ROL::OptimizationProblem< Real > Class Template Reference

#include <ROL_OptimizationProblem.hpp>

Public Member Functions
virtual	~OptimizationProblem (void)
	OptimizationProblem (void)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd)
	OptimizationProblem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x)
virtual Ptr< Objective< Real > >	getObjective (void)
virtual Ptr< Vector< Real > >	getSolutionVector (void)
virtual Ptr< BoundConstraint < Real > >	getBoundConstraint (void)
virtual Ptr< Constraint< Real > >	getConstraint (void)
virtual Ptr< Vector< Real > >	getMultiplierVector (void)
EProblem	getProblemType (void)
void	setMeanValueObjective (const Ptr< SampleGenerator< Real >> &sampler)
	Set objective function to mean value objective. More...
void	setRiskNeutralObjective (const Ptr< SampleGenerator< Real >> &vsampler, const Ptr< SampleGenerator< Real >> &gsampler=nullPtr, const Ptr< SampleGenerator< Real >> &hsampler=nullPtr, const bool storage=true)
	Set objective function to risk neutral objective. More...
void	setRiskAverseObjective (ParameterList &parlist, const Ptr< SampleGenerator< Real >> &vsampler, const Ptr< SampleGenerator< Real >> &gsampler=nullPtr, const Ptr< SampleGenerator< Real >> &hsampler=nullPtr)
	Set objective function to risk averse objective. More...
void	setStochasticObjective (ParameterList &parlist, const Ptr< SampleGenerator< Real >> &vsampler, const Ptr< SampleGenerator< Real >> &gsampler=nullPtr, const Ptr< SampleGenerator< Real >> &hsampler=nullPtr)
void	setMeanValueEquality (const Ptr< SampleGenerator< Real >> &sampler, const int index=0)
void	setRiskNeutralEquality (const Ptr< SampleGenerator< Real >> &xsampler, const Ptr< BatchManager< Real >> &cbman, const int index=0)
void	setAlmostSureEquality (const Ptr< SampleGenerator< Real >> &sampler, const int index=0)
void	setStochasticEquality (std::vector< ParameterList > &parlist, const std::vector< Ptr< SampleGenerator< Real >>> &xsampler, const std::vector< Ptr< BatchManager< Real >>> &cbman)
void	setStochasticEquality (ParameterList &parlist, const Ptr< SampleGenerator< Real >> &xsampler, const Ptr< BatchManager< Real >> &cbman)
void	setMeanValueInequality (const Ptr< SampleGenerator< Real >> &sampler, const int index=0)
void	setRiskNeutralInequality (const Ptr< SampleGenerator< Real >> &xsampler, const Ptr< BatchManager< Real >> &cbman, const int index=0)
void	setRiskAverseInequality (ParameterList &parlist, const Ptr< SampleGenerator< Real >> &sampler, const int index=0)
void	setAlmostSureInequality (const Ptr< SampleGenerator< Real >> &sampler, const int index=0)
void	setStochasticInequality (std::vector< ParameterList > &parlist, const std::vector< Ptr< SampleGenerator< Real >>> &xsampler, const std::vector< Ptr< BatchManager< Real >>> &cbman)
void	setStochasticInequality (ParameterList &parlist, const Ptr< SampleGenerator< Real >> &xsampler, const Ptr< BatchManager< Real >> &cbman)
Real	getSolutionStatistic (int comp=0, int index=0)
	Returns the statistic from the soluton vector. More...
std::vector< Real >	getObjectiveStatistic (void) const
std::vector< Real >	getConstraintStatistic (const int index=0) const
void	reset (void)
void	checkSolutionVector (Vector< Real > &x, Vector< Real > &y, Vector< Real > &u, std::ostream &outStream=std::cout)
void	checkObjective (Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void	checkMultiplierVector (Vector< Real > &w, Vector< Real > &q, Vector< Real > &l, std::ostream &outStream=std::cout)
void	checkConstraint (Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, Vector< Real > &c, Vector< Real > &l, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void	check (std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

