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

#include <ROL_MoreauYosidaCVaR.hpp>

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

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)
 
- 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

Real prob_
 
Real eps_
 
Real omp_
 
Real ub_
 

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::MoreauYosidaCVaR< Real >

Definition at line 52 of file ROL_MoreauYosidaCVaR.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::MoreauYosidaCVaR< Real >::MoreauYosidaCVaR ( Real  prob,
Real  eps 
)
inline
template<class Real >
ROL::MoreauYosidaCVaR< Real >::MoreauYosidaCVaR ( Teuchos::ParameterList &  parlist)
inline

Member Function Documentation

template<class Real >
Real ROL::MoreauYosidaCVaR< Real >::error ( Real  x,
int  deriv = 0 
)
inline

Definition at line 85 of file ROL_MoreauYosidaCVaR.hpp.

References ROL::MoreauYosidaCVaR< Real >::regret().

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

Member Data Documentation

template<class Real >
Real ROL::MoreauYosidaCVaR< Real >::prob_
private
template<class Real >
Real ROL::MoreauYosidaCVaR< Real >::eps_
private
template<class Real >
Real ROL::MoreauYosidaCVaR< Real >::omp_
private
template<class Real >
Real ROL::MoreauYosidaCVaR< Real >::ub_
private

Definition at line 58 of file ROL_MoreauYosidaCVaR.hpp.


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