ROL
|
▶NROL | |
▶NException | |
CNotImplemented | |
▶NInteriorPoint | |
CCompositeConstraint | Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable |
CMeritFunction | |
CPenalizedObjective | |
CPrimalDualResidual | Express the Primal-Dual Interior Point gradient as an equality constraint |
CPrimalDualSymmetrizer | |
▶NRefactor | |
COptimizationProblem | |
▶NZOO | |
CEqualityConstraint_HS32 | |
CEqualityConstraint_HS39a | |
CEqualityConstraint_HS39b | |
CEqualityConstraint_ParaboloidCircle | Equality constraint c(x,y) = (x-2)^2 + y^2 - 1 |
CEqualityConstraint_SimpleEqConstrained | Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1 |
CInequalityConstraint_HS24 | |
CInequalityConstraint_HS29 | |
CInequalityConstraint_HS32 | |
CObjective_Beale | Beale's function |
CObjective_BVP | The discrete boundary value problem |
CObjective_DiodeCircuit | The diode circuit problem |
CObjective_FreudensteinRoth | Freudenstein and Roth's function |
CObjective_HS1 | W. Hock and K. Schittkowski 1st test function |
CObjective_HS2 | W. Hock and K. Schittkowski 2nd test function |
CObjective_HS24 | |
CObjective_HS25 | W. Hock and K. Schittkowski 25th test function |
CObjective_HS29 | |
CObjective_HS3 | W. Hock and K. Schittkowski 3rd test function |
CObjective_HS32 | |
CObjective_HS38 | W. Hock and K. Schittkowski 38th test function |
CObjective_HS39 | W. Hock and K. Schittkowski 39th test function |
CObjective_HS4 | W. Hock and K. Schittkowski 4th test function |
CObjective_HS45 | W. Hock and K. Schittkowski 45th test function |
CObjective_HS5 | W. Hock and K. Schittkowski 5th test function |
CObjective_LeastSquares | Least squares function |
CObjective_ParaboloidCircle | Objective function: f(x,y) = x^2 + y^2 |
CObjective_PoissonControl | Poisson distributed control |
CObjective_PoissonInversion | Poisson material inversion |
CObjective_Powell | Powell's badly scaled function |
CObjective_Rosenbrock | Rosenbrock's function |
CObjective_SimpleEqConstrained | Objective function: f(x) = exp(x1*x2*x3*x4*x5) + 0.5*(x1^3+x2^3+1)^2 |
CObjective_SumOfSquares | Sum of squares function |
CObjective_Zakharov | Zakharov function |
CAbsoluteValue | |
CAlgorithm | Provides an interface to run optimization algorithms |
CAlgorithmState | State for algorithm class. Will be used for restarts |
CArcsine | |
CAtomVector | Provides the std::vector implementation of the ROL::Vector interface |
CAugmentedLagrangian | Provides the interface to evaluate the augmented Lagrangian |
CAugmentedLagrangian_SimOpt | Provides the interface to evaluate the SimOpt augmented Lagrangian |
CAugmentedLagrangianStep | Provides the interface to compute augmented Lagrangian steps |
CBackTracking | Implements a simple back tracking line search |
CBarzilaiBorwein | Provides definitions for Barzilai-Borwein operators |
CBatchManager | |
CBatchStdVector | Provides the std::vector implementation of the ROL::Vector interface |
CBeta | |
CBisection | Implements a bisection line search |
CBlockOperator | Provides the interface to apply a block operator to a partitioned vector |
CBlockOperator2 | |
▶CBoundConstraint | Provides the interface to apply upper and lower bound constraints |
CActive | |
CLowerBinding | |
CPruneBinding | |
CUpperBinding | |
CBoundConstraint_Partitioned | A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector |
CBoundConstraint_SimOpt | |
CBoundInequalityConstraint | Provides an implementation for bound inequality constraints |
CBPOEObjective | |
▶CBrents | Implements a Brent's method line search |
CtestFunction | |
CBundle | Provides the interface for and implments a bundle |
CBundle_TT | Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996) |
CBundleStatusTest | |
CBundleStep | Provides the interface to compute bundle trust-region steps |
CCArrayVector | Provides the C array implementation of the ROL::Vector interface for use with NumPy->C Array passing by pointer. This class in intended to be used with the Python ROL interface |
CCauchy | |
CCauchyPoint | Provides interface for the Cauchy point trust-region subproblem solver |
CCDFObjective | |
CChebyshevKusuoka | Provides an interface for the Chebyshev-Kusuoka risk measure |
