ROL
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ROL::StochasticProblem< Real > Class Template Reference

#include <ROL_StochasticProblem.hpp>

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

Public Member Functions

 StochasticProblem (void)
 
 StochasticProblem (Teuchos::ParameterList &parlist)
 
 StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< ParametrizedObjective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &sampler, const Teuchos::RCP< Vector< Real > > &vec)
 
 StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< ParametrizedObjective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< Vector< Real > > &vec)
 
 StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< ParametrizedObjective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< SampleGenerator< Real > > &hsampler, const Teuchos::RCP< Vector< Real > > &vec)
 
 StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< ParametrizedObjective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &sampler, const Teuchos::RCP< Vector< Real > > &vec, const Teuchos::RCP< BoundConstraint< Real > > &bnd)
 
 StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< ParametrizedObjective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< Vector< Real > > &vec, const Teuchos::RCP< BoundConstraint< Real > > &bnd)
 
 StochasticProblem (Teuchos::ParameterList &parlist, const Teuchos::RCP< ParametrizedObjective< Real > > &obj, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< SampleGenerator< Real > > &hsampler, const Teuchos::RCP< Vector< Real > > &vec, const Teuchos::RCP< BoundConstraint< Real > > &bnd)
 
void setParameterList (Teuchos::ParameterList &parlist)
 
void setValueSampleGenerator (const Teuchos::RCP< SampleGenerator< Real > > &vsampler)
 
void setGradientSampleGenerator (const Teuchos::RCP< SampleGenerator< Real > > &gsampler)
 
void setHessVecSampleGenerator (const Teuchos::RCP< SampleGenerator< Real > > &hsampler)
 
void setObjective (const Teuchos::RCP< ParametrizedObjective< Real > > &obj)
 
void setSolutionVector (const Teuchos::RCP< Vector< Real > > &vec)
 
void setSolutionStatistic (const Real stat)
 
void setBoundConstraint (const Teuchos::RCP< BoundConstraint< Real > > &bnd)
 
Real getSolutionStatistic (void)
 
std::vector< std::vector< Real > > checkObjectiveGradient (const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
std::vector< std::vector< Real > > checkObjectiveHessVec (const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
- Public Member Functions inherited from ROL::OptimizationProblem< Real >
virtual ~OptimizationProblem (void)
 
 OptimizationProblem (void)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd=Teuchos::null, const Teuchos::RCP< Teuchos::ParameterList > &parlist=Teuchos::null)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< EqualityConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &mul, const Teuchos::RCP< Teuchos::ParameterList > &parlist=Teuchos::null)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &mul, const Teuchos::RCP< Teuchos::ParameterList > &parlist=Teuchos::null)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &eqmul, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist)
 
 OptimizationProblem (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Vector< Real > > &sol, const Teuchos::RCP< BoundConstraint< Real > > &bnd, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon, const Teuchos::RCP< Vector< Real > > &eqmul, const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< Vector< Real > > &inmul, const Teuchos::RCP< Teuchos::ParameterList > &parlist)
 
Teuchos::RCP< Objective< Real > > getObjective (void)
 
void setObjective (const Teuchos::RCP< Objective< Real > > &obj)
 
Teuchos::RCP< Vector< Real > > getSolutionVector (void)
 
void setSolutionVector (const Teuchos::RCP< Vector< Real > > &sol)
 
Teuchos::RCP< BoundConstraint< Real > > getBoundConstraint (void)
 
void setBoundConstraint (const Teuchos::RCP< BoundConstraint< Real > > &bnd)
 
Teuchos::RCP< EqualityConstraint< Real > > getEqualityConstraint (void)
 
void setEqualityConstraint (const Teuchos::RCP< EqualityConstraint< Real > > &con)
 
Teuchos::RCP< Vector< Real > > getMultiplierVector (void)
 
void setMultiplierVector (const Teuchos::RCP< Vector< Real > > &mul)
 
Teuchos::RCP< Teuchos::ParameterList > getParameterList (void)
 
void setParameterList (const Teuchos::RCP< Teuchos::ParameterList > &parlist)
 

Private Member Functions

std::vector< Real > computeSampleMean (Teuchos::RCP< SampleGenerator< Real > > &sampler)
 
Teuchos::RCP< Vector< Real > > createVector (Teuchos::RCP< Vector< Real > > &vec)
 

Private Attributes

Teuchos::RCP< Teuchos::ParameterList > parlist_
 
Teuchos::RCP< ParametrizedObjective< Real > > ORIGINAL_obj_
 
Teuchos::RCP< Vector< Real > > ORIGINAL_vec_
 
Teuchos::RCP< BoundConstraint< Real > > ORIGINAL_bnd_
 
Teuchos::RCP< Objective< Real > > obj_
 
Teuchos::RCP< Vector< Real > > vec_
 
Teuchos::RCP< BoundConstraint< Real > > bnd_
 
Teuchos::RCP< SampleGenerator< Real > > vsampler_
 
Teuchos::RCP< SampleGenerator< Real > > gsampler_
 
Teuchos::RCP< SampleGenerator< Real > > hsampler_
 
bool setVector_
 

Detailed Description

template<class Real>
class ROL::StochasticProblem< Real >

Definition at line 66 of file ROL_StochasticProblem.hpp.

Constructor & Destructor Documentation

template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( void  )
inline

Definition at line 85 of file ROL_StochasticProblem.hpp.