Private Member Functions
void	initialize (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< BoundConstraint< Real >> &bnd, const std::vector< Ptr< Constraint< Real >>> &econ, const std::vector< Ptr< Vector< Real >>> &emul, const std::vector< Ptr< Constraint< Real >>> &icon, const std::vector< Ptr< Vector< Real >>> &imul, const std::vector< Ptr< BoundConstraint< Real >>> &ibnd)
const Ptr< Constraint< Real > >	setRiskLessCon (const Ptr< Constraint< Real >> &con, const bool needRiskLess) const
const Ptr< Objective< Real > >	setRiskLessObj (const Ptr< Objective< Real >> &obj, const bool needRiskLess) const
std::vector< Real >	computeSampleMean (const Ptr< SampleGenerator< Real >> &sampler) const
void	initStochastic (void)
void	buildRiskVec (Ptr< Vector< Real >> &x)
void	buildRiskBnd (Ptr< BoundConstraint< Real >> &bnd)

Private Attributes
Ptr< Objective< Real > >	INPUT_obj_
Ptr< Vector< Real > >	INPUT_sol_
Ptr< BoundConstraint< Real > >	INPUT_bnd_
std::vector< Ptr< Constraint < Real > > >	INPUT_econ_
std::vector< Ptr< Vector< Real > > >	INPUT_emul_
std::vector< Ptr< Constraint < Real > > >	INPUT_icon_
std::vector< Ptr< Vector< Real > > >	INPUT_imul_
std::vector< Ptr < BoundConstraint< Real > > >	INPUT_ibnd_
Ptr< Objective< Real > >	INTERMEDIATE_obj_
Ptr< Vector< Real > >	INTERMEDIATE_sol_
Ptr< BoundConstraint< Real > >	INTERMEDIATE_bnd_
std::vector< Ptr< Constraint < Real > > >	INTERMEDIATE_econ_
std::vector< Ptr< Vector< Real > > >	INTERMEDIATE_emul_
std::vector< Ptr< Constraint < Real > > >	INTERMEDIATE_icon_
std::vector< Ptr< Vector< Real > > >	INTERMEDIATE_imul_
std::vector< Ptr < BoundConstraint< Real > > >	INTERMEDIATE_ibnd_
Ptr< SampleGenerator< Real > >	vsampler_
Ptr< SampleGenerator< Real > >	gsampler_
Ptr< SampleGenerator< Real > >	hsampler_
std::vector< Ptr < SampleGenerator< Real > > >	exsampler_
std::vector< Ptr< BatchManager < Real > > >	ecbman_
std::vector< Ptr < SampleGenerator< Real > > >	ixsampler_
std::vector< Ptr< BatchManager < Real > > >	icbman_
Ptr< ParameterList >	parlistObj_
std::vector< Ptr< ParameterList > >	parlistCon_
Ptr< Objective< Real > >	obj_
Ptr< Vector< Real > >	sol_
Ptr< BoundConstraint< Real > >	bnd_
Ptr< Constraint< Real > >	con_
Ptr< Vector< Real > >	mul_
Ptr< ConstraintManager< Real > >	conManager_
EProblem	problemType_
bool	isInitialized_
bool	needRiskLessObj_
std::vector< bool >	needRiskLessEcon_
std::vector< bool >	needRiskLessIcon_
bool	isStochastic_

Detailed Description

template<class Real>
class ROL::OptimizationProblem< Real >

Definition at line 73 of file ROL_OptimizationProblem.hpp.

Constructor & Destructor Documentation

template<class Real>

virtual ROL::OptimizationProblem< Real >::~OptimizationProblem ( void  )

inlinevirtual

Definition at line 278 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( void  )

inline

Definition at line 281 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inline

Definition at line 285 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const Ptr< Constraint< Real >> &  econ, const Ptr< Vector< Real >> &  emul, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inline

Definition at line 301 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul, const Ptr< Constraint< Real >> &  icon, const Ptr< Vector< Real >> &  imul, const Ptr< BoundConstraint< Real >> &  ibnd  )

inline

Definition at line 322 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const Ptr< Constraint< Real >> &  econ, const Ptr< Vector< Real >> &  emul, const Ptr< Constraint< Real >> &  icon, const Ptr< Vector< Real >> &  imul, const Ptr< BoundConstraint< Real >> &  ibnd  )

inline

Definition at line 346 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_emul_, ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inline

Definition at line 375 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< Constraint< Real >> &  econ, const Ptr< Vector< Real >> &  emul, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inline

