ROL
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#include <ROL_StochasticProblem.hpp>
Public Member Functions | |
StochasticProblem (void) | |
StochasticProblem (Teuchos::ParameterList &parlist) | |
StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &sampler, const Teuchos::RCP< Vector< Real > > &vec) | |
StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< Vector< Real > > &vec) | |
StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< SampleGenerator< Real > > &hsampler, const Teuchos::RCP< Vector< Real > > &vec) | |
StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &sampler, const Teuchos::RCP< Vector< Real > > &vec, const Teuchos::RCP< BoundConstraint< Real > > &bnd) | |
StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< Vector< Real > > &vec, const Teuchos::RCP< BoundConstraint< Real > > &bnd) | |
StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< SampleGenerator< Real > > &hsampler, const Teuchos::RCP< Vector< Real > > &vec, const Teuchos::RCP< BoundConstraint< Real > > &bnd) | |
void | setParameterList (Teuchos::ParameterList &parlist) |
void | setValueSampleGenerator (const Teuchos::RCP< SampleGenerator< Real > > &vsampler) |
void | setGradientSampleGenerator (const Teuchos::RCP< SampleGenerator< Real > > &gsampler) |
void | setHessVecSampleGenerator (const Teuchos::RCP< SampleGenerator< Real > > &hsampler) |
void | setObjective (const Teuchos::RCP< Objective< Real > > &obj) |
void | setSolutionVector (const Teuchos::RCP< Vector< Real > > &vec) |
void | setSolutionStatistic (const Real stat) |
void | setBoundConstraint (const Teuchos::RCP< BoundConstraint< Real > > &bnd) |
Real | getSolutionStatistic (void) |
std::vector< std::vector< Real > > | checkObjectiveGradient (const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkObjectiveHessVec (const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
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virtual | ~OptimizationProblem (void) |
OptimizationProblem (void) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd=Teuchos::null, const Teuchos::RCP< Teuchos::ParameterList > &parlist=Teuchos::null) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< EqualityConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &mul, const Teuchos::RCP< Teuchos::ParameterList > &parlist=Teuchos::null) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &mul, const Teuchos::RCP< Teuchos::ParameterList > &parlist=Teuchos::null) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &eqmul, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist) | |
OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &eqmul, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist) | |
Teuchos::RCP< Objective< Real > > | getObjective (void) |
void | setObjective (const Teuchos::RCP< Objective< Real > > &obj) |
Teuchos::RCP< Vector< Real > > | getSolutionVector (void) |
void | setSolutionVector (const Teuchos::RCP< Vector< Real > > &sol) |
Teuchos::RCP< BoundConstraint< Real > > | getBoundConstraint (void) |
void | setBoundConstraint (const Teuchos::RCP< BoundConstraint< Real > > &bnd) |
Teuchos::RCP< EqualityConstraint< Real > > | getEqualityConstraint (void) |
void | setEqualityConstraint (const Teuchos::RCP< EqualityConstraint< Real > > &con) |
Teuchos::RCP< Vector< Real > > | getMultiplierVector (void) |
void | setMultiplierVector (const Teuchos::RCP< Vector< Real > > &mul) |
Teuchos::RCP< Teuchos::ParameterList > | getParameterList (void) |
void | setParameterList (const Teuchos::RCP< Teuchos::ParameterList > &parlist) |
Private Member Functions | |
std::vector< Real > | computeSampleMean (Teuchos::RCP< SampleGenerator< Real > > &sampler) |
Teuchos::RCP< Vector< Real > > | createVector (Teuchos::RCP< Vector< Real > > &vec, Real stat=1) |
Private Attributes | |
Teuchos::RCP< Teuchos::ParameterList > | parlist_ |
Teuchos::RCP< Objective< Real > > | ORIGINAL_obj_ |
Teuchos::RCP< Vector< Real > > | ORIGINAL_vec_ |
Teuchos::RCP< BoundConstraint< Real > > | ORIGINAL_bnd_ |
Teuchos::RCP< Objective< Real > > | obj_ |
Teuchos::RCP< Vector< Real > > | vec_ |
Teuchos::RCP< BoundConstraint< Real > > | bnd_ |
Teuchos::RCP< SampleGenerator< Real > > | vsampler_ |
Teuchos::RCP< SampleGenerator< Real > > | gsampler_ |
Teuchos::RCP< SampleGenerator< Real > > | hsampler_ |
bool | setVector_ |
Definition at line 66 of file ROL_StochasticProblem.hpp.
