| ►Ndetails | |
| CPolarizationIdentity | |
| ►NROL | |
| ►Ndetails | |
| Cbasic_nullstream | |
| CDynamicConstraint_CheckInterface | |
| CDynamicObjective_CheckInterface | |
| CMINRES | |
| CVectorClone | |
| CVectorCloneMap | |
| ►CVectorWorkspace | |
| CVectorKey | |
| CVectorStack | |
| ►NException | |
| CNotImplemented | |
| ►NInteriorPoint | |
| CMeritFunction | |
| CPenalizedObjective | |
| CPrimalDualResidual | Express the Primal-Dual Interior Point gradient as an equality constraint |
| CPrimalDualSymmetrizer | |
| ►NROL | |
| ►Ndetails | |
| Cbasic_nullstream | |
| ►NException | |
| CNotImplemented | |
| ►NTypeE | |
| CAlgorithm | |
| CAlgorithmState | |
| CAugmentedLagrangianAlgorithm | Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians |
| ►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 |
| 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 unconstrained optimization algorithms |
| CAlgorithmState | State for algorithm class. Will be used for restarts |
| CAugmentedLagrangianObjective | Provides the interface to evaluate the augmented Lagrangian |
| CBackTracking_U | Implements a simple back tracking line search |
| CBarzilaiBorwein | Provides definitions for Barzilai-Borwein operators |
| CBoundConstraint | Provides the interface to apply upper and lower bound constraints |
| 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 | |
| CCauchyPoint_U | Provides interface for the Cauchy point trust-region subproblem solver |
| CCombinedStatusTest | Provides an interface to check two status tests of optimization algorithms |
| CConstraint | Defines the general constraint operator interface |
| CConstraint_SimOpt | |
| CConstraintStatusTest | Provides an interface to check status of optimization algorithms for problems with equality constraints |
| CCubicInterp_U | Implements cubic interpolation back tracking line search |
| CDescentDirection_U | Provides the interface to compute unconstrained optimization steps for line search |
| CDogLeg_U | Provides interface for dog leg trust-region subproblem solver |
| CDoubleDogLeg_U | Provides interface for the double dog leg trust-region subproblem solver |
| CGradient_U | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
| CIterationScaling_U | Provides an implementation of iteration scaled line search |
| ClBFGS | Provides definitions for limited-memory BFGS operators |
| ClDFP | Provides definitions for limited-memory DFP operators |
| CLinearConstraint | Defines the general affine constraint with the form \(c(x)=Ax+b\) |
| CLinearOperator | Provides the interface to apply a linear operator |
| CLineSearch_U | Provides interface for and implements line searches |
| ClSR1 | Provides definitions for limited-memory SR1 operators |
| CNonlinearLeastSquaresObjective | Provides the interface to evaluate nonlinear least squares objective functions |
| CNullSpaceOperator | Projects on to the null space of a linear constraint |
| CObjective | Provides the interface to evaluate objective functions |
| CObjective_FSsolver | |
| CPathBasedTargetLevel_U | Provides an implementation of path-based target leve line search |
| CQuadraticPenalty | Provides the interface to evaluate the quadratic constraint penalty |
| CQuasiNewton_U | Provides the interface to compute optimization steps with a secant method |
| CRangeSpaceOperator | Projects on to the null space of a linear constraint |
| CReduceLinearConstraint | Performs null-space transformation for reducible linear equality constraints |
| CremoveSpecialCharacters | |
| CScalarController | |
| ►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 > > | |
| CSecant | Provides interface for and implements limited-memory secant operators |
| CSecantState | |
| CSimConstraint | |
| CSingletonVector | |
| CSPGTrustRegion_U | Provides interface for truncated CG trust-region subproblem solver |
| CStatusTest | Provides an interface to check status of optimization algorithms |
| CStep | Provides the interface to compute optimization steps |
| CStepState | State for step class. Will be used for restarts |
| CTruncatedCG_U | Provides interface for truncated CG trust-region subproblem solver |
| CTrustRegion_U | Provides interface for and implements trust-region subproblem solvers |
| CTrustRegionModel_U | Provides the interface to evaluate trust-region model functions |
| CTypeCaster | |
| CTypeCaster< double, float > | |
| CTypeCaster< Real, std::complex< Real > > | |
| CVector | Defines the linear algebra or vector space interface |
| CVector_SimOpt | Defines the linear algebra or vector space interface for simulation-based optimization |
