ROL
File List
Here is a list of all files with brief descriptions:
 rosenbrock/example_01.cpp
 json/example_01.cpp
 zakharov/example_01.cpp
 dual-spaces/rosenbrock-1/example_01.cpp
 dual-spaces/simple-eq-constr-1/example_01.cpp
 burgers-control/example_01.cpp
 poisson-control/example_01.cpp
 poisson-inversion/example_01.cpp
 gross-pitaevskii/example_01.cpp
 json/example_01.hpp
 burgers-control/example_01.hpp
 gross-pitaevskii/example_01.hpp
 example_01a.cppAn 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.cppAn 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
 sacado/example_02.cppAn 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
 zakharov/example_02.cpp
 burgers-control/example_02.cpp
 poisson-control/example_02.cpp
 poisson-inversion/example_02.cpp
 gross-pitaevskii/example_02.cpp
 sacado/example_02.hpp
 burgers-control/example_02.hpp
 poisson-control/example_02.hpp
 gross-pitaevskii/example_02.hpp
 example_03.cppShows how to solve an optimal control problem constrained by unsteady Burgers' equation with the SimOpt interface
 example_03.hpp
 example_04.cppShows how to solve a steady Burgers' optimal control problem using full-space methods
 example_04.hppProvides definitions of equality constraint and objective for example_04
 example_05.cpp
 example_05.hpp
 example_06.cppShows how to solve a steady Burgers' optimal control problem using full-space methods
 example_06.hpp
 example_07.cppShows how to solve a steady Burgers' optimal control problem using full-space methods
 example_07.hpp
 example_08.cpp
 example_08.hpp
 FiniteDifference.hpp
 InnerProductMatrix.hpp
 Lagrange.hpp
 LinearAlgebra.hpp
 NodalBasis.hpp
 OrthogonalPolynomials.hpp
 ROL_AbsoluteValue.hpp
 ROL_Algorithm.hpp
 ROL_AlmostSureConstraint.hpp
 ROL_Arcsine.hpp
 ROL_AtomVector.hpp
 ROL_AugmentedLagrangian.hpp
 ROL_AugmentedLagrangian_SimOpt.hpp
 ROL_AugmentedLagrangianStep.hpp
 ROL_BackTracking.hpp
 ROL_BarzilaiBorwein.hpp
 ROL_BatchManager.hpp
 ROL_BatchStdVector.hpp
 ROL_Beale.hppContains definitions for Beale's function
 ROL_Beta.hpp
 ROL_BinaryConstraint.hpp
 ROL_Bisection.hpp
 ROL_BlockOperator.hpp
 ROL_BlockOperator2.hpp
 ROL_BlockOperator2Determinant.hpp
 ROL_BlockOperator2Diagonal.hpp
 ROL_BlockOperator2UnitLower.hpp
 ROL_BlockOperator2UnitUpper.hpp
 ROL_BoundConstraint.hpp
 ROL_BoundConstraint_Partitioned.hpp
 ROL_BoundConstraint_SimOpt.hpp
 ROL_BoundFletcher.hpp
 ROL_Bounds.hpp
 ROL_BoundToConstraint.hpp
 ROL_BPOE.hpp
 ROL_Brents.hpp
 ROL_Bundle.hpp
 ROL_Bundle_AS.hpp
 ROL_Bundle_TT.hpp
 ROL_BundleStatusTest.hpp
 ROL_BundleStep.hpp
 ROL_BVP.hppContains definitions for the discrete boundary value problem (More, Garbow, Hillstrom, 1981)
 ROL_CantileverBeam.hppContains 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_Cauchy.hpp
 ROL_CauchyPoint.hpp
 ROL_CDFObjective.hpp
 ROL_ChebyshevSpectral.hpp
 ROL_Chi2Divergence.hpp
 ROL_CoherentEntropicRisk.hpp
 ROL_ColemanLiModel.hpp
 ROL_CombinedStatusTest.hpp
 ROL_CompositeConstraint_SimOpt.hpp
 ROL_CompositeObjective.hpp
 ROL_CompositeObjective_SimOpt.hpp
 ROL_CompositeStep.hpp
 ROL_ConicApproximationModel.hpp
 ROL_ConjugateGradients.hpp
 ROL_ConjugateResiduals.hpp
 ROL_Constraint.hpp
 ROL_Constraint_DynamicState.hpp
 ROL_Constraint_Partitioned.hpp
 ROL_Constraint_SerialSimOpt.hpp
