►Ndetails | |
CPolarizationIdentity | |
►NROL | |
►Ndetails | |
Cbasic_nullstream | |
CDynamicConstraint_CheckInterface | |
CDynamicObjective_CheckInterface | |
CMINRES | |
CVectorClone | |
CVectorCloneMap | |
►CVectorWorkspace | |
CVectorKey | |
CVectorStack | |
►NException | |
CNotImplemented | |
NFinite_Difference_Arrays | |
►NInteriorPoint | |
CMeritFunction | |
CPenalizedObjective | |
CPrimalDualResidual | Express the Primal-Dual Interior Point gradient as an equality constraint |
CPrimalDualSymmetrizer | |
NStringList | |
NTRUtils | |
►NTypeB | |
CAlgorithm | Provides an interface to run bound constrained optimization algorithms |
CAlgorithmState | |
CColemanLiAlgorithm | Provides an interface to run the affine-scaling trust-region algorithm of Coleman and Li |
CGradientAlgorithm | Provides an interface to run the projected gradient algorithm |
CInteriorPointAlgorithm | Provides an interface to run the Moreau-Yosida algorithm |
CKelleySachsAlgorithm | Provides an interface to run the trust-region algorithm of Kelley and Sachs |
CLinMoreAlgorithm | Provides an interface to run the trust-region algorithm of Lin and More |
CLSecantBAlgorithm | Provides an interface to run the line-search algorithm of Byrd, Lu, Nocedal and Zhu (similar to L-BFGS-B) |
CMoreauYosidaAlgorithm | Provides an interface to run the Moreau-Yosida algorithm |
►CNewtonKrylovAlgorithm | Provides an interface to run the projected secant algorithm |
CHessianPNK | |
CPrecondPNK | |
►CPrimalDualActiveSetAlgorithm | Provides an interface to run the projected secant algorithm |
CHessianPDAS | |
CHessianPDAS_Poly | |
CPrecondPDAS | |
CPrecondPDAS_Poly | |
CQuasiNewtonAlgorithm | Provides an interface to run the projected secant algorithm |
CSpectralGradientAlgorithm | Provides an interface to run the spectral projected gradient algorithm |
CTrustRegionSPGAlgorithm | Provides an interface to run the trust-region algorithm |
►NTypeE | |
CAlgorithm | |
CAlgorithmState | |
CAugmentedLagrangianAlgorithm | Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians |
CCompositeStepAlgorithm | Provides an interface to run equality constrained optimization algorithms using the Composite-Step Trust-Region Sequential Quadratic Programming (SQP) method |
CFletcherAlgorithm | Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty |
CStabilizedLCLAlgorithm | Provides an interface to run equality constrained optimization algorithms using Stabilized LCL |
►NTypeG | |
CAlgorithm | Provides an interface to run general constrained optimization algorithms |
CAlgorithmState | |
CAugmentedLagrangianAlgorithm | Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians |
CInteriorPointAlgorithm | Provides an interface to run the interior point algorithm |
CMoreauYosidaAlgorithm | Provides an interface to run the Moreau-Yosida algorithm |
CStabilizedLCLAlgorithm | Provides an interface to run general constrained optimization algorithms using Stabilized LCL |
►NTypeU | |
CAlgorithm | Provides an interface to run unconstrained optimization algorithms |
CAlgorithmState | |
CBundleAlgorithm | Provides an interface to run trust-bundle methods for unconstrained optimization algorithms |
CLineSearchAlgorithm | Provides an interface to run unconstrained line search algorithms |
CTrustRegionAlgorithm | Provides an interface to run trust-region methods for unconstrained optimization algorithms |
►NZOO | |
CConstraint_Cantilever | |
CConstraint_CantileverBeam | |
CConstraint_Cubic | |
CConstraint_CylinderHead | |
CConstraint_HS14a | |
CConstraint_HS14b | |
CConstraint_HS21 | |
CConstraint_HS24 | |
CConstraint_HS28 | |
CConstraint_HS39a | |
CConstraint_HS39b | |
CConstraint_HS41 | |
CConstraint_HS42a | |
CConstraint_HS42b | |
CConstraint_HS48 | |
CConstraint_HS49 | |
CConstraint_HS50 | |
CConstraint_HS51 | |
CConstraint_HS52 | |
CConstraint_HS53 | |
CConstraint_HS55 | |
CConstraint_HS63a | |
CConstraint_HS63b | |
CConstraint_HS9 | |
CConstraint_ParaboloidCircle | Constraint c(x,y) = (x-2)^2 + y^2 - 1 |
CConstraint_Quartic | |
CEqualityConstraint_HS32 | |
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 |
CgetBeale | |
CgetBVP | |
CgetCantilever | |
CgetCantileverBeam | |
CgetCubic | |
CgetCylinderHead | |
CgetFreudensteinRoth | |
CgetHS1 | |
CgetHS14 | |
CgetHS2 | |
CgetHS21 | |
CgetHS24 | |
CgetHS25 | |
CgetHS28 | |
CgetHS29 | |
CgetHS3 | |
CgetHS32 | |
CgetHS38 | |
CgetHS39 | |
CgetHS4 | |
CgetHS41 | |
CgetHS42 | |
CgetHS45 | |
CgetHS48 | |
CgetHS49 | |
CgetHS5 | |
CgetHS50 | |
CgetHS51 | |
CgetHS52 | |