Definition at line 384 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul, const Ptr< Constraint< Real >> &  icon, const Ptr< Vector< Real >> &  imul, const Ptr< BoundConstraint< Real >> &  ibnd  )

inline

Definition at line 393 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< Constraint< Real >> &  econ, const Ptr< Vector< Real >> &  emul, const Ptr< Constraint< Real >> &  icon, const Ptr< Vector< Real >> &  imul, const Ptr< BoundConstraint< Real >> &  ibnd  )

inline

Definition at line 402 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul  )

inline

Definition at line 412 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const Ptr< Constraint< Real >> &  econ, const Ptr< Vector< Real >> &  emul  )

inline

Definition at line 419 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inline

Definition at line 427 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const Ptr< Constraint< Real >> &  icon, const Ptr< Vector< Real >> &  imul, const Ptr< BoundConstraint< Real >> &  ibnd  )

inline

Definition at line 435 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul  )

inline

Definition at line 444 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< Constraint< Real >> &  econ, const Ptr< Vector< Real >> &  emul  )

inline

Definition at line 450 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inline

Definition at line 457 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< Constraint< Real >> &  icon, const Ptr< Vector< Real >> &  imul, const Ptr< BoundConstraint< Real >> &  ibnd  )

inline

Definition at line 464 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd  )

inline

Definition at line 472 of file ROL_OptimizationProblem.hpp.

template<class Real>

ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x  )

inline

Definition at line 478 of file ROL_OptimizationProblem.hpp.

Member Function Documentation

template<class Real>

void ROL::OptimizationProblem< Real >::initialize ( const Ptr< Objective< Real >> &  obj, const Ptr< Vector< Real >> &  x, const Ptr< BoundConstraint< Real >> &  bnd, const std::vector< Ptr< Constraint< Real >>> &  econ, const std::vector< Ptr< Vector< Real >>> &  emul, const std::vector< Ptr< Constraint< Real >>> &  icon, const std::vector< Ptr< Vector< Real >>> &  imul, const std::vector< Ptr< BoundConstraint< Real >>> &  ibnd  )

inlineprivate

Definition at line 121 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::bnd_, ROL::OptimizationProblem< Real >::con_, ROL::OptimizationProblem< Real >::conManager_, ROL::OptimizationProblem< Real >::isInitialized_, ROL::OptimizationProblem< Real >::isStochastic_, ROL::OptimizationProblem< Real >::mul_, ROL::OptimizationProblem< Real >::needRiskLessEcon_, ROL::OptimizationProblem< Real >::needRiskLessIcon_, ROL::OptimizationProblem< Real >::needRiskLessObj_, ROL::OptimizationProblem< Real >::obj_, ROL::OptimizationProblem< Real >::problemType_, ROL::OptimizationProblem< Real >::setRiskLessCon(), ROL::OptimizationProblem< Real >::setRiskLessObj(), ROL::OptimizationProblem< Real >::sol_, ROL::TYPE_B, ROL::TYPE_E, ROL::TYPE_EB, and ROL::TYPE_U.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionVector(), and ROL::OptimizationProblem< Real >::reset().

template<class Real>

const Ptr<Constraint<Real> > ROL::OptimizationProblem< Real >::setRiskLessCon ( const Ptr< Constraint< Real >> &  con, const bool  needRiskLess  ) const

inlineprivate

Definition at line 199 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize().

template<class Real>

const Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::setRiskLessObj ( const Ptr< Objective< Real >> &  obj, const bool  needRiskLess  ) const

inlineprivate

Definition at line 208 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize().

template<class Real>

std::vector<Real> ROL::OptimizationProblem< Real >::computeSampleMean ( const Ptr< SampleGenerator< Real >> &  sampler ) const

inlineprivate

Definition at line 217 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), and ROL::OptimizationProblem< Real >::setMeanValueObjective().

template<class Real>

void ROL::OptimizationProblem< Real >::initStochastic ( void  )

inlineprivate

Definition at line 233 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::ecbman_, ROL::OptimizationProblem< Real >::exsampler_, ROL::OptimizationProblem< Real >::icbman_, ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::isStochastic_, ROL::OptimizationProblem< Real >::ixsampler_, ROL::OptimizationProblem< Real >::needRiskLessEcon_, ROL::OptimizationProblem< Real >::needRiskLessIcon_, ROL::OptimizationProblem< Real >::needRiskLessObj_, ROL::OptimizationProblem< Real >::parlistCon_, and ROL::OptimizationProblem< Real >::parlistObj_.

