ROL
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ROL Namespace Reference

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[])
 

Enumerations

enum  EAbsoluteValue {
  ABSOLUTEVALUE_TRUE = 0, ABSOLUTEVALUE_SQUAREROOT, ABSOLUTEVALUE_SQRTDENOM, ABSOLUTEVALUE_C2,
  ABSOLUTEVALUE_LAST
}
 
enum  EDistribution {
  DISTRIBUTION_DIRAC = 0, DISTRIBUTION_GAUSSIAN, DISTRIBUTION_TRUNCATEDGAUSSIAN, DISTRIBUTION_UNIFORM,
  DISTRIBUTION_LOGISTIC, DISTRIBUTION_TRIANGLE, DISTRIBUTION_PARABOLIC, DISTRIBUTION_RAISEDCOSINE,
  DISTRIBUTION_LAPLACE, DISTRIBUTION_CAUCHY, DISTRIBUTION_SMALE, DISTRIBUTION_ARCSINE,
  DISTRIBUTION_KUMARASWAMY, DISTRIBUTION_LAST
}
 
enum  EROLBurkardt {
  BURK_CHEBYSHEV1 = 0, BURK_CHEBYSHEV2, BURK_CLENSHAWCURTIS, BURK_FEJER2,
  BURK_LEGENDRE, BURK_PATTERSON, BURK_TRAPEZOIDAL, BURK_HERMITE,
  BURK_GENZKEISTER, BURK_LAGUERRE, BURK_LAST
}
 Enumeration of integration rules provided by John Burkardt. More...
 
enum  EROLGrowth {
  GROWTH_DEFAULT = 0, GROWTH_SLOWLIN, GROWTH_SLOWLINODD, GROWTH_MODLIN,
  GROWTH_SLOWEXP, GROWTH_MODEXP, GROWTH_FULLEXP, GROWTH_LAST
}
 
enum  EBoundAlgorithm { BOUNDALGORITHM_PROJECTED = 0, BOUNDALGORITHM_PRIMALDUALACTIVESET, BOUNDALGORITHM_INTERIORPOINTS, BOUNDALGORITHM_LAST }
 Enumeration of algorithms to handle bound constraints. More...
 
enum  EDescent {
  DESCENT_STEEPEST = 0, DESCENT_NONLINEARCG, DESCENT_SECANT, DESCENT_NEWTON,
  DESCENT_NEWTONKRYLOV, DESCENT_LAST
}
 Enumeration of descent direction types. More...
 
enum  ESecant {
  SECANT_LBFGS = 0, SECANT_LDFP, SECANT_LSR1, SECANT_BARZILAIBORWEIN,
  SECANT_USERDEFINED, SECANT_LAST
}
 Enumeration of secant update algorithms. More...
 
enum  EKrylov { KRYLOV_CG = 0, KRYLOV_CR, KRYLOV_LAST }
 Enumeration of Krylov methods. More...
 
enum  ENonlinearCG {
  NONLINEARCG_HESTENES_STIEFEL = 0, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_DANIEL, NONLINEARCG_POLAK_RIBIERE,
  NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_LIU_STOREY, NONLINEARCG_DAI_YUAN, NONLINEARCG_HAGAR_ZHANG,
  NONLINEARCG_OREN_LUENBERGER, NONLINEARCG_LAST
}
 Enumeration of nonlinear CG algorithms. More...
 
enum  ELineSearch {
  LINESEARCH_ITERATIONSCALING = 0, LINESEARCH_PATHBASEDTARGETLEVEL, LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION,
  LINESEARCH_GOLDENSECTION, LINESEARCH_CUBICINTERP, LINESEARCH_BRENTS, LINESEARCH_USERDEFINED,
  LINESEARCH_LAST
}
 Enumeration of line-search types. More...
 