CgetHS53 | |
CgetHS55 | |
CgetHS63 | |
CgetHS9 | |
CgetLeastSquares | |
CgetMinimax1 | |
CgetMinimax2 | |
CgetMinimax3 | |
CgetParaboloidCircle | |
CgetPoissonControl | |
CgetPoissonInversion | |
CgetPowell | |
CgetQuartic | |
CgetRosenbrock | |
CgetSimpleEqConstrained | |
CgetSumOfSquares | |
CgetZakharov | |
CInequalityConstraint_HS29 | |
CInequalityConstraint_HS32 | |
CMinimax1 | |
CMinimax2 | |
CMinimax3 | |
CObjective_Beale | Beale's function |
CObjective_BVP | The discrete boundary value problem |
CObjective_Cantilever | |
CObjective_CantileverBeam | |
CObjective_Cubic | |
CObjective_CylinderHead | |
CObjective_DiodeCircuit | The diode circuit problem |
CObjective_FreudensteinRoth | Freudenstein and Roth's function |
CObjective_HS1 | W. Hock and K. Schittkowski 1st test function |
CObjective_HS14 | W. Hock and K. Schittkowski 14th test function |
CObjective_HS2 | W. Hock and K. Schittkowski 2nd test function |
CObjective_HS21 | |
CObjective_HS24 | |
CObjective_HS25 | W. Hock and K. Schittkowski 25th test function |
CObjective_HS28 | W. Hock and K. Schittkowski 28th 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_HS41 | W. Hock and K. Schittkowski 41th test function |
CObjective_HS42 | W. Hock and K. Schittkowski 42th test function |
CObjective_HS45 | W. Hock and K. Schittkowski 45th test function |
CObjective_HS48 | W. Hock and K. Schittkowski 48th test function |
CObjective_HS49 | W. Hock and K. Schittkowski 49th test function |
CObjective_HS5 | W. Hock and K. Schittkowski 5th test function |
CObjective_HS50 | W. Hock and K. Schittkowski 50th test function |
CObjective_HS51 | W. Hock and K. Schittkowski 51th test function |
CObjective_HS52 | W. Hock and K. Schittkowski 52nd test function |
CObjective_HS53 | W. Hock and K. Schittkowski 53th test function |
CObjective_HS55 | W. Hock and K. Schittkowski 55th test function |
CObjective_HS63 | W. Hock and K. Schittkowski 63rd test function |
CObjective_HS9 | W. Hock and K. Schittkowski 9th 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_Quartic | |
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 | |
CAffineTransformConstraint | Compose a constraint operator with an affine transformation, i.e., |
CAffineTransformObjective | Compose an objective function with an affine transformation, i.e., |
CAlgorithm | Provides an interface to run optimization algorithms |
CAlgorithmState | State for algorithm class. Will be used for restarts |
CAlmostSureConstraint | |
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 |
CAugmentedLagrangianObjective | Provides the interface to evaluate the augmented Lagrangian |
CAugmentedLagrangianStep | Provides the interface to compute augmented Lagrangian steps |
CAugmentedSystemOperator | Apply the augmented system operator |
CAugmentedSystemPrecOperator | Implements a preconditioner for the augmented system |
CBackTracking | Implements a simple back tracking line search |
CBackTracking_U | 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 | |
►CBinaryConstraint | Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior |
CBoundsCheck | |
CBisection | Implements a bisection line search |
CBlockOperator | Provides the interface to apply a block operator to a partitioned vector |
CBlockOperator2 | Provides the interface to apply a 2x2 block operator to a partitioned vector |
CBlockOperator2Determinant | |
CBlockOperator2Diagonal | Provides the interface to apply a 2x2 block diagonal operator to a partitioned vector |
CBlockOperator2UnitLower | Provides the interface to apply a 2x2 block unit lower operator to a partitioned vector |
CBlockOperator2UnitUpper | Provides the interface to apply a 2x2 block unit upper operator to a partitioned vector |
CBoundConstraint | Provides the interface to apply upper and lower bound constraints |
CBoundConstraint_Partitioned | A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector |
CBoundConstraint_SimOpt | |
►CBoundFletcher | |
CAugSystemNonSym | |
CAugSystemPrecond | |
CAugSystemSym | |
CDiffLower | |
CDiffUpper | |
CFormDQ | |
CFormQ | |
►CBounds | Provides the elementwise interface to apply upper and lower bound constraints |
CActive | |
CBuildC | |
CLowerBinding | |
CPruneBinding | |
CSetZeroEntry | |
CUpperBinding | |
CBoundToConstraint | Provides an implementation for bound constraints |
CBPOE | Provides the implementation of the buffered probability of exceedance |
►CBrents | Implements a Brent's method line search |
CtestFunction | |
CBrentsProjection | |
