Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 123]

►NROL
►NException
CNotImplemented
►NInteriorPoint
CCompositeConstraint	Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable
CMeritFunction
CPenalizedObjective
CPrimalDualResidual	Express the Primal-Dual Interior Point gradient as an equality constraint
CPrimalDualSymmetrizer
►NZOO
CEqualityConstraint_HS32
CEqualityConstraint_HS39a
CEqualityConstraint_HS39b
CEqualityConstraint_ParaboloidCircle	Equality constraint c(x,y) = (x-2)^2 + y^2 - 1
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
CInequalityConstraint_HS24
CInequalityConstraint_HS29
CInequalityConstraint_HS32
CObjective_Beale	Beale's function
CObjective_BVP	The discrete boundary value problem
CObjective_DiodeCircuit	The diode circuit problem
CObjective_FreudensteinRoth	Freudenstein and Roth's function
CObjective_HS1	W. Hock and K. Schittkowski 1st test function
CObjective_HS2	W. Hock and K. Schittkowski 2nd test function
CObjective_HS24
CObjective_HS25	W. Hock and K. Schittkowski 25th 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_HS45	W. Hock and K. Schittkowski 45th test function
CObjective_HS5	W. Hock and K. Schittkowski 5th 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_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
CAlgorithm	Provides an interface to run optimization algorithms
CAlgorithmState	State for algorithm class. Will be used for restarts
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
CBackTracking	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	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
CActive
CLowerBinding
CPruneBinding
CUpperBinding
CBoundConstraint_Partitioned	A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector
CBoundConstraint_SimOpt
CBoundInequalityConstraint	Provides an implementation for bound inequality constraints
CBPOE	Provides the implementation of the buffered probability of exceedance
CBPOEObjective
►CBrents	Implements a Brent's method line search
CtestFunction
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)
CBundleStatusTest
CBundleStep	Provides the interface to compute bundle trust-region steps
CCArrayVector	Provides the C array implementation of the ROL::Vector interface for use with NumPy->C Array passing by pointer. This class in intended to be used with the Python ROL interface
CCauchy
CCauchyPoint	Provides interface for the Cauchy point trust-region subproblem solver
CCDFObjective
CChebyshevKusuoka	Provides an interface for the Chebyshev-Kusuoka risk measure
CChi2Divergence	Provides an interface for the chi-squared-divergence distributionally robust expectation
CCoherentExpUtility	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	Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable
CCompositeEqualityConstraint_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
CConjugateGradients	Provides definitions of the Conjugate Gradient solver
CConjugateResiduals	Provides definition of the Conjugate Residual solver
CConstraints
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
CCVaR	Provides an interface for a convex combination of the expected value and the conditional value-at-risk
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
CDualAtomVector
CDualProbabilityVector
CDualScaledStdVector	Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector
CDualSimulatedVector
CDyadicOperator	Interface to apply a dyadic operator to a vector
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
CEqualityConstraint	Defines the equality constraint operator interface
CEqualityConstraint_Partitioned	Allows composition of equality constraints
CEqualityConstraint_SimOpt	Defines the equality constraint operator interface for simulation-based optimization
CEqualityConstraint_State
CExpectationQuad	Provides a general interface for risk measures generated through the expectation risk quadrangle
CExponential
CExpUtility	Provides an interface for the entropic risk
CFDivergence	Provides a general interface for the F-divergence distributionally robust expectation
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
CHMCR	Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure
CHMCRObjective
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
CInequalityConstraint	Provides a unique argument for inequality constraints, which otherwise behave exactly as equality constraints
►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
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
CLinearEqualityConstraint	Provides the interface to evaluate linear equality constraints
CLinearObjective	Provides the interface to evaluate linear objective functions
CLinearOperator	Provides the interface to apply a linear operator
CLinearOperatorFromEqualityConstraint	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
CLineSearch	Provides interface for and implements line searches
CLineSearchStep	Provides the interface to compute optimization steps with line search
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
CLowerBoundInequalityConstraint	Provides an implementation for lower bound inequality 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
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
CMinimax1
CMinimax2
CMinimax3
CMixedQuantileQuadrangle	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
CMoreauYosidaPenalty	Provides the interface to evaluate the Moreau-Yosida penalty function
CMoreauYosidaPenaltyStep	Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints
CMultiVector	Provides a container and operations on multiple ROL vectors for use with other Trilinos packages which require multivectors
CMultiVectorDefault	Default implementation of the ROL::MultiVector container class
►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
CNonlinearCGStep	Provides the interface to compute optimization steps with nonlinear CG
CNonlinearLeastSquaresObjective	Provides the interface to evaluate nonlinear least squares objective functions