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Definition at line 85 of file ROL_StochasticProblem.hpp.
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Definition at line 93 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::parlist_.
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Definition at line 201 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::ORIGINAL_bnd_, ROL::StochasticProblem< Real >::ORIGINAL_obj_, ROL::StochasticProblem< Real >::ORIGINAL_vec_, ROL::StochasticProblem< Real >::parlist_, ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().
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Definition at line 214 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::gsampler_, ROL::StochasticProblem< Real >::hsampler_, and ROL::StochasticProblem< Real >::vsampler_.
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Definition at line 224 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::gsampler_, and ROL::StochasticProblem< Real >::hsampler_.
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Definition at line 231 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::hsampler_.
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Definition at line 235 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::computeSampleMean(), ROL::StochasticProblem< Real >::gsampler_, ROL::StochasticProblem< Real >::hsampler_, ROL::StochasticProblem< Real >::obj_, ROL::StochasticProblem< Real >::ORIGINAL_obj_, ROL::StochasticProblem< Real >::parlist_, ROL::OptimizationProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::vsampler_.
Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::StochasticProblem().
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Definition at line 276 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::ORIGINAL_vec_, ROL::StochasticProblem< Real >::parlist_, ROL::OptimizationProblem< Real >::setSolutionVector(), ROL::StochasticProblem< Real >::setVector_, and ROL::StochasticProblem< Real >::vec_.
Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::StochasticProblem().
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Definition at line 324 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::bnd_, ROL::StochasticProblem< Real >::ORIGINAL_bnd_, ROL::StochasticProblem< Real >::parlist_, and ROL::OptimizationProblem< Real >::setBoundConstraint().
Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::StochasticProblem().
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Definition at line 358 of file ROL_StochasticProblem.hpp.
References ROL::SpectralRisk< Real >::computeStatistic(), ROL::RiskVector< Real >::getStatistic(), ROL::StochasticProblem< Real >::parlist_, and ROL::StochasticProblem< Real >::vec_.
Referenced by main().
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Reimplemented from ROL::OptimizationProblem< Real >.
Definition at line 412 of file ROL_StochasticProblem.hpp.
References ROL::OptimizationProblem< Real >::checkObjectiveGradient(), ROL::Vector< Real >::clone(), and ROL::StochasticProblem< Real >::createVector().
Referenced by main().
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Reimplemented from ROL::OptimizationProblem< Real >.
Definition at line 424 of file ROL_StochasticProblem.hpp.
References ROL::OptimizationProblem< Real >::checkObjectiveHessVec(), ROL::Vector< Real >::clone(), and ROL::StochasticProblem< Real >::createVector().
Referenced by main().
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Definition at line 437 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setObjective().
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Definition at line 453 of file ROL_StochasticProblem.hpp.
References ROL::StochasticProblem< Real >::parlist_.
Referenced by ROL::StochasticProblem< Real >::checkObjectiveGradient(), and ROL::StochasticProblem< Real >::checkObjectiveHessVec().
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Definition at line 68 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::createVector(), ROL::StochasticProblem< Real >::getSolutionStatistic(), ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setObjective(), ROL::StochasticProblem< Real >::setParameterList(), ROL::StochasticProblem< Real >::setSolutionStatistic(), ROL::StochasticProblem< Real >::setSolutionVector(), and ROL::StochasticProblem< Real >::StochasticProblem().
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Definition at line 70 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setParameterList().
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Definition at line 71 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::setSolutionVector().
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Definition at line 72 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setBoundConstraint(), and ROL::StochasticProblem< Real >::setParameterList().
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Definition at line 74 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setObjective().
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Definition at line 75 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::getSolutionStatistic(), ROL::StochasticProblem< Real >::setSolutionStatistic(), and ROL::StochasticProblem< Real >::setSolutionVector().
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Definition at line 76 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setBoundConstraint().
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Definition at line 78 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setValueSampleGenerator().
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Definition at line 79 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setGradientSampleGenerator(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setValueSampleGenerator().
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Definition at line 80 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setGradientSampleGenerator(), ROL::StochasticProblem< Real >::setHessVecSampleGenerator(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setValueSampleGenerator().
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Definition at line 82 of file ROL_StochasticProblem.hpp.
Referenced by ROL::StochasticProblem< Real >::setSolutionStatistic(), and ROL::StochasticProblem< Real >::setSolutionVector().