ROL
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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 | 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 | 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 | 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 | TimeStamp |
Contains local time step information. More... | |
class | NonlinearLeastSquaresObjective |
Provides the interface to evaluate nonlinear least squares objective functions. More... | |
class | Objective_FSsolver |
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 | 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 operatorMore... | |
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 vectorMore... | |
class | NullOperator |
Multiplication by zero. 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 | 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 | 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 | StepFactory |
class | StatusTestFactory |
class | Algorithm |
Provides an interface to run optimization algorithms. More... | |
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 | 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 | 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 | InteriorPointStep |
class | LineSearchStep |
Provides the interface to compute optimization steps with line search. More... | |
class | MoreauYosidaPenaltyStep |
Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints. 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 | 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 | LinearRegression |
Provides the interface to construct linear regression problem. More... | |
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 | SerialConstraint |
Evaluates ROL::DynamicConstraint over a sequential set of time intervals. More... | |
class | StdLinearOperatorFactory |
Creates StdLinearOperator objects which wrap random
matrices of the desired size and propertyMore... | |
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 | SerialConstraint = details::SerialConstraint< Real > |
Functions | |
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<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 > | |
DynamicObjective_CheckInterface < Real > | make_check (DynamicObjective< Real > &obj) |
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<class Real > | |
ROL::Ptr< Krylov< Real > > | KrylovFactory (ROL::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... | |
ETrustRegion & | operator++ (ETrustRegion &type) |
ETrustRegion | operator++ (ETrustRegion &type, int) |
ETrustRegion & | operator-- (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... | |
ETrustRegionModel & | operator++ (ETrustRegionModel &type) |
ETrustRegionModel | operator++ (ETrustRegionModel &type, int) |
ETrustRegionModel & | operator-- (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) |
EDistribution & | operator++ (EDistribution &type) |
EDistribution | operator++ (EDistribution &type, int) |
EDistribution & | operator-- (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) |
EDeviationMeasure & | operator++ (EDeviationMeasure &type) |
EDeviationMeasure | operator++ (EDeviationMeasure &type, int) |
EDeviationMeasure & | operator-- (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) |
EErrorMeasure & | operator++ (EErrorMeasure &type) |
EErrorMeasure | operator++ (EErrorMeasure &type, int) |
EErrorMeasure & | operator-- (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) |
EProbability & | operator++ (EProbability &type) |
EProbability | operator++ (EProbability &type, int) |
EProbability & | operator-- (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) |
ERegretMeasure & | operator++ (ERegretMeasure &type) |
ERegretMeasure | operator++ (ERegretMeasure &type, int) |
ERegretMeasure & | operator-- (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) |
ERiskMeasure & | operator++ (ERiskMeasure &type) |
ERiskMeasure | operator++ (ERiskMeasure &type, int) |
ERiskMeasure & | operator-- (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... | |
EStep & | operator++ (EStep &type) |
EStep | operator++ (EStep &type, int) |
EStep & | operator-- (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... | |
EDescent & | operator++ (EDescent &type) |
EDescent | operator++ (EDescent &type, int) |
EDescent & | operator-- (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... | |
ESecant & | operator++ (ESecant &type) |
ESecant | operator++ (ESecant &type, int) |
ESecant & | operator-- (ESecant &type) |
ESecant | operator-- (ESecant &type, int) |
ESecant | StringToESecant (std::string s) |
std::string | EKrylovToString (EKrylov tr) |
int | isValidKrylov (EKrylov d) |
Verifies validity of a Secant enum. More... | |
EKrylov & | operator++ (EKrylov &type) |
EKrylov | operator++ (EKrylov &type, int) |
EKrylov & | operator-- (EKrylov &type) |
EKrylov | operator-- (EKrylov &type, int) |
EKrylov | StringToEKrylov (std::string s) |
std::string | ENonlinearCGToString (ENonlinearCG tr) |
int | isValidNonlinearCG (ENonlinearCG s) |
Verifies validity of a NonlinearCG enum. More... | |
ENonlinearCG & | operator++ (ENonlinearCG &type) |
ENonlinearCG | operator++ (ENonlinearCG &type, int) |
ENonlinearCG & | operator-- (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... | |
ELineSearch & | operator++ (ELineSearch &type) |
ELineSearch | operator++ (ELineSearch &type, int) |
ELineSearch & | operator-- (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... | |
ECurvatureCondition & | operator++ (ECurvatureCondition &type) |
ECurvatureCondition | operator++ (ECurvatureCondition &type, int) |
ECurvatureCondition & | operator-- (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... | |
ETestOptProblem & | operator++ (ETestOptProblem &type) |
ETestOptProblem | operator++ (ETestOptProblem &type, int) |
ETestOptProblem & | operator-- (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 |
using ROL::SerialConstraint = typedef details::SerialConstraint<Real> |
Definition at line 333 of file ROL_SerialConstraint.hpp.
enum ROL::ETrustRegion |
Enumeration of trust-region solver types.
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.
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.
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.
enum ROL::EDistribution |
Definition at line 69 of file ROL_DistributionFactory.hpp.
Definition at line 64 of file ROL_DeviationMeasureFactory.hpp.
enum ROL::EErrorMeasure |
Definition at line 64 of file ROL_ErrorMeasureFactory.hpp.
enum ROL::EProbability |
Enumerator | |
---|---|
PROBABILITY_BPOE | |
PROBABILITY_SMOOTHEDPOE | |
PROBABILITY_LAST |
Definition at line 55 of file ROL_ProbabilityFactory.hpp.
enum ROL::ERegretMeasure |
Definition at line 61 of file ROL_RegretMeasureFactory.hpp.
enum ROL::ERiskMeasure |
Definition at line 84 of file ROL_RiskMeasureFactory.hpp.
enum ROL::EAbsoluteValue |
Enumerator | |
---|---|
ABSOLUTEVALUE_TRUE | |
ABSOLUTEVALUE_SQUAREROOT | |
ABSOLUTEVALUE_SQRTDENOM | |
ABSOLUTEVALUE_C2 | |
ABSOLUTEVALUE_LAST |
Definition at line 52 of file ROL_AbsoluteValue.hpp.
enum ROL::EExitStatus |
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.
enum ROL::EProblem |
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.