Referenced by ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralObjective(), ROL::OptimizationProblem< Real >::setStochasticEquality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

void ROL::OptimizationProblem< Real >::buildRiskVec ( Ptr< Vector< Real >> &  x )

inlineprivate

Definition at line 253 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, ROL::OptimizationProblem< Real >::parlistCon_, and ROL::OptimizationProblem< Real >::parlistObj_.

Referenced by ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralObjective(), ROL::OptimizationProblem< Real >::setStochasticEquality(), ROL::OptimizationProblem< Real >::setStochasticInequality(), and ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

void ROL::OptimizationProblem< Real >::buildRiskBnd ( Ptr< BoundConstraint< Real >> &  bnd )

inlineprivate

Definition at line 270 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::parlistCon_, and ROL::OptimizationProblem< Real >::parlistObj_.

Referenced by ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralObjective(), ROL::OptimizationProblem< Real >::setStochasticEquality(), ROL::OptimizationProblem< Real >::setStochasticInequality(), and ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

virtual Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::getObjective ( void  )

inlinevirtual

Definition at line 484 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, and ROL::OptimizationProblem< Real >::obj_.

Referenced by ROL::Step< Real >::compute(), ROL::Step< Real >::initialize(), main(), ROL::OptimizationSolver< Real >::OptimizationSolver(), ROL::Algorithm< Real >::run(), and ROL::Step< Real >::update().

template<class Real>

virtual Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::getSolutionVector ( void  )

inlinevirtual

Definition at line 494 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, and ROL::OptimizationProblem< Real >::sol_.

Referenced by ROL::Step< Real >::compute(), ROL::Step< Real >::initialize(), main(), ROL::OptimizationSolver< Real >::OptimizationSolver(), ROL::Algorithm< Real >::run(), and ROL::Step< Real >::update().

template<class Real>

virtual Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::getBoundConstraint ( void  )

inlinevirtual

Definition at line 504 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::bnd_, ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

Referenced by ROL::Step< Real >::compute(), ROL::Step< Real >::initialize(), main(), ROL::OptimizationSolver< Real >::OptimizationSolver(), ROL::Algorithm< Real >::run(), and ROL::Step< Real >::update().

template<class Real>

virtual Ptr<Constraint<Real> > ROL::OptimizationProblem< Real >::getConstraint ( void  )

inlinevirtual

Definition at line 511 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::con_, ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

Referenced by ROL::Step< Real >::compute(), ROL::Step< Real >::initialize(), main(), ROL::OptimizationSolver< Real >::OptimizationSolver(), ROL::Algorithm< Real >::run(), and ROL::Step< Real >::update().

template<class Real>

virtual Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::getMultiplierVector ( void  )

inlinevirtual

Definition at line 518 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, and ROL::OptimizationProblem< Real >::mul_.

Referenced by ROL::Step< Real >::compute(), ROL::Step< Real >::initialize(), main(), ROL::OptimizationSolver< Real >::OptimizationSolver(), ROL::Algorithm< Real >::run(), and ROL::Step< Real >::update().

template<class Real>

EProblem ROL::OptimizationProblem< Real >::getProblemType ( void  )

inline

Definition at line 525 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, and ROL::OptimizationProblem< Real >::problemType_.

Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver().

template<class Real>

void ROL::OptimizationProblem< Real >::setMeanValueObjective ( const Ptr< SampleGenerator< Real >> &  sampler )

inline

Set objective function to mean value objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The mean value objective function evaluates the the parametrized objective function at the sample average of the auxiliary variable.

Parameters

[in]

sampler

is the SampleGenerator defining the distribution of the auxiliary parameter

Definition at line 545 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::computeSampleMean(), ROL::OptimizationProblem< Real >::gsampler_, ROL::OptimizationProblem< Real >::hsampler_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_obj_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::isInitialized_, and ROL::OptimizationProblem< Real >::vsampler_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

void ROL::OptimizationProblem< Real >::setRiskNeutralObjective ( const Ptr< SampleGenerator< Real >> &  vsampler, const Ptr< SampleGenerator< Real >> &  gsampler = nullPtr, const Ptr< SampleGenerator< Real >> &  hsampler = nullPtr, const bool  storage = true  )

inline

Set objective function to risk neutral objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The risk neutral objective function evaluates the the average of parametrized objective function.

