dualVector1_ | ROL::KLDivergence< Real > | private |
dualVector2_ | ROL::KLDivergence< Real > | private |
dualVector_ | ROL::RiskMeasure< Real > | protected |
eps_ | ROL::KLDivergence< Real > | private |
firstReset_ | ROL::KLDivergence< Real > | private |
g_ | ROL::RiskMeasure< Real > | protected |
getGradient(Vector< Real > &g, SampleGenerator< Real > &sampler) | ROL::KLDivergence< Real > | inlinevirtual |
getHessVec(Vector< Real > &hv, SampleGenerator< Real > &sampler) | ROL::KLDivergence< Real > | inlinevirtual |
getValue(SampleGenerator< Real > &sampler) | ROL::KLDivergence< Real > | inlinevirtual |
gv_ | ROL::RiskMeasure< Real > | protected |
gval_ | ROL::KLDivergence< Real > | private |
gvval_ | ROL::KLDivergence< Real > | private |
hv_ | ROL::RiskMeasure< Real > | protected |
hval_ | ROL::KLDivergence< Real > | private |
KLDivergence(const Real eps=1.e-2) | ROL::KLDivergence< Real > | inline |
KLDivergence(Teuchos::ParameterList &parlist) | ROL::KLDivergence< Real > | inline |
reset(Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x) | ROL::KLDivergence< Real > | inlinevirtual |
reset(Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v) | ROL::KLDivergence< Real > | inlinevirtual |
RiskMeasure(void) | ROL::RiskMeasure< Real > | inline |
scaledGradient_ | ROL::KLDivergence< Real > | private |
scaledHessVec_ | ROL::KLDivergence< Real > | private |
update(const Real val, const Real weight) | ROL::KLDivergence< Real > | inlinevirtual |
update(const Real val, const Vector< Real > &g, const Real weight) | ROL::KLDivergence< Real > | inlinevirtual |
update(const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight) | ROL::KLDivergence< Real > | inlinevirtual |
val_ | ROL::RiskMeasure< Real > | protected |
vstat_ | ROL::KLDivergence< Real > | private |
xstat_ | ROL::KLDivergence< Real > | private |
~RiskMeasure() | ROL::RiskMeasure< Real > | inlinevirtual |