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.
enum ROL::EDescent |
Enumeration of descent direction types.
Enumerator | |
---|---|
DESCENT_STEEPEST | |
DESCENT_NONLINEARCG | |
DESCENT_SECANT | |
DESCENT_NEWTON | |
DESCENT_NEWTONKRYLOV | |
DESCENT_LAST |
Definition at line 409 of file ROL_Types.hpp.
enum ROL::ESecant |
Enumeration of secant update algorithms.
Enumerator | |
---|---|
SECANT_LBFGS | |
SECANT_LDFP | |
SECANT_LSR1 | |
SECANT_BARZILAIBORWEIN | |
SECANT_USERDEFINED | |
SECANT_LAST |
Definition at line 484 of file ROL_Types.hpp.
enum ROL::EKrylov |
Enumeration of Krylov methods.
Enumerator | |
---|---|
KRYLOV_CG | |
KRYLOV_CR | |
KRYLOV_GMRES | |
KRYLOV_MINRES | |
KRYLOV_USERDEFINED | |
KRYLOV_LAST |
Definition at line 557 of file ROL_Types.hpp.
enum ROL::ENonlinearCG |
Enumeration of nonlinear CG algorithms.
Definition at line 635 of file ROL_Types.hpp.
enum ROL::ELineSearch |
Enumeration of line-search types.
Definition at line 727 of file ROL_Types.hpp.
Enumeration of line-search curvature conditions.
Definition at line 810 of file ROL_Types.hpp.
enum ROL::ECGFlag |
Enumation of flags used by conjugate gradient methods.
Enumerator | |
---|---|
CG_FLAG_SUCCESS | |
CG_FLAG_ITEREXCEED | |
CG_FLAG_NEGCURVE | |
CG_FLAG_TRRADEX | |
CG_FLAG_ZERORHS | |
CG_FLAG_UNDEFINED |
Definition at line 890 of file ROL_Types.hpp.
enum ROL::ETestOptProblem |
Enumeration of test optimization problems.
Definition at line 125 of file ROL_GetTestProblems.hpp.
ROL::Ptr<Vector<Real> > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real >> & | a | ) |
Definition at line 276 of file ROL_PartitionedVector.hpp.
Referenced by main(), and ROL::PrimalDualSystemStep< Real >::repartition().
ROL::Ptr<const Vector<Real> > ROL::CreatePartitionedVector | ( | const ROL::Ptr< const Vector< Real >> & | a | ) |
Definition at line 287 of file ROL_PartitionedVector.hpp.
ROL::Ptr<Vector<Real> > ROL::CreatePartitionedVector | ( | const ROL::Ptr< Vector< Real >> & | a, |
const ROL::Ptr< Vector< Real >> & | b | ||
) |
Definition at line 298 of file ROL_PartitionedVector.hpp.
ROL::Ptr<const Vector<Real> > ROL::CreatePartitionedVector | ( | const ROL::Ptr< const Vector< Real >> & | a, |
const ROL::Ptr< const Vector< Real >> & | b | ||
) |
Definition at line 309 of file ROL_PartitionedVector.hpp.
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 321 of file ROL_PartitionedVector.hpp.
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 334 of file ROL_PartitionedVector.hpp.
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 347 of file ROL_PartitionedVector.hpp.
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 362 of file ROL_PartitionedVector.hpp.
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().
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().
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.
DynamicConstraint_CheckInterface<Real> ROL::make_check | ( | DynamicConstraint< Real > & | con | ) |
Definition at line 264 of file ROL_DynamicConstraint_CheckInterface.hpp.
Referenced by ROL::DynamicConstraintCheck< Real >::check(), and ROL::DynamicObjectiveCheck< Real >::check().
DynamicObjective_CheckInterface<Real> ROL::make_check | ( | DynamicObjective< Real > & | obj | ) |
Definition at line 213 of file ROL_DynamicObjective_CheckInterface.hpp.
ROL::BlockOperator2Diagonal BlockOperator2 ROL::apply | ( | V & | Hv, |
const V & | v, | ||
Real & | tol | ||
) | const |
Definition at line 78 of file ROL_BlockOperator2Diagonal.hpp.
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.
ROL::BlockOperator2UnitLower LinearOperator ROL::apply | ( | V & | Hv, |
const V & | v, | ||
Real & | tol | ||
) | const |
Definition at line 79 of file ROL_BlockOperator2UnitLower.hpp.
References C_.
ROL::BlockOperator2UnitUpper LinearOperator ROL::apply | ( | V & | Hv, |
const V & | v, | ||
Real & | tol | ||
) | const |
Definition at line 79 of file ROL_BlockOperator2UnitUpper.hpp.
References B_.
Real ROL::normL1 | ( | const Vector< Real > & | x | ) |
Definition at line 52 of file ROL_VectorNorms.hpp.
References ROL::Vector< Real >::clone().
Real ROL::normLp | ( | const Vector< Real > & | x, |
Exponent | p | ||
) |
Definition at line 62 of file ROL_VectorNorms.hpp.
References ROL::Vector< Real >::clone().
Real ROL::normLinf | ( | const Vector< Real > & | x | ) |
Definition at line 73 of file ROL_VectorNorms.hpp.
References ROL::Vector< Real >::clone().
|
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Definition at line 85 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Definition at line 99 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Definition at line 113 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Referenced by gradient_2().
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Definition at line 127 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
Referenced by hessVec_11().
|
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Definition at line 144 of file ROL_Objective_SerialSimOpt.hpp.
|
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Definition at line 160 of file ROL_Objective_SerialSimOpt.hpp.