Parameters

[in]	vsampler	is the SampleGenerator defining the distribution of the auxiliary parameter for the value
[in]	gsampler	is the SampleGenerator defining the distribution of the auxiliary parameter for the gradient
[in]	hsampler	is the SampleGenerator defining the distribution of the auxiliary parameter for the Hessian
[in]	storage	whether or not to store the sampled value and gradient

Definition at line 579 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::gsampler_, ROL::OptimizationProblem< Real >::hsampler_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_obj_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::isInitialized_, and ROL::OptimizationProblem< Real >::vsampler_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

void ROL::OptimizationProblem< Real >::setRiskAverseObjective ( ParameterList &  parlist, const Ptr< SampleGenerator< Real >> &  vsampler, const Ptr< SampleGenerator< Real >> &  gsampler = nullPtr, const Ptr< SampleGenerator< Real >> &  hsampler = nullPtr  )

inline

Set objective function to risk averse objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The risk averse objective function evaluates the the ``risk'' of parametrized objective function.

Parameters

[in]	parlist	contains the information defining the risk measure
[in]	vsampler	is the SampleGenerator defining the distribution of the auxiliary parameter for the value
[in]	gsampler	is the SampleGenerator defining the distribution of the auxiliary parameter for the gradient
[in]	hsampler	is the SampleGenerator defining the distribution of the auxiliary parameter for the Hessian

Definition at line 621 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::gsampler_, ROL::OptimizationProblem< Real >::hsampler_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_obj_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::isInitialized_, ROL::OptimizationProblem< Real >::needRiskLessObj_, ROL::OptimizationProblem< Real >::parlistObj_, and ROL::OptimizationProblem< Real >::vsampler_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

void ROL::OptimizationProblem< Real >::setStochasticObjective ( ParameterList &  parlist, const Ptr< SampleGenerator< Real >> &  vsampler, const Ptr< SampleGenerator< Real >> &  gsampler = nullPtr, const Ptr< SampleGenerator< Real >> &  hsampler = nullPtr  )

inline

Definition at line 653 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::isInitialized_, ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), and ROL::OptimizationProblem< Real >::setRiskNeutralObjective().

Referenced by main().

template<class Real>

void ROL::OptimizationProblem< Real >::setMeanValueEquality ( const Ptr< SampleGenerator< Real >> &  sampler, const int  index = 0  )

inline

Definition at line 684 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::computeSampleMean(), ROL::OptimizationProblem< Real >::exsampler_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_emul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, and ROL::OptimizationProblem< Real >::isInitialized_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

void ROL::OptimizationProblem< Real >::setRiskNeutralEquality ( const Ptr< SampleGenerator< Real >> &  xsampler, const Ptr< BatchManager< Real >> &  cbman, const int  index = 0  )

inline

Definition at line 703 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::ecbman_, ROL::OptimizationProblem< Real >::exsampler_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_emul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, and ROL::OptimizationProblem< Real >::isInitialized_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

void ROL::OptimizationProblem< Real >::setAlmostSureEquality ( const Ptr< SampleGenerator< Real >> &  sampler, const int  index = 0  )

inline

Definition at line 726 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::exsampler_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_emul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, and ROL::OptimizationProblem< Real >::isInitialized_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

void ROL::OptimizationProblem< Real >::setStochasticEquality ( std::vector< ParameterList > &  parlist, const std::vector< Ptr< SampleGenerator< Real >>> &  xsampler, const std::vector< Ptr< BatchManager< Real >>> &  cbman  )

inline

Definition at line 753 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_econ_, ROL::OptimizationProblem< Real >::INPUT_emul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::isInitialized_, ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), and ROL::OptimizationProblem< Real >::setRiskNeutralEquality().

Referenced by ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

void ROL::OptimizationProblem< Real >::setStochasticEquality ( ParameterList &  parlist, const Ptr< SampleGenerator< Real >> &  xsampler, const Ptr< BatchManager< Real >> &  cbman  )

inline

Definition at line 789 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

void ROL::OptimizationProblem< Real >::setMeanValueInequality ( const Ptr< SampleGenerator< Real >> &  sampler, const int  index = 0  )

inline

Definition at line 799 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::computeSampleMean(), ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::isInitialized_, and ROL::OptimizationProblem< Real >::ixsampler_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

void ROL::OptimizationProblem< Real >::setRiskNeutralInequality ( const Ptr< SampleGenerator< Real >> &  xsampler, const Ptr< BatchManager< Real >> &  cbman, const int  index = 0  )

