ROL
Public Member Functions | Protected Attributes | List of all members
ROL::CVaRVector< Real > Class Template Reference

#include <ROL_CVaRVector.hpp>

+ Inheritance diagram for ROL::CVaRVector< Real >:

Public Member Functions

 CVaRVector (const Real var, const Teuchos::RCP< Vector< Real > > &vec)
 
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 getVaR () 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 setVaR (const Real var)
 
void setVector (const Vector< Real > &vec)
 
- Public Member Functions inherited from ROL::Vector< Real >
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...
 

Protected Attributes

Real var_
 
Teuchos::RCP< Vector< Real > > vec_
 
Teuchos::RCP< Vector< Real > > dual_vec1_
 
Teuchos::RCP< CVaRVector< Real > > dual_vec_
 

Detailed Description

template<class Real>
class ROL::CVaRVector< Real >

Definition at line 52 of file ROL_CVaRVector.hpp.

Constructor & Destructor Documentation

template<class Real>
ROL::CVaRVector< Real >::CVaRVector ( const Real  var,
const Teuchos::RCP< Vector< Real > > &  vec 
)
inline

Definition at line 61 of file ROL_CVaRVector.hpp.

Referenced by ROL::CVaRVector< Real >::clone().

Member Function Documentation

template<class Real>
void ROL::CVaRVector< Real >::plus ( const Vector< Real > &  x)
inlinevirtual

Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).

Parameters
[in]xis the vector to be added to \(\mathtt{*this}\).

On return \(\mathtt{*this} = \mathtt{*this} + x\).

Implements ROL::Vector< Real >.

Definition at line 66 of file ROL_CVaRVector.hpp.

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

template<class Real>
void ROL::CVaRVector< Real >::scale ( const Real  alpha)
inlinevirtual

Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).

Parameters
[in]alphais the scaling of \(\mathtt{*this}\).

On return \(\mathtt{*this} = \alpha (\mathtt{*this}) \).

Implements ROL::Vector< Real >.

Definition at line 73 of file ROL_CVaRVector.hpp.

template<class Real>
void ROL::CVaRVector< Real >::axpy ( const Real  alpha,
const Vector< Real > &  x 
)
inlinevirtual

Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).

Parameters
[in]alphais the scaling of x.
[in]xis 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 78 of file ROL_CVaRVector.hpp.

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

template<class Real>
Real ROL::CVaRVector< Real >::dot ( const Vector< Real > &  x) const
inlinevirtual

Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).

Parameters
[in]xis the vector that forms the dot product with \(\mathtt{*this}\).
Returns
The number equal to \(\langle \mathtt{*this}, x \rangle\).

Implements ROL::Vector< Real >.

Definition at line 85 of file ROL_CVaRVector.hpp.

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

Referenced by ROL::CVaRVector< Real >::norm().

template<class Real>
Real ROL::CVaRVector< Real >::norm ( ) const
inlinevirtual

Returns \( \| y \| \) where \(y = \mathtt{*this}\).

Returns
A nonnegative number equal to the norm of \(\mathtt{*this}\).

Implements ROL::Vector< Real >.

Definition at line 91 of file ROL_CVaRVector.hpp.

References ROL::CVaRVector< Real >::dot().

template<class Real>
const Real ROL::CVaRVector< Real >::getVaR ( ) const
inline

Definition at line 95 of file ROL_CVaRVector.hpp.

References ROL::CVaRVector< Real >::var_.

Referenced by ROL::CVaRVector< Real >::axpy(), ROL::CVaRVector< Real >::dot(), ROL::BPOEBoundConstraint< Real >::isFeasible(), main(), ROL::CVaRVector< Real >::plus(), ROL::BPOEBoundConstraint< Real >::pruneActive(), ROL::BPOEBoundConstraint< Real >::pruneLowerActive(), ROL::CVaR< Real >::reset(), ROL::HMCR< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), ROL::BPOEObjective< Real >::unwrap_const_CVaR_vector(), and ROL::HMCRObjective< Real >::unwrap_const_CVaR_vector().

template<class Real>
Teuchos::RCP<const Vector<Real> > ROL::CVaRVector< Real >::getVector ( ) const
inline

Definition at line 99 of file ROL_CVaRVector.hpp.

References ROL::CVaRVector< Real >::vec_.

Referenced by ROL::CVaRVector< Real >::axpy(), ROL::CVaRVector< Real >::dot(), ROL::CVaRVector< Real >::plus(), ROL::CVaR< Real >::reset(), ROL::HMCR< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), ROL::BPOEObjective< Real >::unwrap_const_CVaR_vector(), and ROL::HMCRObjective< Real >::unwrap_const_CVaR_vector().

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::CVaRVector< Real >::clone ( ) const
inlinevirtual

Clone to make a new (uninitialized) vector.

Returns
A reference-counted pointer to the cloned vector.

Provides the means of allocating temporary memory in ROL.

Implements ROL::Vector< Real >.

Definition at line 103 of file ROL_CVaRVector.hpp.

References ROL::CVaRVector< Real >::CVaRVector().

Referenced by main().

template<class Real>
const Vector<Real>& ROL::CVaRVector< Real >::dual ( void  ) const
inlinevirtual

Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.

Returns
A const reference to dual representation.

By default, returns the current object. Please overload if you need a dual representation.

Reimplemented from ROL::Vector< Real >.

Definition at line 110 of file ROL_CVaRVector.hpp.

References ROL::CVaRVector< Real >::dual_vec_.

template<class Real>
void ROL::CVaRVector< Real >::setVaR ( const Real  var)
inline

Definition at line 116 of file ROL_CVaRVector.hpp.

Referenced by ROL::CVaR< Real >::getGradient(), ROL::HMCR< Real >::getGradient(), ROL::ExpectationQuad< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), ROL::HMCR< Real >::getHessVec(), ROL::ExpectationQuad< Real >::getHessVec(), ROL::BPOEObjective< Real >::gradient(), ROL::HMCRObjective< Real >::gradient(), ROL::BPOEObjective< Real >::hessVec(), and ROL::HMCRObjective< Real >::hessVec().

template<class Real>
void ROL::CVaRVector< Real >::setVector ( const Vector< Real > &  vec)
inline

Definition at line 120 of file ROL_CVaRVector.hpp.

Referenced by ROL::CVaR< Real >::getGradient(), ROL::HMCR< Real >::getGradient(), ROL::ExpectationQuad< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), ROL::HMCR< Real >::getHessVec(), ROL::ExpectationQuad< Real >::getHessVec(), ROL::BPOEObjective< Real >::gradient(), ROL::HMCRObjective< Real >::gradient(), ROL::BPOEObjective< Real >::hessVec(), and ROL::HMCRObjective< Real >::hessVec().

Member Data Documentation

template<class Real>
Real ROL::CVaRVector< Real >::var_
protected

Definition at line 54 of file ROL_CVaRVector.hpp.

Referenced by ROL::CVaRVector< Real >::getVaR().

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::CVaRVector< Real >::vec_
protected

Definition at line 55 of file ROL_CVaRVector.hpp.

Referenced by ROL::CVaRVector< Real >::getVector().

template<class Real>
Teuchos::RCP<Vector<Real> > ROL::CVaRVector< Real >::dual_vec1_
mutableprotected

Definition at line 57 of file ROL_CVaRVector.hpp.

template<class Real>
Teuchos::RCP<CVaRVector<Real> > ROL::CVaRVector< Real >::dual_vec_
mutableprotected

Definition at line 58 of file ROL_CVaRVector.hpp.

Referenced by ROL::CVaRVector< Real >::dual().

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