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

ROL

#include <ROL_ExpUtility.hpp>

Inheritance diagram for ROL::ExpUtility< Real >:

Public Member Functions
	ExpUtility (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)

virtual void	getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler)

virtual void	getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler)

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

	RiskMeasure (void)

Private Attributes
Teuchos::RCP< Vector< Real > >	scaledGradient_

Teuchos::RCP< Vector< Real > >	dualVector_

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::ExpUtility< Real >

Definition at line 52 of file ROL_ExpUtility.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::ExpUtility< Real >::ExpUtility ( void )

inline

Definition at line 59 of file ROL_ExpUtility.hpp.

Member Function Documentation

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 61 of file ROL_ExpUtility.hpp.

References ROL::Vector< Real >::dual(), and ROL::RiskMeasure< Real >::reset().

template<class Real >

void ROL::ExpUtility< 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 72 of file ROL_ExpUtility.hpp.

References ROL::Vector< Real >::dual(), and ROL::RiskMeasure< Real >::reset().

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 84 of file ROL_ExpUtility.hpp.

template<class Real >

void ROL::ExpUtility< Real >::update	(	const Real	val,
		const Vector< Real > &	g,
		const Real	weight
	)

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 88 of file ROL_ExpUtility.hpp.

template<class Real >

void ROL::ExpUtility< 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 94 of file ROL_ExpUtility.hpp.

template<class Real >

Real ROL::ExpUtility< Real >::getValue ( SampleGenerator< Real > & sampler )

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 104 of file ROL_ExpUtility.hpp.

References ROL::SampleGenerator< Real >::sumAll().

template<class Real >

virtual void ROL::ExpUtility< Real >::getGradient	(	Vector< Real > &	g,
		SampleGenerator< Real > &	sampler
	)

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 111 of file ROL_ExpUtility.hpp.

References ROL::Vector< Real >::scale(), and ROL::SampleGenerator< Real >::sumAll().

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 119 of file ROL_ExpUtility.hpp.

References ROL::Vector< Real >::plus(), ROL::Vector< Real >::scale(), and ROL::SampleGenerator< Real >::sumAll().

Member Data Documentation

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::ExpUtility< Real >::scaledGradient_

private

Definition at line 54 of file ROL_ExpUtility.hpp.

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::ExpUtility< Real >::dualVector_

private

Definition at line 55 of file ROL_ExpUtility.hpp.

template<class Real >

bool ROL::ExpUtility< Real >::firstReset_

private

Definition at line 56 of file ROL_ExpUtility.hpp.

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

ROL_ExpUtility.hpp