| ▼ example | |
| ► burgers-control | |
| example_01.cpp | Shows how to solve an optimal control problem constrained by steady Burgers' equation with bound constraints |
| example_01.hpp | Provides definitions of equality constraint and objective for example_01 |
| example_02.cpp | Shows how to solve a steady Burgers' optimal control problem using the SimOpt interface. We solve the control problem using Composite Step and trust regions |
| example_02.hpp | Provides definitions of equality constraint and objective for example_02 |
| example_03.cpp | Shows how to solve an optimal control problem constrained by unsteady Burgers' equation with the SimOpt interface |
| example_03.hpp | |
| example_04.cpp | Shows how to solve a steady Burgers' optimal control problem using full-space methods |
| example_04.hpp | Provides definitions of equality constraint and objective for example_04 |
| example_05.cpp | |
| example_05.hpp | |
| example_06.cpp | Shows how to solve a steady Burgers' optimal control problem using full-space methods |
| example_06.hpp | |
| example_07.cpp | Shows how to solve a steady Burgers' optimal control problem using full-space methods |
| example_07.hpp | |
| example_08.cpp | |
| example_08.hpp | |
| example_10.cpp | |
| example_10.hpp | |
| ► dual-spaces | |
| ► rosenbrock-1 | |
| example_01.cpp | Shows how to minimize Rosenbrock's function using Newton-Krylov |
| example_02.cpp | |
| ► simple-eq-constr-1 | |
| example_01.cpp | Shows how to solve the equality constrained NLP from Nocedal/Wright, 2nd edition, page 574, example 18.2 |
| ► gross-pitaevskii | |
| ► numerics | |
| FiniteDifference.hpp | |
| InnerProductMatrix.hpp | |
| Lagrange.hpp | |
| LinearAlgebra.hpp | |
| NodalBasis.hpp | |
| OrthogonalPolynomials.hpp | |
| example_01.cpp | Minimize the Gross-Pitaevskii functional and demonstrate the effect of choice of function space of the Gradient on convergence |
| example_01.hpp | |
| example_02.cpp | Minimize the Gross-Pitaevskii functional and demonstrate the effect of choice of function space of the Gradient on convergence. In this version we implement the correct Sobolev inner products and Reisz mapping using a finite difference approximation of the derivative terms.
|
| example_02.hpp | Minimize the Gross-Pitaevskii functional and demonstrate the effect of choice of function space of the Gradient on convergence. In this version we implement the correct Sobolev inner products and Reisz mapping using a finite difference approximation of the derivative terms.
|
| ► json | |
| example_01.cpp | Example of how to supply ROL with parameters from a JSON file. Requires that json-cpp be installed |
| example_01.hpp | Example of how to supply ROL with parameters from a JSON file. Requires that json-cpp be installed |
| ► poisson-control | |
| example_01.cpp | Shows how to solve the inverse Poisson problem using trust-region methods with dense Hessian diagnostics |
| example_02.cpp | |
| example_02.hpp | |
| example_03.cpp | |
| ► poisson-inversion | |
| example_01.cpp | Shows how to solve the inverse Poisson problem using trust-region methods with dense Hessian diagnostics |
| example_02.cpp | |
| ► rosenbrock | |
| example_01.cpp | Shows how to minimize Rosenbrock's function using Newton-Krylov |
| ► sacado | |
| example_01a.cpp | An example combining ROL and Sacado to mimize the Zakharov function. The gradient and the action of the Hessian on a given vector are computed by Sacado using automatic differentiation.
|
| example_01a.hpp | |
| example_01b.cpp | An example combining ROL and Sacado to mimize the Zakharov function. The gradient and the action of the Hessian on a given vector are computed by Sacado using automatic differentiation.
|
| example_01b.hpp | |
| example_02.cpp | An example equality constrained problem combining ROL and Sacado This is the same problem as found in rol/examples/simple-eq-constr with the objective gradient, objective Hessian direction, constraint Jacobian direction, constraint adjoint Jacobian direction, and constraint adjoint Hessian direction computed via automatic differentiation with Sacado.