| CVectorController | |
| ►NScalarMinimizationLineSearch_U | |
| CPhi | |
| CStatusTest | |
| ►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., |
| 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 |
| 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 |
| 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 | Provides the interface to the block determinant of a 2x2 block operator |
| 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) |
| CBundleStep | Provides the interface to compute bundle trust-region steps |
| CCauchy | |
| CCauchyPoint | 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 |
| 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_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 |
| CConvexCombinationRiskMeasure | Provides an interface for a convex combination of risk measures |
| CCubicInterp | Implements cubic interpolation back tracking line search |
| CCVaR | Provides an interface for a convex combination of the expected value and the conditional value-at-risk |
| CDaiFletcherProjection | |
| CDiagonalOperator | Provides the interface to apply a diagonal operator which acts like elementwise multiplication when apply() is used and elementwise division when applyInverse() is used |
| CDirac | |
| CDistribution | |
| CDogLeg | Provides interface for dog leg trust-region subproblem solver |
| CDoubleDogLeg | Provides interface for the double dog leg trust-region subproblem solver |
| 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 |
| 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 |
| ►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 | |
| 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 | Provides the interface to the sequential application of linear operators |
| CLinearOperatorSum | Provides the interface to sum of linear operators applied to a vector |
| CLinearRegression | Provides the interface to construct linear regression problem |
| CLineSearch | 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 |
| 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 |
| 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_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 | |
| 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 |
| 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 | |
| CScaledObjective | |
| CSchurComplement | Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components |
| 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 | |
| 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 |
| CSROMGenerator | |
| CSROMVector | Provides the std::vector implementation of the ROL::Vector interface |
| 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 |
| CStepFactory | |
| CStochasticConstraint | |
| CStochasticObjective | |
| CStochasticProblem | |
| CTestProblem | |
| CTimeStamp | Contains local time step information |
| CTriangle | |
| CTruncatedCG | Provides interface for truncated CG trust-region subproblem solver |
| CTruncatedExponential | |
| CTruncatedGaussian | |
| CTruncatedMeanQuadrangle | |
| CTrustRegion | Provides interface for and implements trust-region subproblem solvers |
| CTrustRegionModel | Provides the interface to evaluate trust-region model functions |
| CTrustRegionStep | Provides the interface to compute optimization steps with trust regions |
| 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 | |
| CAlgorithm | Provides an interface to run optimization algorithms |
| CAugmentedLagrangianObjective | Provides the interface to evaluate the augmented Lagrangian |
| CBackTracking_U | Implements a simple back tracking line search |
| CBarzilaiBorwein | Provides definitions for Barzilai-Borwein operators |
| CBoundConstraint_BurgersControl | |
| CBounds | Provides the elementwise interface to apply upper and lower bound constraints |
| 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) |
| CBurgersFEM | |
| CCauchyPoint_U | Provides interface for the Cauchy point trust-region subproblem solver |
| CCLExactModel | |
| CCLTestObjective | |
| CCombinedStatusTest | Provides an interface to check two status tests of optimization algorithms |
| Ccon2d | |
| CConDualStdVector | |
| CConicApproximationModel | Provides the interface to evaluate conic approximation function |
| CConStdVector | |
| CConstraint_BurgersControl | |
| 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 |
| CConstraintStatusTest | Provides an interface to check status of optimization algorithms for problems with equality constraints |
| CCubicInterp_U | Implements cubic interpolation back tracking line search |
| CDescentDirection_U | Provides the interface to compute unconstrained optimization steps for line search |