CChi2Divergence | Provides an interface for the chi-squared-divergence distributionally robust expectation |
CCoherentExpUtility | Provides the interface for the coherent entropic risk measure |
CColemanLiModel | Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm |
CCompositeConstraint | Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable |
CCompositeEqualityConstraint_SimOpt | Defines a composite equality constraint operator interface for simulation-based optimization |
CCompositeObjective | Provides the interface to evaluate composite objective functions |
CCompositeObjective_SimOpt | Provides the interface to evaluate simulation-based composite objective functions |
CCompositeStep | Implements the computation of optimization steps with composite-step trust-region methods |
CConjugateGradients | Provides definitions of the Conjugate Gradient solver |
CConjugateResiduals | Provides definition of the Conjugate Residual solver |
CConstraints | |
CConstraintStatusTest | Provides an interface to check status of optimization algorithms for problems with equality constraints |
CConvexCombinationRiskMeasure | Provides an interface for a convex combination of risk measures |
CCubicInterp | Implements cubic interpolation back tracking line search |
CCVaR | Provides an interface for a convex combination of the expected value and the conditional value-at-risk |
CDiagonalOperator | Provides the interface to apply a diagonal operator which acts like elementwise multiplication when apply() is used and elementwise division when applyInverse() is used |
CDirac | |
CDistribution | |
CDogLeg | Provides interface for dog leg trust-region subproblem solver |
CDoubleDogLeg | Provides interface for the double dog leg trust-region subproblem solver |
CDualAtomVector | |
CDualProbabilityVector | |
CDualScaledStdVector | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector |
CElementwiseVector | 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 |
CEqualityConstraint | Defines the equality constraint operator interface |
CEqualityConstraint_Partitioned | Allows composition of equality constraints |
CEqualityConstraint_SimOpt | Defines the equality constraint operator interface for simulation-based optimization |
CExpectationQuad | Provides a general interface for risk measures generated through the expectation risk quadrangle |
CExponential | |
CExpUtility | Provides an interface for the entropic risk |
CFDivergence | Provides a general interface for the F-divergence distributionally robust expectation |
CGamma | |
CGaussian | |
CGMRES | Preconditioned GMRES solver |
CGoldenSection | Implements a golden section line search |
CGradientStep | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
CHMCR | Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure |
CHMCRObjective | |
CInequalityConstraint | Provides a unique argument for inequality constraints, which otherwise behave exactly as equality constraints |
CInteriorPointStep | |
CIterationScaling | Provides an implementation of iteration scaled line search |
CKelleySachsModel | Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm |
CKLDivergence | Provides an interface for the Kullback-Leibler distributionally robust expectation |
CKrylov | Provides definitions for Krylov solvers |
CKumaraswamy | |
CLaplace | |
ClBFGS | Provides definitions for limited-memory BFGS operators |
ClDFP | Provides definitions for limited-memory DFP operators |
CLinearCombinationObjective | |
CLinearObjective | Provides the interface to evaluate linear objective functions |
CLinearOperator | Provides the interface to apply a linear operator |
CLineSearch | Provides interface for and implements line searches |
CLineSearchStep | Provides the interface to compute optimization steps with line search |
CLogBarrierObjective | Log barrier objective for interior point methods |
CLogExponentialQuadrangle | Provides an interface for the entropic risk using the expectation risk quadrangle |
CLogistic | |
CLogQuantileQuadrangle | Provides an interface for the conditioanl entropic risk using the expectation risk quadrangle |