References partition().
|
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Definition at line 176 of file ROL_Objective_SerialSimOpt.hpp.
References obj_, partition(), and ui_.
|
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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().
|
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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().
|
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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().
|
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Compute contribution to objective value from this time step.
Definition at line 146 of file ROL_Objective_TimeSimOpt.hpp.
|
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Compute contribution to simulation term gradient from this time step.
Definition at line 151 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by gradient_1().
|
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Compute contribution to simulation term gradient from this time step.
Definition at line 155 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by gradient_1().
|
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Compute contribution to optimization term gradient from this time step.
Definition at line 160 of file ROL_Objective_TimeSimOpt.hpp.
|
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Definition at line 163 of file ROL_Objective_TimeSimOpt.hpp.
|
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Definition at line 167 of file ROL_Objective_TimeSimOpt.hpp.
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Definition at line 174 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by ROL::Constraint< Real >::applyAdjointHessian(), ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Constraint< Real >::applyJacobian(), ROL::DynamicObjectiveCheck< Real >::check(), ROL::Constraint< Real >::checkApplyAdjointHessian(), ROL::Constraint< Real >::checkApplyAdjointJacobian(), ROL::Constraint< Real >::checkApplyJacobian(), ROL::Objective< Real >::checkGradient(), ROL::Objective< Real >::checkHessVec(), ROL::Objective< Real >::hessVec(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_un(), ROL::details::DynamicObjective_CheckInterface< Real >::update_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_uo(), ROL::details::DynamicObjective_CheckInterface< Real >::update_uo(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_z(), and ROL::details::DynamicObjective_CheckInterface< Real >::update_z().
|
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Definition at line 179 of file ROL_Objective_TimeSimOpt.hpp.
References value.
|
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Definition at line 184 of file ROL_Objective_TimeSimOpt.hpp.
Referenced by InnerProductMatrixSolver< Real >::inv_inner(), and ROL::details::DynamicConstraint_CheckInterface< Real >::solve_un().
|
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Definition at line 188 of file ROL_Objective_TimeSimOpt.hpp.
References gradient_1_new(), gradient_1_old(), ROL::Vector< Real >::plus(), and workspace_.
|
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Definition at line 203 of file ROL_Objective_TimeSimOpt.hpp.
References gradient_2().
|
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Definition at line 211 of file ROL_Objective_TimeSimOpt.hpp.
References hessVec_11().
|
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Definition at line 227 of file ROL_Objective_TimeSimOpt.hpp.
References ROL::Vector< Real >::zero().
|
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Definition at line 231 of file ROL_Objective_TimeSimOpt.hpp.
References ROL::Vector< Real >::zero().
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Definition at line 235 of file ROL_Objective_TimeSimOpt.hpp.
References ROL::Vector< Real >::zero().
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Definition at line 64 of file ROL_KrylovFactory.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, KRYLOV_MINRES, and StringToEKrylov().
|
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Definition at line 64 of file ROL_LineSearchFactory.hpp.
References LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION, LINESEARCH_BRENTS, LINESEARCH_CUBICINTERP, LINESEARCH_GOLDENSECTION, LINESEARCH_ITERATIONSCALING, LINESEARCH_PATHBASEDTARGETLEVEL, and StringToELineSearch().
|
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Definition at line 60 of file ROL_SecantFactory.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, and SECANT_LSR1.
|
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Definition at line 71 of file ROL_SecantFactory.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and StringToESecant().
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Definition at line 61 of file ROL_TrustRegionFactory.hpp.
References StringToETrustRegion(), TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.
|
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Definition at line 71 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LAST, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.
Referenced by main(), ROL::TrustRegionStep< Real >::printName(), and StringToETrustRegion().
|
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Verifies validity of a TrustRegion enum.
tr | [in] - enum of the TrustRegion |
Definition at line 90 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, and TRUSTREGION_TRUNCATEDCG.
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Definition at line 99 of file ROL_TrustRegionTypes.hpp.
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Definition at line 103 of file ROL_TrustRegionTypes.hpp.
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Definition at line 109 of file ROL_TrustRegionTypes.hpp.
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Definition at line 113 of file ROL_TrustRegionTypes.hpp.
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Definition at line 119 of file ROL_TrustRegionTypes.hpp.
References ETrustRegionToString(), removeStringFormat(), TRUSTREGION_CAUCHYPOINT, and TRUSTREGION_LAST.
Referenced by ROL::FletcherStep< Real >::initialize(), ROL::TrustRegionStep< Real >::parseParameterList(), and TrustRegionFactory().
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Definition at line 142 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_MODEL_COLEMANLI, TRUSTREGION_MODEL_KELLEYSACHS, TRUSTREGION_MODEL_LAST, and TRUSTREGION_MODEL_LINMORE.
Referenced by ROL::TrustRegionStep< Real >::printName(), and StringToETrustRegionModel().
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Verifies validity of a TrustRegionModel enum.
tr | [in] - enum of the TrustRegionModel |
Definition at line 159 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_MODEL_COLEMANLI, TRUSTREGION_MODEL_KELLEYSACHS, and TRUSTREGION_MODEL_LINMORE.
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Definition at line 166 of file ROL_TrustRegionTypes.hpp.
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Definition at line 170 of file ROL_TrustRegionTypes.hpp.
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Definition at line 176 of file ROL_TrustRegionTypes.hpp.
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Definition at line 180 of file ROL_TrustRegionTypes.hpp.
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Definition at line 186 of file ROL_TrustRegionTypes.hpp.
References ETrustRegionModelToString(), removeStringFormat(), TRUSTREGION_MODEL_COLEMANLI, and TRUSTREGION_MODEL_LAST.
Referenced by ROL::TrustRegionStep< Real >::parseParameterList(), and ROL::TrustRegion< Real >::TrustRegion().