 ROL_Constraint_SimOpt.hpp
 ROL_Constraint_State.hpp
 ROL_Constraint_TimeSimOpt.hpp
 ROL_ConstraintDef.hpp
 ROL_ConstraintFromObjective.hpp
 ROL_ConstraintManager.hpp
 ROL_ConstraintStatusTest.hpp
 ROL_ConvexCombinationRiskMeasure.hpp
 ROL_CubicInterp.hpp
 ROL_CVaR.hpp
 ROL_DeviationMeasureFactory.hpp
 ROL_DeviationMeasureInfo.hpp
 ROL_DiagonalOperator.hpp
 ROL_DiodeCircuit.hppContains definitions for the diode circuit problem
 ROL_Dirac.hpp
 ROL_Distribution.hpp
 ROL_DistributionFactory.hpp
 ROL_DogLeg.hpp
 ROL_DoubleDogLeg.hpp
 ROL_DyadicOperator.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_DynamicTrackingObjective.hpp
 ROL_ElementwiseVector.hpp
 ROL_EntropicRisk.hpp
 ROL_ErrorMeasureFactory.hpp
 ROL_ErrorMeasureInfo.hpp
 ROL_ExpectationQuad.hpp
 ROL_ExpectationQuadDeviation.hpp
 ROL_ExpectationQuadError.hpp
 ROL_ExpectationQuadRegret.hpp
 ROL_ExpectationQuadRisk.hpp
 ROL_Exponential.hpp
 ROL_FDivergence.hpp
 ROL_Fletcher.hpp
 ROL_FletcherBase.hpp
 ROL_FletcherStatusTest.hpp
 ROL_FletcherStep.hpp
 ROL_FreudensteinRoth.hppContains definitions for Freudenstein and Roth's function
 ROL_Gamma.hpp
 ROL_Gaussian.hpp
 ROL_GenMoreauYosidaCVaR.hpp
 ROL_GetTestProblems.hppContains definitions of test objective functions
 ROL_GMRES.hpp
 ROL_GoldenSection.hpp
 ROL_GradientStep.hpp
 ROL_Gumbel.hpp
 ROL_HelperFunctions.hppContains definitions for helper functions in ROL
 ROL_HMCR.hpp
 ROL_HouseholderReflector.hpp
 ROL_HS1.hppContains definitions for W. Hock and K. Schittkowski 1st test function
 ROL_HS2.hppContains definitions for W. Hock and K. Schittkowski 2nd test function
 ROL_HS24.hppContains definitions for W. Hock and K. Schittkowski 24th test problem which contains bound and inequality constraints
 ROL_HS25.hppContains definitions for W. Hock and K. Schittkowski 25th test function
 ROL_HS29.hppContains definitions for W. Hock and K. Schittkowski 32nd test problem which contains only inequality constraints
 ROL_HS3.hppContains definitions for W. Hock and K. Schittkowski 3rd test function
 ROL_HS32.hppContains definitions for W. Hock and K. Schittkowski 32nd test problem which contains both inequality and equality constraints
 ROL_HS38.hppContains definitions for W. Hock and K. Schittkowski 38th test function
 ROL_HS39.hppContains definitions for W. Hock and K. Schittkowski 39th test function
 ROL_HS4.hppContains definitions for W. Hock and K. Schittkowski 4th test function
 ROL_HS45.hppContains definitions for W. Hock and K. Schittkowski 45th test function
 ROL_HS5.hppContains definitions for W. Hock and K. Schittkowski 5th test function
 ROL_IdentityOperator.hpp
 ROL_InactiveSetVector.hpp
 ROL_InteriorPoint.hpp
 ROL_InteriorPointPenalty.hpp
 interiorpoint/ROL_InteriorPointPrimalDualResidual.hpp
 ROL_InteriorPointPrimalDualResidual.hpp
 ROL_InteriorPointStep.hpp
 ROL_IterationScaling.hpp
 ROL_KelleySachsModel.hpp
 ROL_KLDivergence.hpp
 ROL_Krylov.hpp
 ROL_KrylovFactory.hpp
 ROL_Kumaraswamy.hpp
 ROL_Lanczos.hpp
 ROL_Laplace.hpp
 ROL_lBFGS.hpp
 ROL_lDFP.hpp
 ROL_LeastSquares.hppContains definitions for least squares function
 ROL_LinearCombinationObjective.hpp
 ROL_LinearCombinationObjective_SimOpt.hpp
 ROL_LinearConstraint.hpp
 ROL_LinearObjective.hpp
 ROL_LinearOperator.hpp
 ROL_LinearOperatorFromConstraint.hpp