CLowerBoundInequalityConstraint | Provides an implementation for lower bound inequality constraints |
ClSR1 | Provides definitions for limited-memory SR1 operators |
CMeanDeviation | Provides an interface for the mean plus a sum of arbitrary order deviations |
CMeanDeviationFromTarget | Provides an interface for the mean plus a sum of arbitrary order deviations from targets |
CMeanVariance | Provides an interface for the mean plus a sum of arbitrary order variances |
CMeanVarianceFromTarget | Provides an interface for the mean plus a sum of arbitrary order variances from targets |
CMeanVarianceQuadrangle | Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle |
CMinimax1 | |
CMinimax2 | |
CMinimax3 | |
CMixedQuantileQuadrangle | Provides an interface for a convex combination of conditional value-at-risks |
CMomentObjective | |
CMonteCarloGenerator | |
CMoreauYosidaCVaR | Provides an interface for a smooth approximation of the conditional value-at-risk |
CMoreauYosidaPenalty | Provides the interface to evaluate the Moreau-Yosida penalty function |
CMoreauYosidaPenaltyStep | Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints |
CMultiVector | Provides a container and operations on multiple ROL vectors for use with other Trilinos packages which require multivectors |
CMultiVectorDefault | Default implementation of the ROL::MultiVector container class |
▶CNewtonKrylovStep | Provides the interface to compute optimization steps with projected inexact Newton's method using line search |
CHessianNK | |
CPrecondNK | |
CNewtonStep | Provides the interface to compute optimization steps with Newton's method globalized using line search |
CNonlinearCGStep | Provides the interface to compute optimization steps with nonlinear CG |
CNonlinearLeastSquaresObjective | Provides the interface to evaluate nonlinear least squares objective functions |
CObjective | Provides the interface to evaluate objective functions |
CObjective_SimOpt | Provides the interface to evaluate simulation-based objective functions |
CObjectiveFromBoundConstraint | Create a penalty objective from upper and lower bound vectors |
COptimizationProblem | |
CParabolic | |
CParametrize | Provides the mix-in interface for making objects parametrized |
CParametrizedCompositeObjective | Provides the interface to evaluate parametrized composite objective functions |
CParametrizedCompositeObjective_SimOpt | |
CParametrizedEqualityConstraint | |
CParametrizedEqualityConstraint_SimOpt | |
CParametrizedObjective | |
CParametrizedObjective_SimOpt | |
CParametrizedStdObjective | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
CPartitionedVector | Defines the linear algebra of vector space on a generic partitioned vector |
CPathBasedTargetLevel | Provides an implementation of path-based target leve line search |
CPenalizedObjective | Adds barrier term to generic objective |
CPlusFunction | |
CPointwiseCDFObjective | |
CPositiveFunction | |
CPrimalAtomVector | |
▶CPrimalDualActiveSetStep | Implements the computation of optimization steps with the Newton primal-dual active set method |
CHessianPD | |
CPrecondPD | |
CPrimalProbabilityVector | |
CPrimalScaledStdVector | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::DualScaledStdVector |
CProbabilityVector | Provides the std::vector implementation of the ROL::Vector interface |
▶CProjectedNewtonKrylovStep | Provides the interface to compute optimization steps with projected inexact ProjectedNewton's method using line search |
CHessianPNK | |
CPrecondPNK | |
CProjectedNewtonStep | Provides the interface to compute optimization steps with projected Newton's method using line search |
CProjectedObjective | |
CProjectedSecantStep | Provides the interface to compute optimization steps with projected secant method using line search |
CQuadraticObjective | Provides the interface to evaluate quadratic objective functions |
CQuadraticPenalty | Provides the interface to evaluate the quadratic constraint penalty |
CQuadraticPenalty_SimOpt | Provides the interface to evaluate the quadratic SimOpt constraint penalty |
