ROL
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#include <ROL_RiskVector.hpp>
Public Member Functions | |
RiskVector (Teuchos::ParameterList &parlist, const Teuchos::RCP< Vector< Real > > &vec, const Real stat=1.) | |
RiskVector (const Teuchos::RCP< Vector< Real > > &vec, const bool augmented=false) | |
RiskVector (const Teuchos::RCP< Vector< Real > > &vec, const std::vector< Real > &stat, const bool augmented=true) | |
void | plus (const Vector< Real > &x) |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). More... | |
void | scale (const Real alpha) |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). More... | |
void | axpy (const Real alpha, const Vector< Real > &x) |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). More... | |
Real | dot (const Vector< Real > &x) const |
Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). More... | |
Real | norm () const |
Returns \( \| y \| \) where \(y = \mathtt{*this}\). More... | |
const Real | getStatistic (const int i=0) const |
Teuchos::RCP< const Vector< Real > > | getVector () const |
Teuchos::RCP< Vector< Real > > | clone () const |
Clone to make a new (uninitialized) vector. More... | |
const Vector< Real > & | dual (void) const |
Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. More... | |
void | setStatistic (const Real stat) |
void | setStatistic (const std::vector< Real > &stat) |
void | setVector (const Vector< Real > &vec) |
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virtual | ~Vector () |
virtual void | zero () |
Set to zero vector. More... | |
virtual Teuchos::RCP< Vector > | basis (const int i) const |
Return i-th basis vector. More... | |
virtual int | dimension () const |
Return dimension of the vector space. More... | |
virtual void | set (const Vector &x) |
Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). More... | |
virtual void | applyUnary (const Elementwise::UnaryFunction< Real > &f) |
virtual void | applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector &x) |
virtual Real | reduce (const Elementwise::ReductionOp< Real > &r) const |
virtual std::vector< Real > | checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const |
Verify vector-space methods. More... | |
Private Types | |
typedef std::vector< Real >::size_type | uint |
Private Attributes | |
std::vector< Real > | stat_ |
Teuchos::RCP< Vector< Real > > | vec_ |
bool | augmented_ |
uint | nStat_ |
Teuchos::RCP< Vector< Real > > | dual_vec1_ |
Teuchos::RCP< RiskVector< Real > > | dual_vec_ |
Definition at line 54 of file ROL_RiskVector.hpp.
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Definition at line 55 of file ROL_RiskVector.hpp.
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Definition at line 67 of file ROL_RiskVector.hpp.
Referenced by ROL::RiskVector< Real >::clone().
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Definition at line 102 of file ROL_RiskVector.hpp.
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Definition at line 112 of file ROL_RiskVector.hpp.
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inlinevirtual |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).
[in] | x | is the vector to be added to \(\mathtt{*this}\). |
On return \(\mathtt{*this} = \mathtt{*this} + x\).
Implements ROL::Vector< Real >.
Definition at line 119 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::RiskVector< Real >::nStat_.
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inlinevirtual |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).
[in] | alpha | is the scaling of \(\mathtt{*this}\). |
On return \(\mathtt{*this} = \alpha (\mathtt{*this}) \).
Implements ROL::Vector< Real >.
Definition at line 130 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::nStat_.
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inlinevirtual |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).
[in] | alpha | is the scaling of x. |
[in] | x | is a vector. |
On return \(\mathtt{*this} = \mathtt{*this} + \alpha x \). Uses clone, set, scale and plus for the computation. Please overload if a more efficient implementation is needed.
Reimplemented from ROL::Vector< Real >.
Definition at line 139 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::RiskVector< Real >::nStat_.
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Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).
[in] | x | is the vector that forms the dot product with \(\mathtt{*this}\). |
Implements ROL::Vector< Real >.
Definition at line 150 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::RiskVector< Real >::nStat_.
Referenced by ROL::RiskVector< Real >::norm().
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Returns \( \| y \| \) where \(y = \mathtt{*this}\).
Implements ROL::Vector< Real >.
Definition at line 162 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::dot().
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Definition at line 166 of file ROL_RiskVector.hpp.