|
| example_02.hpp | |
| ► zakharov | |
| example_01.cpp | Shows how to minimize the Zakharov function using NCG |
| example_02.cpp | Test the OptimizationProblem interface on Step by taking alternating Linesearch and Trust-Region steps on the Zahkarov function |
| ▼ src | |
| ► algorithm | |
| ► TypeB | |
| ► pqn | |
| ROL_PQNObjective.hpp | |
| ROL_PQNObjective_Def.hpp | |
| ROL_TypeB_Algorithm.hpp | |
| ROL_TypeB_Algorithm_Def.hpp | |
| ROL_TypeB_AlgorithmFactory.hpp | |
| ROL_TypeB_GradientAlgorithm.hpp | |
| ROL_TypeB_GradientAlgorithm_Def.hpp | |
| ROL_TypeB_InteriorPointAlgorithm.hpp | |
| ROL_TypeB_InteriorPointAlgorithm_Def.hpp | |
| ROL_TypeB_KelleySachsAlgorithm.hpp | |
| ROL_TypeB_KelleySachsAlgorithm_Def.hpp | |
| ROL_TypeB_LinMoreAlgorithm.hpp | |
| ROL_TypeB_LinMoreAlgorithm_Def.hpp | |
| ROL_TypeB_MoreauYosidaAlgorithm.hpp | |
| ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp | |
| ROL_TypeB_NewtonKrylovAlgorithm.hpp | |
| ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp | |
| ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp | |
| ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp | |
| ROL_TypeB_QuasiNewtonAlgorithm.hpp | |
| ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp | |
| ROL_TypeB_SpectralGradientAlgorithm.hpp | |
| ROL_TypeB_SpectralGradientAlgorithm_Def.hpp | |
| ROL_TypeB_TrustRegionSPGAlgorithm.hpp | |
| ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp | |
| ► TypeE | |
| ROL_TypeE_Algorithm.hpp | |
| ROL_TypeE_Algorithm_Def.hpp | |
| ROL_TypeE_AlgorithmFactory.hpp | |
| ROL_TypeE_AugmentedLagrangianAlgorithm.hpp | |
| ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp | |
| ROL_TypeE_CompositeStepAlgorithm.hpp | |
| ROL_TypeE_CompositeStepAlgorithm_Def.hpp | |
| ROL_TypeE_FletcherAlgorithm.hpp | |
| ROL_TypeE_FletcherAlgorithm_Def.hpp | |
| ROL_TypeE_StabilizedLCLAlgorithm.hpp | |
| ROL_TypeE_StabilizedLCLAlgorithm_Def.hpp | |
| ► TypeG | |
| ► augmentedlagrangian | |
| ROL_AugmentedLagrangianObjective.hpp | |
| ► fletcher | |
| ROL_FletcherObjectiveBase.hpp | |
| ROL_FletcherObjectiveBase_Def.hpp | |
| ROL_FletcherObjectiveE.hpp | |
| ROL_FletcherObjectiveE_Def.hpp | |
| ► interiorpoint | |
| ROL_InteriorPointObjective.hpp | |
| ► moreauyosida | |
| ROL_MoreauYosidaObjective.hpp | |
| ► stabilizedlcl | |
| ROL_ElasticLinearConstraint.hpp | |
| ROL_ElasticLinearConstraint_Def.hpp | |
| ROL_ElasticObjective.hpp | |
| ROL_ElasticObjective_Def.hpp | |
| ROL_TypeG_Algorithm.hpp | |
| ROL_TypeG_Algorithm_Def.hpp | |
| ROL_TypeG_AlgorithmFactory.hpp | |
| ROL_TypeG_AugmentedLagrangianAlgorithm.hpp | |
| ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp | |
| ROL_TypeG_InteriorPointAlgorithm.hpp | |
| ROL_TypeG_InteriorPointAlgorithm_Def.hpp | |
| ROL_TypeG_MoreauYosidaAlgorithm.hpp | |
| ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp | |
| ROL_TypeG_StabilizedLCLAlgorithm.hpp | |
| ROL_TypeG_StabilizedLCLAlgorithm_Def.hpp | |
| ► TypeU | |
| ► bundle | |
| ROL_Bundle_U.hpp | |
| ROL_Bundle_U_AS.hpp | |
| ROL_Bundle_U_AS_Def.hpp | |
| ROL_Bundle_U_Def.hpp | |
| ROL_Bundle_U_TT.hpp | |
| ROL_Bundle_U_TT_Def.hpp | |
| ► linesearch | |
| ► descent | |
| ROL_DescentDirection_U.hpp | |
| ROL_DescentDirection_U_Factory.hpp | |
| ROL_Gradient_U.hpp | |
| ROL_Newton_U.hpp | |
| ROL_NewtonKrylov_U.hpp | |
| ROL_NonlinearCG_U.hpp | |
| ROL_QuasiNewton_U.hpp | |
| ROL_BackTracking_U.hpp | |
| ROL_CubicInterp_U.hpp | |
| ROL_IterationScaling_U.hpp | |
| ROL_LineSearch_U.hpp | |
| ROL_LineSearch_U_Factory.hpp | |
| ROL_LineSearch_U_Types.hpp | |
| ROL_PathBasedTargetLevel_U.hpp | |
| ROL_ScalarMinimizationLineSearch_U.hpp | |
| ► trustregion | |
| ► other | |
