ROL
Namespaces | Classes | Typedefs | Enumerations | Functions | Variables
ROL Namespace Reference

Namespaces

 details
 
 ROL
 
 InteriorPoint
 
 StringList
 
 Finite_Difference_Arrays
 
 Exception
 
 ZOO
 

Classes

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  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  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  PartitionedVector
 Defines the linear algebra of vector space on a generic partitioned vector. More...
 
struct  VectorFunctionCalls
 
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  RieszPrimalVector
 
class  RieszDualVector
 
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  DualScaledStdVector
 Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector. 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  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  SingletonVector
 
class  StdArray
 Provides the std::array implementation of the ROL::Vector interface. More...
 
class  StdVector
 Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraints. 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  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  Bounds
 Provides the elementwise interface to apply upper and lower bound constraints. More...
 
class  AffineTransformConstraint
 Compose a constraint operator with an affine transformation, i.e.,. More...
 
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  BoundToConstraint
 Provides an implementation for bound constraints. More...
 
class  Constraint
 Defines the general constraint operator interface. More...
 
class  Constraint_Partitioned
 Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More...
 
class  ConstraintFromObjective
 Creates a constraint from an objective function and a offset value. More...
 
class  LinearConstraint
 Provides the interface to evaluate linear constraints. More...
 
class  LowerBoundToConstraint
 Provides an implementation for lower bound constraints. More...
 
class  ScalarLinearConstraint
 This equality constraint defines an affine hyperplane. More...
 
class  UpperBoundToConstraint
 Provides an implementation for upper bound constraints. More...
 
class  Constraint_DynamicState
 
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  DynamicTrackingFEMObjective
 Defines the time-local contribution to a quadratic tracking objective. More...
 
class  DynamicTrackingObjective
 Defines the time-local contribution to a quadratic tracking objective. More...
 
class  NonlinearLeastSquaresObjective_Dynamic
 Provides the interface to evaluate nonlinear least squares objective functions. More...
 
class  ReducedDynamicObjective
 Defines the reduced time-dependent objective function interface for simulation-based optimization. More...
 
class  SerialConstraint
 Evaluates ROL::DynamicConstraint over a sequential set of time intervals. More...
 
class  SerialFunction
 Provides behavior common to SerialObjective as SerialConstaint. More...
 
class  SerialObjective
 Evaluates ROL::DynamicObjective over a sequential set of time intervals. More...
 
class  TimeStamp
 Contains local time step information. More...
 
class  NonlinearLeastSquaresObjective
 Provides the interface to evaluate nonlinear least squares objective functions. More...
 
class  Objective_FSsolver
 
class  AffineTransformObjective
 Compose an objective function with an affine transformation, i.e.,. More...
 
class  CompositeObjective
 Provides the interface to evaluate composite objective functions. More...
 
class  LinearCombinationObjective
 
class  LinearObjective
 Provides the interface to evaluate linear objective functions. More...
 
class  Objective
 Provides the interface to evaluate objective functions. 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  QuadraticObjective
 Provides the interface to evaluate quadratic objective functions. 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  AugmentedSystemOperator
 Apply the augmented system operator. More...
 
class  AugmentedSystemPrecOperator
 Implements a preconditioner for the augmented system. 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
 

Provides the interface to the block determinant of a 2x2 block operator

More...
 
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  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  DyadicOperator
 Interface to apply a dyadic operator to a vector. 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  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
 

Provides the interface to the sequential application of linear operators.

More...
 
class  LinearOperatorSum
 

Provides the interface to sum of linear operators applied to a vector

More...
 
class  NullOperator
 Multiplication by zero. More...
 
class  NullSpaceOperator
 Projects on to the null space of a linear constraint. More...
 
class  RangeSpaceOperator
 Projects on to the null space of a linear constraint. More...
 
class  SchurComplement
 Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components. More...
 
class  ConstraintManager
 Provides a wrapper for multiple constraints. More...
 
class  ExplicitLinearConstraint
 Performs null-space transformation for explicit linear equality constraints. More...
 
class  ObjectiveMMA
 Provides the interface to to Method of Moving Asymptotes Objective function. More...
 
class  SimController
 
class  BoundConstraint_SimOpt
 
class  CompositeConstraint_SimOpt
 Defines a composite equality constraint operator interface for simulation-based optimization. More...
 
class  CompositeObjective_SimOpt
 Provides the interface to evaluate simulation-based composite objective functions. 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  LinearCombinationObjective_SimOpt
 
class  LinearObjective_SimOpt
 Provides the interface to evaluate linear objective functions. More...
 
class  NonlinearLeastSquaresObjective_SimOpt
 Provides the interface to evaluate nonlinear least squares objective functions. More...
 
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  Reduced_Constraint_SimOpt
 
class  Reduced_Objective_SimOpt
 
class  Sketch
 Provides an interface for randomized sketching. More...
 
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  Algorithm
 Provides an interface to run optimization algorithms. More...
 
struct  OptimizationProblemCheckData
 
class  OptimizationProblem
 
class  OptimizationSolver
 Provides a simplified interface for solving a wide range of optimization problems. More...
 
class  BundleStatusTest
 
class  CombinedStatusTest
 Provides an interface to check two status tests of optimization algorithms. More...
 
class  ConstraintStatusTest
 Provides an interface to check status of optimization algorithms for problems with equality constraints. More...
 
class  FletcherStatusTest
 Provides an interface to check status of optimization algorithms for problems with equality constraints. More...
 
class  StatusTest
 Provides an interface to check status of optimization algorithms. More...
 
class  StatusTestFactory
 
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  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  Reduced_AugmentedLagrangian_SimOpt
 Provides the interface to evaluate the reduced SimOpt augmented Lagrangian. 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  BoundFletcher
 
class  Fletcher
 
class  FletcherBase
 
class  InteriorPointPenalty
 Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements. More...
 
class  LogBarrierObjective
 Log barrier objective for interior point methods. More...
 
class  ObjectiveFromBoundConstraint
 Create a penalty objective from upper and lower bound vectors. 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  ConjugateGradients
 Provides definitions of the Conjugate Gradient solver. More...
 
class  ConjugateResiduals
 Provides definition of the Conjugate Residual solver. More...
 
class  GMRES
 Preconditioned GMRES solver. More...
 
class  Krylov
 Provides definitions for Krylov solvers. More...
 
class  Lanczos
 Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems. 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  ScalarMinimizationLineSearch
 Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\). 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  InteriorPointStep
 
class  AugmentedLagrangianStep
 Provides the interface to compute augmented Lagrangian steps. More...
 
class  BundleStep
 Provides the interface to compute bundle trust-region steps. More...
 
class  CompositeStep
 Implements the computation of optimization steps with composite-step trust-region methods. More...
 
class  FletcherStep
 Provides the interface to compute Fletcher steps. More...
 
class  GradientStep
 Provides the interface to compute optimization steps with the gradient descent method globalized using line search. More...
 
class  LineSearchStep
 Provides the interface to compute optimization steps with line search. 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  PrimalDualActiveSetStep
 Implements the computation of optimization steps with the Newton primal-dual active set method. 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  ProjectedSecantStep
 Provides the interface to compute optimization steps with projected secant method using line search. More...
 
class  SecantStep
 Provides the interface to compute optimization steps with a secant method. More...
 
class  Step
 Provides the interface to compute optimization steps. More...
 
class  StepFactory
 
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  ColemanLiModel
 Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm. More...
 
class  ConicApproximationModel
 
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  KelleySachsModel
 Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm. 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  TruncatedCG
 Provides interface for truncated CG trust-region subproblem solver. More...
 
