ROL
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ROL's stochastic optimization capability. More...
Modules | |
Risk Measures | |
ROL's risk measure implementations. | |
Classes | |
class | ROL::BPOE< Real > |
Provides the implementation of the buffered probability of exceedance. More... | |
class | ROL::SmoothedPOE< Real > |
Provides the implementation of the smoothed probability of exceedance. More... | |
class | ROL::RandVarFunctional< Real > |
Provides the interface to implement any functional that maps a random variable to a (extended) real number. More... | |
class | ROL::RiskMeasure< Real > |
Provides the interface to implement risk measures. More... | |
ROL's stochastic optimization capability.