ROL
|
#include <ROL_MeanDeviation.hpp>
Public Member Functions | |
MeanDeviation (Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanDeviation (std::vector< Real > &order, std::vector< Real > &coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanDeviation (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 Types | |
typedef std::vector< Real >::size_type | uint |
Private Member Functions | |
void | initialize (void) |
void | clear (void) |
Private Attributes | |
Teuchos::RCP< PositiveFunction< Real > > | positiveFunction_ |
Teuchos::RCP< Vector< Real > > | dualVector1_ |
Teuchos::RCP< Vector< Real > > | dualVector2_ |
std::vector< Real > | order_ |
std::vector< Real > | coeff_ |
uint | NumMoments_ |
std::vector< Real > | weights_ |
std::vector< Real > | value_storage_ |
std::vector< Real > | gradvec_storage_ |
std::vector< Teuchos::RCP< Vector< Real > > > | gradient_storage_ |
std::vector< Teuchos::RCP< Vector< Real > > > | hessvec_storage_ |
std::vector< Real > | dev0_ |
std::vector< Real > | dev1_ |
std::vector< Real > | dev2_ |
std::vector< Real > | dev3_ |
std::vector< Real > | des0_ |
std::vector< Real > | des1_ |
std::vector< Real > | des2_ |
std::vector< Real > | des3_ |
std::vector< Real > | devp_ |
std::vector< Real > | gvp1_ |
std::vector< Real > | gvp2_ |
std::vector< Real > | gvp3_ |
std::vector< Real > | gvs1_ |
std::vector< Real > | gvs2_ |
std::vector< Real > | gvs3_ |
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 58 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 59 of file ROL_MeanDeviation.hpp.
|
inline |
Definition at line 133 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::initialize().
|
inline |
Definition at line 143 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::initialize(), and ROL::MeanDeviation< Real >::NumMoments_.
|
inline |
Definition at line 158 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::initialize(), and ROL::MeanDeviation< Real >::NumMoments_.
|
inlineprivate |
Definition at line 95 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::MeanDeviation().
|
inlineprivate |
Definition at line 113 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::reset().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 187 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::clear(), and ROL::RiskMeasure< Real >::reset().
Referenced by ROL::MeanDeviation< Real >::reset().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 198 of file ROL_MeanDeviation.hpp.
References ROL::RiskVector< Real >::getVector(), and ROL::MeanDeviation< Real >::reset().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 205 of file ROL_MeanDeviation.hpp.
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 211 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 222 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 241 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 262 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().
|
inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 301 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().
|
private |
Definition at line 62 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 64 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 65 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 67 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 68 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 69 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::getValue(), and ROL::MeanDeviation< Real >::MeanDeviation().
|
private |
Definition at line 71 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 72 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 73 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 74 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 75 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 77 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 78 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 79 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 80 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 81 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 82 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 83 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 84 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 85 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 86 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 87 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 88 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 89 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 90 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 91 of file ROL_MeanDeviation.hpp.
|
private |
Definition at line 93 of file ROL_MeanDeviation.hpp.