#include <ROL_StochasticProblem.hpp>

Inheritance diagram for ROL::StochasticProblem< Real >:

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)

	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< EqualityConstraint< Real > > &con)

	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< EqualityConstraint< Real > > &con)

	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< EqualityConstraint< Real > > &con)

	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, const Teuchos::RCP< EqualityConstraint< Real > > &con)

	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, const Teuchos::RCP< EqualityConstraint< Real > > &con)

	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, const Teuchos::RCP< EqualityConstraint< Real > > &con)

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)

void	setEqualityConstraint (const Teuchos::RCP< EqualityConstraint< Real > > &con)

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)

void	printObjectiveSamples (const std::string &filename="objectiveSamples", const int prec=12, const Teuchos::RCP< SampleGenerator< Real > > &sampler=Teuchos::null)

Public Member Functions inherited from ROL::OptimizationProblem< Real >
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)

virtual	~OptimizationProblem (void)

	OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &le, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &li)

	OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &le)

	OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &le, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &li)

	OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< BoundConstraint< Real > > &bnd)

	OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &le)

	OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x)

virtual void	setEMultiplierVector (const Teuchos::RCP< Vector< Real > > &mul)

virtual void	setInequalityConstraint (const Teuchos::RCP< InequalityConstraint< Real > > &con)

virtual void	setIMultiplierVector (const Teuchos::RCP< Vector< Real > > &mul)

Teuchos::RCP< Objective< Real > >	getObjective (void)

Teuchos::RCP< Vector< Real > >	getSolutionVector (void)

Teuchos::RCP< BoundConstraint< Real > >	getBoundConstraint (void)

Teuchos::RCP< EqualityConstraint< Real > >	getEqualityConstraint (void)

Teuchos::RCP< Vector< Real > >	getMultiplierVector (void)

EProblem	getProblemType (void)

void	check (std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

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< EqualityConstraint< Real > >	ORIGINAL_con_

Teuchos::RCP< Objective< Real > >	obj_

Teuchos::RCP< Vector< Real > >	vec_

Teuchos::RCP< BoundConstraint< Real > >	bnd_

Teuchos::RCP< EqualityConstraint< Real > >	con_

Teuchos::RCP< SampleGenerator< Real > >	vsampler_

Teuchos::RCP< SampleGenerator< Real > >	gsampler_

Teuchos::RCP< SampleGenerator< Real > >	hsampler_

bool	setVector_

Additional Inherited Members
Protected Member Functions inherited from ROL::OptimizationProblem< Real >
void	initialize (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &le, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &li)

Detailed Description

template<class Real>
class ROL::StochasticProblem< Real >

Definition at line 69 of file ROL_StochasticProblem.hpp.

Constructor & Destructor Documentation

◆ StochasticProblem() [1/14]

template<class Real>

ROL::StochasticProblem< Real >::StochasticProblem ( void )

inline

Definition at line 90 of file ROL_StochasticProblem.hpp.

◆ StochasticProblem() [2/14]

template<class Real>

ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList & parlist )

inline

Definition at line 100 of file ROL_StochasticProblem.hpp.

◆ StochasticProblem() [3/14]

template<class Real>

ROL::StochasticProblem< Real >::StochasticProblem	(	Teuchos::ParameterList &	parlist,
		const Teuchos::RCP< Objective< Real > > &	obj,
		const Teuchos::RCP< SampleGenerator< Real > > &	sampler,
		const Teuchos::RCP< Vector< Real > > &	vec
	)

inline

Definition at line 111 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [4/14]

template<class Real>

ROL::StochasticProblem< Real >::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
	)

inline

Definition at line 129 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [5/14]

template<class Real>

ROL::StochasticProblem< Real >::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
	)

inline

Definition at line 148 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [6/14]

template<class Real>

ROL::StochasticProblem< Real >::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
	)

inline

Definition at line 168 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [7/14]

template<class Real>

ROL::StochasticProblem< Real >::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
	)

inline

Definition at line 187 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [8/14]