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  PD_BPOE
 
class  PD_CVaR
 
class  PD_HMCR2
 
class  PD_MeanSemiDeviation
 
class  PD_MeanSemiDeviationFromTarget
 
class  PD_RandVarFunctional
 
class  LinearRegression
 Provides the interface to construct linear regression problem. More...
 
class  PrimalDualRisk
 
class  ProgressiveHedging
 Provides the interface to solve a stochastic program using progressive hedging. More...
 
class  Arcsine
 
class  Beta
 
class  Cauchy
 
class  Dirac
 
class  Distribution
 
class  Exponential
 
class  Gamma
 
class  Gaussian
 
class  Gumbel
 
class  Kumaraswamy
 
class  Laplace
 
class  Logistic
 
class  Parabolic
 
class  RaisedCosine
 
class  Smale
 
class  Triangle
 
class  TruncatedExponential
 
class  TruncatedGaussian
 
class  Uniform
 
class  ExpectationQuad
 Provides a general interface for risk and error measures generated through the expectation risk quadrangle. More...
 
class  GenMoreauYosidaCVaR
 
class  LogExponentialQuadrangle
 Provides an interface for the entropic risk using the expectation risk quadrangle. More...
 
class  LogQuantileQuadrangle
 Provides an interface for the conditioanl entropic risk using the expectation risk quadrangle. More...
 
class  MeanVarianceQuadrangle
 Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle. More...
 
class  MoreauYosidaCVaR
 Provides an interface for a smooth approximation of the conditional value-at-risk. 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  SmoothedWorstCaseQuadrangle
 Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle. More...
 
class  TruncatedMeanQuadrangle
 
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  ExpectationQuadDeviation
 
class  ExpectationQuadError
 Provides a general interface for error measures generated through the expectation risk quadrangle. More...
 
class  BPOE
 Provides the implementation of the buffered probability of exceedance. More...
 
class  SmoothedPOE
 Provides the implementation of the smoothed probability of exceedance. More...
 
class  ExpectationQuadRegret
 Provides a general interface for regret measures generated through the expectation risk quadrangle. More...
 
class  Chi2Divergence
 Provides an interface for the chi-squared-divergence distributionally robust expectation. More...
 
class  FDivergence
 Provides a general interface for the F-divergence distributionally robust expectation. More...
 
class  CoherentEntropicRisk
 Provides the interface for the coherent entropic risk measure. More...
 
class  ConvexCombinationRiskMeasure
 Provides an interface for a convex combination of risk measures. More...
 
class  CVaR
 Provides an interface for a convex combination of the expected value and the conditional value-at-risk. More...
 
class  EntropicRisk
 Provides an interface for the entropic risk. More...
 
class  ExpectationQuadRisk
 
class  HMCR
 Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure. More...
 
class  KLDivergence
 Provides an interface for the Kullback-Leibler distributionally robust expectation. 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  MeanSemiDeviation
 Provides an interface for the mean plus upper semideviation of order 1. More...
 
class  MeanSemiDeviationFromTarget
 
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  MixedCVaR
 Provides an interface for a convex combination of conditional value-at-risks. More...
 
class  QuantileRadius
 
class  ChebyshevSpectral
 Provides an interface for the Chebyshev-Spectral risk measure. More...
 
class  SecondOrderCVaR
 Provides an interface for the risk measure associated with the super quantile quadrangle. More...
 
class  SpectralRisk
 Provides an interface for spectral risk measures. More...
 
class  RandVarFunctional
 Provides the interface to implement any functional that maps a random variable to a (extended) real number. More...
 
class  SampledScalar
 
class  SampledVector
 
class  StochasticConstraint
 
class  StochasticObjective
 
class  AbsoluteValue
 
class  AlmostSureConstraint
 
class  PlusFunction
 
class  PositiveFunction
 
class  RegressionError
 Provides the interface to evaluate linear regression error. More...
 
class  RiskBoundConstraint
 
class  RiskLessConstraint
 
class  RiskLessObjective
 
class  RiskMeasure
 Provides the interface to implement risk measures. More...
 
class  RiskNeutralConstraint
 
class  RiskNeutralObjective
 
class  SimulatedBoundConstraint
 A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator. More...
 
class  SimulatedConstraint
 
class  SimulatedObjective
 
class  SimulatedObjectiveCVaR
 
class  BatchManager
 
class  MonteCarloGenerator
 
class  SampleGenerator
 
class  SROMGenerator
 
class  UserInputGenerator
 
class  PrimalAtomVector
 
class  DualAtomVector
 
class  AtomVector
 Provides the std::vector implementation of the ROL::Vector interface. More...
 
class  BatchStdVector
 Provides the std::vector implementation of the ROL::Vector interface. More...
 
class  CDFObjective
 
class  MomentObjective
 
class  PointwiseCDFObjective
 
class  PrimalProbabilityVector
 
class  DualProbabilityVector
 
class  ProbabilityVector
 Provides the std::vector implementation of the ROL::Vector interface. More...
 
class  SROMVector
 Provides the std::vector implementation of the ROL::Vector interface. More...
 
class  PH_StatusTest
 Provides an interface to check status of the progressive hedging algorithm. More...
 
class  RiskVector
 
class  PrimalSimulatedVector
 
class  DualSimulatedVector
 
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  ProjectedObjective
 
struct  ScalarTraits_Magnitude
 
struct  ScalarTraits_Magnitude< std::complex< Real > >
 
struct  ScalarTraits
 
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
 
struct  TypeCaster
 
struct  TypeCaster< Real, std::complex< Real > >
 
struct  TypeCaster< double, float >
 
class  TestProblem
 
class  VectorClone
 Container for wrapping a reusable cloned vector. Declaring an object of this type as a class member variable will decrease the number of clones needed as memory need only be allocated once in the lifetime of the host object. Verifies that member and argument types and dimensions agree when called. More...
 
class  VectorCloneMap
 Container for wrapping a collection of uniquely-named reusable cloned vectors, which in are stored in a map. Uses string-valued ids for keys by default. More...
 
class  VectorWorkspace
 Provides a "smart" cloning manager to be used a member variable in a class and called in the member function of the same class. More...
 
class  WrappedVector
 Provides an interface layer which encapulates a pointer to a ROL::Vector and has the default behavior of calling its member Ptr<Vector> object. Makes creating derived classes with this idiom simpler as they need only override the methods where the desired implementation differs from the member Ptr<Vector>. For example, vectors which have a diagonal scaling that defines their inner product and dual spaces can derive from this class need overload only the methods basis, clone, dual, and dot. More...
 
class  StdLinearOperatorFactory
 Creates StdLinearOperator objects which wrap random

matrices of the desired size and property

More...
 
class  PenalizedObjective
 Adds barrier term to generic objective. More...
 
class  PrimalDualInteriorPointReducedResidual
 Reduced form of the Primal Dual Interior Point residual and the action of its Jacobian. More...
 
class  MINRES
 Implements the MINRES algorithm for solving symmetric indefinite systems. More...
 
class  SemismoothNewtonDualModel
 Implements the dual variable model function for a semismooth Newton step. More...
 

Typedefs

template<typename Real >
using TimeStampsPtr = Ptr< std::vector< TimeStamp< Real >>>
 

Enumerations

enum  EKrylov {
  KRYLOV_CG = 0, KRYLOV_CR, KRYLOV_GMRES, KRYLOV_MINRES,
  KRYLOV_USERDEFINED, KRYLOV_LAST
}
 Enumeration of Krylov methods. More...
 
enum  ETrustRegion {
  TRUSTREGION_CAUCHYPOINT = 0, TRUSTREGION_TRUNCATEDCG, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG,
  TRUSTREGION_LINMORE, TRUSTREGION_LAST
}
 Enumeration of trust-region solver types. More...
 
enum  ETrustRegionModel { TRUSTREGION_MODEL_COLEMANLI = 0, TRUSTREGION_MODEL_KELLEYSACHS, TRUSTREGION_MODEL_LINMORE, TRUSTREGION_MODEL_LAST }
 Enumeration of trust-region model types. More...
 
