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ROL_LogExponentialQuadrangle.hpp
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// Rapid Optimization Library (ROL) Package
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// Copyright (2014) Sandia Corporation
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// @HEADER
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#ifndef ROL_LOGEXPONENTIALQUAD_HPP
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#define ROL_LOGEXPONENTIALQUAD_HPP
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#include "
ROL_ExpectationQuad.hpp
"
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namespace
ROL
{
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template
<
class
Real>
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class
LogExponentialQuadrangle
:
public
ExpectationQuad
<Real> {
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public
:
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LogExponentialQuadrangle
(
void
) :
ExpectationQuad
<Real>() {}
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Real
error
(Real x,
int
deriv = 0) {
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Real err = 0.0;
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if
(deriv==0) {
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err = std::exp(x) - x - 1.0;
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}
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else
if
(deriv==1) {
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err = std::exp(x) - 1.0;
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}
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else
{
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err = std::exp(x);
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}
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return
err;
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}
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Real
regret
(Real x,
int
deriv = 0) {
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Real X = ((deriv==0) ? x : ((deriv==1) ? 1.0 : 0.0));
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Real reg =
error
(x,deriv) + X;
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return
reg;
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}
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};
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}
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#endif
ROL::ExpectationQuad
Definition:
ROL_ExpectationQuad.hpp:54
ROL::LogExponentialQuadrangle
Definition:
ROL_LogExponentialQuadrangle.hpp:52
ROL_ExpectationQuad.hpp
ROL::LogExponentialQuadrangle::error
Real error(Real x, int deriv=0)
Definition:
ROL_LogExponentialQuadrangle.hpp:57
ROL
Definition:
ROL_CArrayVector.hpp:53
ROL::LogExponentialQuadrangle::regret
Real regret(Real x, int deriv=0)
Definition:
ROL_LogExponentialQuadrangle.hpp:71
ROL::LogExponentialQuadrangle::LogExponentialQuadrangle
LogExponentialQuadrangle(void)
Definition:
ROL_LogExponentialQuadrangle.hpp:55
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