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Definition at line 196 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_CAUCHYPOINT, TRUSTREGION_DOGLEG, TRUSTREGION_DOUBLEDOGLEG, TRUSTREGION_LINMORE, TRUSTREGION_MODEL_LINMORE, and TRUSTREGION_TRUNCATEDCG.
Referenced by ROL::TrustRegionStep< Real >::initialize().
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Definition at line 241 of file ROL_TrustRegionTypes.hpp.
References TRUSTREGION_FLAG_NAN, TRUSTREGION_FLAG_NPOSPREDNEG, TRUSTREGION_FLAG_NPOSPREDPOS, TRUSTREGION_FLAG_POSPREDNEG, TRUSTREGION_FLAG_QMINSUFDEC, and TRUSTREGION_FLAG_SUCCESS.
Referenced by ROL::TrustRegionStep< Real >::printHeader().
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Definition at line 90 of file ROL_DistributionFactory.hpp.
References DISTRIBUTION_ARCSINE, DISTRIBUTION_BETA, DISTRIBUTION_CAUCHY, DISTRIBUTION_DIRAC, DISTRIBUTION_EXPONENTIAL, DISTRIBUTION_GAMMA, DISTRIBUTION_GAUSSIAN, DISTRIBUTION_KUMARASWAMY, DISTRIBUTION_LAPLACE, DISTRIBUTION_LAST, DISTRIBUTION_LOGISTIC, DISTRIBUTION_PARABOLIC, DISTRIBUTION_RAISEDCOSINE, DISTRIBUTION_SMALE, DISTRIBUTION_TRIANGLE, DISTRIBUTION_TRUNCATEDEXPONENTIAL, DISTRIBUTION_TRUNCATEDGAUSSIAN, and DISTRIBUTION_UNIFORM.
Referenced by StringToEDistribution().
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Definition at line 116 of file ROL_DistributionFactory.hpp.
References 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, and DISTRIBUTION_UNIFORM.
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Definition at line 136 of file ROL_DistributionFactory.hpp.
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Definition at line 140 of file ROL_DistributionFactory.hpp.
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Definition at line 146 of file ROL_DistributionFactory.hpp.
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Definition at line 150 of file ROL_DistributionFactory.hpp.
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Definition at line 156 of file ROL_DistributionFactory.hpp.
References DISTRIBUTION_ARCSINE, DISTRIBUTION_LAST, DISTRIBUTION_UNIFORM, EDistributionToString(), and removeStringFormat().
Referenced by DistributionFactory().
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Definition at line 167 of file ROL_DistributionFactory.hpp.
References 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, and StringToEDistribution().
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Definition at line 76 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LAST, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE.
Referenced by StringToEDeviationMeasure().
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Definition at line 103 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE.
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Definition at line 114 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 118 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 124 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 128 of file ROL_DeviationMeasureFactory.hpp.
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Definition at line 134 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_LAST, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, EDeviationMeasureToString(), and removeStringFormat().
Referenced by DeviationMeasureFactory(), and ROL::PH_DeviationObjective< Real >::PH_DeviationObjective().
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Definition at line 145 of file ROL_DeviationMeasureFactory.hpp.
References DEVIATIONMEASURE_GENMOREAUYOSIDACVAR, DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE, DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE, DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE, DEVIATIONMEASURE_MOREAUYOSIDACVAR, DEVIATIONMEASURE_QUANTILEQUADRANGLE, DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE, and StringToEDeviationMeasure().
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Definition at line 53 of file ROL_DeviationMeasureInfo.hpp.
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Definition at line 76 of file ROL_ErrorMeasureFactory.hpp.
References ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LAST, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_MEANVARIANCEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and ERRORMEASURE_TRUNCATEDMEANQUADRANGLE.
Referenced by StringToEErrorMeasure().
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Definition at line 103 of file ROL_ErrorMeasureFactory.hpp.
References ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_MEANVARIANCEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, and ERRORMEASURE_TRUNCATEDMEANQUADRANGLE.
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Definition at line 114 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 118 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 124 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 128 of file ROL_ErrorMeasureFactory.hpp.
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Definition at line 134 of file ROL_ErrorMeasureFactory.hpp.
References EErrorMeasureToString(), ERRORMEASURE_LAST, ERRORMEASURE_MEANVARIANCEQUADRANGLE, and removeStringFormat().
Referenced by ErrorMeasureFactory(), and ROL::PH_ErrorObjective< Real >::PH_ErrorObjective().
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Definition at line 145 of file ROL_ErrorMeasureFactory.hpp.
References ERRORMEASURE_GENMOREAUYOSIDACVAR, ERRORMEASURE_LOGEXPONENTIALQUADRANGLE, ERRORMEASURE_LOGQUANTILEQUADRANGLE, ERRORMEASURE_MEANVARIANCEQUADRANGLE, ERRORMEASURE_MOREAUYOSIDACVAR, ERRORMEASURE_QUANTILEQUADRANGLE, ERRORMEASURE_SMOOTHEDWORSTCASEQUADRANGLE, ERRORMEASURE_TRUNCATEDMEANQUADRANGLE, and StringToEErrorMeasure().
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Definition at line 53 of file ROL_ErrorMeasureInfo.hpp.
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Definition at line 61 of file ROL_ProbabilityFactory.hpp.
References PROBABILITY_BPOE, PROBABILITY_LAST, and PROBABILITY_SMOOTHEDPOE.
Referenced by StringToEProbability().
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Definition at line 76 of file ROL_ProbabilityFactory.hpp.
References PROBABILITY_BPOE, and PROBABILITY_SMOOTHEDPOE.
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Definition at line 81 of file ROL_ProbabilityFactory.hpp.
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Definition at line 85 of file ROL_ProbabilityFactory.hpp.
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Definition at line 91 of file ROL_ProbabilityFactory.hpp.
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Definition at line 95 of file ROL_ProbabilityFactory.hpp.
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Definition at line 101 of file ROL_ProbabilityFactory.hpp.
References EProbabilityToString(), PROBABILITY_BPOE, PROBABILITY_LAST, and removeStringFormat().