enum  ECurvatureCondition {
  CURVATURECONDITION_WOLFE = 0, CURVATURECONDITION_STRONGWOLFE, CURVATURECONDITION_GENERALIZEDWOLFE, CURVATURECONDITION_APPROXIMATEWOLFE,
  CURVATURECONDITION_GOLDSTEIN, CURVATURECONDITION_NULL, CURVATURECONDITION_LAST
}
 Enumeration of line-search curvature conditions. More...
 
enum  ETrustRegion {
  TRUSTREGION_CAUCHYPOINT = 0, TRUSTREGION_TRUNCATEDCG, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG,
  TRUSTREGION_LAST
}
 Enumeration of trust-region solver types. More...
 
enum  ETestObjectives {
  TESTOBJECTIVES_ROSENBROCK = 0, TESTOBJECTIVES_FREUDENSTEINANDROTH, TESTOBJECTIVES_BEALE, TESTOBJECTIVES_POWELL,
  TESTOBJECTIVES_SUMOFSQUARES, TESTOBJECTIVES_LEASTSQUARES, TESTOBJECTIVES_POISSONCONTROL, TESTOBJECTIVES_POISSONINVERSION,
  TESTOBJECTIVES_ZAKHAROV, TESTOBJECTIVES_LAST
}
 Enumeration of test objective functions. More...
 
enum  ETestOptProblem {
  TESTOPTPROBLEM_HS1 = 0, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS4,
  TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS45,
  TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_LAST
}
 Enumeration of test optimization problems. More...
 
enum  EConstraint { CONSTRAINT_EQUALITY = 0, CONSTRAINT_INEQUALITY, CONSTRAINT_LAST }
 Enumeration of constraint types. More...
 

Functions

template<class Real >
Teuchos::RCP< Secant< Real > > getSecant (ESecant esec=SECANT_LBFGS, int L=10, int BBtype=1)
 
std::string EROLBurkardtToString (EROLBurkardt rule)
 
EROLBurkardtoperator++ (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...
 
EBoundAlgorithmoperator++ (EBoundAlgorithm &type)
 
EBoundAlgorithm operator++ (EBoundAlgorithm &type, int)
 
EBoundAlgorithmoperator-- (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...
 
EDescentoperator++ (EDescent &type)
 
EDescent operator++ (EDescent &type, int)
 
EDescentoperator-- (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...
 
ESecantoperator++ (ESecant &type)
 
ESecant operator++ (ESecant &type, int)
 
ESecantoperator-- (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...
 
EKrylovoperator++ (EKrylov &type)
 
EKrylov operator++ (EKrylov &type, int)
 
EKrylovoperator-- (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...
 
ENonlinearCGoperator++ (ENonlinearCG &type)
 
ENonlinearCG operator++ (ENonlinearCG &type, int)
 
ENonlinearCGoperator-- (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...
 
ELineSearchoperator++ (ELineSearch &type)
 
ELineSearch operator++ (ELineSearch &type, int)
 
ELineSearchoperator-- (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...
 
ECurvatureConditionoperator++ (ECurvatureCondition &type)
 
ECurvatureCondition operator++ (ECurvatureCondition &type, int)
 
ECurvatureConditionoperator-- (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...
 
ETrustRegionoperator++ (ETrustRegion &type)
 
ETrustRegion operator++ (ETrustRegion &type, int)
 
ETrustRegionoperator-- (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...
 
ETestObjectivesoperator++ (ETestObjectives &type)
 
ETestObjectives operator++ (ETestObjectives &type, int)
 
ETestObjectivesoperator-- (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...
 
ETestOptProblemoperator++ (ETestOptProblem &type)
 
ETestOptProblem operator++ (ETestOptProblem &type, int)
 
ETestOptProblemoperator-- (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...
 
EConstraintoperator++ (EConstraint &type)
 
EConstraint operator++ (EConstraint &type, int)
 
EConstraintoperator-- (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 Documentation

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.

