moved Proxstorm and TypeP rework PR from old repo#9
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rjbaraldi
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@rjbaraldi , @aj463 : Is there a time constraint with this PR, or is it ok that it has not been reviewed in three weeks? |
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@dridzal - Brian was working on moving ProxStorm to sol in this branch + writing some tests for it. If you want, we can merge this and he can make another. Let me know. |
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@rjbaraldi , there is no rush; I was just making sure that the PR is current. Thanks! |
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…r algorithms in SOL. Moved dualsvm and logistic examples from example/proxstorm to example/ and use the moved proxstorm. Added test/sol/test_17.cpp, based on test/algorithm/TypeP/test_08.cpp and adjusted to use proxstorm (with no stochasticity) Todo: Add stochasticity.
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@bchen0 - looks like some prox-storm test failed. Maybe we can remove that for now? |
Signed-off-by: bchen0 <bchen121@gmail.com>
2) Fixed bug in Monte Carlo error calculation 3) Updated RiskNeutralObjective value and gradient to work with Monte Carlo samples
…2) Change nullptr to ROL::nullPtr to play nice with Teuchos
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Implementation of proxstorm in typeP (need to move to SOL) and rework of trust-region algorithms to readable subproblem solvers, similar to typeu.