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Main purpose of this PR is to make naming changes for style and clarity.
Cost functionals now have their consistently named methods:
costGrad
tograd
,costHessian
tohessian
Changed
MeanVarRiskMeasure
toMeanVarRiskMeasureStochastic
to indicate it is the stochastic approximation versionBy default, we now assume SAA risk measures support MPI based sample parallelism
MeanVarRiskMeasureSAA
, which was a purely serial implementation of sample average approximation for the mean variance risk measureMeanVarRiskMeasureSAA_MPI
toMeanVarRiskMeasureSAA
SuperquantileRiskMeasureSAA_MPI
toSuperquantileRiskMeasureSAA
Some utilities also had name changes to snake case for stylistic reasons
gatherSamples
togather_samples
sampleSuperquantile
tosample_superquantile
(and similar)applyBC
toapply_BC
,homogenizeBC
tohomogenize_BC
Note: functions that are also in hIPPYlib as camel case are not changed to snake case.
Examples have been updated with new capabilities