enum  ETrustRegionFlag {
  TRUSTREGION_FLAG_SUCCESS = 0, TRUSTREGION_FLAG_POSPREDNEG, TRUSTREGION_FLAG_NPOSPREDPOS, TRUSTREGION_FLAG_NPOSPREDNEG,
  TRUSTREGION_FLAG_QMINSUFDEC, TRUSTREGION_FLAG_NAN, TRUSTREGION_FLAG_UNDEFINED
}
 Enumation of flags used by trust-region solvers. More...
 
enum  EDistribution {
  DISTRIBUTION_ARCSINE = 0, 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, DISTRIBUTION_LAST
}
 
enum  EDeviationMeasure {
  DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE = 0, DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR,
  DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE,
  DEVIATIONMEASURE_LAST
}
 
enum  EErrorMeasure {
  ERRORMEASURE_MEANVARIANCEQUADRANGLE = 0, ERRORMEASURE_TRUNCATEDMEANQUADRANGLE, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR,
  ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE,
  ERRORMEASURE_LAST
}
 
enum  EProbability { PROBABILITY_BPOE = 0, PROBABILITY_SMOOTHEDPOE, PROBABILITY_LAST }
 
enum  ERegretMeasure {
  REGRETMEASURE_MEANABSOLUTELOSS = 0, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_EXPONENTIAL,
  REGRETMEASURE_MEANL2, REGRETMEASURE_TRUNCATEDMEAN, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_SMOOTHEDWORSTCASE,
  REGRETMEASURE_LAST
}
 
enum  ERiskMeasure {
  RISKMEASURE_CVAR = 0, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_MIXEDCVAR,
  RISKMEASURE_SPECTRALRISK, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_QUANTILERADIUS,
  RISKMEASURE_HMCR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_MEANSEMIDEVIATION,
  RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANVARIANCEFROMTARGET,
  RISKMEASURE_MEANVARIANCE, RISKMEASURE_TRUNCATEDMEAN, RISKMEASURE_LOGQUANTILE, RISKMEASURE_SMOOTHEDWORSTCASE,
  RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_KLDIVERGENCE,
  RISKMEASURE_LAST
}
 
enum  EAbsoluteValue {
  ABSOLUTEVALUE_TRUE = 0, ABSOLUTEVALUE_SQUAREROOT, ABSOLUTEVALUE_SQRTDENOM, ABSOLUTEVALUE_C2,
  ABSOLUTEVALUE_LAST
}
 
enum  EExitStatus {
  EXITSTATUS_CONVERGED = 0, EXITSTATUS_MAXITER, EXITSTATUS_STEPTOL, EXITSTATUS_NAN,
  EXITSTATUS_USERDEFINED, EXITSTATUS_LAST
}
 Enum for algorithm termination. More...
 
enum  EProblem {
  TYPE_U = 0, TYPE_B, TYPE_E, TYPE_EB,
  TYPE_LAST
}
 
enum  EStep {
  STEP_AUGMENTEDLAGRANGIAN = 0, STEP_BUNDLE, STEP_COMPOSITESTEP, STEP_LINESEARCH,
  STEP_MOREAUYOSIDAPENALTY, STEP_PRIMALDUALACTIVESET, STEP_TRUSTREGION, STEP_INTERIORPOINT,
  STEP_FLETCHER, STEP_LAST
}
 Enumeration of step types. 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  ENonlinearCG {
  NONLINEARCG_HESTENES_STIEFEL = 0, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_DANIEL, NONLINEARCG_POLAK_RIBIERE,
  NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_LIU_STOREY, NONLINEARCG_DAI_YUAN, NONLINEARCG_HAGER_ZHANG,
  NONLINEARCG_OREN_LUENBERGER, NONLINEARCG_USERDEFINED, 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  ECGFlag {
  CG_FLAG_SUCCESS = 0, CG_FLAG_ITEREXCEED, CG_FLAG_NEGCURVE, CG_FLAG_TRRADEX,
  CG_FLAG_ZERORHS, CG_FLAG_UNDEFINED
}
 Enumation of flags used by conjugate gradient methods. More...
 
enum  ETestOptProblem {
  TESTOPTPROBLEM_ROSENBROCK = 0, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_POWELL,
  TESTOPTPROBLEM_SUMOFSQUARES, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION,
  TESTOPTPROBLEM_ZAKHAROV, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS3,
  TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_HS9, TESTOPTPROBLEM_HS14,
  TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS28, TESTOPTPROBLEM_HS29,
  TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS42,
  TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS48, TESTOPTPROBLEM_HS49, TESTOPTPROBLEM_HS50,
  TESTOPTPROBLEM_HS51, TESTOPTPROBLEM_HS52, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_PARABOLOIDCIRCLE,
  TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_QUARTIC,
  TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2,
  TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_LAST
}
 Enumeration of test optimization problems. More...
 

Functions

template<typename Real >
PartitionedVector< Real > & partition (Vector< Real > &x)
 
template<typename Real >
const PartitionedVector< Real > & partition (const Vector< Real > &x)
 
template<typename Real >
Ptr< PartitionedVector< Real > > partition (const Ptr< Vector< Real >> &x)
 
template<typename Real >
Ptr< const PartitionedVector
< Real > > 
partition (const Ptr< const Vector< Real >> &x)
 
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<template< typename > class V, typename Real , typename P = Ptr<Vector<Real>>>
std::enable_if
< std::is_base_of< Vector
< Real >, V< Real > >::value,
P >::type 
make_Vector_SimOpt (const Ptr< V< Real >> &vsim, const Ptr< V< Real >> &vopt)
 
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 >
DynamicConstraint_CheckInterface
< Real > 
make_check (DynamicConstraint< Real > &con, TimeStamp< Real > &timeStamp)
 
template<typename Real >
DynamicObjective_CheckInterface
< Real > 
make_check (DynamicObjective< Real > &obj)
 
template<typename Real >
DynamicObjective_CheckInterface
< Real > 
make_check (DynamicObjective< Real > &obj, TimeStamp< Real > &ts)
 
template<typename Real >
Ptr< DynamicObjective< Real > > make_DynamicTrackingFEMObjective (const Ptr< PartitionedVector< Real >> &target, Real alpha=0.0)
 
template<typename Real >
Ptr< DynamicObjective< Real > > make_DynamicTrackingObjective (const Ptr< PartitionedVector< Real >> &target, Real alpha=0.0)
 
template<typename DynCon , typename Real , typename P = Ptr<SerialConstraint<Real>>>
std::enable_if
< std::is_base_of
< DynamicConstraint< Real >
, DynCon >::value, P >::type 
make_SerialConstraint (const Ptr< DynCon > &con, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr)
 
template<typename DynObj , typename Real , typename P = Ptr<SerialObjective<Real>>>
std::enable_if
< std::is_base_of
< DynamicObjective< Real >
, DynObj >::value, P >::type 
make_SerialObjective (const Ptr< DynObj > &obj, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr)
 
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<template< typename > class V, template< typename > class Obj, typename Real , typename P = Ptr<OptimizationProblem<Real>>, typename... Args>
std::enable_if
< std::is_base_of< Objective
< Real >, Obj< Real > >::value
&&std::is_base_of< Vector
< Real >, V< Real > >::value,
P >::type 
make_OptimizationProblem (const Ptr< Obj< Real >> &obj, const Ptr< V< Real >> &x, Args &&...args)
 
template<typename Real >
Ptr< OptimizationSolver< Real > > make_OptimizationSolver (OptimizationProblem< Real > &opt, ParameterList &parlist)
 
template<typename Real >
Ptr< OptimizationSolver< Real > > make_OptimizationSolver (const Ptr< OptimizationProblem< Real >> &opt, ParameterList &parlist)
 
template<typename Real >
Ptr< OptimizationSolver< Real > > make_OptimizationSolver (OptimizationProblem< Real > &opt, const Ptr< ParameterList > &parlist)
 
template<typename Real >
Ptr< OptimizationSolver< Real > > make_OptimizationSolver (const Ptr< OptimizationProblem< Real >> &opt, const Ptr< ParameterList > &parlist)
 
std::string EKrylovToString (EKrylov type)
 
int isValidKrylov (EKrylov type)
 Verifies validity of a Krylov enum. More...
 
EKrylovoperator++ (EKrylov &type)
 
EKrylov operator++ (EKrylov &type, int)
 
EKrylovoperator-- (EKrylov &type)
 
EKrylov operator-- (EKrylov &type, int)
 
EKrylov StringToEKrylov (std::string s)
 
template<class Real >
Ptr< Krylov< Real > > KrylovFactory (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...
 
ETrustRegionoperator++ (ETrustRegion &type)
 
ETrustRegion operator++ (ETrustRegion &type, int)
 
ETrustRegionoperator-- (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...
 
ETrustRegionModeloperator++ (ETrustRegionModel &type)
 
ETrustRegionModel operator++ (ETrustRegionModel &type, int)
 
ETrustRegionModeloperator-- (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)
 
EDistributionoperator++ (EDistribution &type)
 
EDistribution operator++ (EDistribution &type, int)
 
EDistributionoperator-- (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)
 
EDeviationMeasureoperator++ (EDeviationMeasure &type)
 
EDeviationMeasure operator++ (EDeviationMeasure &type, int)
 
EDeviationMeasureoperator-- (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)
 
EErrorMeasureoperator++ (EErrorMeasure &type)
 
EErrorMeasure operator++ (EErrorMeasure &type, int)
 
EErrorMeasureoperator-- (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)
 
EProbabilityoperator++ (EProbability &type)
 
EProbability operator++ (EProbability &type, int)
 
EProbabilityoperator-- (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)
 
ERegretMeasureoperator++ (ERegretMeasure &type)
 
ERegretMeasure operator++ (ERegretMeasure &type, int)
 
ERegretMeasureoperator-- (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)
 
ERiskMeasureoperator++ (ERiskMeasure &type)
 
ERiskMeasure operator++ (ERiskMeasure &type, int)
 
ERiskMeasureoperator-- (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...
 
EStepoperator++ (EStep &type)
 
EStep operator++ (EStep &type, int)
 
EStepoperator-- (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...
 
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 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 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...
 
ETestOptProblemoperator++ (ETestOptProblem &type)
 
ETestOptProblem operator++ (ETestOptProblem &type, int)
 
ETestOptProblemoperator-- (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
 

Typedef Documentation

template<typename Real >
using ROL::TimeStampsPtr = typedef Ptr<std::vector<TimeStamp<Real>>>

Definition at line 66 of file ROL_TimeStamp.hpp.

Enumeration Type Documentation

Enumeration of Krylov methods.

  • CG Conjugate Gradient Method
  • CR Conjugate Residual Method
  • GMRES Generalized Minimum Residual Method
  • MINRES Minimum Residual Method
  • USERDEFINED User defined Krylov method
  • LAST Dummy type
Enumerator
KRYLOV_CG 
KRYLOV_CR 
KRYLOV_GMRES 
KRYLOV_MINRES 
KRYLOV_USERDEFINED 
KRYLOV_LAST 

Definition at line 66 of file ROL_KrylovFactory.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_LINMORE 
TRUSTREGION_LAST 

Definition at line 62 of file ROL_TrustRegionTypes.hpp.

Enumeration of trust-region model types.

  • COLEMANLI describe
  • KELLEYSACHS describe
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.

  • TRUSTREGION_FLAG_SUCCESS Actual and predicted reductions are positive
  • TRUSTREGION_FLAG_POSPREDNEG Reduction is positive, predicted negative (impossible)
  • TRUSTREGION_FLAG_NPOSPREDPOS Reduction is nonpositive, predicted positive
  • TRUSTREGION_FLAG_NPOSPREDNEG Reduction is nonpositive, predicted negative (impossible)
  • TRUSTREGION_FLAG_QMINSUFDEC Insufficient decrease of the quadratic model (bound constraint only)
  • TRUSTREGION_FLAG_NAN Actual and/or predicted reduction is NaN
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.

Enumerator
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 
DISTRIBUTION_LAST 

Definition at line 69 of file ROL_DistributionFactory.hpp.

Enumerator
DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE 
DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE 
DEVIATIONMEASURE_QUANTILEQUADRANGLE 
DEVIATIONMEASURE_MOREAUYOSIDACVAR 
DEVIATIONMEASURE_GENMOREAUYOSIDACVAR 
DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE 
DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE 
DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE 
DEVIATIONMEASURE_LAST 

Definition at line 64 of file ROL_DeviationMeasureFactory.hpp.

Enumerator
ERRORMEASURE_MEANVARIANCEQUADRANGLE 
ERRORMEASURE_TRUNCATEDMEANQUADRANGLE 
ERRORMEASURE_QUANTILEQUADRANGLE 
ERRORMEASURE_MOREAUYOSIDACVAR 
ERRORMEASURE_GENMOREAUYOSIDACVAR 
ERRORMEASURE_LOGEXPONENTIALQUADRANGLE 
ERRORMEASURE_LOGQUANTILEQUADRANGLE 
ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE 
ERRORMEASURE_LAST 

Definition at line 64 of file ROL_ErrorMeasureFactory.hpp.

Enumerator
PROBABILITY_BPOE 
PROBABILITY_SMOOTHEDPOE 
PROBABILITY_LAST 

Definition at line 55 of file ROL_ProbabilityFactory.hpp.

Enumerator
REGRETMEASURE_MEANABSOLUTELOSS 
REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS 
REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS 
REGRETMEASURE_EXPONENTIAL 
REGRETMEASURE_MEANL2 
REGRETMEASURE_TRUNCATEDMEAN 
REGRETMEASURE_LOGQUANTILE 
REGRETMEASURE_SMOOTHEDWORSTCASE 
REGRETMEASURE_LAST 

Definition at line 61 of file ROL_RegretMeasureFactory.hpp.

Enumerator
RISKMEASURE_CVAR 
RISKMEASURE_MOREAUYOSIDACVAR 
RISKMEASURE_GENMOREAUYOSIDACVAR 
RISKMEASURE_MIXEDCVAR 
RISKMEASURE_SPECTRALRISK 
RISKMEASURE_SECONDORDERCVAR 
RISKMEASURE_CHEBYSHEVSPECTRAL 
RISKMEASURE_QUANTILERADIUS 
RISKMEASURE_HMCR 
RISKMEASURE_ENTROPICRISK 
RISKMEASURE_COHERENTENTROPICRISK 
RISKMEASURE_MEANSEMIDEVIATION 
RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET 
RISKMEASURE_MEANDEVIATIONFROMTARGET 
RISKMEASURE_MEANDEVIATION 
RISKMEASURE_MEANVARIANCEFROMTARGET 
RISKMEASURE_MEANVARIANCE 
RISKMEASURE_TRUNCATEDMEAN 
RISKMEASURE_LOGQUANTILE 
RISKMEASURE_SMOOTHEDWORSTCASE 
RISKMEASURE_LOGEXPONENTIAL 
RISKMEASURE_SAFETYMARGIN 
RISKMEASURE_CHI2DIVERGENCE 
RISKMEASURE_KLDIVERGENCE 
RISKMEASURE_LAST 

Definition at line 84 of file ROL_RiskMeasureFactory.hpp.

Enumerator
ABSOLUTEVALUE_TRUE 
ABSOLUTEVALUE_SQUAREROOT 
ABSOLUTEVALUE_SQRTDENOM 
ABSOLUTEVALUE_C2 
ABSOLUTEVALUE_LAST 

Definition at line 52 of file ROL_AbsoluteValue.hpp.

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.

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.

  • AUGMENTEDLAGRANGIAN describe
  • BUNDLE describe
  • COMPOSITESTEP describe
  • LINESEARCH describe
  • MOREAUYOSIDAPENALTY describe
  • PRIMALDUALACTIVESET describe
  • TRUSTREGION describe
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.