 ROL_LinearOperatorProduct.hpp
 ROL_LinearOperatorSum.hpp
 ROL_LinearRegression.hpp
 ROL_LineSearch.hpp
 ROL_LineSearchFactory.hpp
 ROL_LineSearchStep.hpp
 ROL_LinMore.hpp
 ROL_LinMoreModel.hpp
 ROL_LogBarrierObjective.hpp
 ROL_LogExponentialQuadrangle.hpp
 ROL_Logistic.hpp
 ROL_LogQuantileQuadrangle.hpp
 ROL_LowerBoundToConstraint.hpp
 ROL_lSR1.hpp
 ROL_MeanDeviation.hpp
 ROL_MeanDeviationFromTarget.hpp
 ROL_MeanVariance.hpp
 ROL_MeanVarianceFromTarget.hpp
 ROL_MeanVarianceQuadrangle.hpp
 ROL_MeritFunction.hpp
 ROL_Minimax1.hpp
 ROL_Minimax2.hpp
 ROL_Minimax3.hpp
 ROL_MINRES.hpp
 ROL_MixedCVaR.hpp
 ROL_MomentObjective.hpp
 ROL_MonteCarloGenerator.hpp
 ROL_MoreauYosidaCVaR.hpp
 ROL_MoreauYosidaPenalty.hpp
 ROL_MoreauYosidaPenaltyStep.hpp
 ROL_NewtonKrylovStep.hpp
 ROL_NewtonStep.hpp
 ROL_NonlinearCG.hpp
 ROL_NonlinearCGStep.hpp
 ROL_NonlinearLeastSquaresObjective.hpp
 ROL_NonlinearLeastSquaresObjective_Dynamic.hpp
 ROL_NonlinearLeastSquaresObjective_SimOpt.hpp
 ROL_NullOperator.hpp
 ROL_Objective.hpp
 ROL_Objective_FSsolver.hpp
 ROL_Objective_SerialSimOpt.hpp
 ROL_Objective_SimOpt.hpp
 ROL_Objective_TimeSimOpt.hpp
 ROL_ObjectiveDef.hpp
 ROL_ObjectiveFromBoundConstraint.hpp
 ROL_ObjectiveFromConstraint.hpp
 ROL_ObjectiveMMA.hpp
 ROL_OptimizationProblem.hpp
 ROL_OptimizationSolver.hpp
 ROL_Parabolic.hpp
 ROL_ParaboloidCircle.hppContains definitions for the equality constrained NLP:
 ROL_ParameterListConverters.hpp
 ROL_PartitionedVector.hpp
 ROL_PathBasedTargetLevel.hpp
 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
 ROL_PH_StatusTest.hpp
 ROL_PlusFunction.hpp
 ROL_PointwiseCDFObjective.hpp
 ROL_PoissonControl.hppContains definitions for Poisson optimal control
 ROL_PoissonInversion.hppContains definitions for Poisson material inversion
 ROL_PositiveFunction.hpp
 ROL_Powell.hppContains definitions for Powell's badly scaled function
 ROL_PrimalDualActiveSetStep.hpp
 ROL_PrimalDualInteriorPointOperator.hpp
 ROL_PrimalDualInteriorPointReducedResidual.hpp
 ROL_PrimalDualInteriorPointResidual.hpp
 ROL_PrimalDualInteriorPointStep.hpp
 ROL_PrimalDualSystemStep.hpp
 ROL_ProbabilityFactory.hpp
 ROL_ProbabilityInfo.hpp
 ROL_ProbabilityVector.hpp
 ROL_ProfiledVector.hpp
 ROL_ProgressiveHedging.hpp
 ROL_ProjectedNewtonKrylovStep.hpp
 ROL_ProjectedNewtonStep.hpp
 ROL_ProjectedSecantStep.hpp
 ROL_QuadraticObjective.hpp
 ROL_QuadraticPenalty.hpp
 ROL_QuadraticPenalty_SimOpt.hpp
 ROL_QuantileQuadrangle.hpp
 ROL_QuantileRadius.hpp
 ROL_RaisedCosine.hpp
 ROL_RandomVector.hpp
 ROL_RandVarFunctional.hpp
 ROL_RandVarFunctionalFactory.hpp
 ROL_RandVarFunctionalInfo.hpp
 ROL_Reduced_AugmentedLagrangian_SimOpt.hpp
 ROL_Reduced_Constraint_SimOpt.hpp
 ROL_Reduced_Objective_SimOpt.hpp
 ROL_ReducedDynamicObjective.hpp
 ROL_RegressionError.hpp
 ROL_RegretMeasureFactory.hpp
 ROL_RegretMeasureInfo.hpp
 ROL_RieszVector.hpp
 ROL_RiskBoundConstraint.hpp
 ROL_RiskLessConstraint.hpp
 ROL_RiskLessObjective.hpp
 ROL_RiskMeasure.hpp
 ROL_RiskMeasureFactory.hpp
 ROL_RiskMeasureInfo.hpp
 ROL_RiskNeutralConstraint.hpp
 ROL_RiskNeutralObjective.hpp
 ROL_RiskVector.hpp
 ROL_Rosenbrock.hppContains definitions for Rosenbrock's function
 ROL_SampledScalar.hpp
 ROL_SampledVector.hpp
 ROL_SampleGenerator.hpp
 ROL_ScalarLinearConstraint.hpp