| ROL_ConicApproximationModel.hpp | |
| ROL_SemismoothNewtonDualModel.hpp | |
| ROL_CauchyPoint_U.hpp | |
| ROL_DogLeg_U.hpp | |
| ROL_DoubleDogLeg_U.hpp | |
| ROL_SPGTrustRegion_U.hpp | |
| ROL_TruncatedCG_U.hpp | |
| ROL_TrustRegion_U.hpp | |
| ROL_TrustRegion_U_Factory.hpp | Contains definitions of enums for trust region algorithms |
| ROL_TrustRegion_U_Types.hpp | Contains definitions of enums for trust region algorithms |
| ROL_TrustRegionModel_U.hpp | |
| ROL_TrustRegionUtilities.hpp | |
| ROL_TypeU_Algorithm.hpp | |
| ROL_TypeU_Algorithm_Def.hpp | |
| ROL_TypeU_AlgorithmFactory.hpp | |
| ROL_TypeU_BundleAlgorithm.hpp | |
| ROL_TypeU_BundleAlgorithm_Def.hpp | |
| ROL_TypeU_LineSearchAlgorithm.hpp | |
| ROL_TypeU_LineSearchAlgorithm_Def.hpp | |
| ROL_TypeU_TrustRegionAlgorithm.hpp | |
| ROL_TypeU_TrustRegionAlgorithm_Def.hpp | |
| ROL_Algorithm.hpp | |
| ROL_OptimizationProblem.hpp | |
| ROL_OptimizationSolver.hpp | |
| ROL_Problem.hpp | |
| ROL_Problem_Def.hpp | |
| ROL_Solver.hpp | |
| ROL_Solver_Def.hpp | |
| ► function | |
| ► boundconstraint | |
| ROL_BoundConstraint.hpp | |
| ROL_BoundConstraint_Def.hpp | |
| ROL_BoundConstraint_Partitioned.hpp | |
| ROL_Bounds.hpp | |
| ROL_Bounds_Def.hpp | |
| ► constraint | |
| ROL_AffineTransformConstraint.hpp | |
| ROL_AffineTransformConstraint_Def.hpp | |
| ROL_BinaryConstraint.hpp | |
| ROL_BinaryConstraint_Def.hpp | |
| ROL_BoundToConstraint.hpp | |
| ROL_BoundToConstraint_Def.hpp | |
| ROL_Constraint.hpp | |
| ROL_Constraint_Partitioned.hpp | |
| ROL_Constraint_Partitioned_Def.hpp | |
| ROL_ConstraintDef.hpp | |
| ROL_ConstraintFromObjective.hpp | |
| ROL_ConstraintFromObjective_Def.hpp | |
| ROL_LinearConstraint.hpp | |
| ROL_LinearConstraint_Def.hpp | |
| ROL_LowerBoundToConstraint.hpp | |
| ROL_LowerBoundToConstraint_Def.hpp | |
| ROL_ReducedLinearConstraint.hpp | |
| ROL_ReducedLinearConstraint_Def.hpp | |
| ROL_ScalarLinearConstraint.hpp | |
| ROL_ScalarLinearConstraint_Def.hpp | |
| ROL_SlacklessConstraint.hpp | |
| ROL_SlacklessConstraint_Def.hpp | |
| ROL_UpperBoundToConstraint.hpp | |
| ROL_UpperBoundToConstraint_Def.hpp | |
| ► dynamic | |
| ROL_Constraint_DynamicState.hpp | |
| ROL_DynamicConstraint.hpp | |
| ROL_DynamicConstraint_CheckInterface.hpp | |
| ROL_DynamicConstraintCheck.hpp | |
| ROL_DynamicFunction.hpp | |
| ROL_DynamicFunctionDef.hpp | |
| ROL_DynamicObjective.hpp | |
| ROL_DynamicObjective_CheckInterface.hpp | |
| ROL_DynamicObjectiveCheck.hpp | |
| ROL_DynamicTrackingFEMObjective.hpp | |
| ROL_DynamicTrackingObjective.hpp | |
| ROL_NonlinearLeastSquaresObjective_Dynamic.hpp | |
| ROL_ReducedDynamicObjective.hpp | |
| ROL_SerialConstraint.hpp | |
| ROL_SerialFunction.hpp | |
| ROL_SerialObjective.hpp | |
| ROL_TimeStamp.hpp | |
| ► nlls | |
| ROL_NonlinearLeastSquaresObjective.hpp | |
| ROL_NonlinearLeastSquaresObjective_Def.hpp | |
| ROL_Objective_FSsolver.hpp | |
| ROL_Objective_FSsolver_Def.hpp | |
| ► objective | |
| ROL_AffineTransformObjective.hpp | |
| ROL_AffineTransformObjective_Def.hpp | |
| ROL_CompositeObjective.hpp | |
| ROL_CompositeObjective_Def.hpp | |
| ROL_LinearCombinationObjective.hpp | |
| ROL_LinearCombinationObjective_Def.hpp | |
| ROL_LinearObjective.hpp | |
| ROL_LinearObjective_Def.hpp | |
| ROL_Objective.hpp | |
| ROL_ObjectiveDef.hpp | |
| ROL_ObjectiveFromConstraint.hpp | |
| ROL_ObjectiveFromConstraint_Def.hpp | |
| ROL_QuadraticObjective.hpp | |
| ROL_QuadraticObjective_Def.hpp | |
| ROL_SlacklessObjective.hpp | |
| ROL_SlacklessObjective_Def.hpp | |
| ► operator | |
| ROL_AugmentedSystemOperator.hpp | |
| ROL_AugmentedSystemPrecOperator.hpp | |
| ROL_BlockOperator.hpp | |
| ROL_BlockOperator2.hpp | |
| ROL_BlockOperator2Determinant.hpp | |