CBundle | Provides the interface for and implements a bundle |
CBundle_AS | Provides the interface for and implements an active set bundle |
CBundle_TT | Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996) |
CBundle_U | Provides the interface for and implements a bundle |
CBundle_U_AS | Provides the interface for and implements an active set bundle |
CBundle_U_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 |
CCauchy | |
CCauchyPoint | Provides interface for the Cauchy point trust-region subproblem solver |
CCauchyPoint_U | Provides interface for the Cauchy point trust-region subproblem solver |
CCDFObjective | |
CChebyshevSpectral | Provides an interface for the Chebyshev-Spectral risk measure |
CChi2Divergence | Provides an interface for the chi-squared-divergence distributionally robust expectation |
CCoherentEntropicRisk | 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 |
CCombinedStatusTest | Provides an interface to check two status tests of optimization algorithms |
CCompositeConstraint_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 |
CConicApproximationModel | |
CConjugateGradients | Provides definitions of the Conjugate Gradient solver |
CConjugateResiduals | Provides definition of the Conjugate Residual solver |
CConstraint | Defines the general constraint operator interface |
CConstraint_DynamicState | |
CConstraint_Partitioned | Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable |
CConstraint_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 |
CConstraint_SimOpt | Defines the constraint operator interface for simulation-based optimization |
CConstraint_TimeSimOpt | Defines the time dependent constraint operator interface for simulation-based optimization |
CConstraintAssembler | Provides a wrapper for multiple constraints |
CConstraintData | |
CConstraintFromObjective | Creates a constraint from an objective function and a offset value |
CConstraintManager | Provides a wrapper for multiple constraints |
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 |
CCubicInterp_U | 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 |
CDaiFletcherProjection | |
CDescentDirection_U | Provides the interface to compute unconstrained optimization steps for line search |
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 |
CDogLeg_U | Provides interface for dog leg trust-region subproblem solver |
CDoubleDogLeg | Provides interface for the double dog leg trust-region subproblem solver |
CDoubleDogLeg_U | Provides interface for the double dog leg trust-region subproblem solver |
CDouglasRachfordProjection | |
CDualAtomVector | |
CDualProbabilityVector | |
CDualScaledStdVector | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector |
CDualScaledVector | Provides the implementation of the ROL::Vector interface that handles scalings in the inner product. A more generic version of ROL::PrimalScaledStdVector |
CDualSimulatedVector | |
CDyadicOperator | Interface to apply a dyadic operator to a vector |
CDykstraProjection | |
CDynamicConstraint | Defines the time-dependent constraint operator interface for simulation-based optimization |
CDynamicConstraintCheck | |
CDynamicFunction | Provides update interface, casting and vector management to DynamicConstraint and DynamicObjective |
CDynamicObjective | 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 |
CDynamicObjectiveCheck | |
CDynamicTrackingFEMObjective | Defines the time-local contribution to a quadratic tracking objective |
CDynamicTrackingObjective | Defines the time-local contribution to a quadratic tracking objective |
CElasticLinearConstraint | Defines the general affine constraint with the form \(c(x)=g(x) + g'(x)s + u - v\) |
CElasticObjective | Provides the interface to evaluate the elastic augmented Lagrangian |
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 |
CEntropicRisk | Provides an interface for the entropic risk |
CExpectationQuad | Provides a general interface for risk and error measures generated through the expectation risk quadrangle |
CExpectationQuadDeviation | |
CExpectationQuadError | Provides a general interface for error measures generated through the expectation risk quadrangle |
CExpectationQuadRegret | Provides a general interface for regret measures generated through the expectation risk quadrangle |
CExpectationQuadRisk | |
CExponential | |
CFDivergence | Provides a general interface for the F-divergence distributionally robust expectation |
►CFletcher | |
CAugSystem | |
CAugSystemPrecond | |
CFletcherBase | |
CFletcherObjectiveBase | |
