ROL: ROL::CVaRQuadrangle< Real > Class Template Reference

ROL

#include <ROL_CVaRQuadrangle.hpp>

Inheritance diagram for ROL::CVaRQuadrangle< Real >:

Public Member Functions
	CVaRQuadrangle (Real prob, Real eps, Teuchos::RCP< PlusFunction< Real > > &pf)

Real	error (Real x, int deriv=0)

Real	regret (Real x, int deriv=0)

void	checkRegret (void)

Public Member Functions inherited from ROL::ExpectationQuad< Real >
	ExpectationQuad (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)

Public Member Functions inherited from ROL::RiskMeasure< Real >
virtual	~RiskMeasure ()

	RiskMeasure (void)

Private Attributes
Teuchos::RCP< PlusFunction< Real > >	pf_

Real	prob_

Real	eps_

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::CVaRQuadrangle< Real >

Definition at line 53 of file ROL_CVaRQuadrangle.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::CVaRQuadrangle< Real >::CVaRQuadrangle	(	Real	prob,
		Real	eps,
		Teuchos::RCP< PlusFunction< Real > > &	pf
	)

inline

Definition at line 63 of file ROL_CVaRQuadrangle.hpp.

Member Function Documentation

template<class Real >

Real ROL::CVaRQuadrangle< Real >::error	(	Real	x,
		int	deriv = `0`
	)

inline

Definition at line 69 of file ROL_CVaRQuadrangle.hpp.

References ROL::CVaRQuadrangle< Real >::prob_.

Referenced by ROL::CVaRQuadrangle< Real >::regret().

template<class Real >

Real ROL::CVaRQuadrangle< Real >::regret	(	Real	x,
		int	deriv = `0`
	)

inlinevirtual

Implements ROL::ExpectationQuad< Real >.

Definition at line 75 of file ROL_CVaRQuadrangle.hpp.

References ROL::CVaRQuadrangle< Real >::error().

Referenced by ROL::CVaRQuadrangle< Real >::checkRegret().

template<class Real >

void ROL::CVaRQuadrangle< Real >::checkRegret ( void )

inlinevirtual

Reimplemented from ROL::ExpectationQuad< Real >.

Definition at line 129 of file ROL_CVaRQuadrangle.hpp.

References ROL::ExpectationQuad< Real >::checkRegret(), ROL::CVaRQuadrangle< Real >::eps_, and ROL::CVaRQuadrangle< Real >::regret().

Member Data Documentation

template<class Real >

Teuchos::RCP<PlusFunction<Real> > ROL::CVaRQuadrangle< Real >::pf_

private

Definition at line 56 of file ROL_CVaRQuadrangle.hpp.

template<class Real >

Real ROL::CVaRQuadrangle< Real >::prob_

private

Definition at line 58 of file ROL_CVaRQuadrangle.hpp.

Referenced by ROL::CVaRQuadrangle< Real >::error().

template<class Real >

Real ROL::CVaRQuadrangle< Real >::eps_

private

Definition at line 59 of file ROL_CVaRQuadrangle.hpp.

Referenced by ROL::CVaRQuadrangle< Real >::checkRegret().

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

ROL_CVaRQuadrangle.hpp