Enumeration Type Documentation

Enumerator
ABSOLUTEVALUE_TRUE 
ABSOLUTEVALUE_SQUAREROOT 
ABSOLUTEVALUE_SQRTDENOM 
ABSOLUTEVALUE_C2 
ABSOLUTEVALUE_LAST 

Definition at line 52 of file ROL_AbsoluteValue.hpp.

Enumerator
DISTRIBUTION_DIRAC 
DISTRIBUTION_GAUSSIAN 
DISTRIBUTION_TRUNCATEDGAUSSIAN 
DISTRIBUTION_UNIFORM 
DISTRIBUTION_LOGISTIC 
DISTRIBUTION_TRIANGLE 
DISTRIBUTION_PARABOLIC 
DISTRIBUTION_RAISEDCOSINE 
DISTRIBUTION_LAPLACE 
DISTRIBUTION_CAUCHY 
DISTRIBUTION_SMALE 
DISTRIBUTION_ARCSINE 
DISTRIBUTION_KUMARASWAMY 
DISTRIBUTION_LAST 

Definition at line 54 of file ROL_Distribution.hpp.

Enumeration of integration rules provided by John Burkardt.

Enumerator
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.

Enumerator
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.

Enumeration of algorithms to handle bound constraints.

  • PROJECTED describe
  • PRIMALDUALACTIVESET describe
  • INTERIORPOINTS describe
Enumerator
BOUNDALGORITHM_PROJECTED 
BOUNDALGORITHM_PRIMALDUALACTIVESET 
BOUNDALGORITHM_INTERIORPOINTS 
BOUNDALGORITHM_LAST 

Definition at line 149 of file ROL_Types.hpp.

Enumeration of descent direction types.

  • STEEPEST describe
  • NONLINEARCG describe
  • SECANT describe
  • NEWTON describe
  • NEWTONKRYLOV describe
  • SECANTPRECOND describe
Enumerator
DESCENT_STEEPEST 
DESCENT_NONLINEARCG 
DESCENT_SECANT 
DESCENT_NEWTON 
DESCENT_NEWTONKRYLOV 
DESCENT_LAST 

Definition at line 220 of file ROL_Types.hpp.

Enumeration of secant update algorithms.

  • LBFGS describe
  • LDFP describe
  • LSR1 describe
  • BARZILAIBORWEIN describe
Enumerator
SECANT_LBFGS 
SECANT_LDFP 
SECANT_LSR1 
SECANT_BARZILAIBORWEIN 
SECANT_USERDEFINED 
SECANT_LAST 

Definition at line 295 of file ROL_Types.hpp.

Enumeration of Krylov methods.

  • CG describe
  • CR describe
Enumerator
KRYLOV_CG 
KRYLOV_CR 
KRYLOV_LAST 

Definition at line 368 of file ROL_Types.hpp.

Enumeration of nonlinear CG algorithms.

  • HESTENES_STIEFEL \( \frac{g_{k+1}^\top y_k}{d_k^\top y_k } \)
  • FLETCHER_REEVES \( \frac{\|g_{k+1}\|^2}{\|g_k\|^2} \)
  • DANIEL \( \frac{g_{k+1}^\top \nabla^2 f(x_k) d_k}{d_k^\top \nabla^2 f(x_k) d_k} \)
  • POLAK_RIBIERE \( \frac{g_{k+1}^\top y_k}{\|g_k\|^2} \)
  • FLETCHER_CONJDESC \( -\frac{\|g_{k+1}\|^2}{d_k^\top g_k} \)
  • LIU_STOREY \( -\frac{g_k^\top y_{k-1} }{d_{k-1}^\top g_{k-1} \)
  • DAI_YUAN \( \frac{\|g_{k+1}\|^2}{d_k^\top y_k} \)
  • HAGAR_ZHANG \( \frac{g_{k+1}^\top y_k}{d_k^\top y_k} - 2 \frac{\|y_k\|^2}{d_k^\top y_k} \frac{g_{k+1}^\top d_k}{d_k^\top y_k} \)
  • OREN_LUENBERGER \( \frac{g_{k+1}^\top y_k}{d_k^\top y_k} - \frac{\|y_k\|^2}{d_k^\top y_k} \frac{g_{k+1}^\top d_k}{d_k^\top y_k} \)
Enumerator
NONLINEARCG_HESTENES_STIEFEL 
NONLINEARCG_FLETCHER_REEVES 
NONLINEARCG_DANIEL 
NONLINEARCG_POLAK_RIBIERE 
NONLINEARCG_FLETCHER_CONJDESC 
NONLINEARCG_LIU_STOREY 
NONLINEARCG_DAI_YUAN 
NONLINEARCG_HAGAR_ZHANG 
NONLINEARCG_OREN_LUENBERGER 
NONLINEARCG_LAST 