Referenced by ProbabilityFactory().
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Definition at line 112 of file ROL_ProbabilityFactory.hpp.
References PROBABILITY_BPOE, PROBABILITY_SMOOTHEDPOE, and StringToEProbability().
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Definition at line 53 of file ROL_ProbabilityInfo.hpp.
References zero.
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Definition at line 73 of file ROL_RegretMeasureFactory.hpp.
References REGRETMEASURE_EXPONENTIAL, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_LAST, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_MEANABSOLUTELOSS, REGRETMEASURE_MEANL2, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_SMOOTHEDWORSTCASE, and REGRETMEASURE_TRUNCATEDMEAN.
Referenced by StringToERegretMeasure().
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Definition at line 100 of file ROL_RegretMeasureFactory.hpp.
References REGRETMEASURE_EXPONENTIAL, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_MEANABSOLUTELOSS, REGRETMEASURE_MEANL2, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_SMOOTHEDWORSTCASE, and REGRETMEASURE_TRUNCATEDMEAN.
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Definition at line 111 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 115 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 121 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 125 of file ROL_RegretMeasureFactory.hpp.
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Definition at line 131 of file ROL_RegretMeasureFactory.hpp.
References ERegretMeasureToString(), REGRETMEASURE_LAST, REGRETMEASURE_MEANABSOLUTELOSS, and removeStringFormat().
Referenced by ROL::PH_RegretObjective< Real >::PH_RegretObjective(), and RegretMeasureFactory().
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Definition at line 142 of file ROL_RegretMeasureFactory.hpp.
References REGRETMEASURE_EXPONENTIAL, REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_LOGQUANTILE, REGRETMEASURE_MEANABSOLUTELOSS, REGRETMEASURE_MEANL2, REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS, REGRETMEASURE_SMOOTHEDWORSTCASE, REGRETMEASURE_TRUNCATEDMEAN, and StringToERegretMeasure().
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Definition at line 53 of file ROL_RegretMeasureInfo.hpp.
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Definition at line 112 of file ROL_RiskMeasureFactory.hpp.
References RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_CVAR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_HMCR, RISKMEASURE_KLDIVERGENCE, RISKMEASURE_LAST, RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_LOGQUANTILE, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANSEMIDEVIATION, RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANVARIANCE, RISKMEASURE_MEANVARIANCEFROMTARGET, RISKMEASURE_MIXEDCVAR, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_QUANTILERADIUS, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_SMOOTHEDWORSTCASE, RISKMEASURE_SPECTRALRISK, and RISKMEASURE_TRUNCATEDMEAN.
Referenced by StringToERiskMeasure().
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Definition at line 171 of file ROL_RiskMeasureFactory.hpp.
References RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_CVAR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_HMCR, RISKMEASURE_KLDIVERGENCE, RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_LOGQUANTILE, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANSEMIDEVIATION, RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANVARIANCE, RISKMEASURE_MEANVARIANCEFROMTARGET, RISKMEASURE_MIXEDCVAR, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_QUANTILERADIUS, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_SMOOTHEDWORSTCASE, RISKMEASURE_SPECTRALRISK, and RISKMEASURE_TRUNCATEDMEAN.
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Definition at line 198 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 202 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 208 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 212 of file ROL_RiskMeasureFactory.hpp.
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Definition at line 218 of file ROL_RiskMeasureFactory.hpp.
References ERiskMeasureToString(), removeStringFormat(), RISKMEASURE_CVAR, and RISKMEASURE_LAST.
Referenced by ROL::PH_RiskObjective< Real >::PH_RiskObjective(), and RiskMeasureFactory().
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Definition at line 229 of file ROL_RiskMeasureFactory.hpp.
References RISKMEASURE_CHEBYSHEVSPECTRAL, RISKMEASURE_CHI2DIVERGENCE, RISKMEASURE_COHERENTENTROPICRISK, RISKMEASURE_CVAR, RISKMEASURE_ENTROPICRISK, RISKMEASURE_GENMOREAUYOSIDACVAR, RISKMEASURE_HMCR, RISKMEASURE_KLDIVERGENCE, RISKMEASURE_LOGEXPONENTIAL, RISKMEASURE_LOGQUANTILE, RISKMEASURE_MEANDEVIATION, RISKMEASURE_MEANDEVIATIONFROMTARGET, RISKMEASURE_MEANSEMIDEVIATION, RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET, RISKMEASURE_MEANVARIANCE, RISKMEASURE_MEANVARIANCEFROMTARGET, RISKMEASURE_MIXEDCVAR, RISKMEASURE_MOREAUYOSIDACVAR, RISKMEASURE_QUANTILERADIUS, RISKMEASURE_SAFETYMARGIN, RISKMEASURE_SECONDORDERCVAR, RISKMEASURE_SMOOTHEDWORSTCASE, RISKMEASURE_SPECTRALRISK, RISKMEASURE_TRUNCATEDMEAN, and StringToERiskMeasure().
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Definition at line 53 of file ROL_RiskMeasureInfo.hpp.
References zero.
Referenced by ROL::ConvexCombinationRiskMeasure< Real >::ConvexCombinationRiskMeasure().
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Definition at line 56 of file ROL_RandVarFunctionalFactory.hpp.
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Definition at line 56 of file ROL_RandVarFunctionalInfo.hpp.
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.
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.
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.
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.
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.
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.
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.
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.
Teuchos::SerialDenseMatrix<int, Real> ROL::computeDenseHessian | ( | Objective< Real > & | obj, |
const Vector< Real > & | x | ||
) |
Definition at line 63 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), and ROL::Objective< Real >::hessVec().
Referenced by main().
Teuchos::SerialDenseMatrix<int, Real> ROL::computeScaledDenseHessian | ( | Objective< Real > & | obj, |
const Vector< Real > & | x | ||
) |
Definition at line 88 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), and ROL::Objective< Real >::hessVec().