Referenced by ROL::RiskVector< Real >::axpy(), ROL::RiskVector< Real >::dot(), ROL::StochasticProblem< Real >::getSolutionStatistic(), ROL::RiskBoundConstraint< Real >::isFeasible(), ROL::RiskVector< Real >::plus(), ROL::RiskBoundConstraint< Real >::pruneActive(), ROL::RiskBoundConstraint< Real >::pruneLowerActive(), ROL::RiskBoundConstraint< Real >::pruneUpperActive(), ROL::CVaR< Real >::reset(), ROL::QuantileRadiusQuadrangle< Real >::reset(), ROL::HMCR< Real >::reset(), ROL::MixedQuantileQuadrangle< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), ROL::HMCRObjective< Real >::unwrap_const_CVaR_vector(), and ROL::BPOEObjective< Real >::unwrap_const_CVaR_vector().
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Definition at line 172 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::vec_.
Referenced by ROL::RiskVector< Real >::axpy(), ROL::RiskVector< Real >::dot(), ROL::RiskVector< Real >::plus(), ROL::RiskMeasure< Real >::reset(), ROL::ExpUtility< Real >::reset(), ROL::CVaR< Real >::reset(), ROL::QuantileRadiusQuadrangle< Real >::reset(), ROL::HMCR< Real >::reset(), ROL::MeanVariance< Real >::reset(), ROL::MixedQuantileQuadrangle< Real >::reset(), ROL::MeanDeviationFromTarget< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), ROL::MeanDeviation< Real >::reset(), ROL::BPOEObjective< Real >::unwrap_const_CVaR_vector(), and ROL::HMCRObjective< Real >::unwrap_const_CVaR_vector().
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Clone to make a new (uninitialized) vector.
Provides the means of allocating temporary memory in ROL.
Implements ROL::Vector< Real >.
Definition at line 176 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::RiskVector().
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Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.
By default, returns the current object. Please overload if you need a dual representation.
Reimplemented from ROL::Vector< Real >.
Definition at line 183 of file ROL_RiskVector.hpp.
References ROL::RiskVector< Real >::dual_vec_.
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Definition at line 189 of file ROL_RiskVector.hpp.
Referenced by ROL::CVaR< Real >::getGradient(), ROL::QuantileRadiusQuadrangle< Real >::getGradient(), ROL::MixedQuantileQuadrangle< Real >::getGradient(), ROL::ExpectationQuad< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), ROL::QuantileRadiusQuadrangle< Real >::getHessVec(), ROL::MixedQuantileQuadrangle< Real >::getHessVec(), ROL::ExpectationQuad< Real >::getHessVec(), ROL::BPOEObjective< Real >::gradient(), ROL::HMCRObjective< Real >::gradient(), ROL::BPOEObjective< Real >::hessVec(), ROL::HMCRObjective< Real >::hessVec(), and ROL::StochasticProblem< Real >::setSolutionStatistic().
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Definition at line 193 of file ROL_RiskVector.hpp.
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Definition at line 197 of file ROL_RiskVector.hpp.
Referenced by ROL::CVaR< Real >::getGradient(), ROL::QuantileRadiusQuadrangle< Real >::getGradient(), ROL::MixedQuantileQuadrangle< Real >::getGradient(), ROL::ExpectationQuad< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), ROL::QuantileRadiusQuadrangle< Real >::getHessVec(), ROL::MixedQuantileQuadrangle< Real >::getHessVec(), ROL::ExpectationQuad< Real >::getHessVec(), ROL::BPOEObjective< Real >::gradient(), ROL::HMCRObjective< Real >::gradient(), ROL::BPOEObjective< Real >::hessVec(), and ROL::HMCRObjective< Real >::hessVec().
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Definition at line 58 of file ROL_RiskVector.hpp.
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Definition at line 59 of file ROL_RiskVector.hpp.
Referenced by ROL::RiskVector< Real >::getVector().
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Definition at line 60 of file ROL_RiskVector.hpp.
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Definition at line 61 of file ROL_RiskVector.hpp.
Referenced by ROL::RiskVector< Real >::axpy(), ROL::RiskVector< Real >::dot(), ROL::RiskVector< Real >::plus(), and ROL::RiskVector< Real >::scale().
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Definition at line 63 of file ROL_RiskVector.hpp.
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mutableprivate |
Definition at line 64 of file ROL_RiskVector.hpp.
Referenced by ROL::RiskVector< Real >::dual().