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

ROL

#include <ROL_RiskMeasure.hpp>

Inheritance diagram for ROL::RiskMeasure< Real >:

Public Member Functions
virtual	~RiskMeasure ()

	RiskMeasure (void)

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

virtual void	reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v)

virtual void	update (const Real val, const Real weight)

virtual void	update (const Real val, const Vector< Real > &g, const Real weight)

virtual void	update (const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight)

virtual Real	getValue (SampleGenerator< Real > &sampler)

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

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

Protected Attributes
Real	val_

Real	gv_

Teuchos::RCP< Vector< Real > >	g_

Teuchos::RCP< Vector< Real > >	hv_

bool	firstReset_

Detailed Description

template<class Real>
class ROL::RiskMeasure< Real >

Definition at line 52 of file ROL_RiskMeasure.hpp.

Constructor & Destructor Documentation

template<class Real >

virtual ROL::RiskMeasure< Real >::~RiskMeasure ( )

inlinevirtual

Definition at line 61 of file ROL_RiskMeasure.hpp.

template<class Real >

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

inline

Definition at line 63 of file ROL_RiskMeasure.hpp.

Member Function Documentation

template<class Real >

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

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::HMCR< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.

Definition at line 66 of file ROL_RiskMeasure.hpp.

References ROL::Vector< Real >::dual().

Referenced by ROL::ExpUtility< Real >::reset(), ROL::RiskMeasure< Real >::reset(), ROL::MeanVariance< Real >::reset(), ROL::MeanDeviation< Real >::reset(), ROL::HMCR< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::reset().

template<class Real >

virtual void ROL::RiskMeasure< Real >::reset	(	Teuchos::RCP< Vector< Real > > &	x0,
		const Vector< Real > &	x,
		Teuchos::RCP< Vector< Real > > &	v0,
		const Vector< Real > &	v
	)

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::HMCR< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.

Definition at line 81 of file ROL_RiskMeasure.hpp.

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

template<class Real >

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

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::HMCR< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, ROL::MeanVarianceFromTarget< Real >, and ROL::ExpUtility< Real >.

Definition at line 88 of file ROL_RiskMeasure.hpp.

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

template<class Real >

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

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::HMCR< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, ROL::MeanVarianceFromTarget< Real >, and ROL::ExpUtility< Real >.

Definition at line 92 of file ROL_RiskMeasure.hpp.

template<class Real >

virtual void ROL::RiskMeasure< Real >::update	(	const Real	val,
		const Vector< Real > &	g,
		const Real	gv,
		const Vector< Real > &	hv,
		const Real	weight
	)

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::HMCR< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, ROL::MeanVarianceFromTarget< Real >, and ROL::ExpUtility< Real >.

Definition at line 96 of file ROL_RiskMeasure.hpp.

template<class Real >

virtual Real ROL::RiskMeasure< Real >::getValue ( SampleGenerator< Real > & sampler )

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::HMCR< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.

Definition at line 101 of file ROL_RiskMeasure.hpp.

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

template<class Real >

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

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::HMCR< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.

Definition at line 107 of file ROL_RiskMeasure.hpp.

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

template<class Real >

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

inlinevirtual

Reimplemented in ROL::ExpectationQuad< Real >, ROL::HMCR< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.

Definition at line 111 of file ROL_RiskMeasure.hpp.

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

Member Data Documentation

template<class Real >

Real ROL::RiskMeasure< Real >::val_

protected

Definition at line 54 of file ROL_RiskMeasure.hpp.

template<class Real >

Real ROL::RiskMeasure< Real >::gv_

protected

Definition at line 55 of file ROL_RiskMeasure.hpp.

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::RiskMeasure< Real >::g_

protected

Definition at line 56 of file ROL_RiskMeasure.hpp.

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::RiskMeasure< Real >::hv_

protected

Definition at line 57 of file ROL_RiskMeasure.hpp.

template<class Real >

bool ROL::RiskMeasure< Real >::firstReset_

protected

Definition at line 58 of file ROL_RiskMeasure.hpp.

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

ROL_RiskMeasure.hpp