Definition at line 438 of file ROL_Types.hpp.

Enumeration of line-search types.

  • BACKTRACKING describe
  • BISECTION describe
  • GOLDENSECTION describe
  • CUBICINTERP describe
  • BRENTS describe
  • USERDEFINED describe
Enumerator
LINESEARCH_ITERATIONSCALING 
LINESEARCH_PATHBASEDTARGETLEVEL 
LINESEARCH_BACKTRACKING 
LINESEARCH_BISECTION 
LINESEARCH_GOLDENSECTION 
LINESEARCH_CUBICINTERP 
LINESEARCH_BRENTS 
LINESEARCH_USERDEFINED 
LINESEARCH_LAST 

Definition at line 527 of file ROL_Types.hpp.

Enumeration of line-search curvature conditions.

  • WOLFE describe
  • STRONGWOLFE describe
  • GOLDSTEIN describe
Enumerator
CURVATURECONDITION_WOLFE 
CURVATURECONDITION_STRONGWOLFE 
CURVATURECONDITION_GENERALIZEDWOLFE 
CURVATURECONDITION_APPROXIMATEWOLFE 
CURVATURECONDITION_GOLDSTEIN 
CURVATURECONDITION_NULL 
CURVATURECONDITION_LAST 

Definition at line 610 of file ROL_Types.hpp.

Enumeration of trust-region solver types.

  • CAUCHYPOINT describe
  • TRUNCATEDCG describe
  • DOGLEG describe
  • DOUBLEDOGLEG describe
Enumerator
TRUSTREGION_CAUCHYPOINT 
TRUSTREGION_TRUNCATEDCG 
TRUSTREGION_DOGLEG 
TRUSTREGION_DOUBLEDOGLEG 
TRUSTREGION_LAST 

Definition at line 688 of file ROL_Types.hpp.

Enumeration of test objective functions.

  • ROSENBROCK describe
  • FREUDENSTEINANDROTH describe
  • POWELL describe
  • SUMOFSQUARES describe
  • LEASTSQUARES describe
Enumerator
TESTOBJECTIVES_ROSENBROCK 
TESTOBJECTIVES_FREUDENSTEINANDROTH 
TESTOBJECTIVES_BEALE 
TESTOBJECTIVES_POWELL 
TESTOBJECTIVES_SUMOFSQUARES 
TESTOBJECTIVES_LEASTSQUARES 
TESTOBJECTIVES_POISSONCONTROL 
TESTOBJECTIVES_POISSONINVERSION 
TESTOBJECTIVES_ZAKHAROV 
TESTOBJECTIVES_LAST 

Definition at line 761 of file ROL_Types.hpp.

Enumeration of test optimization problems.

  • HS1 describe
  • HS2 describe
  • HS3 describe
  • HS4 describe
  • HS5 describe
  • HS25 describe
Enumerator
TESTOPTPROBLEM_HS1 
TESTOPTPROBLEM_HS2 
TESTOPTPROBLEM_HS3 
TESTOPTPROBLEM_HS4 
TESTOPTPROBLEM_HS5 
TESTOPTPROBLEM_HS25 
TESTOPTPROBLEM_HS38 
TESTOPTPROBLEM_HS45 
TESTOPTPROBLEM_BVP 
TESTOPTPROBLEM_LAST 

Definition at line 848 of file ROL_Types.hpp.