| ROL_BlockOperator2Diagonal.hpp | |
| ROL_BlockOperator2UnitLower.hpp | |
| ROL_BlockOperator2UnitUpper.hpp | |
| ROL_DiagonalOperator.hpp | |
| ROL_DyadicOperator.hpp | |
| ROL_HouseholderReflector.hpp | |
| ROL_IdentityOperator.hpp | |
| ROL_LinearOperator.hpp | |
| ROL_LinearOperatorFromConstraint.hpp | |
| ROL_LinearOperatorProduct.hpp | |
| ROL_LinearOperatorSum.hpp | |
| ROL_NullOperator.hpp | |
| ROL_NullSpaceOperator.hpp | |
| ROL_RangeSpaceOperator.hpp | |
| ROL_SchurComplement.hpp | |
| ► polyproj | |
| ROL_DaiFletcherProjection.hpp | |
| ROL_DaiFletcherProjection_Def.hpp | |
| ROL_DykstraProjection.hpp | |
| ROL_DykstraProjection_Def.hpp | |
| ROL_PolyhedralProjection.hpp | |
| ROL_PolyhedralProjection_Def.hpp | |
| ROL_PolyhedralProjectionFactory.hpp | |
| ROL_RiddersProjection.hpp | |
| ROL_RiddersProjection_Def.hpp | |
| ROL_SemismoothNewtonProjection.hpp | |
| ROL_SemismoothNewtonProjection_Def.hpp | |
| ► simopt | |
| ROL_BoundConstraint_SimOpt.hpp | |
| ROL_CompositeConstraint_SimOpt.hpp | |
| ROL_CompositeConstraint_SimOpt_Def.hpp | |
| ROL_CompositeObjective_SimOpt.hpp | |
| ROL_Constraint_SerialSimOpt.hpp | |
| ROL_Constraint_SimOpt.hpp | |
| ROL_Constraint_TimeSimOpt.hpp | |
| ROL_LinearCombinationObjective_SimOpt.hpp | |
| ROL_LinearObjective_SimOpt.hpp | |
| ROL_Objective_SerialSimOpt.hpp | |
| ROL_Objective_SimOpt.hpp | |
| ROL_Objective_TimeSimOpt.hpp | |
| ROL_Reduced_Constraint_SimOpt.hpp | |
| ROL_Reduced_Objective_SimOpt.hpp | |
| ROL_Reduced_Objective_SimOpt_Def.hpp | |
| ROL_SimConstraint.hpp | |
| ROL_SimConstraint_Def.hpp | |
| ► sketching | |
| ROL_Sketch.hpp | |
| ► std | |
| ROL_StdBoundConstraint.hpp | Contains definitions for std::vector bound constraints |
| ROL_StdBoundConstraint_Def.hpp | Contains definitions for std::vector bound constraints |
| ROL_StdConstraint.hpp | |
| ROL_StdConstraint_Def.hpp | |
| ROL_StdLinearOperator.hpp | |
| ROL_StdLinearOperatorFactory.hpp | |
| ROL_StdObjective.hpp | |
| ROL_StdObjective_Def.hpp | |
| ROL_StdTridiagonalOperator.hpp | |
| ROL_ConstraintAssembler.hpp | |
| ROL_ConstraintAssembler_Def.hpp | |
| ROL_ConstraintManager.hpp | |
| ROL_NewConstraintManager.hpp | |
| ROL_NewConstraintManager_Def.hpp | |
| ROL_ObjectiveMMA.hpp | |
| ROL_ReduceLinearConstraint.hpp | |
| ROL_ReduceLinearConstraint_Def.hpp | |
| ROL_ScalarController.hpp | |
| ROL_ScalarController_Def.hpp | |
| ROL_UpdateType.hpp | |
| ROL_VectorController.hpp | |
| ROL_VectorController_Def.hpp | |
| ROL_VectorNorms.hpp | |
| ► sol | |
| ► algorithm | |
| ► PrimalDual | |
| ROL_PD_BPOE.hpp | |
| ROL_PD_CVaR.hpp | |
| ROL_PD_HMCR2.hpp | |
| ROL_PD_MeanSemiDeviation.hpp | |
| ROL_PD_MeanSemiDeviationFromTarget.hpp | |
| ROL_PD_RandVarFunctional.hpp | |
| ROL_LinearRegression.hpp | |
| ROL_PrimalDualRisk.hpp | |
| ROL_ProgressiveHedging.hpp | |
| ROL_StochasticProblem.hpp | |
| ROL_StochasticProblem_Def.hpp | |
| ► function | |
| ► distribution | |
| ROL_Arcsine.hpp | |
| ROL_Beta.hpp | |
| ROL_Cauchy.hpp | |
| ROL_Dirac.hpp | |
| ROL_Distribution.hpp | |
| ROL_DistributionFactory.hpp | |
| ROL_Exponential.hpp | |
| ROL_Gamma.hpp | |
| ROL_Gaussian.hpp | |
| ROL_Gumbel.hpp | |
| ROL_Kumaraswamy.hpp | |
| ROL_Laplace.hpp | |
| ROL_Logistic.hpp | |
| ROL_Parabolic.hpp | |
| ROL_RaisedCosine.hpp | |
| ROL_Smale.hpp | |
| ROL_Triangle.hpp | |
| ROL_TruncatedExponential.hpp | |
| ROL_TruncatedGaussian.hpp | |
| ROL_Uniform.hpp | |
| ► expectationquad | |
| ROL_ExpectationQuad.hpp | |
| ROL_GenMoreauYosidaCVaR.hpp | |
| ROL_LogExponentialQuadrangle.hpp | |
| ROL_LogQuantileQuadrangle.hpp | |
| ROL_MeanVarianceQuadrangle.hpp | |
| ROL_MoreauYosidaCVaR.hpp | |
| ROL_QuantileQuadrangle.hpp | |