►CFletcherObjectiveE | |
CAugSystem | |
CAugSystemPrecond | |
CFletcherStatusTest | Provides an interface to check status of optimization algorithms for problems with equality constraints |
CFletcherStep | Provides the interface to compute Fletcher steps |
CGamma | |
CGaussian | |
CGenMoreauYosidaCVaR | |
CGMRES | Preconditioned GMRES solver |
CGoldenSection | Implements a golden section line search |
CGradient_U | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
CGradientStep | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
CGumbel | |
CHMCR | Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure |
CHouseholderReflector | Provides the interface to create a Householder reflector operator, that when applied to a vector x, produces a vector parallel to y |
CIdentityOperator | Multiplication by unity |
CInactiveSet_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 |
CInactiveSet_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 |
►CInteriorPointObjective | |
CMask | |
CModifiedDivide | |
CModifiedLogarithm | |
CModifiedReciprocal | |
►CInteriorPointPenalty | Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements |
CMask | |
CModifiedDivide | |
CModifiedLogarithm | |
CModifiedReciprocal | |
CInteriorPointStep | |
CIterationScaling | Provides an implementation of iteration scaled line search |
CIterationScaling_U | 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 |
CLowerBinding | |
CPruneBinding | |
CPruneNonbinding | |
CUpperBinding | |
CKLDivergence | Provides an interface for the Kullback-Leibler distributionally robust expectation |
CKrylov | Provides definitions for Krylov solvers |
CKumaraswamy | |
CLanczos | Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems |
CLaplace | |
ClBFGS | Provides definitions for limited-memory BFGS operators |
ClDFP | Provides definitions for limited-memory DFP operators |
CLinearCombinationObjective | |
CLinearCombinationObjective_SimOpt | |
CLinearConstraint | Defines the general affine constraint with the form \(c(x)=Ax+b\) |
CLinearObjective | Provides the interface to evaluate linear objective functions |
CLinearObjective_SimOpt | Provides the interface to evaluate linear objective functions |
CLinearOperator | Provides the interface to apply a linear operator |
CLinearOperatorFromConstraint | A simple wrapper which allows application of constraint Jacobians through the LinearOperator interface |
CLinearOperatorProduct | |
CLinearOperatorSum | |
CLinearRegression | Provides the interface to construct linear regression problem |
CLineSearch | Provides interface for and implements line searches |
CLineSearch_U | Provides interface for and implements line searches |
CLineSearchStep | Provides the interface to compute optimization steps with line search |
►CLinMore | Provides interface for truncated CG trust-region subproblem solver |
CLowerBreakPoint | |
CPositiveMax | |
CPositiveMin | |
CUpperBreakPoint | |
CLinMoreModel | Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm |
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 |
CLowerBoundToConstraint | Provides an implementation for lower bound 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 |
CMeanSemiDeviation | Provides an interface for the mean plus upper semideviation of order 1 |
CMeanSemiDeviationFromTarget | |
CMeanValueConstraint | |
CMeanValueObjective | |
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 |
CMixedCVaR | 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 |
CMoreauYosidaObjective | Provides the interface to evaluate the Moreau-Yosida penalty function |
CMoreauYosidaPenalty | Provides the interface to evaluate the Moreau-Yosida penalty function |
CMoreauYosidaPenaltyStep | Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints |
CNewConstraintManager | Provides a wrapper for multiple constraints |
CNewton_U | Provides the interface to compute optimization steps with Newton's method globalized using line search |
►CNewtonKrylov_U | Provides the interface to compute optimization steps with projected inexact Newton's method using line search |
CHessianNK | |
CPrecondNK | |
►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 |
CNonlinearCG_U | Provides the interface to compute optimization steps with nonlinear CG |
CNonlinearCGStep | Provides the interface to compute optimization steps with nonlinear CG |
CNonlinearLeastSquaresObjective | Provides the interface to evaluate nonlinear least squares objective functions |
