ROL
|
#include <ROL_KLDivergence.hpp>
Public Member Functions | |
KLDivergence (const Real eps=1.e-2) | |
KLDivergence (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) |
![]() | |
virtual | ~RiskMeasure () |
RiskMeasure (void) | |
Private Attributes | |
Real | eps_ |
Real | gval_ |
Real | gvval_ |
Real | hval_ |
Teuchos::RCP< Vector< Real > > | scaledGradient_ |
Teuchos::RCP< Vector< Real > > | scaledHessVec_ |
Teuchos::RCP< Vector< Real > > | dualVector1_ |
Teuchos::RCP< Vector< Real > > | dualVector2_ |
Real | xstat_ |
Real | vstat_ |
bool | firstReset_ |
Additional Inherited Members | |
![]() | |
Real | val_ |
Real | gv_ |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | hv_ |
Teuchos::RCP< Vector< Real > > | dualVector_ |
bool | firstReset_ |
Definition at line 52 of file ROL_KLDivergence.hpp.
|
inline |
Definition at line 70 of file ROL_KLDivergence.hpp.
|
inline |
Definition at line 73 of file ROL_KLDivergence.hpp.
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 81 of file ROL_KLDivergence.hpp.
References ROL::RiskMeasure< Real >::reset().
Referenced by ROL::KLDivergence< Real >::reset().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 96 of file ROL_KLDivergence.hpp.
References ROL::KLDivergence< Real >::reset().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 103 of file ROL_KLDivergence.hpp.
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 107 of file ROL_KLDivergence.hpp.
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 114 of file ROL_KLDivergence.hpp.
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 128 of file ROL_KLDivergence.hpp.
References ROL::SampleGenerator< Real >::sumAll().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 135 of file ROL_KLDivergence.hpp.
References ROL::KLDivergence< Real >::gval_, ROL::SampleGenerator< Real >::sumAll(), and ROL::KLDivergence< Real >::xstat_.
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 152 of file ROL_KLDivergence.hpp.
References ROL::KLDivergence< Real >::gval_, ROL::KLDivergence< Real >::gvval_, ROL::KLDivergence< Real >::hval_, and ROL::SampleGenerator< Real >::sumAll().
|
private |
Definition at line 54 of file ROL_KLDivergence.hpp.
|
private |
Definition at line 56 of file ROL_KLDivergence.hpp.
Referenced by ROL::KLDivergence< Real >::getGradient(), and ROL::KLDivergence< Real >::getHessVec().
|
private |
Definition at line 57 of file ROL_KLDivergence.hpp.
Referenced by ROL::KLDivergence< Real >::getHessVec().
|
private |
Definition at line 58 of file ROL_KLDivergence.hpp.
Referenced by ROL::KLDivergence< Real >::getHessVec().
|
private |
Definition at line 59 of file ROL_KLDivergence.hpp.
|
private |
Definition at line 60 of file ROL_KLDivergence.hpp.
|
private |
Definition at line 61 of file ROL_KLDivergence.hpp.
|
private |
Definition at line 62 of file ROL_KLDivergence.hpp.
|
private |
Definition at line 64 of file ROL_KLDivergence.hpp.
Referenced by ROL::KLDivergence< Real >::getGradient().
|
private |
Definition at line 65 of file ROL_KLDivergence.hpp.
|
private |
Definition at line 67 of file ROL_KLDivergence.hpp.