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 409 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 484 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 \( \frac{\|g_{k+1}\|^2}{d_k^\top y_k} \)
  • HAGER_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_HAGER_ZHANG 
NONLINEARCG_OREN_LUENBERGER 
NONLINEARCG_USERDEFINED 
NONLINEARCG_LAST 

Definition at line 564 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 656 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 739 of file ROL_Types.hpp.

Enumation of flags used by conjugate gradient methods.

  • CG_FLAG_SUCCESS Residual Tolerance Met
  • CG_FLAG_ITEREXCEED Iteration Limit Exceeded
  • CG_FLAG_NEGCURVE Negative Curvature Detected CG_FLAG_TRRADEX Trust-Region Radius Exceeded CG_FLAG_ZERORHS Initiali Right Hand Side is Zero
Enumerator
CG_FLAG_SUCCESS 
CG_FLAG_ITEREXCEED 
CG_FLAG_NEGCURVE 
CG_FLAG_TRRADEX 
CG_FLAG_ZERORHS 
CG_FLAG_UNDEFINED 

Definition at line 819 of file ROL_Types.hpp.

Enumeration of test optimization problems.

  • ROSENBROCK describe
  • FREUDENSTEINANDROTH describe
  • BEALE describe
  • POWELL describe
  • SUMOFSQUARES describe
  • LEASTSQUARES describe
  • POISSONCONTROL describe
  • POISSONINVERSION describe
  • ZAKHAROV describe
  • HS1 describe
  • HS2 describe
  • HS3 describe
  • HS4 describe
  • HS5 describe
  • HS9 describe
  • HS14 describe
  • HS24 describe
  • HS25 describe
  • HS28 describe
  • HS29 describe
  • HS32 describe
  • HS38 describe
  • HS39 describe
  • HS42 describe
  • HS45 describe
  • HS48 describe
  • HS49 describe
  • HS50 describe
  • HS51 describe
  • HS52 describe
  • BVP describe
  • PARABOLOIDCIRCLE describe
  • SIMPLEEQCONSTRAINED describe
  • CANTILEVERBEAM describe
  • CUBIC describe
  • QUARTIC describe
  • CYLINDERHEAD describe
  • CANTILEVER describe
  • MINIMAX1 describe
  • MINIMAX2 describe
  • MINIMAX3 describe
Enumerator
TESTOPTPROBLEM_ROSENBROCK 
TESTOPTPROBLEM_FREUDENSTEINANDROTH 
TESTOPTPROBLEM_BEALE 
TESTOPTPROBLEM_POWELL 
TESTOPTPROBLEM_SUMOFSQUARES 
TESTOPTPROBLEM_LEASTSQUARES 
TESTOPTPROBLEM_POISSONCONTROL 
TESTOPTPROBLEM_POISSONINVERSION 
TESTOPTPROBLEM_ZAKHAROV 
TESTOPTPROBLEM_HS1 
TESTOPTPROBLEM_HS2 
TESTOPTPROBLEM_HS3 
TESTOPTPROBLEM_HS4 
TESTOPTPROBLEM_HS5 
TESTOPTPROBLEM_HS9 
TESTOPTPROBLEM_HS14 
TESTOPTPROBLEM_HS24 
TESTOPTPROBLEM_HS25 
TESTOPTPROBLEM_HS28 
TESTOPTPROBLEM_HS29 
TESTOPTPROBLEM_HS32 
TESTOPTPROBLEM_HS38 
TESTOPTPROBLEM_HS39 
TESTOPTPROBLEM_HS42 
TESTOPTPROBLEM_HS45 
TESTOPTPROBLEM_HS48 
TESTOPTPROBLEM_HS49 
TESTOPTPROBLEM_HS50 
TESTOPTPROBLEM_HS51 
TESTOPTPROBLEM_HS52 
TESTOPTPROBLEM_BVP 
TESTOPTPROBLEM_PARABOLOIDCIRCLE 
TESTOPTPROBLEM_SIMPLEEQCONSTRAINED 
TESTOPTPROBLEM_CANTILEVERBEAM 
TESTOPTPROBLEM_CUBIC 
TESTOPTPROBLEM_QUARTIC 
TESTOPTPROBLEM_CYLINDERHEAD 
TESTOPTPROBLEM_CANTILEVER 
TESTOPTPROBLEM_MINIMAX1 
TESTOPTPROBLEM_MINIMAX2 
TESTOPTPROBLEM_MINIMAX3 
TESTOPTPROBLEM_LAST 

Definition at line 143 of file ROL_GetTestProblems.hpp.

Function Documentation

template<typename Real >
PartitionedVector<Real>& ROL::partition ( Vector< Real > &  x)
inline
template<typename Real >
const PartitionedVector<Real>& ROL::partition ( const Vector< Real > &  x)
inline

Definition at line 288 of file ROL_PartitionedVector.hpp.

template<typename Real >
Ptr<PartitionedVector<Real> > ROL::partition ( const Ptr< Vector< Real >> &  x)
inline

Definition at line 293 of file ROL_PartitionedVector.hpp.

template<typename Real >
Ptr<const PartitionedVector<Real> > ROL::partition ( const Ptr< const Vector< Real >> &  x)
inline

Definition at line 298 of file ROL_PartitionedVector.hpp.

template<class Real >
ROL::Ptr<Vector<Real> > ROL::CreatePartitionedVector ( const ROL::Ptr< Vector< Real >> &  a)
template<class Real >
ROL::Ptr<const Vector<Real> > ROL::CreatePartitionedVector ( const ROL::Ptr< const Vector< Real >> &  a)

Definition at line 317 of file ROL_PartitionedVector.hpp.

template<class Real >
ROL::Ptr<Vector<Real> > ROL::CreatePartitionedVector ( const ROL::Ptr< Vector< Real >> &  a,
const ROL::Ptr< Vector< Real >> &  b 
)

Definition at line 328 of file ROL_PartitionedVector.hpp.

template<class Real >
ROL::Ptr<const Vector<Real> > ROL::CreatePartitionedVector ( const ROL::Ptr< const Vector< Real >> &  a,
const ROL::Ptr< const Vector< Real >> &  b 
)

Definition at line 339 of file ROL_PartitionedVector.hpp.

template<class Real >
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 351 of file ROL_PartitionedVector.hpp.

template<class Real >
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 364 of file ROL_PartitionedVector.hpp.

template<class Real >
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 377 of file ROL_PartitionedVector.hpp.

template<class Real >
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 392 of file ROL_PartitionedVector.hpp.

template<class Ordinal , class Real >
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().

template<class Ordinal , class Real >
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().

template<template< typename > class V, typename Real , typename P = Ptr<Vector<Real>>>
std::enable_if<std::is_base_of<Vector<Real>,V<Real> >::value,P>::type ROL::make_Vector_SimOpt ( const Ptr< V< Real >> &  vsim,
const Ptr< V< Real >> &  vopt 
)
inline

Definition at line 202 of file ROL_Vector_SimOpt.hpp.

template<class Real >
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.

template<typename Real >
DynamicConstraint_CheckInterface<Real> ROL::make_check ( DynamicConstraint< Real > &  con)
template<typename Real >
DynamicConstraint_CheckInterface<Real> ROL::make_check ( DynamicConstraint< Real > &  con,
TimeStamp< Real > &  timeStamp 
)

Definition at line 269 of file ROL_DynamicConstraint_CheckInterface.hpp.

template<typename Real >
DynamicObjective_CheckInterface<Real> ROL::make_check ( DynamicObjective< Real > &  obj)

Definition at line 213 of file ROL_DynamicObjective_CheckInterface.hpp.

template<typename Real >
DynamicObjective_CheckInterface<Real> ROL::make_check ( DynamicObjective< Real > &  obj,
TimeStamp< Real > &  ts 
)

Definition at line 218 of file ROL_DynamicObjective_CheckInterface.hpp.

template<typename Real >
Ptr<DynamicObjective<Real> > ROL::make_DynamicTrackingFEMObjective ( const Ptr< PartitionedVector< Real >> &  target,
Real  alpha = 0.0 
)
inline

