ROL
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#include <ROL_MoreauYosidaCVaR.hpp>
Public Member Functions | |
MoreauYosidaCVaR (Real prob, Real eps) | |
MoreauYosidaCVaR (Teuchos::ParameterList &parlist) | |
Real | error (Real x, int deriv=0) |
Real | regret (Real x, int deriv=0) |
void | checkRegret (void) |
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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) |
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virtual | ~RiskMeasure () |
RiskMeasure (void) | |
Private Attributes | |
Real | prob_ |
Real | eps_ |
Real | omp_ |
Real | ub_ |
Additional Inherited Members | |
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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_MoreauYosidaCVaR.hpp.
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inline |
Definition at line 62 of file ROL_MoreauYosidaCVaR.hpp.
References ROL::MoreauYosidaCVaR< Real >::omp_, and ROL::MoreauYosidaCVaR< Real >::prob_.
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inline |
Definition at line 70 of file ROL_MoreauYosidaCVaR.hpp.
References ROL::MoreauYosidaCVaR< Real >::omp_, and ROL::MoreauYosidaCVaR< Real >::prob_.
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inline |
Definition at line 85 of file ROL_MoreauYosidaCVaR.hpp.
References ROL::MoreauYosidaCVaR< Real >::regret().
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inlinevirtual |
Implements ROL::ExpectationQuad< Real >.
Definition at line 90 of file ROL_MoreauYosidaCVaR.hpp.
References ROL::MoreauYosidaCVaR< Real >::eps_, and ROL::MoreauYosidaCVaR< Real >::omp_.
Referenced by ROL::MoreauYosidaCVaR< Real >::checkRegret(), and ROL::MoreauYosidaCVaR< Real >::error().
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inlinevirtual |
Reimplemented from ROL::ExpectationQuad< Real >.
Definition at line 104 of file ROL_MoreauYosidaCVaR.hpp.
References ROL::ExpectationQuad< Real >::checkRegret(), ROL::MoreauYosidaCVaR< Real >::eps_, and ROL::MoreauYosidaCVaR< Real >::regret().
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private |
Definition at line 55 of file ROL_MoreauYosidaCVaR.hpp.
Referenced by ROL::MoreauYosidaCVaR< Real >::MoreauYosidaCVaR().
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private |
Definition at line 56 of file ROL_MoreauYosidaCVaR.hpp.
Referenced by ROL::MoreauYosidaCVaR< Real >::checkRegret(), and ROL::MoreauYosidaCVaR< Real >::regret().
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private |
Definition at line 57 of file ROL_MoreauYosidaCVaR.hpp.
Referenced by ROL::MoreauYosidaCVaR< Real >::MoreauYosidaCVaR(), and ROL::MoreauYosidaCVaR< Real >::regret().
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private |
Definition at line 58 of file ROL_MoreauYosidaCVaR.hpp.