ROL
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#include <ROL_MeanVarianceFromTarget.hpp>
Public Member Functions | |
MeanVarianceFromTarget (Real target, Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanVarianceFromTarget (std::vector< Real > &target, std::vector< Real > &order, std::vector< Real > &coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanVarianceFromTarget (Teuchos::ParameterList &parlist) | |
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) |
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virtual | ~RiskMeasure () |
RiskMeasure (void) | |
virtual void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x) |
virtual void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v) |
virtual Real | getValue (SampleGenerator< Real > &sampler) |
virtual void | getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler) |
virtual void | getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler) |
Private Types | |
typedef std::vector< Real >::size_type | uint |
Private Attributes | |
Teuchos::RCP< PositiveFunction< Real > > | positiveFunction_ |
std::vector< Real > | target_ |
std::vector< Real > | order_ |
std::vector< Real > | coeff_ |
uint | NumMoments_ |
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 58 of file ROL_MeanVarianceFromTarget.hpp.
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private |
Definition at line 59 of file ROL_MeanVarianceFromTarget.hpp.
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inline |
Definition at line 71 of file ROL_MeanVarianceFromTarget.hpp.
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inline |
Definition at line 81 of file ROL_MeanVarianceFromTarget.hpp.
References ROL::MeanVarianceFromTarget< Real >::NumMoments_.
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inline |
Definition at line 99 of file ROL_MeanVarianceFromTarget.hpp.
References ROL::MeanVarianceFromTarget< Real >::NumMoments_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 133 of file ROL_MeanVarianceFromTarget.hpp.
References ROL::MeanVarianceFromTarget< Real >::NumMoments_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 143 of file ROL_MeanVarianceFromTarget.hpp.
References ROL::MeanVarianceFromTarget< Real >::NumMoments_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 154 of file ROL_MeanVarianceFromTarget.hpp.
References ROL::MeanVarianceFromTarget< Real >::NumMoments_.
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private |
Definition at line 62 of file ROL_MeanVarianceFromTarget.hpp.
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private |
Definition at line 64 of file ROL_MeanVarianceFromTarget.hpp.
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private |
Definition at line 65 of file ROL_MeanVarianceFromTarget.hpp.
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private |
Definition at line 66 of file ROL_MeanVarianceFromTarget.hpp.
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private |
Definition at line 67 of file ROL_MeanVarianceFromTarget.hpp.
Referenced by ROL::MeanVarianceFromTarget< Real >::MeanVarianceFromTarget(), and ROL::MeanVarianceFromTarget< Real >::update().