Definition at line 211 of file ROL_DynamicTrackingFEMObjective.hpp.

template<typename Real >
Ptr<DynamicObjective<Real> > ROL::make_DynamicTrackingObjective ( const Ptr< PartitionedVector< Real >> &  target,
Real  alpha = 0.0 
)
inline

Definition at line 202 of file ROL_DynamicTrackingObjective.hpp.

template<typename DynCon , typename Real , typename P = Ptr<SerialConstraint<Real>>>
std::enable_if<std::is_base_of<DynamicConstraint<Real>,DynCon>::value,P>::type ROL::make_SerialConstraint ( const Ptr< DynCon > &  con,
const Vector< Real > &  u_initial,
const TimeStampsPtr< Real >  timeStampsPtr 
)
inline

Definition at line 379 of file ROL_SerialConstraint.hpp.

template<typename DynObj , typename Real , typename P = Ptr<SerialObjective<Real>>>
std::enable_if<std::is_base_of<DynamicObjective<Real>,DynObj>::value,P>::type ROL::make_SerialObjective ( const Ptr< DynObj > &  obj,
const Vector< Real > &  u_initial,
const TimeStampsPtr< Real >  timeStampsPtr 
)
inline

Definition at line 268 of file ROL_SerialObjective.hpp.

template<class Real >
ROL::BlockOperator2Diagonal BlockOperator2 ROL::apply ( V Hv,
const V v,
Real &  tol 
) const

Definition at line 78 of file ROL_BlockOperator2Diagonal.hpp.

References A_, and D_.

void ROL::applyInverse ( V Hv,
const V &v Real &  tol 
) const

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.

References A_, and D_.

template<class Real >
ROL::BlockOperator2UnitLower LinearOperator ROL::apply ( V Hv,
const V v,
Real &  tol 
) const

Definition at line 79 of file ROL_BlockOperator2UnitLower.hpp.

References C_.

template<class Real >
ROL::BlockOperator2UnitUpper LinearOperator ROL::apply ( V Hv,
const V v,
Real &  tol 
) const

Definition at line 79 of file ROL_BlockOperator2UnitUpper.hpp.

References B_.

template<class Real >
Real ROL::normL1 ( const Vector< Real > &  x)

Definition at line 52 of file ROL_VectorNorms.hpp.

References ROL::Vector< Real >::clone().

template<class Real , class Exponent >
Real ROL::normLp ( const Vector< Real > &  x,
Exponent  p 
)

Definition at line 62 of file ROL_VectorNorms.hpp.

References ROL::Vector< Real >::clone().

template<class Real >
Real ROL::normLinf ( const Vector< Real > &  x)

Definition at line 73 of file ROL_VectorNorms.hpp.

References ROL::Vector< Real >::clone().

template<typename Real >
ROL::Objective_SerialSimOpt Objective_SimOpt ROL::value ( const V u,
const V z,
Real &  tol 
)
override

Definition at line 85 of file ROL_Objective_SerialSimOpt.hpp.

References obj_, partition(), and ui_.

virtual void ROL::gradient_1 ( V g,
const V u,
const V z,
Real &  tol 
)
overridevirtual

Definition at line 99 of file ROL_Objective_SerialSimOpt.hpp.

References obj_, partition(), and ui_.

virtual void ROL::gradient_2 ( V g,
const V u,
const V z,
Real &  tol 
)
overridevirtual

Definition at line 113 of file ROL_Objective_SerialSimOpt.hpp.

References obj_, partition(), and ui_.

Referenced by gradient_2().

virtual void ROL::hessVec_11 ( V hv,
const V v,
const V u,
const V z,
Real &  tol 
)
overridevirtual

Definition at line 127 of file ROL_Objective_SerialSimOpt.hpp.

References obj_, partition(), and ui_.

Referenced by hessVec_11().

virtual void ROL::hessVec_12 ( V hv,
const V v,
const V u,
const V z,
Real &  tol 
)
overridevirtual

Definition at line 144 of file ROL_Objective_SerialSimOpt.hpp.

virtual void ROL::hessVec_21 ( V hv,
const V v,
const V u,
const V z,
Real &  tol 
)
overridevirtual

Definition at line 160 of file ROL_Objective_SerialSimOpt.hpp.

References partition().

virtual void ROL::hessVec_22 ( V hv,
const V v,
const V u,
const V z,
Real &  tol 
)
overridevirtual

Definition at line 176 of file ROL_Objective_SerialSimOpt.hpp.

References obj_, partition(), and ui_.

virtual void ROL::update_1_old ( const Vector< Real > &  u_old,
bool  flag = true,
int  iter = -1 
)
virtual

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().

virtual void ROL::update_1_new ( const Vector< Real > &  u_new,
bool  flag = true,
int  iter = -1 
)
virtual

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().

virtual void ROL::update_2 ( const Vector< Real > &  z,
bool  flag = true,
int  iter = -1 
)
overridevirtual

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().

virtual Real ROL::value ( const Vector< Real > &  u_old,
const Vector< Real > &  u_new,
const Vector< Real > &  z,
Real &  tol 
)
virtual

Compute contribution to objective value from this time step.

Definition at line 146 of file ROL_Objective_TimeSimOpt.hpp.

virtual void ROL::gradient_1_old ( Vector< Real > &  g,
const Vector< Real > &  u_old,
Vector< Real > &  u_new,
const Vector< Real > &  z,
Real &  tol 
)
virtual

Compute contribution to simulation term gradient from this time step.

Definition at line 151 of file ROL_Objective_TimeSimOpt.hpp.

Referenced by gradient_1().

virtual void ROL::gradient_1_new ( Vector< Real > &  g,
const Vector< Real > &  u_old,
Vector< Real > &  u_new,
const Vector< Real > &  z,
Real &  tol 
)
virtual

Compute contribution to simulation term gradient from this time step.

Definition at line 155 of file ROL_Objective_TimeSimOpt.hpp.

Referenced by gradient_1().

virtual void ROL::gradient_2 ( Vector< Real > &  g,
const Vector< Real > &  u_old,
Vector< Real > &  u_new,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Compute contribution to optimization term gradient from this time step.

Definition at line 160 of file ROL_Objective_TimeSimOpt.hpp.

virtual void ROL::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

Definition at line 163 of file ROL_Objective_TimeSimOpt.hpp.

virtual void ROL::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

Definition at line 167 of file ROL_Objective_TimeSimOpt.hpp.

virtual void ROL::update ( const Vector< Real > &  u,
const Vector< Real > &  z,
bool  flag = true,
int  iter = -1 
)
overridevirtual
virtual Real ROL::value ( const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Definition at line 179 of file ROL_Objective_TimeSimOpt.hpp.

References value.

virtual void ROL::solve ( Vector< Real > &  c,
Vector< Real > &  u,
const Vector< Real > &  z 
)
overridevirtual
virtual void ROL::gradient_1 ( Vector< Real > &  g,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual
virtual void ROL::gradient_2 ( Vector< Real > &  g,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Definition at line 203 of file ROL_Objective_TimeSimOpt.hpp.

References gradient_2().

virtual void ROL::hessVec_11 ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Definition at line 211 of file ROL_Objective_TimeSimOpt.hpp.

References hessVec_11().

virtual void ROL::hessVec_12 ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Definition at line 227 of file ROL_Objective_TimeSimOpt.hpp.

References ROL::Vector< Real >::zero().

virtual void ROL::hessVec_21 ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Definition at line 231 of file ROL_Objective_TimeSimOpt.hpp.

References ROL::Vector< Real >::zero().

virtual void ROL::hessVec_22 ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
overridevirtual

Definition at line 235 of file ROL_Objective_TimeSimOpt.hpp.

