ROL
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ROL, the Rapid Optimization Library, is a Trilinos package for matrix-free optimization.
Current release of ROL includes the following features:
The Rosenbrock example (rol/example/rosenbrock/example_01.cpp) demonstrates the use of ROL. It amounts to sixsteps:
— or try one of the provided implementations, such as ROL::StdVector in rol/vector.
— or try one of the provided functions, such as ROL::Objective_Rosenbrock in rol/zoo.
— with ParameterList settings in the variable parlist.
— with gradient tolerance {gtol}, step tolerance {stol} and the maximum number of iterations {maxit}.
— based on the status test and the step.
— starting from the initial iterate {x}, applied to objective function {obj}.
Constrained optimization, optimization under uncertainty, etc.