTRAINT_INEQUALITY, and CONSTRAINT_LAST.
Referenced by StringToEConstraint().
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Verifies validity of a Secant enum.
c | [in] - enum of the Secant |
Definition at line 955 of file ROL_Types.hpp.
References CONSTRAINT_EQUALITY, and CONSTRAINT_INEQUALITY.
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Definition at line 960 of file ROL_Types.hpp.
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Definition at line 964 of file ROL_Types.hpp.
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Definition at line 970 of file ROL_Types.hpp.
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Definition at line 974 of file ROL_Types.hpp.
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Definition at line 980 of file ROL_Types.hpp.
References CONSTRAINT_EQUALITY, CONSTRAINT_LAST, EConstraintToString(), and removeStringFormat().
void ROL::addJSONBlockToPL | ( | const Json::Value & | block, |
Teuchos::ParameterList & | parlist | ||
) |
Iterate over a block and insert key-value pairs into the Teuchos::ParameterList.
[in] | block | is a block from a JSON object |
in/out] | parlist is a Teuchos::ParameterList |
Definition at line 119 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, | ||
Teuchos::ParameterList & | parlist | ||
) |
Given a JSON block and a key, get the value and insert the key-value pair into a Teuchos::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 Teuchos::ParameterList |
Definition at line 88 of file json/example_01.hpp.
References addJSONBlockToPL().
Referenced by addJSONBlockToPL().
void ROL::JSON_Parameters | ( | const std::string & | jsonFileName, |
Teuchos::ParameterList & | parlist | ||
) |
Read a JSON file and store all parameters in a Teuchos::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 Teuchos::ParameterList |
Definition at line 138 of file json/example_01.hpp.
References addJSONBlockToPL().
Referenced by main().
void ROL::stepFactory | ( | Teuchos::ParameterList & | parlist, |
Teuchos::RCP< 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 Teuchos::ParameterList |
in/out] | step is a ref count pointer to a ROL::Step |
Definition at line 209 of file json/example_01.hpp.
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Platform-dependent machine epsilon.
Definition at line 115 of file ROL_Types.hpp.
Referenced by ROL::AbsoluteValue< Real >::AbsoluteValue(), ROL::CompositeStepSQP< Real >::accept(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_12(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_21(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_22(), ROL::EqualityConstraint< Real >::applyAdjointJacobian(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::lSR1< Real >::applyB(), ROL::lSR1< Real >::applyH(), ROL::EqualityConstraint< Real >::applyJacobian(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_2(), ROL::AbsoluteValue< Real >::c2_absolute_value(), ROL::CauchyPoint< Real >::CauchyPoint(), ROL::CauchyPoint< Real >::cauchypoint_CGT(), ROL::CauchyPoint< Real >::cauchypoint_M(), ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::EqualityConstraint< Real >::checkAdjointConsistencyJacobian(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_2(), ROL::EqualityConstraint< Real >::checkApplyAdjointHessian(), ROL::EqualityConstraint< Real >::checkApplyAdjointJacobian(), ROL::EqualityConstraint< Real >::checkApplyJacobian(), ROL::Objective< Real >::checkGradient(), ROL::Objective< Real >::checkHessSym(), ROL::Objective< Real >::checkHessVec(), ROL::EqualityConstraint_SimOpt< Real >::checkInverseAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkInverseJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkSolve(), ROL::PrimalDualActiveSetStep< Real >::compute(), ROL::LineSearchStep< Real >::compute(), ROL::Bundle< Real >::computeAlpha(), computeDenseHessian(), ROL::Objective< Real >::dirDeriv(), ROL::Distribution< Real >::gaussian_invcdf(), ROL::LineSearch< Real >::getInitialAlpha(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Objective< Real >::hessVec(), ROL::ZOO::Objective_DiodeCircuit< Real >::hessVec(), ROL::Objective_SimOpt< Real >::hessVec_11(), ROL::Objective_SimOpt< Real >::hessVec_12(), ROL::Objective_SimOpt< Real >::hessVec_21(), ROL::Objective_SimOpt< Real >::hessVec_22(), ROL::Step< Real >::initialize(), ROL::PrimalDualActiveSetStep< Real >::initialize(), ROL::TrustRegionStep< Real >::initialize(), ROL::BoundConstraint< Real >::isFeasible(), ROL::Bundle< Real >::isNonnegative(), main(), ROL::Distribution< Real >::parabolic_invcdf(), ROL::Distribution< Real >::raisedcosine_invcdf(), ROL::Bundle< Real >::reset(), ROL::ConjugateGradients< Real >::run(), ROL::BackTracking< Real >::run(), ROL::ConjugateResiduals< Real >::run(), ROL::IterationScaling< Real >::run(), ROL::CubicInterp< Real >::run(), ROL::Bisection< Real >::run(), ROL::Brents< Real >::run(), ROL::GoldenSection< Real >::run(), ROL::DogLeg< Real >::run(), ROL::DoubleDogLeg< Real >::run(), ROL::PathBasedTargetLevel< Real >::run(), ROL::TruncatedCG< Real >::run(), Objective_BurgersControl< Real >::run_newton(), EqualityConstraint_BurgersControl< Real >::run_newton(), ROL::Distribution< Real >::smale_invcdf(), EqualityConstraint_BurgersControl< Real >::solve(), ROL::ZOO::Objective_PoissonInversion< Real >::solve_state_equation(), ROL::Bundle< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim2(), ROL::CompositeStepSQP< Real >::solveTangentialSubproblem(), ROL::LineSearch< Real >::status(), ROL::AbsoluteValue< Real >::true_absolute_value(), ROL::TrustRegion< Real >::TrustRegion(), ROL::Secant< Real >::update(), ROL::TrustRegion< Real >::update(), ROL::Reduced_Objective_SimOpt< Real >::update(), Objective_PoissonInversion< Real >::update(), ROL::PrimalDualActiveSetStep< Real >::update(), ROL::TrustRegionStep< Real >::update(), ROL::LineSearchStep< Real >::update(), and ROL::TrustRegionStep< Real >::updateGradient().
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Tolerance for various equality tests.
Definition at line 119 of file ROL_Types.hpp.
Referenced by main().
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Platform-dependent maximum double.
Definition at line 123 of file ROL_Types.hpp.
Referenced by ROL::Bundle< Real >::Bundle(), ROL::ZOO::getHS1(), ROL::ZOO::getHS2(), ROL::ZOO::getHS3(), ROL::ZOO::getHS4(), ROL::TrustRegionStep< Real >::initialize(), ROL::Bundle< Real >::isNonnegative(), ROL::Bundle< Real >::remove(), ROL::MonteCarloGenerator< Real >::sample(), ROL::CVaRBoundConstraint< Real >::setVectorToLowerBound(), and ROL::CVaRBoundConstraint< Real >::setVectorToUpperBound().
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Platform-dependent minimum double.
Definition at line 127 of file ROL_Types.hpp.
Referenced by ROL::EqualityConstraint< Real >::checkAdjointConsistencyJacobian(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkInverseAdjointJacobian_1(), and ROL::EqualityConstraint_SimOpt< Real >::checkInverseJacobian_1().