| ROL_SmoothedWorstCaseQuadrangle.hpp | |
| ROL_TruncatedMeanQuadrangle.hpp | |
| ► progressivehedging | |
| ROL_PH_bPOEObjective.hpp | |
| ROL_PH_DeviationObjective.hpp | |
| ROL_PH_ErrorObjective.hpp | |
| ROL_PH_Objective.hpp | |
| ROL_PH_ProbObjective.hpp | |
| ROL_PH_RegretObjective.hpp | |
| ROL_PH_RiskObjective.hpp | |
| ► randvarfunctional | |
| ► deviation | |
| ROL_DeviationMeasureFactory.hpp | |
| ROL_DeviationMeasureInfo.hpp | |
| ROL_ExpectationQuadDeviation.hpp | |
| ► error | |
| ROL_ErrorMeasureFactory.hpp | |
| ROL_ErrorMeasureInfo.hpp | |
| ROL_ExpectationQuadError.hpp | |
| ► probability | |
| ROL_BPOE.hpp | |
| ROL_ProbabilityFactory.hpp | |
| ROL_ProbabilityInfo.hpp | |
| ROL_SmoothedPOE.hpp | |
| ► regret | |
| ROL_ExpectationQuadRegret.hpp | |
| ROL_RegretMeasureFactory.hpp | |
| ROL_RegretMeasureInfo.hpp | |
| ► risk | |
| ► fdivergence | |
| ROL_Chi2Divergence.hpp | |
| ROL_FDivergence.hpp | |
| ► spectral | |
| ROL_ChebyshevSpectral.hpp | |
| ROL_SecondOrderCVaR.hpp | |
| ROL_SpectralRisk.hpp | |
| ROL_CoherentEntropicRisk.hpp | |
| ROL_ConvexCombinationRiskMeasure.hpp | |
| ROL_CVaR.hpp | |
| ROL_EntropicRisk.hpp | |
| ROL_ExpectationQuadRisk.hpp | |
| ROL_HMCR.hpp | |
| ROL_KLDivergence.hpp | |
| ROL_MeanDeviation.hpp | |
| ROL_MeanDeviationFromTarget.hpp | |
| ROL_MeanSemiDeviation.hpp | |
| ROL_MeanSemiDeviationFromTarget.hpp | |
| ROL_MeanVariance.hpp | |
| ROL_MeanVarianceFromTarget.hpp | |
| ROL_MixedCVaR.hpp | |
| ROL_QuantileRadius.hpp | |
| ROL_RiskMeasureFactory.hpp | |
| ROL_RiskMeasureInfo.hpp | |
| ROL_RandVarFunctional.hpp | |
| ROL_RandVarFunctionalFactory.hpp | |
| ROL_RandVarFunctionalInfo.hpp | |
| ROL_SampledScalar.hpp | |
| ROL_SampledVector.hpp | |
| ROL_StochasticConstraint.hpp | |
| ROL_StochasticObjective.hpp | |
| ROL_AbsoluteValue.hpp | |
| ROL_AlmostSureConstraint.hpp | |
| ROL_MeanValueConstraint.hpp | |
| ROL_MeanValueConstraint_Def.hpp | |
| ROL_MeanValueObjective.hpp | |
| ROL_MeanValueObjective_Def.hpp | |
| ROL_PlusFunction.hpp | |
| ROL_PositiveFunction.hpp | |
| ROL_RegressionError.hpp | |
| ROL_RiskBoundConstraint.hpp | |
| ROL_RiskLessConstraint.hpp | |
| ROL_RiskLessConstraint_Def.hpp | |
| ROL_RiskLessObjective.hpp | |
| ROL_RiskLessObjective_Def.hpp | |
| ROL_RiskMeasure.hpp | |
| ROL_RiskNeutralConstraint.hpp | |
| ROL_RiskNeutralObjective.hpp | |
| ROL_SimulatedBoundConstraint.hpp | |
| ROL_SimulatedConstraint.hpp | |
| ROL_SimulatedObjective.hpp | |
| ROL_SimulatedObjectiveCVaR.hpp | |
| ► sampler | |
| ► SROM | |
| ROL_AtomVector.hpp | |
| ROL_BatchStdVector.hpp | |
| ROL_CDFObjective.hpp | |
| ROL_MomentObjective.hpp | |
| ROL_PointwiseCDFObjective.hpp | |
| ROL_ProbabilityVector.hpp | |
| ROL_SROMVector.hpp | |
| ROL_BatchManager.hpp | |
| ROL_MonteCarloGenerator.hpp | |
| ROL_MonteCarloGeneratorDef.hpp | |
| ROL_SampleGenerator.hpp | |
| ROL_SROMGenerator.hpp | |
| ROL_UserInputGenerator.hpp | |
| ► status | |
| ROL_PH_StatusTest.hpp | |
| ► vector | |
| ROL_RiskVector.hpp | |
| ROL_SimulatedVector.hpp | |
| ► status | |
| ROL_BundleStatusTest.hpp | |
| ROL_CombinedStatusTest.hpp | |
| ROL_ConstraintStatusTest.hpp | |
| ROL_FletcherStatusTest.hpp | |
| ROL_StatusTest.hpp | |
| ROL_StatusTestFactory.hpp | |
| ► step | |
| ► augmentedlagrangian | |
| ROL_AugmentedLagrangian.hpp | |
| ROL_AugmentedLagrangian_SimOpt.hpp | |
| ROL_QuadraticPenalty.hpp | |
| ROL_QuadraticPenalty_SimOpt.hpp | |
| ROL_Reduced_AugmentedLagrangian_SimOpt.hpp | |
| ► bundle | |
| ROL_Bundle.hpp | |
| ROL_Bundle_AS.hpp | |
| ROL_Bundle_TT.hpp | |
| ► fletcher | |
| ROL_BoundFletcher.hpp | |
| ROL_Fletcher.hpp | |
| ROL_FletcherBase.hpp | |
| ► interiorpoint | |
| ROL_InteriorPoint.hpp | |
