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

ROL

#include <ROL_ExpectationQuad.hpp>

Inheritance diagram for ROL::ExpectationQuad< Real >:

Public Member Functions
	ExpectationQuad (void)

virtual Real	regret (Real x, int deriv=0)=0

virtual void	checkRegret (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< Vector< Real > >	dualVector_

Real	xstat_

Real	vstat_

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::ExpectationQuad< Real >

Definition at line 54 of file ROL_ExpectationQuad.hpp.

Constructor & Destructor Documentation

template<class Real >

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

inline

Definition at line 65 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

Member Function Documentation

template<class Real >

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

pure virtual

Implemented in ROL::TruncatedMeanQuadrangle< Real >, ROL::CVaRQuadrangle< Real >, and ROL::LogExponentialQuadrangle< Real >.

Referenced by ROL::ExpectationQuad< Real >::checkRegret(), ROL::ExpectationQuad< Real >::ExpectationQuad(), and ROL::ExpectationQuad< Real >::update().

template<class Real >

virtual void ROL::ExpectationQuad< Real >::checkRegret ( void )

inlinevirtual

Reimplemented in ROL::CVaRQuadrangle< Real >, and ROL::TruncatedMeanQuadrangle< Real >.

Definition at line 69 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

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

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 177 of file ROL_ExpectationQuad.hpp.

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

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

template<class Real >

void ROL::ExpectationQuad< 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 194 of file ROL_ExpectationQuad.hpp.

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

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 203 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 208 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

template<class Real >

void ROL::ExpectationQuad< 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 214 of file ROL_ExpectationQuad.hpp.

References ROL::ExpectationQuad< Real >::regret().

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 223 of file ROL_ExpectationQuad.hpp.

References ROL::SampleGenerator< Real >::sumAll(), and ROL::ExpectationQuad< Real >::xstat_.

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 231 of file ROL_ExpectationQuad.hpp.

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

template<class Real >

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

inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 243 of file ROL_ExpectationQuad.hpp.

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

Member Data Documentation

template<class Real >

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

private

Definition at line 57 of file ROL_ExpectationQuad.hpp.

template<class Real >

Real ROL::ExpectationQuad< Real >::xstat_

private

Definition at line 59 of file ROL_ExpectationQuad.hpp.

Referenced by ROL::ExpectationQuad< Real >::getValue().

template<class Real >

Real ROL::ExpectationQuad< Real >::vstat_

private

Definition at line 60 of file ROL_ExpectationQuad.hpp.

template<class Real >

bool ROL::ExpectationQuad< Real >::firstReset_

private

Definition at line 62 of file ROL_ExpectationQuad.hpp.

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

ROL_ExpectationQuad.hpp