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

Definition at line 92 of file ROL_StochasticProblem.hpp.

template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< ParametrizedObjective< Real > > &  obj,
const Teuchos::RCP< SampleGenerator< Real > > &  sampler,
const Teuchos::RCP< Vector< Real > > &  vec 
)
inline
template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< ParametrizedObjective< Real > > &  obj,
const Teuchos::RCP< SampleGenerator< Real > > &  vsampler,
const Teuchos::RCP< SampleGenerator< Real > > &  gsampler,
const Teuchos::RCP< Vector< Real > > &  vec 
)
inline
template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< ParametrizedObjective< Real > > &  obj,
const Teuchos::RCP< SampleGenerator< Real > > &  vsampler,
const Teuchos::RCP< SampleGenerator< Real > > &  gsampler,
const Teuchos::RCP< SampleGenerator< Real > > &  hsampler,
const Teuchos::RCP< Vector< Real > > &  vec 
)
inline
template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< ParametrizedObjective< Real > > &  obj,
const Teuchos::RCP< SampleGenerator< Real > > &  sampler,
const Teuchos::RCP< Vector< Real > > &  vec,
const Teuchos::RCP< BoundConstraint< Real > > &  bnd 
)
inline
template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< ParametrizedObjective< Real > > &  obj,
const Teuchos::RCP< SampleGenerator< Real > > &  vsampler,
const Teuchos::RCP< SampleGenerator< Real > > &  gsampler,
const Teuchos::RCP< Vector< Real > > &  vec,
const Teuchos::RCP< BoundConstraint< Real > > &  bnd 
)
inline
template<class Real>
ROL::StochasticProblem< Real >::StochasticProblem ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< ParametrizedObjective< Real > > &  obj,
const Teuchos::RCP< SampleGenerator< Real > > &  vsampler,
const Teuchos::RCP< SampleGenerator< Real > > &  gsampler,
const Teuchos::RCP< SampleGenerator< Real > > &  hsampler,
const Teuchos::RCP< Vector< Real > > &  vec,
const Teuchos::RCP< BoundConstraint< Real > > &  bnd 
)
inline

Member Function Documentation

template<class Real>
void ROL::StochasticProblem< Real >::setParameterList ( Teuchos::ParameterList &  parlist)
inline
template<class Real>
void ROL::StochasticProblem< Real >::setValueSampleGenerator ( const Teuchos::RCP< SampleGenerator< Real > > &  vsampler)
inline
template<class Real>
void ROL::StochasticProblem< Real >::setGradientSampleGenerator ( const Teuchos::RCP< SampleGenerator< Real > > &  gsampler)
inline
template<class Real>
void ROL::StochasticProblem< Real >::setHessVecSampleGenerator ( const Teuchos::RCP< SampleGenerator< Real > > &  hsampler)
inline

Definition at line 226 of file ROL_StochasticProblem.hpp.

template<class Real>
void ROL::StochasticProblem< Real >::setObjective ( const Teuchos::RCP< ParametrizedObjective< Real > > &  obj)
inline
template<class Real>
void ROL::StochasticProblem< Real >::setSolutionVector ( const Teuchos::RCP< Vector< Real > > &  vec)
inline
template<class Real>
void ROL::StochasticProblem< Real >::setSolutionStatistic ( const Real  stat)
inline
template<class Real>
void ROL::StochasticProblem< Real >::setBoundConstraint ( const Teuchos::RCP< BoundConstraint< Real > > &  bnd)
inline
template<class Real>
Real ROL::StochasticProblem< Real >::getSolutionStatistic ( void  )
inline

Definition at line 362 of file ROL_StochasticProblem.hpp.

References ROL::RiskVector< Real >::getStatistic().

Referenced by main().

template<class Real>
std::vector<std::vector<Real> > ROL::StochasticProblem< Real >::checkObjectiveGradient ( const Vector< Real > &  d,
const bool  printToStream = true,
std::ostream &  outStream = std::cout,
const int  numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int  order = 1 
)
inlinevirtual
template<class Real>
std::vector<std::vector<Real> > ROL::StochasticProblem< Real >::checkObjectiveHessVec ( const Vector< Real > &  v,
const bool  printToStream = true,
std::ostream &  outStream = std::cout,
const int  numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int  order = 1 
)
inlinevirtual
template<class Real>
std::vector<Real> ROL::StochasticProblem< Real >::computeSampleMean ( Teuchos::RCP< SampleGenerator< Real > > &  sampler)
inlineprivate
template<class Real>
Teuchos::RCP<Vector<Real> > ROL::StochasticProblem< Real >::createVector ( Teuchos::RCP< Vector< Real > > &  vec)
inlineprivate

Member Data Documentation

template<class Real>
Teuchos::RCP<Teuchos::ParameterList> ROL::StochasticProblem< Real >::parlist_
private

Definition at line 68 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<ParametrizedObjective<Real> > ROL::StochasticProblem< Real >::ORIGINAL_obj_
private

Definition at line 70 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::StochasticProblem< Real >::ORIGINAL_vec_
private

Definition at line 71 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<BoundConstraint<Real> > ROL::StochasticProblem< Real >::ORIGINAL_bnd_
private

Definition at line 72 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<Objective<Real> > ROL::StochasticProblem< Real >::obj_
private

Definition at line 74 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::StochasticProblem< Real >::vec_
private

Definition at line 75 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<BoundConstraint<Real> > ROL::StochasticProblem< Real >::bnd_
private

Definition at line 76 of file ROL_StochasticProblem.hpp.

template<class Real>
Teuchos::RCP<SampleGenerator<Real> > ROL::StochasticProblem< Real >::vsampler_
private
template<class Real>
Teuchos::RCP<SampleGenerator<Real> > ROL::StochasticProblem< Real >::gsampler_
private
template<class Real>
Teuchos::RCP<SampleGenerator<Real> > ROL::StochasticProblem< Real >::hsampler_
private

Definition at line 80 of file ROL_StochasticProblem.hpp.

template<class Real>
bool ROL::StochasticProblem< Real >::setVector_
private

Definition at line 82 of file ROL_StochasticProblem.hpp.


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