ROL
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#include <ROL_ExpectationQuad.hpp>
Public Member Functions | |
ExpectationQuad (void) | |
virtual Real | regret (Real x, int deriv=0)=0 |
virtual void | checkRegret (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) |
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virtual | ~RiskMeasure () |
RiskMeasure (void) | |
Private Attributes | |
Teuchos::RCP< Vector< Real > > | dualVector_ |
Real | xstat_ |
Real | vstat_ |
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_ExpectationQuad.hpp.
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inline |
Definition at line 65 of file ROL_ExpectationQuad.hpp.
References ROL::ExpectationQuad< Real >::regret().
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pure virtual |
Implemented in ROL::LogQuantileQuadrangle< Real >, ROL::MoreauYosidaCVaR< Real >, ROL::TruncatedMeanQuadrangle< Real >, ROL::QuantileQuadrangle< Real >, and ROL::LogExponentialQuadrangle< Real >.
Referenced by ROL::ExpectationQuad< Real >::checkRegret(), ROL::ExpectationQuad< Real >::ExpectationQuad(), and ROL::ExpectationQuad< Real >::update().
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inlinevirtual |
Reimplemented in ROL::LogQuantileQuadrangle< Real >, ROL::MoreauYosidaCVaR< Real >, ROL::TruncatedMeanQuadrangle< Real >, and ROL::QuantileQuadrangle< Real >.
Definition at line 69 of file ROL_ExpectationQuad.hpp.
References ROL::ExpectationQuad< Real >::regret().
Referenced by ROL::QuantileQuadrangle< Real >::checkRegret(), ROL::TruncatedMeanQuadrangle< Real >::checkRegret(), ROL::MoreauYosidaCVaR< Real >::checkRegret(), and ROL::LogQuantileQuadrangle< Real >::checkRegret().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 177 of file ROL_ExpectationQuad.hpp.
References ROL::RiskVector< Real >::getStatistic(), and ROL::RiskMeasure< Real >::reset().
Referenced by ROL::ExpectationQuad< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 188 of file ROL_ExpectationQuad.hpp.
References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::ExpectationQuad< Real >::reset().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 197 of file ROL_ExpectationQuad.hpp.
References ROL::ExpectationQuad< Real >::regret().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 202 of file ROL_ExpectationQuad.hpp.
References ROL::ExpectationQuad< Real >::regret().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 208 of file ROL_ExpectationQuad.hpp.
References ROL::ExpectationQuad< Real >::regret().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 217 of file ROL_ExpectationQuad.hpp.
References ROL::SampleGenerator< Real >::sumAll(), and ROL::ExpectationQuad< Real >::xstat_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 225 of file ROL_ExpectationQuad.hpp.
References 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 237 of file ROL_ExpectationQuad.hpp.
References ROL::RiskVector< Real >::setStatistic(), ROL::RiskVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().
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private |
Definition at line 57 of file ROL_ExpectationQuad.hpp.
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private |
Definition at line 59 of file ROL_ExpectationQuad.hpp.
Referenced by ROL::ExpectationQuad< Real >::getValue().
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private |
Definition at line 60 of file ROL_ExpectationQuad.hpp.
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private |
Definition at line 62 of file ROL_ExpectationQuad.hpp.