CNonlinearLeastSquaresObjective_Dynamic | Provides the interface to evaluate nonlinear least squares objective functions |
CNullOperator | Multiplication by zero |
CNullSpaceOperator | Projects on to the null space of a linear constraint |
CObjective | Provides the interface to evaluate objective functions |
CObjective_FSsolver | |
CObjective_SerialSimOpt | |
CObjective_SimOpt | Provides the interface to evaluate simulation-based objective functions |
CObjective_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 |
CObjectiveFromBoundConstraint | Create a penalty objective from upper and lower bound vectors |
CObjectiveFromConstraint | |
CObjectiveMMA | Provides the interface to to Method of Moving Asymptotes Objective function |
COptimizationProblem | |
COptimizationProblemCheckData | |
COptimizationSolver | Provides a simplified interface for solving a wide range of optimization problems |
CParabolic | |
CPartitionedVector | Defines the linear algebra of vector space on a generic partitioned vector |
CPathBasedTargetLevel | Provides an implementation of path-based target leve line search |
CPathBasedTargetLevel_U | Provides an implementation of path-based target leve line search |
CPD_BPOE | |
CPD_CVaR | |
CPD_HMCR2 | |
CPD_MeanSemiDeviation | |
CPD_MeanSemiDeviationFromTarget | |
CPD_RandVarFunctional | |
CPH_bPOEObjective | Provides the interface for the progressive hedging probability objective |
CPH_DeviationObjective | Provides the interface for the progressive hedging deviation objective |
CPH_ErrorObjective | Provides the interface for the progressive hedging error objective |
CPH_Objective | Provides the interface for the progressive hedging objective |
CPH_ProbObjective | Provides the interface for the progressive hedging probability objective |
CPH_RegretObjective | Provides the interface for the progressive hedging regret objective |
CPH_RiskObjective | Provides the interface for the progressive hedging risk objective |
CPH_StatusTest | Provides an interface to check status of the progressive hedging algorithm |
CPlusFunction | |
CPointwiseCDFObjective | |
CPolyhedralProjection | |
CPositiveFunction | |
CPQNObjective | Provides the interface to evaluate the quadratic quasi-Newton objective |
CPrimalAtomVector | |
►CPrimalDualActiveSetStep | Implements the computation of optimization steps with the Newton primal-dual active set method |
CHessianPD | |
CPrecondPD | |
CPrimalDualInteriorPointBlock11 | |
CPrimalDualInteriorPointBlock12 | |
CPrimalDualInteriorPointBlock21 | |
CPrimalDualInteriorPointBlock22 | |
►CPrimalDualInteriorPointResidual | Symmetrized form of the KKT operator for the Type-EB problem with equality and bound multipliers |
CInFill | |
CSafeDivide | |
CSetZeros | |
CPrimalDualRisk | |
CPrimalDualSystemStep | Provides the interface to compute approximate solutions to 2x2 block systems arising from primal-dual interior point methods |
CPrimalProbabilityVector | |
CPrimalScaledStdVector | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::DualScaledStdVector |
CPrimalScaledVector | Provides the implementation of the ROL::Vector interface that handles scalings in the inner product. A more generic version of ROL::PrimalScaledStdVector |
CPrimalSimulatedVector | |
CProbabilityVector | Provides the std::vector implementation of the ROL::Vector interface |
CProblem | |
CProfiledVector | By keeping a pointer to this in a derived Vector class, a tally of all methods is kept for profiling function calls |
CProgressiveHedging | Provides the interface to solve a stochastic program using progressive hedging |
►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 |
CProxObjective | |
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 |
CQuantileRadius | |
CQuasiNewton_U | Provides the interface to compute optimization steps with a secant method |
CRaisedCosine | |
CRandVarFunctional | Provides the interface to implement any functional that maps a random variable to a (extended) real number |
CRangeSpaceOperator | Projects on to the null space of a linear constraint |
CReduced_AugmentedLagrangian_SimOpt | Provides the interface to evaluate the reduced SimOpt augmented Lagrangian |
CReduced_Constraint_SimOpt | |
CReduced_Objective_SimOpt | |
CReducedDynamicObjective | Defines the reduced time-dependent objective function interface for simulation-based optimization |
CReducedLinearConstraint | Reduce the input of a linear constraint based on the active set associated with a vector \(x\), i.e., let \(\mathcal{I}\) denote the inactive set associated with \(x\) and the bounds \(\ell\le u\), then |