| CDiffusionConstraint | |
| CDiffusionObjective | |
| CDogLeg_U | Provides interface for dog leg trust-region subproblem solver |
| CDoubleDogLeg_U | Provides interface for the double dog leg trust-region subproblem solver |
| CExample_Objective | Objective function:
|
| CFEM | |
| CFiniteDifference | |
| CFunctionZakharov | |
| CGradient_U | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
| CH1BoundConstraint | |
| CH1VectorBatchManager | |
| CH1VectorDual | |
| CH1VectorPrimal | |
| CIdentity | |
| CIdentityOperator | |
| CInnerProductMatrix | |
| CInnerProductMatrixSolver | This class adds a solve method |
| CIterationScaling_U | Provides an implementation of iteration scaled line search |
| CL2BoundConstraint | |
| CL2VectorBatchManager | |
| CL2VectorDual | |
| CL2VectorPrimal | |
| CLagrange | |
| ClBFGS | Provides definitions for limited-memory BFGS operators |
| ClDFP | Provides definitions for limited-memory DFP operators |
| CLineSearch_U | Provides interface for and implements line searches |
| ClSR1 | Provides definitions for limited-memory SR1 operators |
| CMINRES | Implements the MINRES algorithm for solving symmetric indefinite systems |
| CNodalBasis | |
| CNormalization_Constraint | |
| CNullObjective | |
| CObjective_BurgersControl | |
| CObjective_GrossPitaevskii | |
| CObjective_PoissonInversion | |
| CObjectiveFromConstraint | Form an objective function from a ROL::Constraint and a vector in the dual constraint space \(\lambda\in \mathcal{C}^\ast\) |
| CObjectiveFunctionTest06 | |
| CObjectiveFunctionTest07_1 | |
| CObjectiveFunctionTest07_2 | |
| CObjectiveFunctionTest07_scalarize | |
| CObjectiveFunctionTest08_1 | |
| CObjectiveFunctionTest08_2 | |
| CObjectiveFunctionTest08_scalarize | |
| COptDualStdVector | |
| COptStdVector | |
| CPathBasedTargetLevel_U | Provides an implementation of path-based target leve line search |
| CPenalizedObjective | Adds barrier term to generic objective |
| CPrimalDualInteriorPointReducedResidual | Reduced form of the Primal Dual Interior Point residual and the action of its Jacobian |
| CPrimalInteriorPointObjective | Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements |
| CQuadraticPenalty | Provides the interface to evaluate the quadratic constraint penalty |
| CQuasiNewton_U | Provides the interface to compute optimization steps with a secant method |
| CredConstraint | |
| CScalarMinimizationLineSearch_U | Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\) |
| CSecant | Provides interface for and implements limited-memory secant operators |
| CSemismoothNewtonDualModel | Implements the dual variable model function for a semismooth Newton step |
| CSPGTrustRegion_U | Provides interface for truncated CG trust-region subproblem solver |
| CStatusTest | Provides an interface to check status of optimization algorithms |
| CStatusTest_PDAS | |
| CStdLinearOperatorFactory | Creates StdLinearOperator objects which wrap random |
| CStep | Provides the interface to compute optimization steps |
| CTestMulti | |
| CTestSingle | |
| CTridiagonalToeplitzOperator | |
| CTruncatedCG_U | Provides interface for truncated CG trust-region subproblem solver |
| CTrustRegion_U | Provides interface for and implements trust-region subproblem solvers |
| CTrustRegionModel_U | Provides the interface to evaluate trust-region model functions |
| CvalConstraint | |
| CVectorClone | Container for wrapping a reusable cloned vector. Declaring an object of this type as a class member variable will decrease the number of clones needed as memory need only be allocated once in the lifetime of the host object. Verifies that member and argument types and dimensions agree when called |
| CVectorCloneMap | Container for wrapping a collection of uniquely-named reusable cloned vectors, which in are stored in a map. Uses string-valued ids for keys by default |
| CVectorWorkspace | Provides a "smart" cloning manager to be used a member variable in a class and called in the member function of the same class |
| CWrappedVector | Provides an interface layer which encapulates a pointer to a ROL::Vector and has the default behavior of calling its member Ptr<Vector> object. Makes creating derived classes with this idiom simpler as they need only override the methods where the desired implementation differs from the member Ptr<Vector>. For example, vectors which have a diagonal scaling that defines their inner product and dual spaces can derive from this class need overload only the methods basis, clone, dual, and dot |
| CZakharov | |
| CZakharov_Sacado_Objective | |
1.12.0