template<class Real>

ROL::StochasticProblem< Real >::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
	)

inline

Definition at line 207 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [9/14]

template<class Real>

ROL::StochasticProblem< Real >::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< EqualityConstraint< Real > > &	con
	)

inline

Definition at line 228 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [10/14]

template<class Real>

ROL::StochasticProblem< Real >::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< EqualityConstraint< Real > > &	con
	)

inline

Definition at line 247 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [11/14]

template<class Real>

ROL::StochasticProblem< Real >::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< EqualityConstraint< Real > > &	con
	)

inline

Definition at line 267 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [12/14]

template<class Real>

ROL::StochasticProblem< Real >::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,
		const Teuchos::RCP< EqualityConstraint< Real > > &	con
	)

inline

Definition at line 288 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [13/14]

template<class Real>

ROL::StochasticProblem< Real >::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,
		const Teuchos::RCP< EqualityConstraint< Real > > &	con
	)

inline

Definition at line 308 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ StochasticProblem() [14/14]

template<class Real>

ROL::StochasticProblem< Real >::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,
		const Teuchos::RCP< EqualityConstraint< Real > > &	con
	)

inline

Definition at line 329 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setEqualityConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

Member Function Documentation

◆ setParameterList()

template<class Real>

void ROL::StochasticProblem< Real >::setParameterList ( Teuchos::ParameterList & parlist )

inline

Definition at line 351 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::setBoundConstraint(), ROL::StochasticProblem< Real >::setObjective(), and ROL::StochasticProblem< Real >::setSolutionVector().

◆ setValueSampleGenerator()

template<class Real>

void ROL::StochasticProblem< Real >::setValueSampleGenerator ( const Teuchos::RCP< SampleGenerator< Real > > & vsampler )

inline

Definition at line 364 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::gsampler_, and ROL::StochasticProblem< Real >::vsampler_.

◆ setGradientSampleGenerator()

template<class Real>

void ROL::StochasticProblem< Real >::setGradientSampleGenerator ( const Teuchos::RCP< SampleGenerator< Real > > & gsampler )

inline

Definition at line 374 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::gsampler_.

◆ setHessVecSampleGenerator()

template<class Real>

void ROL::StochasticProblem< Real >::setHessVecSampleGenerator ( const Teuchos::RCP< SampleGenerator< Real > > & hsampler )

inline

Definition at line 381 of file ROL_StochasticProblem.hpp.

◆ setObjective()

template<class Real>

void ROL::StochasticProblem< Real >::setObjective ( const Teuchos::RCP< Objective< Real > > & obj )

inlinevirtual

Reimplemented from ROL::OptimizationProblem< Real >.

Definition at line 385 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::computeSampleMean(), and ROL::OptimizationProblem< Real >::setObjective().

Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::StochasticProblem().

◆ setSolutionVector()

template<class Real>

void ROL::StochasticProblem< Real >::setSolutionVector ( const Teuchos::RCP< Vector< Real > > & vec )

inlinevirtual

Reimplemented from ROL::OptimizationProblem< Real >.

Definition at line 426 of file ROL_StochasticProblem.hpp.

References ROL::OptimizationProblem< Real >::setSolutionVector().

Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::StochasticProblem().

◆ setSolutionStatistic()

template<class Real>

void ROL::StochasticProblem< Real >::setSolutionStatistic ( const Real stat )

inline

Definition at line 455 of file ROL_StochasticProblem.hpp.

References ROL::OptimizationProblem< Real >::setSolutionVector(), and ROL::RiskVector< Real >::setStatistic().

◆ setBoundConstraint()

template<class Real>

void ROL::StochasticProblem< Real >::setBoundConstraint ( const Teuchos::RCP< BoundConstraint< Real > > & bnd )

inlinevirtual

Reimplemented from ROL::OptimizationProblem< Real >.

Definition at line 474 of file ROL_StochasticProblem.hpp.

References ROL::OptimizationProblem< Real >::setBoundConstraint().

Referenced by ROL::StochasticProblem< Real >::setParameterList(), and ROL::StochasticProblem< Real >::StochasticProblem().

◆ setEqualityConstraint()

template<class Real>

void ROL::StochasticProblem< Real >::setEqualityConstraint ( const Teuchos::RCP< EqualityConstraint< Real > > & con )

inlinevirtual

Reimplemented from ROL::OptimizationProblem< Real >.

Definition at line 498 of file ROL_StochasticProblem.hpp.

References ROL::OptimizationProblem< Real >::setEqualityConstraint().

Referenced by ROL::StochasticProblem< Real >::StochasticProblem().

◆ getSolutionStatistic()

template<class Real>

Real ROL::StochasticProblem< Real >::getSolutionStatistic ( void )

inline

Definition at line 537 of file ROL_StochasticProblem.hpp.

References ROL::SpectralRisk< Real >::computeStatistic(), and ROL::RiskVector< Real >::getStatistic().

Referenced by main().

◆ checkObjectiveGradient()

template<class Real>

std::vector<std::vector<Real> > ROL::StochasticProblem< 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`
	)

inlinevirtual

Reimplemented from ROL::OptimizationProblem< Real >.

Definition at line 591 of file ROL_StochasticProblem.hpp.

References ROL::OptimizationProblem< Real >::checkObjectiveGradient(), ROL::Vector< Real >::clone(), and ROL::StochasticProblem< Real >::createVector().

Referenced by main().

◆ checkObjectiveHessVec()

template<class Real>

std::vector<std::vector<Real> > ROL::StochasticProblem< 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`
	)

inlinevirtual

Reimplemented from ROL::OptimizationProblem< Real >.

Definition at line 603 of file ROL_StochasticProblem.hpp.

References ROL::OptimizationProblem< Real >::checkObjectiveHessVec(), ROL::Vector< Real >::clone(), and ROL::StochasticProblem< Real >::createVector().

Referenced by main().

◆ printObjectiveSamples()

template<class Real>

void ROL::StochasticProblem< Real >::printObjectiveSamples	(	const std::string &	filename = `"objectiveSamples"`,
		const int	prec = `12`,
		const Teuchos::RCP< SampleGenerator< Real > > &	sampler = `Teuchos::null`
	)

inline

Definition at line 615 of file ROL_StochasticProblem.hpp.

References ROL::StochasticProblem< Real >::vsampler_.

◆ computeSampleMean()

template<class Real>

std::vector<Real> ROL::StochasticProblem< Real >::computeSampleMean ( Teuchos::RCP< SampleGenerator< Real > > & sampler )

inlineprivate

Definition at line 649 of file ROL_StochasticProblem.hpp.

Referenced by ROL::StochasticProblem< Real >::setObjective().

◆ createVector()

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::StochasticProblem< Real >::createVector	(	Teuchos::RCP< Vector< Real > > &	vec,
		Real	stat = `1`
	)

inlineprivate

Definition at line 665 of file ROL_StochasticProblem.hpp.

Referenced by ROL::StochasticProblem< Real >::checkObjectiveGradient(), and ROL::StochasticProblem< Real >::checkObjectiveHessVec().

Member Data Documentation

◆ parlist_

template<class Real>

Teuchos::RCP<Teuchos::ParameterList> ROL::StochasticProblem< Real >::parlist_

private

Definition at line 71 of file ROL_StochasticProblem.hpp.

◆ ORIGINAL_obj_

template<class Real>

Teuchos::RCP<Objective<Real> > ROL::StochasticProblem< Real >::ORIGINAL_obj_

private

Definition at line 73 of file ROL_StochasticProblem.hpp.

◆ ORIGINAL_vec_

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::StochasticProblem< Real >::ORIGINAL_vec_

private

Definition at line 74 of file ROL_StochasticProblem.hpp.

◆ ORIGINAL_bnd_

template<class Real>

Teuchos::RCP<BoundConstraint<Real> > ROL::StochasticProblem< Real >::ORIGINAL_bnd_

private

Definition at line 75 of file ROL_StochasticProblem.hpp.