| ROL_InteriorPointPenalty.hpp | |
| ROL_InteriorPointPrimalDualResidual.hpp | |
| ROL_LogBarrierObjective.hpp | |
| ROL_MeritFunction.hpp | |
| ROL_ObjectiveFromBoundConstraint.hpp | |
| ROL_PrimalDualInteriorPointOperator.hpp | |
| ROL_PrimalDualInteriorPointReducedResidual.hpp | |
| ROL_PrimalDualInteriorPointResidual.hpp | |
| ROL_PrimalDualSystemStep.hpp | |
| ► krylov | |
| ROL_ConjugateGradients.hpp | |
| ROL_ConjugateResiduals.hpp | |
| ROL_GMRES.hpp | |
| ROL_Krylov.hpp | |
| ROL_KrylovFactory.hpp | |
| ROL_Lanczos.hpp | |
| ROL_MINRES.hpp | |
| ► linesearch | |
| ROL_BackTracking.hpp | |
| ROL_Bisection.hpp | |
| ROL_Brents.hpp | |
| ROL_CubicInterp.hpp | |
| ROL_GoldenSection.hpp | |
| ROL_IterationScaling.hpp | |
| ROL_LineSearch.hpp | |
| ROL_LineSearchFactory.hpp | |
| ROL_PathBasedTargetLevel.hpp | |
| ROL_ScalarMinimizationLineSearch.hpp | |
| ► moreauyosidapenalty | |
| ROL_MoreauYosidaPenalty.hpp | |
| ► nonlinearcg | |
| ROL_NonlinearCG.hpp | |
| ► secant | |
| ROL_BarzilaiBorwein.hpp | |
| ROL_lBFGS.hpp | |
| ROL_lDFP.hpp | |
| ROL_lSR1.hpp | |
| ROL_Secant.hpp | |
| ROL_SecantFactory.hpp | |
| ► trustregion | |
| ROL_CauchyPoint.hpp | |
| ROL_ColemanLiModel.hpp | |
| ROL_ConicApproximationModel.hpp | |
| ROL_DogLeg.hpp | |
| ROL_DoubleDogLeg.hpp | |
| ROL_KelleySachsModel.hpp | |
| ROL_LinMore.hpp | |
| ROL_LinMoreModel.hpp | |
| ROL_SemismoothNewtonDualModel.hpp | |
| ROL_TruncatedCG.hpp | |
| ROL_TrustRegion.hpp | |
| ROL_TrustRegionFactory.hpp | |
| ROL_TrustRegionModel.hpp | |
| ROL_TrustRegionTypes.hpp | Contains definitions of enums for trust region algorithms |
| ROL_AugmentedLagrangianStep.hpp | |
| ROL_BundleStep.hpp | |
| ROL_CompositeStep.hpp | |
| ROL_FletcherStep.hpp | |
| ROL_GradientStep.hpp | |
| ROL_InteriorPointPrimalDualResidual.hpp | |
| ROL_InteriorPointStep.hpp | |
| ROL_LineSearchStep.hpp | |
| ROL_MoreauYosidaPenaltyStep.hpp | |
| ROL_NewtonKrylovStep.hpp | |
| ROL_NewtonStep.hpp | |
| ROL_NonlinearCGStep.hpp | |
| ROL_PrimalDualActiveSetStep.hpp | |
| ROL_PrimalDualInteriorPointStep.hpp | |
| ROL_ProjectedNewtonKrylovStep.hpp | |
| ROL_ProjectedNewtonStep.hpp | |
| ROL_ProjectedSecantStep.hpp | |
| ROL_SecantStep.hpp | |
| ROL_Step.hpp | |
| ROL_StepFactory.hpp | |
| ROL_TrustRegionStep.hpp | |
| ► vector | |
| ROL_ElementwiseVector.hpp | |
| ROL_InactiveSetVector.hpp | |
| ROL_PartitionedVector.hpp | |
| ROL_ProfiledVector.hpp | |
| ROL_RandomVector.hpp | |
| ROL_RieszVector.hpp | |
| ROL_ScaledStdVector.hpp | |
| ROL_ScaledVector.hpp | |
| ROL_SingletonVector.hpp | |
| ROL_StdArray.hpp | |
| ROL_StdVector.hpp | |
| ROL_Vector.hpp | |
| ROL_Vector_SimOpt.hpp | |
| ROL_VectorClone.hpp | |
| ROL_VectorWorkspace.hpp | |
| ROL_WrappedVector.hpp | |
| ► zoo | |
| ► testproblems | |
| ROL_Beale.hpp | Contains definitions for Beale's function |
| ROL_BVP.hpp | Contains definitions for the discrete boundary value problem (More, Garbow, Hillstrom, 1981) |
| ROL_Cantilever.hpp | Contains definitions for the cylinder head test problem |
| ROL_CantileverBeam.hpp | Contains definitions for Cantilevered Beam example in G. N. Vanderplaats, Numerical Optimization Techniques for Engineering Design: With Applications (1984). This problem contains bound and inequality constraints |
| ROL_Cubic.hpp | Contains definitions for a cubic test problem |
| ROL_CylinderHead.hpp | Contains definitions for the cylinder head test problem |
| ROL_DiodeCircuit.hpp | Contains definitions for the diode circuit problem |
| ROL_FreudensteinRoth.hpp | Contains definitions for Freudenstein and Roth's function |
| ROL_GetTestProblems.hpp | Contains definitions of test objective functions |
| ROL_HS1.hpp | Contains definitions for W. Hock and K. Schittkowski 1st test function |
