ROL
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#include <ROL_MeanVariance.hpp>
Public Member Functions | |
MeanVariance (Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanVariance (std::vector< Real > &order, std::vector< Real > &coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanVariance (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 Types | |
typedef std::vector< Real >::size_type | uint |
Private Attributes | |
Teuchos::RCP< PositiveFunction< Real > > | positiveFunction_ |
Teuchos::RCP< Vector< Real > > | dualVector1_ |
Teuchos::RCP< Vector< Real > > | dualVector2_ |
Teuchos::RCP< Vector< Real > > | dualVector3_ |
Teuchos::RCP< Vector< Real > > | dualVector4_ |
std::vector< Real > | order_ |
std::vector< Real > | coeff_ |
uint | NumMoments_ |
std::vector< Real > | weights_ |
std::vector< Real > | value_storage_ |
std::vector< Teuchos::RCP< Vector< Real > > > | gradient_storage_ |
std::vector< Teuchos::RCP< Vector< Real > > > | hessvec_storage_ |
std::vector< Real > | gradvec_storage_ |
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 58 of file ROL_MeanVariance.hpp.
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Definition at line 59 of file ROL_MeanVariance.hpp.
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inline |
Definition at line 83 of file ROL_MeanVariance.hpp.
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Definition at line 91 of file ROL_MeanVariance.hpp.
References ROL::MeanVariance< Real >::NumMoments_.
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Definition at line 104 of file ROL_MeanVariance.hpp.
References ROL::MeanVariance< Real >::NumMoments_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 132 of file ROL_MeanVariance.hpp.
References ROL::RiskMeasure< Real >::reset().
Referenced by ROL::MeanVariance< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 150 of file ROL_MeanVariance.hpp.
References ROL::RiskVector< Real >::getVector(), and ROL::MeanVariance< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 157 of file ROL_MeanVariance.hpp.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 163 of file ROL_MeanVariance.hpp.
References ROL::Vector< Real >::clone().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 174 of file ROL_MeanVariance.hpp.
References ROL::Vector< Real >::clone().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 193 of file ROL_MeanVariance.hpp.
References ROL::MeanVariance< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 213 of file ROL_MeanVariance.hpp.
References ROL::MeanVariance< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 239 of file ROL_MeanVariance.hpp.
References ROL::MeanVariance< Real >::NumMoments_, ROL::SampleGenerator< Real >::sumAll(), and ROL::Vector< Real >::zero().
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Definition at line 62 of file ROL_MeanVariance.hpp.
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Definition at line 64 of file ROL_MeanVariance.hpp.
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Definition at line 65 of file ROL_MeanVariance.hpp.
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Definition at line 66 of file ROL_MeanVariance.hpp.
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Definition at line 67 of file ROL_MeanVariance.hpp.
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Definition at line 69 of file ROL_MeanVariance.hpp.
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Definition at line 70 of file ROL_MeanVariance.hpp.
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Definition at line 71 of file ROL_MeanVariance.hpp.
Referenced by ROL::MeanVariance< Real >::getGradient(), ROL::MeanVariance< Real >::getHessVec(), ROL::MeanVariance< Real >::getValue(), and ROL::MeanVariance< Real >::MeanVariance().
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Definition at line 73 of file ROL_MeanVariance.hpp.
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Definition at line 74 of file ROL_MeanVariance.hpp.
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Definition at line 75 of file ROL_MeanVariance.hpp.
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Definition at line 76 of file ROL_MeanVariance.hpp.
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Definition at line 77 of file ROL_MeanVariance.hpp.
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Definition at line 79 of file ROL_MeanVariance.hpp.