Enumeration of constraint types.

  • EQUALITY describe
  • INEQUALITY describe
Enumerator
CONSTRAINT_EQUALITY 
CONSTRAINT_INEQUALITY 
CONSTRAINT_LAST 

Definition at line 933 of file ROL_Types.hpp.

Function Documentation

template<class Real >
Teuchos::RCP<Secant<Real> > ROL::getSecant ( ESecant  esec = SECANT_LBFGS,
int  L = 10,
int  BBtype = 1 
)
inline

Definition at line 168 of file ROL_Secant.hpp.

References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, and SECANT_LSR1.

std::string ROL::EROLBurkardtToString ( EROLBurkardt  rule)
inline
EROLBurkardt& ROL::operator++ ( EROLBurkardt &  type)
inline

Definition at line 97 of file ROL_BurkardtRules.hpp.

EROLBurkardt ROL::operator++ ( EROLBurkardt &  type,
int   
)
inline

Definition at line 101 of file ROL_BurkardtRules.hpp.

template<class Real >
Quadrature<Real> ROL::kron_prod ( Quadrature< Real > &  rule1,
Quadrature< Real > &  rule2 
)
int ROL::growthRule1D ( int  index,
EROLGrowth  growth,
EROLBurkardt  rule 
)
bool ROL::i4vec_any_lt ( int  n,
int  a[],
int  b[] 
)

Definition at line 8885 of file ROL_SandiaRulesDef.hpp.

template<class Real >
Teuchos::SerialDenseMatrix<int, Real> ROL::computeDenseHessian ( Objective< Real > &  obj,
const Vector< Real > &  x 
)
template<class Real >
Teuchos::SerialDenseMatrix<int, Real> ROL::computeDotMatrix ( const Vector< Real > &  x)
template<class Real >
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().

template<class Real >
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.

template<class Real >
Teuchos::SerialDenseMatrix<int, Real> ROL::computeInverse ( const Teuchos::SerialDenseMatrix< int, Real > &  mat)

Definition at line 194 of file ROL_HelperFunctions.hpp.

template<class Real >
void ROL::getTestObjectives ( Teuchos::RCP< Objective< Real > > &  obj,
Vector< Real > &  x0,
Vector< Real > &  x,
const ETestObjectives  test 
)
template<class Real >
void ROL::getTestObjectives ( Teuchos::RCP< Objective< Real > > &  obj,
Teuchos::RCP< BoundConstraint< Real > > &  con,
Vector< Real > &  x0,
Vector< Real > &  x,
const ETestOptProblem  test 
)
std::string ROL::removeStringFormat ( std::string  s)
inline
std::string ROL::EBoundAlgorithmToString ( EBoundAlgorithm  tr)
inline
int ROL::isValidBoundAlgorithm ( EBoundAlgorithm  d)
inline

Verifies validity of a Bound Algorithm enum.

Parameters
tr[in] - enum of the Bound Algorithm
Returns
1 if the argument is a valid Bound Algorithm; 0 otherwise.

Definition at line 173 of file ROL_Types.hpp.

References BOUNDALGORITHM_INTERIORPOINTS, BOUNDALGORITHM_PRIMALDUALACTIVESET, and BOUNDALGORITHM_PROJECTED.

EBoundAlgorithm& ROL::operator++ ( EBoundAlgorithm &  type)
inline

Definition at line 180 of file ROL_Types.hpp.

EBoundAlgorithm ROL::operator++ ( EBoundAlgorithm &  type,
int   
)
inline

Definition at line 184 of file ROL_Types.hpp.

EBoundAlgorithm& ROL::operator-- ( EBoundAlgorithm &  type)
inline

Definition at line 190 of file ROL_Types.hpp.

EBoundAlgorithm ROL::operator-- ( EBoundAlgorithm &  type,
int   
)
inline

Definition at line 194 of file ROL_Types.hpp.

EBoundAlgorithm ROL::StringToEBoundAlgorithm ( std::string  s)
inline
std::string ROL::EDescentToString ( EDescent  tr)
inline
int ROL::isValidDescent ( EDescent  d)
inline

Verifies validity of a Secant enum.

Parameters
tr[in] - enum of the Secant
Returns
1 if the argument is a valid Secant; 0 otherwise.

Definition at line 248 of file ROL_Types.hpp.

References DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.

EDescent& ROL::operator++ ( EDescent &  type)
inline

Definition at line 257 of file ROL_Types.hpp.

EDescent ROL::operator++ ( EDescent &  type,
int   
)
inline

Definition at line 261 of file ROL_Types.hpp.

EDescent& ROL::operator-- ( EDescent &  type)
inline

Definition at line 267 of file ROL_Types.hpp.

EDescent ROL::operator-- ( EDescent &  type,
int   
)
inline

Definition at line 271 of file ROL_Types.hpp.

EDescent ROL::StringToEDescent ( std::string  s)
inline
std::string ROL::ESecantToString ( ESecant  tr)
inline
int ROL::isValidSecant ( ESecant  s)
inline

Verifies validity of a Secant enum.

Parameters
tr[in] - enum of the Secant
Returns
1 if the argument is a valid Secant; 0 otherwise.

Definition at line 323 of file ROL_Types.hpp.

References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.

ESecant& ROL::operator++ ( ESecant &  type)
inline

Definition at line 332 of file ROL_Types.hpp.

ESecant ROL::operator++ ( ESecant &  type,
int   
)
inline

Definition at line 336 of file ROL_Types.hpp.

ESecant& ROL::operator-- ( ESecant &  type)
inline

Definition at line 342 of file ROL_Types.hpp.

ESecant ROL::operator-- ( ESecant &  type,
int   
)
inline

Definition at line 346 of file ROL_Types.hpp.

ESecant ROL::StringToESecant ( std::string  s)
inline
std::string ROL::EKrylovToString ( EKrylov  tr)
inline

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().

int ROL::isValidKrylov ( EKrylov  d)
inline

Verifies validity of a Secant enum.

Parameters
tr[in] - enum of the Secant
Returns
1 if the argument is a valid Secant; 0 otherwise.

Definition at line 390 of file ROL_Types.hpp.

References KRYLOV_CG, and KRYLOV_CR.

EKrylov& ROL::operator++ ( EKrylov &  type)
inline

Definition at line 395 of file ROL_Types.hpp.

EKrylov ROL::operator++ ( EKrylov &  type,
int   
)
inline

Definition at line 399 of file ROL_Types.hpp.

EKrylov& ROL::operator-- ( EKrylov &  type)
inline

Definition at line 405 of file ROL_Types.hpp.

EKrylov ROL::operator-- ( EKrylov &  type,
int   
)
inline

Definition at line 409 of file ROL_Types.hpp.

EKrylov ROL::StringToEKrylov ( std::string  s)
inline
std::string ROL::ENonlinearCGToString ( ENonlinearCG  tr)
inline
int ROL::isValidNonlinearCG ( ENonlinearCG  s)
inline

Verifies validity of a NonlinearCG enum.

Parameters
tr[in] - enum of the NonlinearCG
Returns
1 if the argument is a valid NonlinearCG; 0 otherwise.

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.

ENonlinearCG& ROL::operator++ ( ENonlinearCG &  type)
inline

Definition at line 487 of file ROL_Types.hpp.

ENonlinearCG ROL::operator++ ( ENonlinearCG &  type,
int   
)
inline

Definition at line 491 of file ROL_Types.hpp.

ENonlinearCG& ROL::operator-- ( ENonlinearCG &  type)
inline

Definition at line 497 of file ROL_Types.hpp.

ENonlinearCG ROL::operator-- ( ENonlinearCG &  type,
int   
)
inline

Definition at line 501 of file ROL_Types.hpp.

ENonlinearCG ROL::StringToENonlinearCG ( std::string  s)
inline
std::string ROL::ELineSearchToString ( ELineSearch  ls)
inline
int ROL::isValidLineSearch ( ELineSearch  ls)
inline

Verifies validity of a LineSearch enum.

Parameters
ls[in] - enum of the linesearch
Returns
1 if the argument is a valid linesearch; 0 otherwise.

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.

ELineSearch& ROL::operator++ ( ELineSearch &  type)
inline

Definition at line 573 of file ROL_Types.hpp.

ELineSearch ROL::operator++ ( ELineSearch &  type,
int   
)
inline

Definition at line 577 of file ROL_Types.hpp.

ELineSearch& ROL::operator-- ( ELineSearch &  type)
inline

Definition at line 583 of file ROL_Types.hpp.

ELineSearch ROL::operator-- ( ELineSearch &  type,
int   
)
inline

Definition at line 587 of file ROL_Types.hpp.

ELineSearch ROL::StringToELineSearch ( std::string  s)
inline
std::string ROL::ECurvatureConditionToString ( ECurvatureCondition  ls)
inline
int ROL::isValidCurvatureCondition ( ECurvatureCondition  ls)
inline

Verifies validity of a CurvatureCondition enum.

Parameters
ls[in] - enum of the Curvature Conditions
Returns
1 if the argument is a valid curvature condition; 0 otherwise.

Definition at line 640 of file ROL_Types.hpp.

References CURVATURECONDITION_APPROXIMATEWOLFE, CURVATURECONDITION_GENERALIZEDWOLFE, CURVATURECONDITION_GOLDSTEIN, CURVATURECONDITION_NULL, CURVATURECONDITION_STRONGWOLFE, and CURVATURECONDITION_WOLFE.

ECurvatureCondition& ROL::operator++ ( ECurvatureCondition &  type)
inline

Definition at line 650 of file ROL_Types.hpp.

ECurvatureCondition ROL::operator++ ( ECurvatureCondition &  type,
int   
)
inline

Definition at line 654 of file ROL_Types.hpp.

ECurvatureCondition& ROL::operator-- ( ECurvatureCondition &  type)
inline

Definition at line 660 of file ROL_Types.hpp.

ECurvatureCondition ROL::operator-- ( ECurvatureCondition &  type,
int   
)
inline

Definition at line 664 of file ROL_Types.hpp.

ECurvatureCondition ROL::StringToECurvatureCondition ( std::string  s)
inline
std::string ROL::ETrustRegionToString ( ETrustRegion  tr)
inline
int ROL::isValidTrustRegion ( ETrustRegion  ls)
inline

Verifies validity of a TrustRegion enum.

Parameters
tr[in] - enum of the TrustRegion
Returns
1 if the argument is a valid TrustRegion; 0 otherwise.

Definition at line 714 of file ROL_Types.hpp.

References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, and TRUSTREGION_TRUNCATEDCG.

ETrustRegion& ROL::operator++ ( ETrustRegion &  type)
inline

Definition at line 722 of file ROL_Types.hpp.

ETrustRegion ROL::operator++ ( ETrustRegion &  type,
int   
)
inline

Definition at line 726 of file ROL_Types.hpp.

ETrustRegion& ROL::operator-- ( ETrustRegion &  type)
inline

Definition at line 732 of file ROL_Types.hpp.

ETrustRegion ROL::operator-- ( ETrustRegion &  type,
int   
)
inline

Definition at line 736 of file ROL_Types.hpp.

ETrustRegion ROL::StringToETrustRegion ( std::string  s)
inline
std::string ROL::ETestObjectivesToString ( ETestObjectives  to)
inline
int ROL::isValidTestObjectives ( ETestObjectives  to)
inline

Verifies validity of a TestObjectives enum.

Parameters
ls[in] - enum of the TestObjectives
Returns
1 if the argument is a valid TestObjectives; 0 otherwise.

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.