| ROL_HS14.hpp | Contains definitions for W. Hock and K. Schittkowski 14th test function |
| ROL_HS2.hpp | Contains definitions for W. Hock and K. Schittkowski 2nd test function |
| ROL_HS21.hpp | Contains definitions for W. Hock and K. Schittkowski 21th test problem which contains bound and inequality constraints |
| ROL_HS24.hpp | Contains definitions for W. Hock and K. Schittkowski 24th test problem which contains bound and inequality constraints |
| ROL_HS25.hpp | Contains definitions for W. Hock and K. Schittkowski 25th test function |
| ROL_HS28.hpp | Contains definitions for W. Hock and K. Schittkowski 28th test function |
| ROL_HS29.hpp | Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains only inequality constraints |
| ROL_HS3.hpp | Contains definitions for W. Hock and K. Schittkowski 3rd test function |
| ROL_HS32.hpp | Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains both inequality and equality constraints |
| ROL_HS38.hpp | Contains definitions for W. Hock and K. Schittkowski 38th test function |
| ROL_HS39.hpp | Contains definitions for W. Hock and K. Schittkowski 39th test function |
| ROL_HS4.hpp | Contains definitions for W. Hock and K. Schittkowski 4th test function |
| ROL_HS41.hpp | Contains definitions for W. Hock and K. Schittkowski 41th test function |
| ROL_HS42.hpp | Contains definitions for W. Hock and K. Schittkowski 42th test function |
| ROL_HS45.hpp | Contains definitions for W. Hock and K. Schittkowski 45th test function |
| ROL_HS48.hpp | Contains definitions for W. Hock and K. Schittkowski 48th test function |
| ROL_HS49.hpp | Contains definitions for W. Hock and K. Schittkowski 49th test function |
| ROL_HS5.hpp | Contains definitions for W. Hock and K. Schittkowski 5th test function |
| ROL_HS50.hpp | Contains definitions for W. Hock and K. Schittkowski 50th test function |
| ROL_HS51.hpp | Contains definitions for W. Hock and K. Schittkowski 51th test function |
| ROL_HS52.hpp | Contains definitions for W. Hock and K. Schittkowski 52nd test function |
| ROL_HS53.hpp | Contains definitions for W. Hock and K. Schittkowski 53th test function |
| ROL_HS55.hpp | Contains definitions for W. Hock and K. Schittkowski 55th test function |
| ROL_HS63.hpp | Contains definitions for W. Hock and K. Schittkowski 63rd test function |
| ROL_HS9.hpp | Contains definitions for W. Hock and K. Schittkowski 9th test function |
| ROL_LeastSquares.hpp | Contains definitions for least squares function |
| ROL_Minimax1.hpp | |
| ROL_Minimax2.hpp | |
| ROL_Minimax3.hpp | |
| ROL_ParaboloidCircle.hpp | Contains definitions for the equality constrained NLP: |
| ROL_PoissonControl.hpp | Contains definitions for Poisson optimal control |
| ROL_PoissonInversion.hpp | Contains definitions for Poisson material inversion |
| ROL_Powell.hpp | Contains definitions for Powell's badly scaled function |
| ROL_Quartic.hpp | Contains definitions for a quartic test problem |
| ROL_Rosenbrock.hpp | Contains definitions for Rosenbrock's function |
| ROL_SimpleEqConstrained.hpp | Contains definitions for the equality constrained NLP from Nocedal/Wright, 2nd edition, page 574, example 18.2; note the typo in reversing the initial guess and the solution |
| ROL_SumOfSquares.hpp | Contains definitions for sum of squares function |
| ROL_TestProblem.hpp | Contains definitions of test objective functions |
| ROL_Zakharov.hpp | Contains definitions for the Zakharov function as evaluated using only the ROL::Vector interface |
| ROL_HelperFunctions.hpp | Contains definitions for helper functions in ROL |
| ROL_ParameterListConverters.hpp | |
| ROL_ScalarTraits.hpp | |