CReduceLinearConstraint | Performs null-space transformation for reducible linear equality constraints |
CRegressionError | Provides the interface to evaluate linear regression error |
CremoveSpecialCharacters | |
CRiddersProjection | |
CRieszDualVector | |
CRieszPrimalVector | |
CRiskBoundConstraint | |
CRiskLessConstraint | |
CRiskLessObjective | |
CRiskMeasure | Provides the interface to implement risk measures |
CRiskNeutralConstraint | |
CRiskNeutralObjective | |
CRiskVector | |
CSampledScalar | |
CSampledVector | |
CSampleGenerator | |
CScalarController | |
CScalarLinearConstraint | 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 | |
►CScalarMinimizationLineSearch_U | Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\) |
CPhi | |
CStatusTest | |
CScalarTraits | |
CScalarTraits_Magnitude | |
CScalarTraits_Magnitude< std::complex< Real > > | |
CScaledObjective | |
CSchurComplement | Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components |
CSecant | Provides interface for and implements limited-memory secant operators |
CSecantState | |
CSecantStep | Provides the interface to compute optimization steps with a secant method |
CSecondOrderCVaR | Provides an interface for the risk measure associated with the super quantile quadrangle |
►CSemismoothNewtonProjection | |
CJacobian | |
CPrecond | |
CSerialConstraint | Evaluates ROL::DynamicConstraint over a sequential set of time intervals |
CSerialFunction | Provides behavior common to SerialObjective as SerialConstaint |
CSerialObjective | Evaluates ROL::DynamicObjective over a sequential set of time intervals |
CShiftedProxObjective | |
CSimConstraint | |
CSimulatedBoundConstraint | A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator |
CSimulatedConstraint | |
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 |
CSingletonVector | |
CSketch | Provides an interface for randomized sketching |
CSlacklessConstraint | This class strips out the slack variables from constraint evaluations to create the new constraint \( C(x,s) = c(x) \) |
CSlacklessObjective | This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \) |
CSmale | |
CSmoothedPOE | Provides the implementation of the smoothed probability of exceedance |
CSmoothedWorstCaseQuadrangle | Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle |
CSolver | Provides a simplified interface for solving a wide range of optimization problems |
CSpectralRisk | Provides an interface for spectral risk measures |
CSPGTrustRegion_U | Provides interface for truncated CG trust-region subproblem solver |
CSROMGenerator | |
CSROMVector | Provides the std::vector implementation of the ROL::Vector interface |
CStatusTest | Provides an interface to check status of optimization algorithms |
CStatusTestFactory | |
CStdArray | Provides the std::array implementation of the ROL::Vector interface |
CStdBoundConstraint | |
CStdConstraint | Defines the equality constraint operator interface for StdVectors |
CStdLinearOperator | Provides the std::vector implementation to apply a linear operator, which is a std::vector representation of column-stacked matrix |
CStdObjective | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
CStdTridiagonalOperator | Provides the std::vector implementation to apply a linear operator, which encapsulates a tridiagonal matrix |
CStdVector | Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraints |
CStep | Provides the interface to compute optimization steps |
CStepFactory | |
CStepState | State for step class. Will be used for restarts |
CStochasticConstraint | |
CStochasticObjective | |
CStochasticProblem | |
CTestProblem | |
CTimeStamp | Contains local time step information |
CTriangle | |
CTruncatedCG | Provides interface for truncated CG trust-region subproblem solver |
CTruncatedCG_U | Provides interface for truncated CG trust-region subproblem solver |
CTruncatedExponential | |
CTruncatedGaussian | |
CTruncatedMeanQuadrangle | |
CTrustRegion | Provides interface for and implements trust-region subproblem solvers |
CTrustRegion_U | Provides interface for and implements trust-region subproblem solvers |
CTrustRegionModel | Provides the interface to evaluate trust-region model functions |
CTrustRegionModel_U | 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 | |
CUpperBoundToConstraint | Provides an implementation for upper bound 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 |
CVectorController | |
CVectorFunctionCalls | |
CZeroProxObjective | |