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

#include <ROL_CVaR.hpp>

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

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)
 
- Public Member Functions inherited from ROL::RiskMeasure< Real >
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

- 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::CVaR< Real >

Definition at line 54 of file ROL_CVaR.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::CVaR< Real >::CVaR ( Real  prob,
Real  coeff,
Teuchos::RCP< PlusFunction< Real > > &  pf 
)
inline

Definition at line 69 of file ROL_CVaR.hpp.

template<class Real >
ROL::CVaR< Real >::CVaR ( Teuchos::ParameterList &  parlist)
inline

Definition at line 75 of file ROL_CVaR.hpp.

Member Function Documentation

template<class Real >
void ROL::CVaR< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x 
)
inlinevirtual
template<class Real >
void ROL::CVaR< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x,
Teuchos::RCP< Vector< Real > > &  v0,
const Vector< Real > &  v 
)
inlinevirtual
template<class Real >
void ROL::CVaR< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 108 of file ROL_CVaR.hpp.

References ROL::CVaR< Real >::coeff_.

template<class Real >
void ROL::CVaR< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 113 of file ROL_CVaR.hpp.

References ROL::CVaR< Real >::coeff_.

template<class Real >
void ROL::CVaR< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  gv,
const Vector< Real > &  hv,
const Real  weight 
)
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_.

template<class Real >
Real ROL::CVaR< Real >::getValue ( SampleGenerator< Real > &  sampler)
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_.

template<class Real >
void ROL::CVaR< Real >::getGradient ( Vector< Real > &  g,
SampleGenerator< Real > &  sampler 
)
inlinevirtual
template<class Real >
void ROL::CVaR< Real >::getHessVec ( Vector< Real > &  hv,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Member Data Documentation

template<class Real >
Teuchos::RCP<PlusFunction<Real> > ROL::CVaR< Real >::plusFunction_
private

Definition at line 56 of file ROL_CVaR.hpp.

template<class Real >
Real ROL::CVaR< Real >::prob_
private
template<class Real >
Real ROL::CVaR< Real >::coeff_
private

Definition at line 59 of file ROL_CVaR.hpp.

Referenced by ROL::CVaR< Real >::getGradient(), and ROL::CVaR< Real >::update().

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::CVaR< Real >::dualVector_
private

Definition at line 61 of file ROL_CVaR.hpp.

template<class Real >
Real ROL::CVaR< Real >::xvar_
private

Definition at line 62 of file ROL_CVaR.hpp.

Referenced by ROL::CVaR< Real >::getValue().

template<class Real >
Real ROL::CVaR< Real >::vvar_
private

Definition at line 63 of file ROL_CVaR.hpp.

template<class Real >
bool ROL::CVaR< Real >::firstReset_
private

Definition at line 65 of file ROL_CVaR.hpp.


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