inline

Definition at line 820 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::icbman_, ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::isInitialized_, and ROL::OptimizationProblem< Real >::ixsampler_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

void ROL::OptimizationProblem< Real >::setRiskAverseInequality ( ParameterList &  parlist, const Ptr< SampleGenerator< Real >> &  sampler, const int  index = 0  )

inline

Definition at line 844 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::isInitialized_, ROL::OptimizationProblem< Real >::ixsampler_, ROL::OptimizationProblem< Real >::needRiskLessIcon_, and ROL::OptimizationProblem< Real >::parlistCon_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

void ROL::OptimizationProblem< Real >::setAlmostSureInequality ( const Ptr< SampleGenerator< Real >> &  sampler, const int  index = 0  )

inline

Definition at line 867 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::isInitialized_, and ROL::OptimizationProblem< Real >::ixsampler_.

Referenced by ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

void ROL::OptimizationProblem< Real >::setStochasticInequality ( std::vector< ParameterList > &  parlist, const std::vector< Ptr< SampleGenerator< Real >>> &  xsampler, const std::vector< Ptr< BatchManager< Real >>> &  cbman  )

inline

Definition at line 895 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::INPUT_bnd_, ROL::OptimizationProblem< Real >::INPUT_ibnd_, ROL::OptimizationProblem< Real >::INPUT_icon_, ROL::OptimizationProblem< Real >::INPUT_imul_, ROL::OptimizationProblem< Real >::INPUT_sol_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::isInitialized_, ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), and ROL::OptimizationProblem< Real >::setRiskNeutralInequality().

Referenced by ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

void ROL::OptimizationProblem< Real >::setStochasticInequality ( ParameterList &  parlist, const Ptr< SampleGenerator< Real >> &  xsampler, const Ptr< BatchManager< Real >> &  cbman  )

inline

Definition at line 939 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

Real ROL::OptimizationProblem< Real >::getSolutionStatistic ( int  comp = 0, int  index = 0  )

inline

Returns the statistic from the soluton vector.

Parameters

[in]	comp	is the component of the risk vector (0 for objective, 1 for inequality constraint)
[in]	index	is the inequality constraint index

Definition at line 953 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

Referenced by main().

template<class Real>

std::vector<Real> ROL::OptimizationProblem< Real >::getObjectiveStatistic ( void  ) const

inline

Definition at line 981 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

template<class Real>

std::vector<Real> ROL::OptimizationProblem< Real >::getConstraintStatistic ( const int  index = 0 ) const

inline

Definition at line 999 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

template<class Real>

void ROL::OptimizationProblem< Real >::reset ( void  )

inline

Definition at line 1017 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::conManager_, ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

template<class Real>

void ROL::OptimizationProblem< Real >::checkSolutionVector ( Vector< Real > &  x, Vector< Real > &  y, Vector< Real > &  u, std::ostream &  outStream = std::cout  )

inline

Definition at line 1025 of file ROL_OptimizationProblem.hpp.

References ROL::Vector< Real >::checkVector(), ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, and ROL::OptimizationProblem< Real >::obj_.

Referenced by ROL::OptimizationProblem< Real >::check().

template<class Real>

void ROL::OptimizationProblem< Real >::checkObjective ( Vector< Real > &  x, Vector< Real > &  u, Vector< Real > &  v, std::ostream &  outStream = std::cout, const int  numSteps = ROL_NUM_CHECKDERIV_STEPS, const int  order = 1  )

inline

Definition at line 1040 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, and ROL::OptimizationProblem< Real >::obj_.

Referenced by ROL::OptimizationProblem< Real >::check().

template<class Real>

void ROL::OptimizationProblem< Real >::checkMultiplierVector ( Vector< Real > &  w, Vector< Real > &  q, Vector< Real > &  l, std::ostream &  outStream = std::cout  )

inline

Definition at line 1059 of file ROL_OptimizationProblem.hpp.

References ROL::Vector< Real >::checkVector(), ROL::OptimizationProblem< Real >::con_, ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

Referenced by ROL::OptimizationProblem< Real >::check().

template<class Real>

void ROL::OptimizationProblem< Real >::checkConstraint ( Vector< Real > &  x, Vector< Real > &  u, Vector< Real > &  v, Vector< Real > &  c, Vector< Real > &  l, std::ostream &  outStream = std::cout, const int  numSteps = ROL_NUM_CHECKDERIV_STEPS, const int  order = 1  )

inline

Definition at line 1074 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::con_, ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, and ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_.

