ROL
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#include <ROL_CVaR.hpp>
Public Member Functions | |
CVaR (Real prob, Real coeff, Teuchos::RCP< PlusFunction< Real > > &pf) | |
CVaR (Teuchos::ParameterList &parlist) | |
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 | |
Teuchos::RCP< PlusFunction< Real > > | plusFunction_ |
Real | prob_ |
Real | coeff_ |
Teuchos::RCP< Vector< Real > > | dualVector_ |
Real | xvar_ |
Real | vvar_ |
bool | firstReset_ |
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 54 of file ROL_CVaR.hpp.
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inline |
Definition at line 69 of file ROL_CVaR.hpp.
Definition at line 75 of file ROL_CVaR.hpp.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 88 of file ROL_CVaR.hpp.
References ROL::RiskVector< Real >::getStatistic(), and ROL::RiskMeasure< Real >::reset().
Referenced by ROL::CVaR< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 99 of file ROL_CVaR.hpp.
References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::CVaR< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 108 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 113 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 120 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, and ROL::CVaR< Real >::prob_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 131 of file ROL_CVaR.hpp.
References ROL::SampleGenerator< Real >::sumAll(), and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 139 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::prob_, ROL::RiskVector< Real >::setStatistic(), ROL::RiskVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 152 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::prob_, ROL::RiskVector< Real >::setStatistic(), ROL::RiskVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().
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private |
Definition at line 56 of file ROL_CVaR.hpp.
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private |
Definition at line 58 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), and ROL::CVaR< Real >::update().
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private |
Definition at line 59 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::getGradient(), and ROL::CVaR< Real >::update().
Definition at line 61 of file ROL_CVaR.hpp.
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private |
Definition at line 62 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::getValue().
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private |
Definition at line 63 of file ROL_CVaR.hpp.
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private |
Definition at line 65 of file ROL_CVaR.hpp.