ROL
Public Member Functions | Private Attributes | List of all members
ROL::ExpectationQuad< Real > Class Template Referenceabstract

#include <ROL_ExpectationQuad.hpp>

+ Inheritance diagram for ROL::ExpectationQuad< Real >:

Public Member Functions

 ExpectationQuad (void)
 
virtual Real regret (Real x, int deriv=0)=0
 
virtual void checkRegret (void)
 
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)
 
- Public Member Functions inherited from ROL::RiskMeasure< Real >
virtual ~RiskMeasure ()
 
 RiskMeasure (void)
 

Private Attributes

Teuchos::RCP< Vector< Real > > dualVector_
 
Real xstat_
 
Real vstat_
 
bool firstReset_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::RiskMeasure< Real >
Real val_
 
Real gv_
 
Teuchos::RCP< Vector< Real > > g_
 
Teuchos::RCP< Vector< Real > > hv_
 
Teuchos::RCP< Vector< Real > > dualVector_
 
bool firstReset_
 

Detailed Description

template<class Real>
class ROL::ExpectationQuad< Real >

Definition at line 54 of file ROL_ExpectationQuad.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::ExpectationQuad< Real >::ExpectationQuad ( void  )
inline

Definition at line 65 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

Member Function Documentation

template<class Real >
virtual Real ROL::ExpectationQuad< Real >::regret ( Real  x,
int  deriv = 0 
)
pure virtual
template<class Real >
virtual void ROL::ExpectationQuad< Real >::checkRegret ( void  )
inlinevirtual
template<class Real >
void ROL::ExpectationQuad< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x 
)
inlinevirtual
template<class Real >
void ROL::ExpectationQuad< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x,
Teuchos::RCP< Vector< Real > > &  v0,
const Vector< Real > &  v 
)
inlinevirtual
template<class Real >
void ROL::ExpectationQuad< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 197 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

template<class Real >
void ROL::ExpectationQuad< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 202 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

template<class Real >
void ROL::ExpectationQuad< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  gv,
const Vector< Real > &  hv,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 208 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

template<class Real >
Real ROL::ExpectationQuad< Real >::getValue ( SampleGenerator< Real > &  sampler)
inlinevirtual
template<class Real >
void ROL::ExpectationQuad< Real >::getGradient ( Vector< Real > &  g,
SampleGenerator< Real > &  sampler 
)
inlinevirtual
template<class Real >
void ROL::ExpectationQuad< Real >::getHessVec ( Vector< Real > &  hv,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Member Data Documentation

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::ExpectationQuad< Real >::dualVector_
private

Definition at line 57 of file ROL_ExpectationQuad.hpp.

template<class Real >
Real ROL::ExpectationQuad< Real >::xstat_
private

Definition at line 59 of file ROL_ExpectationQuad.hpp.

Referenced by ROL::ExpectationQuad< Real >::getValue().

template<class Real >
Real ROL::ExpectationQuad< Real >::vstat_
private

Definition at line 60 of file ROL_ExpectationQuad.hpp.

template<class Real >
bool ROL::ExpectationQuad< Real >::firstReset_
private

Definition at line 62 of file ROL_ExpectationQuad.hpp.


The documentation for this class was generated from the following file: