ROL
Public Member Functions | Protected Attributes | List of all members
ROL::RiskMeasure< Real > Class Template Reference

#include <ROL_RiskMeasure.hpp>

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

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_
 

Detailed Description

template<class Real>
class ROL::RiskMeasure< Real >

Definition at line 52 of file ROL_RiskMeasure.hpp.

Constructor & Destructor Documentation

template<class Real>
virtual ROL::RiskMeasure< Real >::~RiskMeasure ( )
inlinevirtual

Definition at line 62 of file ROL_RiskMeasure.hpp.

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

Definition at line 64 of file ROL_RiskMeasure.hpp.

Member Function Documentation

template<class Real>
virtual void ROL::RiskMeasure< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x 
)
inlinevirtual
template<class Real>
virtual void ROL::RiskMeasure< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x,
Teuchos::RCP< Vector< Real > > &  v0,
const Vector< Real > &  v 
)
inlinevirtual
template<class Real>
virtual void ROL::RiskMeasure< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual
template<class Real>
virtual void ROL::RiskMeasure< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual
template<class Real>
virtual void ROL::RiskMeasure< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  gv,
const Vector< Real > &  hv,
const Real  weight 
)
inlinevirtual
template<class Real>
virtual Real ROL::RiskMeasure< Real >::getValue ( SampleGenerator< Real > &  sampler)
inlinevirtual
template<class Real>
virtual void ROL::RiskMeasure< Real >::getGradient ( Vector< Real > &  g,
SampleGenerator< Real > &  sampler 
)
inlinevirtual
template<class Real>
virtual void ROL::RiskMeasure< Real >::getHessVec ( Vector< Real > &  hv,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Member Data Documentation

template<class Real>
Real ROL::RiskMeasure< Real >::val_
protected

Definition at line 54 of file ROL_RiskMeasure.hpp.

template<class Real>
Real ROL::RiskMeasure< Real >::gv_
protected

Definition at line 55 of file ROL_RiskMeasure.hpp.

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::RiskMeasure< Real >::g_
protected

Definition at line 56 of file ROL_RiskMeasure.hpp.

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::RiskMeasure< Real >::hv_
protected

Definition at line 57 of file ROL_RiskMeasure.hpp.

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::RiskMeasure< Real >::dualVector_
protected

Definition at line 58 of file ROL_RiskMeasure.hpp.

template<class Real>
bool ROL::RiskMeasure< Real >::firstReset_
protected

Definition at line 59 of file ROL_RiskMeasure.hpp.


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