ROL
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#include <ROL_HMCR.hpp>
Public Member Functions | |
HMCR (Real prob, Real coeff, unsigned order, Teuchos::RCP< PlusFunction< Real > > &pf) | |
HMCR (Teuchos::ParameterList &parlist) | |
void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x) |
void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v) |
void | update (const Real val, const Real weight) |
void | update (const Real val, const Vector< Real > &g, const Real weight) |
void | update (const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight) |
Real | getValue (SampleGenerator< Real > &sampler) |
void | getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler) |
void | getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler) |
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virtual | ~RiskMeasure () |
RiskMeasure (void) | |
Private Attributes | |
Teuchos::RCP< PlusFunction< Real > > | plusFunction_ |
Real | prob_ |
Real | coeff_ |
unsigned | order_ |
Teuchos::RCP< Vector< Real > > | dualVector_ |
Teuchos::RCP< Vector< Real > > | pHMdualVec0_ |
Teuchos::RCP< Vector< Real > > | HMdualVec0_ |
Teuchos::RCP< Vector< Real > > | pHMdualVec1_ |
Teuchos::RCP< Vector< Real > > | HMdualVec1_ |
Teuchos::RCP< Vector< Real > > | pHMdualVec2_ |
Teuchos::RCP< Vector< Real > > | HMdualVec2_ |
Teuchos::RCP< Vector< Real > > | pHMdualVec3_ |
Teuchos::RCP< Vector< Real > > | HMdualVec3_ |
Real | xvar_ |
Real | vvar_ |
Real | pnorm_ |
Real | dpnorm_ |
Real | dpnorm1_ |
Real | pgv_ |
Real | pgv1_ |
bool | firstReset_ |
Additional Inherited Members | |
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Real | val_ |
Real | gv_ |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | hv_ |
Teuchos::RCP< Vector< Real > > | dualVector_ |
bool | firstReset_ |
Definition at line 54 of file ROL_HMCR.hpp.
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inline |
Definition at line 85 of file ROL_HMCR.hpp.
Definition at line 94 of file ROL_HMCR.hpp.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 111 of file ROL_HMCR.hpp.
References ROL::RiskVector< Real >::getStatistic(), and ROL::RiskMeasure< Real >::reset().
Referenced by ROL::HMCR< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 136 of file ROL_HMCR.hpp.
References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::HMCR< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 153 of file ROL_HMCR.hpp.
References ROL::RiskMeasure< Real >::update().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 161 of file ROL_HMCR.hpp.
References ROL::RiskMeasure< Real >::update().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 180 of file ROL_HMCR.hpp.
References ROL::RiskMeasure< Real >::update().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 212 of file ROL_HMCR.hpp.
References ROL::HMCR< Real >::pnorm_, ROL::HMCR< Real >::prob_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 221 of file ROL_HMCR.hpp.
References ROL::HMCR< Real >::coeff_, ROL::HMCR< Real >::dpnorm_, ROL::HMCR< Real >::pnorm_, ROL::HMCR< Real >::prob_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 245 of file ROL_HMCR.hpp.
References ROL::HMCR< Real >::dpnorm1_, ROL::HMCR< Real >::dpnorm_, ROL::HMCR< Real >::pgv1_, ROL::HMCR< Real >::pgv_, ROL::HMCR< Real >::pnorm_, ROL::HMCR< Real >::prob_, and ROL::SampleGenerator< Real >::sumAll().
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private |
Definition at line 56 of file ROL_HMCR.hpp.
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private |
Definition at line 58 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getGradient(), ROL::HMCR< Real >::getHessVec(), and ROL::HMCR< Real >::getValue().
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private |
Definition at line 59 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getGradient().
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private |
Definition at line 61 of file ROL_HMCR.hpp.
Definition at line 63 of file ROL_HMCR.hpp.
Definition at line 64 of file ROL_HMCR.hpp.
Definition at line 65 of file ROL_HMCR.hpp.
Definition at line 66 of file ROL_HMCR.hpp.
Definition at line 67 of file ROL_HMCR.hpp.
Definition at line 68 of file ROL_HMCR.hpp.
Definition at line 69 of file ROL_HMCR.hpp.
Definition at line 70 of file ROL_HMCR.hpp.
Definition at line 71 of file ROL_HMCR.hpp.
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private |
Definition at line 72 of file ROL_HMCR.hpp.
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private |
Definition at line 73 of file ROL_HMCR.hpp.
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private |
Definition at line 75 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getGradient(), ROL::HMCR< Real >::getHessVec(), and ROL::HMCR< Real >::getValue().
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private |
Definition at line 76 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getGradient(), and ROL::HMCR< Real >::getHessVec().
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private |
Definition at line 77 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getHessVec().
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Definition at line 78 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getHessVec().
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private |
Definition at line 79 of file ROL_HMCR.hpp.
Referenced by ROL::HMCR< Real >::getHessVec().
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private |
Definition at line 81 of file ROL_HMCR.hpp.