ROL
Stochastic Optimization

ROL's stochastic optimization capability. More...

Topics

 Risk Measures
 ROL's risk measure implementations.

Classes

class  ROL::BPOE< Real >
 Provides the implementation of the buffered probability of exceedance. More...
class  ROL::SmoothedPOE< Real >
 Provides the implementation of the smoothed probability of exceedance. More...
class  RandVarFunctional
 Provides the interface to implement any functional that maps a random variable to a (extended) real number. More...
class  ROL::RiskMeasure< Real >
 Provides the interface to implement risk measures. More...

Detailed Description

ROL's stochastic optimization capability.