CNonlinearLeastSquaresObjective_SimOpt	Provides the interface to evaluate nonlinear least squares objective functions
CNullOperator	Multiplication by zero
CObjective	Provides the interface to evaluate objective functions
CObjective_FSsolver
CObjective_SimOpt	Provides the interface to evaluate simulation-based objective functions
CObjectiveFromBoundConstraint	Create a penalty objective from upper and lower bound vectors
CObjectiveMMA	Provides the interface to to Method of Moving Asymptotes Objective function
COptimizationProblem
COptimizationSolver	Provides a simplified interface for solving a wide range of optimization problems
CParabolic
CParametrize	Provides the mix-in interface for making objects parametrized
CParametrizedCompositeObjective	Provides the interface to evaluate parametrized composite objective functions
CParametrizedCompositeObjective_SimOpt
CParametrizedEqualityConstraint
CParametrizedEqualityConstraint_SimOpt
CParametrizedObjective
CParametrizedObjective_SimOpt
CParametrizedStdObjective	Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's
CPartitionedVector	Defines the linear algebra of vector space on a generic partitioned vector
CPathBasedTargetLevel	Provides an implementation of path-based target leve line search
CPenalizedObjective	Adds barrier term to generic objective
CPlusFunction
CPointwiseCDFObjective
CPositiveFunction
CPrimalAtomVector
►CPrimalDualActiveSetStep	Implements the computation of optimization steps with the Newton primal-dual active set method
CHessianPD
CPrecondPD
CPrimalDualInteriorPointBlock11
CPrimalDualInteriorPointBlock12
CPrimalDualInteriorPointBlock21
CPrimalDualInteriorPointBlock22
CPrimalDualInteriorPointReducedResidual	Reduced form of the Primal Dual Interior Point residual and the action of its Jacobian
►CPrimalDualInteriorPointResidual	Symmetrized form of the KKT operator for the Type-EB problem with equality and bound multipliers
CInFill
CSafeDivide
CSetZeros
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
CPrimalSimulatedVector
CProbabilityVector	Provides the std::vector implementation of the ROL::Vector interface
CProfiledVector	By keeping a pointer to this in a derived Vector class, a tally of all methods is kept for profiling function calls
►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
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
CQuantileRadiusQuadrangle
CRaisedCosine
CReduced_AugmentedLagrangian_SimOpt	Provides the interface to evaluate the reduced SimOpt augmented Lagrangian
CReduced_EqualityConstraint_SimOpt
CReduced_Objective_SimOpt
CReduced_ParametrizedObjective_SimOpt
CremoveSpecialCharacters
CRieszDualVector
CRieszPrimalVector
CRiskAverseObjective
CRiskBoundConstraint
CRiskLessEqualityConstraint
CRiskMeasure	Provides the interface to implement risk measures
CRiskNeutralObjective
CRiskVector
CSampleGenerator
CScalarLinearEqualityConstraint	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
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
CSimController
CSimulatedEqualityConstraint
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
CSlacklessObjective	This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \)
CSmale
CSmoothedWorstCaseQuadrangle	Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle
CSpectralRisk	Provides an interface for spectral risk measures
CSROMGenerator
CSROMVector	Provides the std::vector implementation of the ROL::Vector interface
CStatusTest	Provides an interface to check status of optimization algorithms
CStatusTestFactory
CStdBoundConstraint
CStdEqualityConstraint	Defines the equality constraint operator interface for StdVectors
CStdInequalityConstraint	Provides a unique argument for inequality constraints using std::vector types, which otherwise behave exactly as equality constraints
CStdLinearOperator	Provides the std::vector implementation to apply a linear operator, which is a std::vector representation of column-stacked matrix
CStdLinearOperatorFactory	Creates StdLinearOperator objects which wrap random matrices of the desired size and property
CStdObjective	Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's
CStdTeuchosBatchManager
CStdTridiagonalOperator	Provides the std::vector implementation to apply a linear operator, which encapsulates a tridiagonal matrix
CStdVector	Provides the std::vector implementation of the ROL::Vector interface
CStep	Provides the interface to compute optimization steps
CStepFactory
CStepState	State for step class. Will be used for restarts
CStochasticProblem
CSuperQuantileQuadrangle	Provides an interface for the risk measure associated with the super quantile quadrangle
CTeuchosBatchManager
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
CTypeCaster
CTypeCaster< double, float >
CTypeCaster< Real, std::complex< Real > >
CUniform
CUpperBoundInequalityConstraint	Provides an implementation for upper bound inequality 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
CVectorFunctionCalls
CBoundConstraint_BurgersControl
CBurgersFEM
CCLExactModel
CCLTestObjective
CConDualStdVector
CConStdVector
CDiffusionEqualityConstraint
CDiffusionObjective
CEqualityConstraint_BurgersControl
CExample_Objective	Objective function: \[f(x) = exp(x_1 x_2 x_3 x_4 x_5) + \frac{1}{2}*(x_1^3+x_2^3+1)^2 \]
CFEM
CFiniteDifference
CFunctionZakharov
CH1BoundConstraint
CH1VectorBatchManager
CH1VectorDual
CH1VectorPrimal
CIdentity
CIdentityOperator
CInnerProductMatrix
CInnerProductMatrixSolver	This class adds a solve method
CL2BoundConstraint
CL2VectorBatchManager
CL2VectorDual
CL2VectorPrimal
CLagrange
CNodalBasis
CNormalization_Constraint
CNullObjective
CObjective_BurgersControl
CObjective_GrossPitaevskii
CObjective_PoissonInversion
CObjectiveFunctionTest06
CObjectiveFunctionTest07_1
CObjectiveFunctionTest07_2
CObjectiveFunctionTest07_scalarize
CObjectiveFunctionTest08_1
CObjectiveFunctionTest08_2
CObjectiveFunctionTest08_scalarize
COptDualStdVector
COptStdVector
CredConstraint
CStatusTest_PDAS
CTridiagonalToeplitzOperator
CvalConstraint
CZakharov
CZakharov_Sacado_Objective