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

#include <ROL_LogQuantileQuadrangle.hpp>

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

Public Member Functions

 LogQuantileQuadrangle (Real prob, Real scale, Real eps, Teuchos::RCP< PlusFunction< Real > > &pf)
 
 LogQuantileQuadrangle (Teuchos::ParameterList &parlist)
 
Real error (Real x, int deriv=0)
 
Real regret (Real x, int deriv=0)
 
void checkRegret (void)
 
- Public Member Functions inherited from ROL::ExpectationQuad< Real >
 ExpectationQuad (void)
 
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)
 
- Public Member Functions inherited from ROL::RiskMeasure< Real >
virtual ~RiskMeasure ()
 
 RiskMeasure (void)
 

Private Attributes

Teuchos::RCP< PlusFunction< Real > > pf_
 
Real prob_
 
Real scale_
 
Real eps_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::RiskMeasure< Real >
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::LogQuantileQuadrangle< Real >

Definition at line 53 of file ROL_LogQuantileQuadrangle.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::LogQuantileQuadrangle< Real >::LogQuantileQuadrangle ( Real  prob,
Real  scale,
Real  eps,
Teuchos::RCP< PlusFunction< Real > > &  pf 
)
inline

Definition at line 64 of file ROL_LogQuantileQuadrangle.hpp.

template<class Real >
ROL::LogQuantileQuadrangle< Real >::LogQuantileQuadrangle ( Teuchos::ParameterList &  parlist)
inline

Definition at line 71 of file ROL_LogQuantileQuadrangle.hpp.

Member Function Documentation

template<class Real >
Real ROL::LogQuantileQuadrangle< Real >::error ( Real  x,
int  deriv = 0 
)
inline
template<class Real >
Real ROL::LogQuantileQuadrangle< Real >::regret ( Real  x,
int  deriv = 0 
)
inlinevirtual
template<class Real >
void ROL::LogQuantileQuadrangle< Real >::checkRegret ( void  )
inlinevirtual

Member Data Documentation

template<class Real >
Teuchos::RCP<PlusFunction<Real> > ROL::LogQuantileQuadrangle< Real >::pf_
private

Definition at line 56 of file ROL_LogQuantileQuadrangle.hpp.

template<class Real >
Real ROL::LogQuantileQuadrangle< Real >::prob_
private
template<class Real >
Real ROL::LogQuantileQuadrangle< Real >::scale_
private

Definition at line 59 of file ROL_LogQuantileQuadrangle.hpp.

template<class Real >
Real ROL::LogQuantileQuadrangle< Real >::eps_
private

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