CQuantileQuadrangle | Provides an interface for a convex combination of the expected value and the conditional value-at-risk using the expectation risk quadrangle |
CQuantileRadiusQuadrangle | |
CRaisedCosine | |
CReduced_AugmentedLagrangian_SimOpt | Provides the interface to evaluate the reduced SimOpt augmented Lagrangian |
CReduced_Objective_SimOpt | |
CReduced_ParametrizedObjective_SimOpt | |
CremoveSpecialCharacters | |
CRiskAverseObjective | |
CRiskBoundConstraint | |
CRiskMeasure | Provides the interface to implement risk measures |
CRiskNeutralObjective | |
CRiskVector | |
CSampleGenerator | |
CScalarLinearEqualityConstraint | This equality constraint defines an affine hyperplane |
▶CScalarMinimizationLineSearch | Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\) |
CLineSearchStatusTest | |
CPhi | |
CSecant | Provides interface for and implements limited-memory secant operators |
CSecantState | |
CSecantStep | Provides the interface to compute optimization steps with a secant method |
CSimulatedEqualityConstraint | |
CSimulatedObjective | |
CSimulatedObjectiveCVaR | |
CSimulatedVector | 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 |
CSlacklessObjective | This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \) |
CSmale | |
CSmoothedWorstCaseQuadrangle | Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle |
CSpectralRisk | Provides an interface for spectral risk measures |
CSROMGenerator | |
CSROMVector | Provides the std::vector implementation of the ROL::Vector interface |
CStatusTest | Provides an interface to check status of optimization algorithms |
CStatusTestFactory | |
CStdBoundConstraint | |
CStdObjective | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
CStdTeuchosBatchManager | |
CStdVector | Provides the std::vector implementation of the ROL::Vector interface |
CStep | Provides the interface to compute optimization steps |
CStepFactory | |
CStepState | State for step class. Will be used for restarts |
CStochasticProblem | |
CSuperQuantileQuadrangle | Provides an interface for the risk measure associated with the super quantile quadrangle |
CTeuchosBatchManager | |
CTriangle | |
CTruncatedCG | Provides interface for truncated CG trust-region subproblem solver |
CTruncatedExponential | |
CTruncatedGaussian | |
CTruncatedMeanQuadrangle | |
CTrustRegion | Provides interface for and implements trust-region subproblem solvers |
CTrustRegionModel | Provides the interface to evaluate trust-region model functions |
CTrustRegionStep | Provides the interface to compute optimization steps with trust regions |
CTypeCaster | |
CTypeCaster< double, float > | |
CTypeCaster< Real, std::complex< Real > > | |
CUniform | |
CUpperBoundInequalityConstraint | Provides an implementation for upper bound inequality constraints |
CUserInputGenerator | |
CVector | Defines the linear algebra or vector space interface |
CVector_SimOpt | Defines the linear algebra or vector space interface for simulation-based optimization |
CBoundConstraint_BurgersControl | |
CBurgersFEM | |
CConDualStdVector | |
CConStdVector | |
CDiffusionEqualityConstraint | |
CDiffusionObjective | |
CDyadicOperator | |
CEqualityConstraint_BurgersControl | |
CExample_Objective | Objective function: \[f(x) = exp(x_1 x_2 x_3 x_4 x_5) + \frac{1}{2}*(x_1^3+x_2^3+1)^2 \] |
CFEM | |
CFiniteDifference | |
CFunctionZakharov | |
CH1BoundConstraint | |
CH1VectorBatchManager | |
CH1VectorDual | |
CH1VectorPrimal | |
CIdentity | |
CInnerProductMatrix | |
CInnerProductMatrixSolver | This class adds a solve method |
CL2BoundConstraint | |
CL2VectorBatchManager | |
CL2VectorDual | |
CL2VectorPrimal | |
CLagrange | |
CNodalBasis | |
CNormalization_Constraint | |
CNullOperator | |
CObjective_BurgersControl | |
CObjective_GrossPitaevskii | |
CObjective_PoissonInversion | |
CObjectiveFunctionTest06 | |
CObjectiveFunctionTest07_1 | |
CObjectiveFunctionTest07_2 | |
CObjectiveFunctionTest07_scalarize | |
CObjectiveFunctionTest08_1 | |
CObjectiveFunctionTest08_2 | |
CObjectiveFunctionTest08_scalarize | |
COptDualStdVector | |
COptStdVector | |
CredConstraint | |
CStatusTest_PDAS | |
CTridiagonalToeplitzOperator | |
CvalConstraint | |
CZakharov | |
CZakharov_Sacado_Objective |