 ROL_ScalarMinimizationLineSearch.hpp
 ROL_ScalarTraits.hpp
 ROL_ScaledStdVector.hpp
 ROL_ScaledVector.hpp
 ROL_SchurComplement.hpp
 ROL_Secant.hpp
 ROL_SecantFactory.hpp
 ROL_SecantStep.hpp
 ROL_SecondOrderCVaR.hpp
 ROL_SemismoothNewtonDualModel.hpp
 ROL_SerialConstraint.hpp
 ROL_SimController.hpp
 ROL_SimpleEqConstrained.hppContains 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_SimulatedBoundConstraint.hpp
 ROL_SimulatedConstraint.hpp
 ROL_SimulatedObjective.hpp
 ROL_SimulatedObjectiveCVaR.hpp
 ROL_SimulatedVector.hpp
 ROL_SingletonVector.hpp
 ROL_Sketch.hpp
 ROL_SlacklessObjective.hpp
 ROL_Smale.hpp
 ROL_SmoothedPOE.hpp
 ROL_SmoothedWorstCaseQuadrangle.hpp
 ROL_SpectralRisk.hpp
 ROL_SROMGenerator.hpp
 ROL_SROMVector.hpp
 ROL_StatusTest.hpp
 ROL_StatusTestFactory.hpp
 ROL_StdBoundConstraint.hppContains definitions for std::vector bound constraints
 ROL_StdConstraint.hpp
 ROL_StdLinearOperator.hpp
 ROL_StdLinearOperatorFactory.hpp
 ROL_StdObjective.hpp
 ROL_StdTridiagonalOperator.hpp
 ROL_StdVector.hpp
 ROL_Step.hpp
 ROL_StepFactory.hpp
 ROL_StochasticConstraint.hpp
 ROL_StochasticObjective.hpp
 ROL_Stream.hppDefines 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_SumOfSquares.hppContains definitions for sum of squares function
 ROL_TestProblem.hppContains definitions of test objective functions
 ROL_TimeStamp.hpp
 ROL_Triangle.hpp
 ROL_TruncatedCG.hpp
 ROL_TruncatedExponential.hpp
 ROL_TruncatedGaussian.hpp
 ROL_TruncatedMeanQuadrangle.hpp
 ROL_TrustRegion.hpp
 ROL_TrustRegionFactory.hpp
 ROL_TrustRegionModel.hpp
 ROL_TrustRegionStep.hpp
 ROL_TrustRegionTypes.hppContains definitions of enums for trust region algorithms
 ROL_Types.hppContains definitions of custom data types in ROL
 ROL_Uniform.hpp
 ROL_UpperBoundToConstraint.hpp
 ROL_UserInputGenerator.hpp
 ROL_ValidParameters.hpp
 ROL_Vector.hpp
 ROL_Vector_SimOpt.hpp
 ROL_VectorClone.hpp
 ROL_VectorNorms.hpp
 ROL_VectorWorkspace.hpp
 ROL_WrappedVector.hpp
 ROL_Zakharov.hppContains definitions for the Zakharov function as evaluated using only the ROL::Vector interface
 function/constraint/test_01.cpp
 function/operator/test_01.cpp
 function/sketching/test_01.cpp
 function/test_01.cpp
 step/fletcher/test_01.cpp
 step/interiorpoint/test_01.cpp
 step/krylov/test_01.cpp
 step/test_01.cpp
 step/trustregion/test_01.cpp
 vector/test_01.cpp
 function/constraint/test_02.cpp
 function/operator/test_02.cpp
 function/test_02.cpp
 step/fletcher/test_02.cpp
 step/interiorpoint/test_02.cpp
 step/krylov/test_02.cpp
 step/test_02.cpp
 function/test_03.cpp
 step/fletcher/test_03.cpp
 step/interiorpoint/test_03.cpp
 step/krylov/test_03.cpp
 step/test_03.cpp
 function/test_04.cpp
 step/test_04.cpp
 vector/test_04.cpp
 test_04.hpp
 function/test_05.cpp
 step/test_05.cpp
 vector/test_05.cpp
 function/test_06.cpp
 step/test_06.cpp
 vector/test_06.cpp
 function/test_07.cpp
 step/test_07.cpp
 vector/test_07.cpp
 function/test_08.cpp
 step/test_08.cpp
 function/test_09.cpp
 step/test_09.cpp
 vector/test_09.cpp
 function/test_10.cpp
 step/test_10.cpp
 vector/test_10.cpp
 function/test_11.cpp
 step/test_11.cpp
 test_11.hpp
 function/test_12.cpp
 step/test_12.cpp
 function/test_13.cpp
 step/test_13.cpp
 test_14.cpp
 test_15.cpp
 test_16.cppTest augmented Lagrangian step
 test_17.cpp