Referenced by ROL::OptimizationProblem< Real >::check().

template<class Real>

void ROL::OptimizationProblem< Real >::check ( std::ostream &  outStream = std::cout, const int  numSteps = ROL_NUM_CHECKDERIV_STEPS, const int  order = 1  )

inline

Definition at line 1096 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::con_, ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_, ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_, ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_, ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_, ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_, ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_, ROL::OptimizationProblem< Real >::mul_, and ROL::OptimizationProblem< Real >::sol_.

Referenced by main(), and ROL::SROMGenerator< Real >::SROMGenerator().

Member Data Documentation

template<class Real>

Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::INPUT_obj_

private

Definition at line 75 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), and ROL::OptimizationProblem< Real >::setRiskNeutralObjective().

template<class Real>

Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::INPUT_sol_

private

Definition at line 76 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralObjective(), ROL::OptimizationProblem< Real >::setStochasticEquality(), ROL::OptimizationProblem< Real >::setStochasticInequality(), and ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::INPUT_bnd_

private

Definition at line 77 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralObjective(), ROL::OptimizationProblem< Real >::setStochasticEquality(), ROL::OptimizationProblem< Real >::setStochasticInequality(), and ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_econ_

private

Definition at line 78 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), and ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INPUT_emul_

private

Definition at line 79 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), and ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_icon_

private

Definition at line 80 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INPUT_imul_

private

Definition at line 81 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

std::vector<Ptr<BoundConstraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_ibnd_

private

Definition at line 82 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_

private

Definition at line 84 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionStatistic(), ROL::OptimizationProblem< Real >::getSolutionVector(), ROL::OptimizationProblem< Real >::reset(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), and ROL::OptimizationProblem< Real >::setRiskNeutralObjective().

template<class Real>

Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_

private

Definition at line 85 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getConstraintStatistic(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getObjectiveStatistic(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionStatistic(), ROL::OptimizationProblem< Real >::getSolutionVector(), and ROL::OptimizationProblem< Real >::reset().

template<class Real>

Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_

private

Definition at line 86 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionVector(), and ROL::OptimizationProblem< Real >::reset().

template<class Real>

std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_

private

Definition at line 87 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionVector(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::reset(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), and ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_

private

Definition at line 88 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionVector(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::reset(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), and ROL::OptimizationProblem< Real >::setStochasticEquality().

template<class Real>

std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_

private

Definition at line 89 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionStatistic(), ROL::OptimizationProblem< Real >::getSolutionVector(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::reset(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_

private

Definition at line 90 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionVector(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::reset(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

std::vector<Ptr<BoundConstraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_

private

Definition at line 91 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getProblemType(), ROL::OptimizationProblem< Real >::getSolutionVector(), ROL::OptimizationProblem< Real >::OptimizationProblem(), ROL::OptimizationProblem< Real >::reset(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), and ROL::OptimizationProblem< Real >::setStochasticInequality().

template<class Real>

Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::vsampler_

private

Definition at line 93 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), and ROL::OptimizationProblem< Real >::setRiskNeutralObjective().

template<class Real>

Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::gsampler_

private

Definition at line 94 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), and ROL::OptimizationProblem< Real >::setRiskNeutralObjective().

template<class Real>

Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::hsampler_

private

Definition at line 95 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), and ROL::OptimizationProblem< Real >::setRiskNeutralObjective().

template<class Real>

std::vector<Ptr<SampleGenerator<Real> > > ROL::OptimizationProblem< Real >::exsampler_

private

Definition at line 96 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), and ROL::OptimizationProblem< Real >::setRiskNeutralEquality().

template<class Real>

std::vector<Ptr<BatchManager<Real> > > ROL::OptimizationProblem< Real >::ecbman_

private

Definition at line 97 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initStochastic(), and ROL::OptimizationProblem< Real >::setRiskNeutralEquality().

template<class Real>

std::vector<Ptr<SampleGenerator<Real> > > ROL::OptimizationProblem< Real >::ixsampler_

private

Definition at line 98 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initStochastic(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), and ROL::OptimizationProblem< Real >::setRiskNeutralInequality().

