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

#include <ROL_HMCR.hpp>

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

Public Member Functions

 HMCR (Real prob, Real coeff, unsigned order, 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_
 
unsigned order_
 
Teuchos::RCP< Vector< Real > > dualVector_
 
Teuchos::RCP< Vector< Real > > pHMdualVec0_
 
Teuchos::RCP< Vector< Real > > HMdualVec0_
 
Teuchos::RCP< Vector< Real > > pHMdualVec1_
 
Teuchos::RCP< Vector< Real > > HMdualVec1_
 
Teuchos::RCP< Vector< Real > > pHMdualVec2_
 
Teuchos::RCP< Vector< Real > > HMdualVec2_
 
Teuchos::RCP< Vector< Real > > pHMdualVec3_
 
Teuchos::RCP< Vector< Real > > HMdualVec3_
 
Real xvar_
 
Real vvar_
 
Real pnorm_
 
Real dpnorm_
 
Real dpnorm1_
 
Real pgv_
 
Real pgv1_
 
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::HMCR< Real >

Definition at line 54 of file ROL_HMCR.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::HMCR< Real >::HMCR ( Real  prob,
Real  coeff,
unsigned  order,
Teuchos::RCP< PlusFunction< Real > > &  pf 
)
inline

Definition at line 85 of file ROL_HMCR.hpp.

Member Function Documentation

template<class Real >
void ROL::HMCR< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 94 of file ROL_HMCR.hpp.

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

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

template<class Real >
void ROL::HMCR< 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 122 of file ROL_HMCR.hpp.

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

template<class Real >
void ROL::HMCR< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 139 of file ROL_HMCR.hpp.

References ROL::RiskMeasure< Real >::update().

template<class Real >
void ROL::HMCR< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 147 of file ROL_HMCR.hpp.

References ROL::RiskMeasure< Real >::update().

template<class Real >
void ROL::HMCR< 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 166 of file ROL_HMCR.hpp.

References ROL::RiskMeasure< Real >::update().

template<class Real >
Real ROL::HMCR< Real >::getValue ( SampleGenerator< Real > &  sampler)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 198 of file ROL_HMCR.hpp.

References ROL::HMCR< Real >::pnorm_, ROL::HMCR< Real >::prob_, and ROL::SampleGenerator< Real >::sumAll().

template<class Real >
void ROL::HMCR< Real >::getGradient ( Vector< Real > &  g,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 207 of file ROL_HMCR.hpp.

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

template<class Real >
void ROL::HMCR< Real >::getHessVec ( Vector< Real > &  hv,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 229 of file ROL_HMCR.hpp.

References ROL::HMCR< Real >::dpnorm1_, ROL::HMCR< Real >::dpnorm_, ROL::HMCR< Real >::pgv1_, ROL::HMCR< Real >::pgv_, ROL::HMCR< Real >::pnorm_, ROL::HMCR< 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::HMCR< Real >::plusFunction_
private

Definition at line 56 of file ROL_HMCR.hpp.

template<class Real >
Real ROL::HMCR< Real >::prob_
private

Definition at line 58 of file ROL_HMCR.hpp.

Referenced by ROL::HMCR< Real >::getGradient(), ROL::HMCR< Real >::getHessVec(), and ROL::HMCR< Real >::getValue().

template<class Real >
Real ROL::HMCR< Real >::coeff_
private

Definition at line 59 of file ROL_HMCR.hpp.

template<class Real >
unsigned ROL::HMCR< Real >::order_
private

Definition at line 61 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::dualVector_
private

Definition at line 63 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::pHMdualVec0_
private

Definition at line 64 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::HMdualVec0_
private

Definition at line 65 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::pHMdualVec1_
private

Definition at line 66 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::HMdualVec1_
private

Definition at line 67 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::pHMdualVec2_
private

Definition at line 68 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::HMdualVec2_
private

Definition at line 69 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::pHMdualVec3_
private

Definition at line 70 of file ROL_HMCR.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::HMCR< Real >::HMdualVec3_
private

Definition at line 71 of file ROL_HMCR.hpp.

template<class Real >
Real ROL::HMCR< Real >::xvar_
private

Definition at line 72 of file ROL_HMCR.hpp.

template<class Real >
Real ROL::HMCR< Real >::vvar_
private

Definition at line 73 of file ROL_HMCR.hpp.

template<class Real >
Real ROL::HMCR< Real >::pnorm_
private

Definition at line 75 of file ROL_HMCR.hpp.

Referenced by ROL::HMCR< Real >::getGradient(), ROL::HMCR< Real >::getHessVec(), and ROL::HMCR< Real >::getValue().

template<class Real >
Real ROL::HMCR< Real >::dpnorm_
private

Definition at line 76 of file ROL_HMCR.hpp.

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

template<class Real >
Real ROL::HMCR< Real >::dpnorm1_
private

Definition at line 77 of file ROL_HMCR.hpp.

Referenced by ROL::HMCR< Real >::getHessVec().

template<class Real >
Real ROL::HMCR< Real >::pgv_
private

Definition at line 78 of file ROL_HMCR.hpp.

Referenced by ROL::HMCR< Real >::getHessVec().

template<class Real >
Real ROL::HMCR< Real >::pgv1_
private

Definition at line 79 of file ROL_HMCR.hpp.

Referenced by ROL::HMCR< Real >::getHessVec().

template<class Real >
bool ROL::HMCR< Real >::firstReset_
private

Definition at line 81 of file ROL_HMCR.hpp.

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