ROL
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#include <ROL_RiskMeasure.hpp>
Public Member Functions | |
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 void | update (const Real val, const Real weight) |
virtual void | update (const Real val, const Vector< Real > &g, const Real weight) |
virtual void | update (const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight) |
virtual Real | getValue (SampleGenerator< Real > &sampler) |
virtual void | getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler) |
virtual void | getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler) |
Protected Attributes | |
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_RiskMeasure.hpp.
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inlinevirtual |
Definition at line 62 of file ROL_RiskMeasure.hpp.
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inline |
Definition at line 64 of file ROL_RiskMeasure.hpp.
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::MeanVariance< Real >, ROL::HMCR< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 67 of file ROL_RiskMeasure.hpp.
References ROL::RiskVector< Real >::getVector(), and ROL::Vector< Real >::zero().
Referenced by ROL::ExpUtility< Real >::reset(), ROL::KLDivergence< Real >::reset(), ROL::RiskMeasure< Real >::reset(), ROL::CVaR< Real >::reset(), ROL::QuantileRadiusQuadrangle< Real >::reset(), ROL::HMCR< Real >::reset(), ROL::MeanVariance< Real >::reset(), ROL::MixedQuantileQuadrangle< Real >::reset(), ROL::MeanDeviationFromTarget< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), and ROL::MeanDeviation< Real >::reset().
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::MeanVariance< Real >, ROL::HMCR< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 83 of file ROL_RiskMeasure.hpp.
References ROL::RiskVector< Real >::getVector(), and ROL::RiskMeasure< Real >::reset().
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::MeanVariance< Real >, ROL::HMCR< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 91 of file ROL_RiskMeasure.hpp.
Referenced by ROL::HMCR< Real >::update().
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::MeanVariance< Real >, ROL::HMCR< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 95 of file ROL_RiskMeasure.hpp.
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::ExpectationQuad< Real >, ROL::HMCR< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 99 of file ROL_RiskMeasure.hpp.
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::ExpectationQuad< Real >, ROL::HMCR< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::MeanVariance< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 104 of file ROL_RiskMeasure.hpp.
References ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::ExpectationQuad< Real >, ROL::HMCR< Real >, ROL::MeanVariance< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 110 of file ROL_RiskMeasure.hpp.
References ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented in ROL::MeanDeviation< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::HMCR< Real >, ROL::MeanVariance< Real >, ROL::ExpectationQuad< Real >, ROL::MixedQuantileQuadrangle< Real >, ROL::QuantileRadiusQuadrangle< Real >, ROL::CVaR< Real >, ROL::KLDivergence< Real >, and ROL::ExpUtility< Real >.
Definition at line 115 of file ROL_RiskMeasure.hpp.
References ROL::SampleGenerator< Real >::sumAll().
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Definition at line 54 of file ROL_RiskMeasure.hpp.
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Definition at line 55 of file ROL_RiskMeasure.hpp.
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Definition at line 56 of file ROL_RiskMeasure.hpp.
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Definition at line 57 of file ROL_RiskMeasure.hpp.
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Definition at line 58 of file ROL_RiskMeasure.hpp.
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Definition at line 59 of file ROL_RiskMeasure.hpp.