References ROL::Vector< Real >::zero().

template<template< typename > class V, template< typename > class Obj, typename Real , typename P = Ptr<OptimizationProblem<Real>>, typename... Args>
std::enable_if<std::is_base_of<Objective<Real>,Obj<Real> >::value && std::is_base_of<Vector<Real>, V<Real> >::value,P>::type ROL::make_OptimizationProblem ( const Ptr< Obj< Real >> &  obj,
const Ptr< V< Real >> &  x,
Args &&...  args 
)
inline

Definition at line 1214 of file ROL_OptimizationProblem.hpp.

template<typename Real >
Ptr<OptimizationSolver<Real> > ROL::make_OptimizationSolver ( OptimizationProblem< Real > &  opt,
ParameterList &  parlist 
)
inline

Definition at line 332 of file ROL_OptimizationSolver.hpp.

template<typename Real >
Ptr<OptimizationSolver<Real> > ROL::make_OptimizationSolver ( const Ptr< OptimizationProblem< Real >> &  opt,
ParameterList &  parlist 
)
inline

Definition at line 339 of file ROL_OptimizationSolver.hpp.

template<typename Real >
Ptr<OptimizationSolver<Real> > ROL::make_OptimizationSolver ( OptimizationProblem< Real > &  opt,
const Ptr< ParameterList > &  parlist 
)
inline

Definition at line 346 of file ROL_OptimizationSolver.hpp.

template<typename Real >
Ptr<OptimizationSolver<Real> > ROL::make_OptimizationSolver ( const Ptr< OptimizationProblem< Real >> &  opt,
const Ptr< ParameterList > &  parlist 
)
inline

Definition at line 353 of file ROL_OptimizationSolver.hpp.

std::string ROL::EKrylovToString ( EKrylov  type)
inline
int ROL::isValidKrylov ( EKrylov  type)
inline

Verifies validity of a Krylov enum.

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

Definition at line 94 of file ROL_KrylovFactory.hpp.

References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, and KRYLOV_USERDEFINED.

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

Definition at line 101 of file ROL_KrylovFactory.hpp.

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

Definition at line 105 of file ROL_KrylovFactory.hpp.

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

Definition at line 111 of file ROL_KrylovFactory.hpp.

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

Definition at line 115 of file ROL_KrylovFactory.hpp.

EKrylov ROL::StringToEKrylov ( std::string  s)
inline
template<class Real >
Ptr<Krylov<Real> > ROL::KrylovFactory ( ParameterList &  parlist)
inline

Definition at line 132 of file ROL_KrylovFactory.hpp.

References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, KRYLOV_MINRES, and StringToEKrylov().

template<class Real >
ROL::Ptr<LineSearch<Real> > ROL::LineSearchFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
ROL::Ptr<Secant<Real> > ROL::getSecant ( ESecant  esec = SECANT_LBFGS,
int  L = 10,
int  BBtype = 1 
)
inline

Definition at line 60 of file ROL_SecantFactory.hpp.

References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, and SECANT_LSR1.

template<class Real >
ROL::Ptr<Secant<Real> > ROL::SecantFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
ROL::Ptr<TrustRegion<Real> > ROL::TrustRegionFactory ( ROL::ParameterList &  parlist)
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 90 of file ROL_TrustRegionTypes.hpp.

References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.

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

Definition at line 99 of file ROL_TrustRegionTypes.hpp.

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

Definition at line 103 of file ROL_TrustRegionTypes.hpp.

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

Definition at line 109 of file ROL_TrustRegionTypes.hpp.

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

Definition at line 113 of file ROL_TrustRegionTypes.hpp.

ETrustRegion ROL::StringToETrustRegion ( std::string  s)
inline
std::string ROL::ETrustRegionModelToString ( ETrustRegionModel  tr)
inline
int ROL::isValidTrustRegionModel ( ETrustRegionModel  ls)
inline

Verifies validity of a TrustRegionModel enum.

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

Definition at line 159 of file ROL_TrustRegionTypes.hpp.

References TRUSTREGION_MODEL_COLEMANLI, TRUSTREGION_MODEL_KELLEYSACHS, and TRUSTREGION_MODEL_LINMORE.

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

Definition at line 166 of file ROL_TrustRegionTypes.hpp.

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

Definition at line 170 of file ROL_TrustRegionTypes.hpp.

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

Definition at line 176 of file ROL_TrustRegionTypes.hpp.

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

Definition at line 180 of file ROL_TrustRegionTypes.hpp.

ETrustRegionModel ROL::StringToETrustRegionModel ( std::string  s)
inline
bool ROL::isValidTrustRegionSubproblem ( ETrustRegion  etr,
ETrustRegionModel  etrm,
bool  isBnd 
)
inline
std::string ROL::ETrustRegionFlagToString ( ETrustRegionFlag  trf)
inline
std::string ROL::EDistributionToString ( EDistribution  ed)
inline
int ROL::isValidDistribution ( EDistribution  ed)
inline
EDistribution& ROL::operator++ ( EDistribution &  type)
inline

Definition at line 136 of file ROL_DistributionFactory.hpp.

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

Definition at line 140 of file ROL_DistributionFactory.hpp.

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

Definition at line 146 of file ROL_DistributionFactory.hpp.

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

Definition at line 150 of file ROL_DistributionFactory.hpp.

EDistribution ROL::StringToEDistribution ( std::string  s)
inline
template<class Real >
ROL::Ptr<Distribution<Real> > ROL::DistributionFactory ( ROL::ParameterList &  parlist)
inline
std::string ROL::EDeviationMeasureToString ( EDeviationMeasure  ed)
inline
int ROL::isValidDeviationMeasure ( EDeviationMeasure  ed)
inline
EDeviationMeasure& ROL::operator++ ( EDeviationMeasure &  type)
inline

Definition at line 114 of file ROL_DeviationMeasureFactory.hpp.

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

Definition at line 118 of file ROL_DeviationMeasureFactory.hpp.

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

Definition at line 124 of file ROL_DeviationMeasureFactory.hpp.

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

Definition at line 128 of file ROL_DeviationMeasureFactory.hpp.

EDeviationMeasure ROL::StringToEDeviationMeasure ( std::string  s)
inline
template<class Real >
Ptr<RandVarFunctional<Real> > ROL::DeviationMeasureFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
void ROL::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 
)
inline

Definition at line 53 of file ROL_DeviationMeasureInfo.hpp.

std::string ROL::EErrorMeasureToString ( EErrorMeasure  ed)
inline
int ROL::isValidErrorMeasure ( EErrorMeasure  ed)
inline
EErrorMeasure& ROL::operator++ ( EErrorMeasure &  type)
inline

Definition at line 114 of file ROL_ErrorMeasureFactory.hpp.

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

Definition at line 118 of file ROL_ErrorMeasureFactory.hpp.

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

Definition at line 124 of file ROL_ErrorMeasureFactory.hpp.

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

Definition at line 128 of file ROL_ErrorMeasureFactory.hpp.

EErrorMeasure ROL::StringToEErrorMeasure ( std::string  s)
inline
template<class Real >
Ptr<RandVarFunctional<Real> > ROL::ErrorMeasureFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
void ROL::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 
)
inline

Definition at line 53 of file ROL_ErrorMeasureInfo.hpp.

std::string ROL::EProbabilityToString ( EProbability  ed)
inline
int ROL::isValidProbability ( EProbability  ed)
inline

Definition at line 76 of file ROL_ProbabilityFactory.hpp.

References PROBABILITY_BPOE, and PROBABILITY_SMOOTHEDPOE.

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

Definition at line 81 of file ROL_ProbabilityFactory.hpp.

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

Definition at line 85 of file ROL_ProbabilityFactory.hpp.

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

Definition at line 91 of file ROL_ProbabilityFactory.hpp.

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

Definition at line 95 of file ROL_ProbabilityFactory.hpp.

EProbability ROL::StringToEProbability ( std::string  s)
inline
template<class Real >
Ptr<RandVarFunctional<Real> > ROL::ProbabilityFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
void ROL::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 
)
inline

Definition at line 53 of file ROL_ProbabilityInfo.hpp.

References zero.

std::string ROL::ERegretMeasureToString ( ERegretMeasure  ed)
inline
int ROL::isValidRegretMeasure ( ERegretMeasure  ed)
inline
ERegretMeasure& ROL::operator++ ( ERegretMeasure &  type)
inline

Definition at line 111 of file ROL_RegretMeasureFactory.hpp.

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

Definition at line 115 of file ROL_RegretMeasureFactory.hpp.

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

Definition at line 121 of file ROL_RegretMeasureFactory.hpp.

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

Definition at line 125 of file ROL_RegretMeasureFactory.hpp.

ERegretMeasure ROL::StringToERegretMeasure ( std::string  s)
inline
template<class Real >
Ptr<RandVarFunctional<Real> > ROL::RegretMeasureFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
void ROL::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 
)
inline

Definition at line 53 of file ROL_RegretMeasureInfo.hpp.

std::string ROL::ERiskMeasureToString ( ERiskMeasure  ed)
inline
int ROL::isValidRiskMeasure ( ERiskMeasure  ed)
inline
ERiskMeasure& ROL::operator++ ( ERiskMeasure &  type)
inline

Definition at line 198 of file ROL_RiskMeasureFactory.hpp.

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

Definition at line 202 of file ROL_RiskMeasureFactory.hpp.

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

Definition at line 208 of file ROL_RiskMeasureFactory.hpp.

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

Definition at line 212 of file ROL_RiskMeasureFactory.hpp.

ERiskMeasure ROL::StringToERiskMeasure ( std::string  s)
inline
template<class Real >
Ptr<RandVarFunctional<Real> > ROL::RiskMeasureFactory ( ROL::ParameterList &  parlist)
inline
template<class Real >
void ROL::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 
)
inline
template<class Real >
Ptr<RandVarFunctional<Real> > ROL::RandVarFunctionalFactory ( ROL::ParameterList &  parlist)
inline

Definition at line 56 of file ROL_RandVarFunctionalFactory.hpp.

template<class Real >
void ROL::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 
)
inline

Definition at line 56 of file ROL_RandVarFunctionalInfo.hpp.

template<class Real >
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.

template<class Real >
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.

template<class Real >
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.

template<class Real >
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.

template<class Real >
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.

template<class Real >
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.

template<class Real >
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.

template<class Real >
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.

template<class Real >
Teuchos::SerialDenseMatrix<int, Real> ROL::computeDenseHessian ( Objective< Real > &  obj,
const Vector< Real > &  x 
)
template<class Real >
Teuchos::SerialDenseMatrix<int, Real> ROL::computeScaledDenseHessian ( 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 135 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 173 of file ROL_HelperFunctions.hpp.

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

Definition at line 220 of file ROL_HelperFunctions.hpp.

template<class ParameterType >
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.

Referenced by tierParameterList().

void ROL::tierParameterList ( ROL::ParameterList &  outList,
const ROL::ParameterList &  inList 
)
inline

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.

template<class T >
std::string ROL::NumberToString ( Number)

Definition at line 81 of file ROL_Types.hpp.

Referenced by ROL::TrustRegionStep< Real >::printHeader().

template<class Real >
Real ROL::ROL_EPSILON ( void  )
inline

Platform-dependent machine epsilon.

Definition at line 91 of file ROL_Types.hpp.

template<class Real >
Real ROL::ROL_THRESHOLD ( void  )
inline

Tolerance for various equality tests.

Definition at line 97 of file ROL_Types.hpp.

template<class Real >
Real ROL::ROL_OVERFLOW ( void  )
inline

Platform-dependent maximum double.

Definition at line 102 of file ROL_Types.hpp.

template<class Real >
Real ROL::ROL_INF ( void  )
inline

Definition at line 105 of file ROL_Types.hpp.

template<class Real >
Real ROL::ROL_NINF ( void  )
inline

Definition at line 108 of file ROL_Types.hpp.

template<class Real >
Real ROL::ROL_UNDERFLOW ( void  )
inline

Platform-dependent minimum double.

Definition at line 113 of file ROL_Types.hpp.

std::string ROL::EExitStatusToString ( EExitStatus  tr)
inline
std::string ROL::removeStringFormat ( std::string  s)
inline
std::string ROL::EStepToString ( EStep  tr)
inline
bool ROL::isCompatibleStep ( EProblem  p,
EStep  s 
)
inline
std::string ROL::EProblemToString ( EProblem  p)
inline

Definition at line 338 of file ROL_Types.hpp.

References TYPE_B, TYPE_E, TYPE_EB, TYPE_LAST, and TYPE_U.

int ROL::isValidStep ( EStep  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 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.

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

Definition at line 369 of file ROL_Types.hpp.

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

Definition at line 373 of file ROL_Types.hpp.

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

Definition at line 379 of file ROL_Types.hpp.

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

Definition at line 383 of file ROL_Types.hpp.

EStep ROL::StringToEStep ( 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 437 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 446 of file ROL_Types.hpp.

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

Definition at line 450 of file ROL_Types.hpp.

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

Definition at line 456 of file ROL_Types.hpp.

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

Definition at line 460 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 512 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 521 of file ROL_Types.hpp.

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

Definition at line 525 of file ROL_Types.hpp.

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

Definition at line 531 of file ROL_Types.hpp.

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

Definition at line 535 of file ROL_Types.hpp.

ESecant ROL::StringToESecant ( 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 602 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.

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

Definition at line 616 of file ROL_Types.hpp.

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

Definition at line 620 of file ROL_Types.hpp.

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

Definition at line 626 of file ROL_Types.hpp.

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

Definition at line 630 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 690 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 702 of file ROL_Types.hpp.

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

Definition at line 706 of file ROL_Types.hpp.

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

Definition at line 712 of file ROL_Types.hpp.

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

Definition at line 716 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 769 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 779 of file ROL_Types.hpp.

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

Definition at line 783 of file ROL_Types.hpp.

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

Definition at line 789 of file ROL_Types.hpp.

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

Definition at line 793 of file ROL_Types.hpp.

ECurvatureCondition ROL::StringToECurvatureCondition ( std::string  s)
inline
std::string ROL::ECGFlagToString ( ECGFlag  cgf)
inline
template<class Element , class Real >
Real ROL::rol_cast ( const Element &  val)

Definition at line 901 of file ROL_Types.hpp.

References ROL::TypeCaster< Real, Element >::ElementToReal().

ROL::Ptr<const ROL::ParameterList> ROL::getValidROLParameters ( )
inline

Definition at line 55 of file ROL_ValidParameters.hpp.

References value.

ROL::Ptr<const ROL::ParameterList> ROL::getValidSOLParameters ( )
inline

Definition at line 290 of file ROL_ValidParameters.hpp.

std::string ROL::ETestOptProblemToString ( ETestOptProblem  to)
inline
int ROL::isValidTestOptProblem ( ETestOptProblem  to)
inline
ETestOptProblem& ROL::operator++ ( ETestOptProblem &  type)
inline

Definition at line 287 of file ROL_GetTestProblems.hpp.

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

Definition at line 291 of file ROL_GetTestProblems.hpp.

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

Definition at line 297 of file ROL_GetTestProblems.hpp.

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

Definition at line 301 of file ROL_GetTestProblems.hpp.

ETestOptProblem ROL::StringToETestOptProblem ( std::string  s)
inline
template<class Real >
void ROL::GetTestProblem ( Ptr< OptimizationProblem< Real > > &  problem,
Ptr< Vector< Real > > &  x0,
std::vector< Ptr< Vector< Real > > > &  x,
const ETestOptProblem  test 
)
void ROL::addJSONBlockToPL ( const Json::Value &  block,
ROL::ParameterList &  parlist 
)

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

Parameters
[in]blockis a block from a JSON object
in/out]parlist is a ROL::ParameterList

Referenced by 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.

Parameters
[in]blockis a block from a JSON object
[in]keyis a string key
in/out]parlist is a ROL::ParameterList
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.

Parameters
[in]blockis 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().

template<class Real >
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.

Parameters
[in]parlistis 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 main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

Variable Documentation