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AugmentedLagrangian.cpp File Reference

Namespaces

 sgpp
 
 sgpp::optimization
 SG++ module for optimization of smooth sparse grid interpolants.
 
 sgpp::optimization::optimizer
 Namespace containing methods for gradient-based and gradient-free optimization.
 

Variable Documentation

ScalarFunction& f

Referenced by python.uq.analysis.asgc.anova.hdmr.HDMR::__init__(), sgpp::datadriven::BatchLearner::applyWeight(), python.uq.quadrature.full_grid::clenshaw_curtis(), python.uq.quadrature.bilinearform.bilinear_form_admissible_set::computeBF(), python.uq.quadrature.bilinearform.bilinear_form_admissible_set::computeBFPairwise(), python.uq.quadrature.bilinearform.bilinear_form_admissible_set::computeBFQuad(), python.uq.quadrature.bilinearform.bilinear_form::computeBilinearForm(), python.uq.quadrature.bilinearform.BilinearGaussQuadratureStrategy.BilinearGaussQuadratureStrategy::computeBilinearFormEntry(), python.uq.quadrature.bilinearform.DiscreteBilinearScipyQuadratureStrategy.DiscreteBilinearScipyQuadratureStrategy::computeBilinearFormEntry(), python.uq.quadrature.bilinearform.SparseGridQuadratureStrategy.SparseGridQuadratureStrategy::computeBilinearFormEntry(), python.uq.quadrature.bilinearform.bilinear_form::computeBilinearFormQuad(), python.uq.operations.discretization::computeCoefficients(), python.uq.operations.discretization::computeErrors(), python.uq.quadrature.bilinearform.bilinear_form_admissible_set::computeExpectationValueEstimation(), python.uq.quadrature.linearform.LinearGaussQuadratureStrategy.LinearGaussQuadratureStrategy::computeLinearFormEntry(), python.uq.quadrature.trilinearform.TrilinearGaussQuadratureStrategy.TrilinearGaussQuadratureStrategy::computeTrilinearFormEntry(), python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::computeVar(), python.uq.dists.J.J::discretize(), python.uq.operations.discretization::discretizeFunction(), python.uq.estimators.PiecewiseConstantIntegralStrategy.PiecewiseConstantIntegralStrategy::estimate(), python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy::estimate(), python.uq.estimators.IntegralStrategy.IntegralStrategy::estimate(), python.uq.operations.discretization::estimateDiscreteL2Error(), sgpp::base::PolyBoundaryBasis< unsigned int, unsigned int >::evalSave(), sgpp::base::DataMatrix::fromFile(), sgpp::base::DataVector::fromFile(), python.uq.analysis.KnowledgeTypes.KnowledgeTypes::getFunctionToApproximate(), sgpp::base::HashGridStorage::getLevelIndexMaskArraysForModEval(), sgpp::base::GaussLegendreQuadRule1D::getLevelPointsAndWeightsNormalized(), sgpp::base::DataVectorSP::getNumberNonZero(), python.uq.analysis.asgc.anova.hdmr.HDMR::getSortedPermutations(), python.uq.analysis.asgc.anova.hdmr.HDMR::getVarianceDecomposition(), sgpp::base::DataVectorSP::normalize(), sgpp::pde::dPhidPhiUpModLinear::operator()(), python.uq.plot.plot2d::plotFunction2d(), python.uq.plot.plot3d::plotFunction3d(), python.uq.plot.plot1d::plotSG1d(), python.uq.plot.plot3d::plotSG3d(), sgpp::datadriven::BatchLearner::predict(), python.uq.quadrature.strategies.QuadratureStrategy.QuadratureStrategy::quad(), sgpp::optimization::file_io::readGrid(), sgpp::optimization::file_io::readMatrix(), sgpp::pde::dPhidPhiUpModLinear::rec(), sgpp::base::StencilHierarchisationLinear::rec(), sgpp::base::StencilHierarchisationModLinear::rec(), sgpp::base::StencilDehierarchisationLinear::rec(), sgpp::base::StencilDehierarchisationModLinear::rec(), sgpp::solver::BiCGStabSP::solve(), sgpp::solver::ConjugateGradientsSP::solve(), sgpp::datadriven::BatchLearner::stringToDataMatrix(), sgpp::base::DataVector::toFile(), sgpp::base::DataMatrix::toFile(), python.uq.analysis.KnowledgeTypes.KnowledgeTypes::transformData(), sgpp::optimization::file_io::writeGrid(), and sgpp::optimization::file_io::writeMatrix().

ScalarFunctionGradient& fGradient
VectorFunctionGradient& gGradient
VectorFunction& h

Referenced by sgpp::base::BsplineClenshawCurtisBasis< unsigned int, unsigned int >::constructKnots(), sgpp::base::WaveletModifiedBasis< unsigned int, unsigned int >::eval(), sgpp::base::WaveletModifiedBasis< unsigned int, unsigned int >::evalDx(), sgpp::base::WaveletModifiedBasis< unsigned int, unsigned int >::evalDxDx(), sgpp::base::PolyModifiedBasis< unsigned int, unsigned int >::evalSave(), sgpp::base::PolyBasis< unsigned int, unsigned int >::evalSave(), sgpp::base::PolyBoundaryBasis< unsigned int, unsigned int >::evalSave(), sgpp::datadriven::LearnerVectorizedPerformanceCalculator::getGFlopAndGByte(), sgpp::base::PolyBasis< unsigned int, unsigned int >::getIntegral(), sgpp::base::PolyBoundaryBasis< unsigned int, unsigned int >::getIntegral(), sgpp::pde::LaplaceUpPrewavelet::operator()(), sgpp::pde::LaplaceUpGradientPrewavelet::operator()(), sgpp::pde::LaplaceDownGradientPrewavelet::operator()(), sgpp::pde::PhiPhiUpModLinear::rec(), sgpp::pde::PhiPhiDownModLinear::rec(), sgpp::pde::PhiPhiDownBBLinear::rec(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec(), sgpp::base::GetAffectedBasisFunctions< LinearBoundaryBasis< unsigned int, unsigned int > >::rec(), sgpp::base::GetAffectedBasisFunctions< LinearPeriodicBasis< unsigned int, unsigned int > >::rec(), sgpp::base::GetAffectedBasisFunctions< PolyBoundaryBasis< unsigned int, unsigned int > >::rec(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec_GL(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec_LG(), sgpp::pde::LaplaceEnhancedUpBBLinear::rec_LL(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec_LL(), sgpp::pde::PhiPhiDownBBLinear::recBB(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB(), sgpp::base::GetAffectedBasisFunctions< LinearBoundaryBasis< unsigned int, unsigned int > >::recBB(), sgpp::base::GetAffectedBasisFunctions< PolyBoundaryBasis< unsigned int, unsigned int > >::recBB(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB_GL(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB_LG(), and sgpp::pde::LaplaceEnhancedDownBBLinear::recBB_LL().

VectorFunctionGradient& hGradient
double sMax