ETestObjectives& ROL::operator++ ( ETestObjectives &  type)
inline

Definition at line 808 of file ROL_Types.hpp.

ETestObjectives ROL::operator++ ( ETestObjectives &  type,
int   
)
inline

Definition at line 812 of file ROL_Types.hpp.

ETestObjectives& ROL::operator-- ( ETestObjectives &  type)
inline

Definition at line 818 of file ROL_Types.hpp.

ETestObjectives ROL::operator-- ( ETestObjectives &  type,
int   
)
inline

Definition at line 822 of file ROL_Types.hpp.

ETestObjectives ROL::StringToETestObjectives ( std::string  s)
inline
std::string ROL::ETestOptProblemToString ( ETestOptProblem  to)
inline
int ROL::isValidTestOptProblem ( ETestOptProblem  to)
inline

Verifies validity of a TestOptProblem enum.

Parameters
ls[in] - enum of the TestOptProblem
Returns
1 if the argument is a valid TestOptProblem; 0 otherwise.

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.

ETestOptProblem& ROL::operator++ ( ETestOptProblem &  type)
inline

Definition at line 896 of file ROL_Types.hpp.

ETestOptProblem ROL::operator++ ( ETestOptProblem &  type,
int   
)
inline

Definition at line 900 of file ROL_Types.hpp.

ETestOptProblem& ROL::operator-- ( ETestOptProblem &  type)
inline

Definition at line 906 of file ROL_Types.hpp.

ETestOptProblem ROL::operator-- ( ETestOptProblem &  type,
int   
)
inline

Definition at line 910 of file ROL_Types.hpp.

ETestOptProblem ROL::StringToETestOptProblem ( std::string  s)
inline
std::string ROL::EConstraintToString ( EConstraint  c)
inline

Definition at line 939 of file ROL_Types.hpp.

References CONSTRAINT_EQUALITY, CONSTRAINT_INEQUALITY, and CONSTRAINT_LAST.

Referenced by StringToEConstraint().

int ROL::isValidConstraint ( EConstraint  c)
inline

Verifies validity of a Secant enum.

Parameters
c[in] - enum of the Secant
Returns
1 if the argument is a valid Secant; 0 otherwise.

Definition at line 955 of file ROL_Types.hpp.

References CONSTRAINT_EQUALITY, and CONSTRAINT_INEQUALITY.

EConstraint& ROL::operator++ ( EConstraint &  type)
inline

Definition at line 960 of file ROL_Types.hpp.

EConstraint ROL::operator++ ( EConstraint &  type,
int   
)
inline

Definition at line 964 of file ROL_Types.hpp.

EConstraint& ROL::operator-- ( EConstraint &  type)
inline

Definition at line 970 of file ROL_Types.hpp.

EConstraint ROL::operator-- ( EConstraint &  type,
int   
)
inline

Definition at line 974 of file ROL_Types.hpp.

EConstraint ROL::StringToEConstraint ( std::string  s)
inline
void ROL::addJSONBlockToPL ( const Json::Value &  block,
Teuchos::ParameterList &  parlist 
)

Iterate over a block and insert key-value pairs into the Teuchos::ParameterList.

Parameters
[in]blockis 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.

Parameters
[in]blockis a block from a JSON object
[in]keyis 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.

Parameters
[in]blockis 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().

template<class Real >
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.

Parameters
[in]parlistis 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.

Variable Documentation

const double ROL::ROL_EPSILON = std::abs(Teuchos::ScalarTraits<double>::eps())
static

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().

const double ROL::ROL_THRESHOLD = 10.0 * ROL_EPSILON
static

Tolerance for various equality tests.

Definition at line 119 of file ROL_Types.hpp.

Referenced by main().

const double ROL::ROL_OVERFLOW = std::abs(Teuchos::ScalarTraits<double>::rmax())
static
const double ROL::ROL_UNDERFLOW = std::abs(Teuchos::ScalarTraits<double>::rmin())
static