| ROL_Stream.hpp | Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a reference to a stream object or returns a pointer to a NullStream depending on the value of the argument noSuppressOutput |
| ROL_Types.hpp | Contains definitions of custom data types in ROL |
| ROL_ValidParameters.hpp | |
| ▼ test | |
| ► function | |
| ► constraint | |
| test_01.cpp | Test ConstraintFromObjective and ObjectiveFromConstraint which will help test ConstraintManager and OptimizationProblem |
| test_02.cpp | Test ScalarLinearConstraint |
| ► operator | |
| test_01.cpp | Test of StdLinearOperator, its inverse and transpose |
| test_02.cpp | Test of StdTridiagonalOperator |
| ► sketching | |
| test_01.cpp | Test sketching QR |
| test_01.cpp | Test derivative checks |
| test_02.cpp | Test derivative checks for log barrier objectives |
| test_03.cpp | |
| test_04.cpp | Test default Constraint_SimOpt solve |
| test_04.hpp | |
| test_05.cpp | Shows how to use the nonlinear least squares interface to find a feasible point for the equality constrained NLP from Nocedal/Wright, 2nd edition, page 574, example 18.2 |
| test_06.cpp | |
| test_07.cpp | |
| test_08.cpp | |
| test_09.cpp | Shows how to use the Constraint_Partitioned interface to solve Hock & Schittkowski's problem 39 |
| test_10.cpp | Show how to use CompositeConstraint interface |
| test_11.cpp | Verify that the implementation of the Coleman-Li Trust-Region model passes derivative checks |
| test_11.hpp | |
| test_12.cpp | Validate that the Householder Reflector implmentation works correctly |
| test_13.cpp | Validate BinaryConstraint class |
| test_14.cpp | |
| test_15.cpp | Validate polyhedral projection infrastructure |
| test_16.cpp | |
| ► step | |
| ► fletcher | |
| test_01.cpp | Test ConstraintFromObjective and ObjectiveFromConstraint which will help test ConstraintManager and OptimizationProblem |
| test_02.cpp | |
| test_03.cpp | |
| ► interiorpoint | |
| test_01.cpp | Verify that the interior point log-barrier penalized objective passes gradient and Hessian checks |
| test_02.cpp | Perform a finite difference check on for the Hessian of the Lagrangian resulting from a Type-EB problem. Note that this test has a required dependence on Sacado. NOTE: The finite difference check can only be expected to pass if the system is not symmetrized and all bounds are finite |
| test_03.cpp | Verify that the symmetrized version of a primal dual system is indeed symmetric and that the solution to the unsymmetrized version satisfies the symmetrized version |
| ► krylov | |
| test_01.cpp | Test GMRES solver |
| test_02.cpp | Test Lanczos solver |
| test_03.cpp | Test MINRES solver |
| ► trustregion | |
| test_01.cpp | Test ConicModel |
| test_01.cpp | Test line search |
| test_02.cpp | Test trust region |
| test_03.cpp | |
| test_04.cpp | Test bound constrained trust-region steps |
| test_05.cpp | |
| test_06.cpp | Test line search |
| test_07.cpp | Interior Point test using Hock & Schittkowski problem 32 |
| test_08.cpp | Interior Point test using Hock & Schittkowski problem 29 |
| test_09.cpp | Test of Primal Dual Interior Point KKT system |
| test_10.cpp | Test bound constrainted interior point |
| test_11.cpp | Interior Point test using Hock & Schittkowski problem 24 |
| test_12.cpp | |
| test_13.cpp | |
| test_14.cpp | |
| test_15.cpp | |
| test_16.cpp | Test augmented Lagrangian step |
| test_17.cpp | |
| test_18.cpp | |
| ► vector | |
| test_01.cpp | Test std::vector interface |
| test_04.cpp | Test PartitionedVector functionality |
| test_05.cpp | Test ScaledStdVector interface |
| test_06.cpp | Test ProfiledVector interface |
| test_07.cpp | |
| test_09.cpp | |
| test_10.cpp | |
| test_11.cpp | Test std::array interface |