template<class Real>

std::vector<Ptr<BatchManager<Real> > > ROL::OptimizationProblem< Real >::icbman_

private

Definition at line 99 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initStochastic(), and ROL::OptimizationProblem< Real >::setRiskNeutralInequality().

template<class Real>

Ptr<ParameterList> ROL::OptimizationProblem< Real >::parlistObj_

private

Definition at line 101 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), and ROL::OptimizationProblem< Real >::setRiskAverseObjective().

template<class Real>

std::vector<Ptr<ParameterList> > ROL::OptimizationProblem< Real >::parlistCon_

private

Definition at line 102 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::buildRiskBnd(), ROL::OptimizationProblem< Real >::buildRiskVec(), ROL::OptimizationProblem< Real >::initStochastic(), and ROL::OptimizationProblem< Real >::setRiskAverseInequality().

template<class Real>

Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::obj_

private

Definition at line 104 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::checkObjective(), ROL::OptimizationProblem< Real >::checkSolutionVector(), ROL::OptimizationProblem< Real >::getObjective(), and ROL::OptimizationProblem< Real >::initialize().

template<class Real>

Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::sol_

private

Definition at line 105 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::getSolutionVector(), and ROL::OptimizationProblem< Real >::initialize().

template<class Real>

Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::bnd_

private

Definition at line 106 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::getBoundConstraint(), and ROL::OptimizationProblem< Real >::initialize().

template<class Real>

Ptr<Constraint<Real> > ROL::OptimizationProblem< Real >::con_

private

Definition at line 107 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::checkConstraint(), ROL::OptimizationProblem< Real >::checkMultiplierVector(), ROL::OptimizationProblem< Real >::getConstraint(), and ROL::OptimizationProblem< Real >::initialize().

template<class Real>

Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::mul_

private

Definition at line 108 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::check(), ROL::OptimizationProblem< Real >::getMultiplierVector(), and ROL::OptimizationProblem< Real >::initialize().

template<class Real>

Ptr<ConstraintManager<Real> > ROL::OptimizationProblem< Real >::conManager_

private

Definition at line 110 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize(), and ROL::OptimizationProblem< Real >::reset().

template<class Real>

EProblem ROL::OptimizationProblem< Real >::problemType_

private

Definition at line 112 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::getProblemType(), and ROL::OptimizationProblem< Real >::initialize().

template<class Real>

bool ROL::OptimizationProblem< Real >::isInitialized_

private

Definition at line 114 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::setAlmostSureEquality(), ROL::OptimizationProblem< Real >::setAlmostSureInequality(), ROL::OptimizationProblem< Real >::setMeanValueEquality(), ROL::OptimizationProblem< Real >::setMeanValueInequality(), ROL::OptimizationProblem< Real >::setMeanValueObjective(), ROL::OptimizationProblem< Real >::setRiskAverseInequality(), ROL::OptimizationProblem< Real >::setRiskAverseObjective(), ROL::OptimizationProblem< Real >::setRiskNeutralEquality(), ROL::OptimizationProblem< Real >::setRiskNeutralInequality(), ROL::OptimizationProblem< Real >::setRiskNeutralObjective(), ROL::OptimizationProblem< Real >::setStochasticEquality(), ROL::OptimizationProblem< Real >::setStochasticInequality(), and ROL::OptimizationProblem< Real >::setStochasticObjective().

template<class Real>

bool ROL::OptimizationProblem< Real >::needRiskLessObj_

private

Definition at line 116 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::initStochastic(), and ROL::OptimizationProblem< Real >::setRiskAverseObjective().

template<class Real>

std::vector<bool> ROL::OptimizationProblem< Real >::needRiskLessEcon_

private

Definition at line 117 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize(), and ROL::OptimizationProblem< Real >::initStochastic().

template<class Real>

std::vector<bool> ROL::OptimizationProblem< Real >::needRiskLessIcon_

private

Definition at line 118 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize(), ROL::OptimizationProblem< Real >::initStochastic(), and ROL::OptimizationProblem< Real >::setRiskAverseInequality().

template<class Real>

bool ROL::OptimizationProblem< Real >::isStochastic_

private

Definition at line 119 of file ROL_OptimizationProblem.hpp.

Referenced by ROL::OptimizationProblem< Real >::initialize(), and ROL::OptimizationProblem< Real >::initStochastic().

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The documentation for this class was generated from the following file:

• ROL_OptimizationProblem.hpp