Teuchos::SerialDenseMatrix<int, Real> ROL::computeDotMatrix | ( | const Vector< Real > & | x | ) |
Definition at line 114 of file ROL_HelperFunctions.hpp.
References ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), and ROL::Vector< Real >::dimension().
Referenced by main().
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().
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.
Teuchos::SerialDenseMatrix<int, Real> ROL::computeInverse | ( | const Teuchos::SerialDenseMatrix< int, Real > & | mat | ) |
Definition at line 220 of file ROL_HelperFunctions.hpp.
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().
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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.
std::string ROL::NumberToString | ( | T | Number | ) |
Definition at line 81 of file ROL_Types.hpp.
Referenced by ROL::TrustRegionStep< Real >::printHeader().
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Platform-dependent machine epsilon.
Definition at line 91 of file ROL_Types.hpp.
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Tolerance for various equality tests.
Definition at line 97 of file ROL_Types.hpp.
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Platform-dependent maximum double.
Definition at line 102 of file ROL_Types.hpp.
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Definition at line 105 of file ROL_Types.hpp.
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Definition at line 108 of file ROL_Types.hpp.
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Platform-dependent minimum double.
Definition at line 113 of file ROL_Types.hpp.
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Definition at line 126 of file ROL_Types.hpp.
References EXITSTATUS_CONVERGED, EXITSTATUS_LAST, EXITSTATUS_MAXITER, EXITSTATUS_NAN, EXITSTATUS_STEPTOL, and EXITSTATUS_USERDEFINED.
Referenced by ROL::Algorithm< Real >::run().
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Definition at line 247 of file ROL_Types.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType(), StringToECurvatureCondition(), StringToEDescent(), StringToEDeviationMeasure(), StringToEDistribution(), StringToEErrorMeasure(), StringToEKrylov(), StringToELineSearch(), StringToENonlinearCG(), StringToEProbability(), StringToERegretMeasure(), StringToERiskMeasure(), StringToESecant(), StringToEStep(), StringToETestOptProblem(), StringToETrustRegion(), StringToETrustRegionModel(), and tierParameterList().
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Definition at line 287 of file ROL_Types.hpp.
References STEP_AUGMENTEDLAGRANGIAN, STEP_BUNDLE, STEP_COMPOSITESTEP, STEP_FLETCHER, STEP_INTERIORPOINT, STEP_LAST, STEP_LINESEARCH, STEP_MOREAUYOSIDAPENALTY, STEP_PRIMALDUALACTIVESET, and STEP_TRUSTREGION.
Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver(), and StringToEStep().
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Definition at line 305 of file ROL_Types.hpp.
References STEP_AUGMENTEDLAGRANGIAN, STEP_BUNDLE, STEP_COMPOSITESTEP, STEP_FLETCHER, STEP_INTERIORPOINT, STEP_LINESEARCH, STEP_MOREAUYOSIDAPENALTY, STEP_PRIMALDUALACTIVESET, STEP_TRUSTREGION, TYPE_B, TYPE_E, TYPE_EB, TYPE_LAST, and TYPE_U.
Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver().
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Verifies validity of a TrustRegion enum.
tr | [in] - enum of the TrustRegion |
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.
Referenced by ROL::Algorithm< Real >::Algorithm().
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Definition at line 369 of file ROL_Types.hpp.
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Definition at line 373 of file ROL_Types.hpp.
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Definition at line 379 of file ROL_Types.hpp.
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Definition at line 383 of file ROL_Types.hpp.
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Definition at line 389 of file ROL_Types.hpp.
References EStepToString(), removeStringFormat(), STEP_AUGMENTEDLAGRANGIAN, and STEP_LAST.
Referenced by ROL::Algorithm< Real >::Algorithm(), ROL::StatusTestFactory< Real >::getStatusTest(), ROL::StepFactory< Real >::getStep(), ROL::InteriorPointStep< Real >::InteriorPointStep(), ROL::MoreauYosidaPenaltyStep< Real >::MoreauYosidaPenaltyStep(), and ROL::OptimizationSolver< Real >::OptimizationSolver().
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Definition at line 418 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
Referenced by main(), ROL::NewtonStep< Real >::printHeader(), ROL::GradientStep< Real >::printHeader(), ROL::NonlinearCGStep< Real >::printHeader(), ROL::SecantStep< Real >::printHeader(), ROL::ProjectedNewtonStep< Real >::printHeader(), ROL::ProjectedSecantStep< Real >::printHeader(), ROL::NewtonKrylovStep< Real >::printHeader(), ROL::ProjectedNewtonKrylovStep< Real >::printHeader(), ROL::NewtonStep< Real >::printName(), ROL::GradientStep< Real >::printName(), ROL::NonlinearCGStep< Real >::printName(), ROL::SecantStep< Real >::printName(), ROL::ProjectedNewtonStep< Real >::printName(), ROL::ProjectedSecantStep< Real >::printName(), ROL::NewtonKrylovStep< Real >::printName(), ROL::ProjectedNewtonKrylovStep< Real >::printName(), and StringToEDescent().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 437 of file ROL_Types.hpp.
References DESCENT_NEWTON, DESCENT_NEWTONKRYLOV, DESCENT_NONLINEARCG, DESCENT_SECANT, and DESCENT_STEEPEST.
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Definition at line 446 of file ROL_Types.hpp.
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Definition at line 450 of file ROL_Types.hpp.
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Definition at line 456 of file ROL_Types.hpp.
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Definition at line 460 of file ROL_Types.hpp.
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Definition at line 466 of file ROL_Types.hpp.
References DESCENT_LAST, DESCENT_SECANT, DESCENT_STEEPEST, EDescentToString(), and removeStringFormat().
Referenced by ROL::LineSearchStep< Real >::initialize(), ROL::LineSearch< Real >::LineSearch(), and ROL::ScalarMinimizationLineSearch< Real >::ScalarMinimizationLineSearch().
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Definition at line 493 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LAST, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
Referenced by ROL::ProjectedSecantStep< Real >::printName(), ROL::NewtonKrylovStep< Real >::printName(), ROL::TrustRegionStep< Real >::printName(), and StringToESecant().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 512 of file ROL_Types.hpp.
References SECANT_BARZILAIBORWEIN, SECANT_LBFGS, SECANT_LDFP, SECANT_LSR1, and SECANT_USERDEFINED.
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Definition at line 521 of file ROL_Types.hpp.
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Definition at line 525 of file ROL_Types.hpp.
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Definition at line 531 of file ROL_Types.hpp.
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Definition at line 535 of file ROL_Types.hpp.
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Definition at line 541 of file ROL_Types.hpp.
References ESecantToString(), removeStringFormat(), SECANT_LAST, and SECANT_LBFGS.
Referenced by ROL::NewtonKrylovStep< Real >::NewtonKrylovStep(), ROL::PrimalDualActiveSetStep< Real >::PrimalDualActiveSetStep(), ROL::ProjectedNewtonKrylovStep< Real >::ProjectedNewtonKrylovStep(), ROL::ProjectedSecantStep< Real >::ProjectedSecantStep(), SecantFactory(), ROL::SecantStep< Real >::SecantStep(), and ROL::TrustRegionStep< Real >::TrustRegionStep().
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Definition at line 566 of file ROL_Types.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, KRYLOV_LAST, KRYLOV_MINRES, and KRYLOV_USERDEFINED.
Referenced by StringToEKrylov().
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Verifies validity of a Secant enum.
tr | [in] - enum of the Secant |
Definition at line 585 of file ROL_Types.hpp.
References KRYLOV_CG, KRYLOV_CR, KRYLOV_GMRES, and KRYLOV_USERDEFINED.
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Definition at line 592 of file ROL_Types.hpp.
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Definition at line 596 of file ROL_Types.hpp.
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Definition at line 602 of file ROL_Types.hpp.
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Definition at line 606 of file ROL_Types.hpp.
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Definition at line 612 of file ROL_Types.hpp.
References EKrylovToString(), KRYLOV_CG, KRYLOV_LAST, and removeStringFormat().
Referenced by KrylovFactory(), ROL::NewtonKrylovStep< Real >::NewtonKrylovStep(), and ROL::ProjectedNewtonKrylovStep< Real >::ProjectedNewtonKrylovStep().
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Definition at line 649 of file ROL_Types.hpp.
References NONLINEARCG_DAI_YUAN, NONLINEARCG_DANIEL, NONLINEARCG_FLETCHER_CONJDESC, NONLINEARCG_FLETCHER_REEVES, NONLINEARCG_HAGER_ZHANG, NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, NONLINEARCG_LIU_STOREY, NONLINEARCG_OREN_LUENBERGER, NONLINEARCG_POLAK_RIBIERE, and NONLINEARCG_USERDEFINED.
Referenced by StringToENonlinearCG().
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Verifies validity of a NonlinearCG enum.
tr | [in] - enum of the NonlinearCG |
Definition at line 673 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.
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Definition at line 687 of file ROL_Types.hpp.
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Definition at line 691 of file ROL_Types.hpp.
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Definition at line 697 of file ROL_Types.hpp.
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Definition at line 701 of file ROL_Types.hpp.
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Definition at line 707 of file ROL_Types.hpp.
References ENonlinearCGToString(), NONLINEARCG_HESTENES_STIEFEL, NONLINEARCG_LAST, and removeStringFormat().
Referenced by ROL::NonlinearCGStep< Real >::NonlinearCGStep().
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Definition at line 739 of file ROL_Types.hpp.
References LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION, LINESEARCH_BRENTS, LINESEARCH_CUBICINTERP, LINESEARCH_GOLDENSECTION, LINESEARCH_ITERATIONSCALING, LINESEARCH_LAST, LINESEARCH_PATHBASEDTARGETLEVEL, and LINESEARCH_USERDEFINED.
Referenced by main(), and StringToELineSearch().
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Verifies validity of a LineSearch enum.
ls | [in] - enum of the linesearch |
Definition at line 761 of file ROL_Types.hpp.
References LINESEARCH_BACKTRACKING, LINESEARCH_BISECTION, LINESEARCH_BRENTS, LINESEARCH_CUBICINTERP, LINESEARCH_GOLDENSECTION, LINESEARCH_ITERATIONSCALING, LINESEARCH_PATHBASEDTARGETLEVEL, and LINESEARCH_USERDEFINED.
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Definition at line 773 of file ROL_Types.hpp.
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Definition at line 777 of file ROL_Types.hpp.
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Definition at line 783 of file ROL_Types.hpp.
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Definition at line 787 of file ROL_Types.hpp.
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Definition at line 793 of file ROL_Types.hpp.
References ELineSearchToString(), LINESEARCH_ITERATIONSCALING, LINESEARCH_LAST, and removeStringFormat().
Referenced by LineSearchFactory(), and ROL::LineSearchStep< Real >::LineSearchStep().
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Definition at line 820 of file ROL_Types.hpp.
References CURVATURECONDITION_APPROXIMATEWOLFE, CURVATURECONDITION_GENERALIZEDWOLFE, CURVATURECONDITION_GOLDSTEIN, CURVATURECONDITION_LAST, CURVATURECONDITION_NULL, CURVATURECONDITION_STRONGWOLFE, and CURVATURECONDITION_WOLFE.
Referenced by ROL::LineSearchStep< Real >::printName(), and StringToECurvatureCondition().
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Verifies validity of a CurvatureCondition enum.
ls | [in] - enum of the Curvature Conditions |
Definition at line 840 of file ROL_Types.hpp.
References CURVATURECONDITION_APPROXIMATEWOLFE, CURVATURECONDITION_GENERALIZEDWOLFE, CURVATURECONDITION_GOLDSTEIN, CURVATURECONDITION_NULL, CURVATURECONDITION_STRONGWOLFE, and CURVATURECONDITION_WOLFE.