◆ ORIGINAL_con_

template<class Real>

Teuchos::RCP<EqualityConstraint<Real> > ROL::StochasticProblem< Real >::ORIGINAL_con_

private

Definition at line 76 of file ROL_StochasticProblem.hpp.

◆ obj_

template<class Real>

Teuchos::RCP<Objective<Real> > ROL::StochasticProblem< Real >::obj_

private

Definition at line 78 of file ROL_StochasticProblem.hpp.

◆ vec_

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::StochasticProblem< Real >::vec_

private

Definition at line 79 of file ROL_StochasticProblem.hpp.

◆ bnd_

template<class Real>

Teuchos::RCP<BoundConstraint<Real> > ROL::StochasticProblem< Real >::bnd_

private

Definition at line 80 of file ROL_StochasticProblem.hpp.

◆ con_

template<class Real>

Teuchos::RCP<EqualityConstraint<Real> > ROL::StochasticProblem< Real >::con_

private

Definition at line 81 of file ROL_StochasticProblem.hpp.

◆ vsampler_

template<class Real>

Teuchos::RCP<SampleGenerator<Real> > ROL::StochasticProblem< Real >::vsampler_

private

Definition at line 83 of file ROL_StochasticProblem.hpp.

Referenced by ROL::StochasticProblem< Real >::printObjectiveSamples(), and ROL::StochasticProblem< Real >::setValueSampleGenerator().

◆ gsampler_

template<class Real>

Teuchos::RCP<SampleGenerator<Real> > ROL::StochasticProblem< Real >::gsampler_

private

Definition at line 84 of file ROL_StochasticProblem.hpp.

Referenced by ROL::StochasticProblem< Real >::setGradientSampleGenerator(), and ROL::StochasticProblem< Real >::setValueSampleGenerator().

◆ hsampler_

template<class Real>

Teuchos::RCP<SampleGenerator<Real> > ROL::StochasticProblem< Real >::hsampler_

private

Definition at line 85 of file ROL_StochasticProblem.hpp.

◆ setVector_

template<class Real>

bool ROL::StochasticProblem< Real >::setVector_

private

Definition at line 87 of file ROL_StochasticProblem.hpp.

The documentation for this class was generated from the following file:

ROL_StochasticProblem.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real> class ROL::StochasticProblem< Real >

Constructor & Destructor Documentation

◆ StochasticProblem() [1/14]

◆ StochasticProblem() [2/14]

◆ StochasticProblem() [3/14]

◆ StochasticProblem() [4/14]

◆ StochasticProblem() [5/14]

◆ StochasticProblem() [6/14]

◆ StochasticProblem() [7/14]

◆ StochasticProblem() [8/14]

◆ StochasticProblem() [9/14]

◆ StochasticProblem() [10/14]

◆ StochasticProblem() [11/14]

◆ StochasticProblem() [12/14]

◆ StochasticProblem() [13/14]

◆ StochasticProblem() [14/14]

Member Function Documentation

◆ setParameterList()

◆ setValueSampleGenerator()

◆ setGradientSampleGenerator()

◆ setHessVecSampleGenerator()

◆ setObjective()

◆ setSolutionVector()

◆ setSolutionStatistic()

◆ setBoundConstraint()

◆ setEqualityConstraint()

◆ getSolutionStatistic()

◆ checkObjectiveGradient()

◆ checkObjectiveHessVec()

◆ printObjectiveSamples()

◆ computeSampleMean()

◆ createVector()

Member Data Documentation

◆ parlist_

◆ ORIGINAL_obj_

◆ ORIGINAL_vec_

◆ ORIGINAL_bnd_

◆ ORIGINAL_con_

◆ obj_

◆ vec_

◆ bnd_

◆ con_

◆ vsampler_

◆ gsampler_

◆ hsampler_

◆ setVector_

template<class Real>
class ROL::StochasticProblem< Real >