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)
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_
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.

Member Function Documentation

template<class Real >

void ROL::CVaR< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0, const Vector< Real > &  x  )

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 75 of file ROL_CVaR.hpp.

References ROL::CVaRVector< Real >::getVaR(), and ROL::CVaRVector< Real >::getVector().

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

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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 92 of file ROL_CVaR.hpp.

References ROL::CVaRVector< Real >::getVaR(), ROL::CVaRVector< Real >::getVector(), and ROL::CVaR< Real >::reset().

template<class Real >

void ROL::CVaR< Real >::update ( const Real  val, const Real  weight  )

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 101 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 106 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 113 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 124 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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 132 of file ROL_CVaR.hpp.

References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::prob_, ROL::CVaRVector< Real >::setVaR(), ROL::CVaRVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().

template<class Real >

void ROL::CVaR< Real >::getHessVec ( Vector< Real > &  hv, SampleGenerator< Real > &  sampler  )

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 145 of file ROL_CVaR.hpp.

References ROL::CVaR< Real >::prob_, ROL::CVaRVector< Real >::setVaR(), ROL::CVaRVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().

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

Definition at line 58 of file ROL_CVaR.hpp.

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

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:

• ROL_CVaR.hpp