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Definition at line 850 of file ROL_Types.hpp.
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Definition at line 854 of file ROL_Types.hpp.
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Definition at line 860 of file ROL_Types.hpp.
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Definition at line 864 of file ROL_Types.hpp.
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Definition at line 870 of file ROL_Types.hpp.
References CURVATURECONDITION_LAST, CURVATURECONDITION_WOLFE, ECurvatureConditionToString(), and removeStringFormat().
Referenced by ROL::LineSearch< Real >::LineSearch(), ROL::LineSearchStep< Real >::LineSearchStep(), and ROL::ScalarMinimizationLineSearch< Real >::ScalarMinimizationLineSearch().
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Definition at line 900 of file ROL_Types.hpp.
References CG_FLAG_ITEREXCEED, CG_FLAG_NEGCURVE, CG_FLAG_SUCCESS, CG_FLAG_TRRADEX, and CG_FLAG_ZERORHS.
Referenced by ROL::TrustRegionStep< Real >::printHeader().
Real ROL::rol_cast | ( | const Element & | val | ) |
Definition at line 972 of file ROL_Types.hpp.
References ROL::TypeCaster< Real, Element >::ElementToReal().
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Definition at line 55 of file ROL_ValidParameters.hpp.
References value.
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Definition at line 290 of file ROL_ValidParameters.hpp.
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Definition at line 161 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_LAST, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_QUARTIC, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
Referenced by main(), and StringToETestOptProblem().
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Verifies validity of a TestOptProblem enum.
to | [in] - enum of the TestOptProblem |
Definition at line 207 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_QUARTIC, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
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Definition at line 242 of file ROL_GetTestProblems.hpp.
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Definition at line 246 of file ROL_GetTestProblems.hpp.
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Definition at line 252 of file ROL_GetTestProblems.hpp.
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Definition at line 256 of file ROL_GetTestProblems.hpp.
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Definition at line 262 of file ROL_GetTestProblems.hpp.
References ETestOptProblemToString(), removeStringFormat(), TESTOPTPROBLEM_LAST, and TESTOPTPROBLEM_ROSENBROCK.
void ROL::GetTestProblem | ( | Ptr< OptimizationProblem< Real > > & | problem, |
Ptr< Vector< Real > > & | x0, | ||
std::vector< Ptr< Vector< Real > > > & | x, | ||
const ETestOptProblem | test | ||
) |
Definition at line 273 of file ROL_GetTestProblems.hpp.
References TESTOPTPROBLEM_BEALE, TESTOPTPROBLEM_BVP, TESTOPTPROBLEM_CANTILEVER, TESTOPTPROBLEM_CANTILEVERBEAM, TESTOPTPROBLEM_CUBIC, TESTOPTPROBLEM_CYLINDERHEAD, TESTOPTPROBLEM_FREUDENSTEINANDROTH, TESTOPTPROBLEM_HS1, TESTOPTPROBLEM_HS2, TESTOPTPROBLEM_HS24, TESTOPTPROBLEM_HS25, TESTOPTPROBLEM_HS29, TESTOPTPROBLEM_HS3, TESTOPTPROBLEM_HS32, TESTOPTPROBLEM_HS38, TESTOPTPROBLEM_HS39, TESTOPTPROBLEM_HS4, TESTOPTPROBLEM_HS45, TESTOPTPROBLEM_HS5, TESTOPTPROBLEM_LAST, TESTOPTPROBLEM_LEASTSQUARES, TESTOPTPROBLEM_MINIMAX1, TESTOPTPROBLEM_MINIMAX2, TESTOPTPROBLEM_MINIMAX3, TESTOPTPROBLEM_PARABOLOIDCIRCLE, TESTOPTPROBLEM_POISSONCONTROL, TESTOPTPROBLEM_POISSONINVERSION, TESTOPTPROBLEM_POWELL, TESTOPTPROBLEM_QUARTIC, TESTOPTPROBLEM_ROSENBROCK, TESTOPTPROBLEM_SIMPLEEQCONSTRAINED, TESTOPTPROBLEM_SUMOFSQUARES, and TESTOPTPROBLEM_ZAKHAROV.
void ROL::addJSONBlockToPL | ( | const Json::Value & | block, |
ROL::ParameterList & | parlist | ||
) |
Iterate over a block and insert key-value pairs into the ROL::ParameterList.
[in] | block | is 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.
[in] | block | is a block from a JSON object |
[in] | key | is 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.
[in] | block | is 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().
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.
[in] | parlist | is 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 ROL::Algorithm< Real >::Algorithm(), main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().
ROL::DiagonalOperator ROL::apply |
Referenced by ROL::ColemanLiModel< Real >::computeAlpha(), ROL::ColemanLiModel< Real >::computeFullReflectiveStep(), ROL::ColemanLiModel< Real >::computeReflectiveStep(), ROL::ColemanLiModel< Real >::constructC(), ROL::LogBarrierObjective< Real >::dirDeriv(), ROL::ColemanLiModel< Real >::getScalarBounds(), ROL::LogBarrierObjective< Real >::hessVec(), InnerProductMatrix< Real >::inner(), ROL::ColemanLiModel< Real >::isStrictlyFeasibleStep(), ROL::Bounds< Real >::project(), and ROL::Bounds< Real >::projectInterior().
ROL::Objective_SimOpt ROL::value |
Referenced by ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Constraint< Real >::applyJacobian(), ROL::DynamicObjectiveCheck< Real >::check(), ROL::Constraint< Real >::checkApplyAdjointJacobian(), ROL::Constraint< Real >::checkApplyJacobian(), ROL::Objective< Real >::checkGradient(), ROL::Objective< Real >::dirDeriv(), getValidROLParameters(), ROL::FletcherStep< Real >::getValueString(), tierParameterList(), and value().