ROL
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#include <ROL_CVaR.hpp>
Public Member Functions | |
CVaR (Real prob, Real coeff, 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) |
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virtual | ~RiskMeasure () |
Private Attributes | |
Real | prob_ |
Real | coeff_ |
Real | xvar_ |
Real | vvar_ |
Teuchos::RCP< PlusFunction < Real > > | plusFunction_ |
Additional Inherited Members | |
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Real | val_ |
Real | gv_ |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | hv_ |
Definition at line 54 of file ROL_CVaR.hpp.
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inline |
Definition at line 64 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, and ROL::CVaR< Real >::prob_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 75 of file ROL_CVaR.hpp.
References ROL::CVaRVector< Real >::getVaR(), ROL::CVaRVector< Real >::getVector(), and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 84 of file ROL_CVaR.hpp.
References ROL::CVaRVector< Real >::getVaR(), ROL::CVaRVector< Real >::getVector(), ROL::CVaR< Real >::vvar_, and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 97 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::plusFunction_, ROL::CVaR< Real >::prob_, and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 102 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::plusFunction_, ROL::CVaR< Real >::prob_, and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 109 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::plusFunction_, ROL::CVaR< Real >::prob_, ROL::CVaR< Real >::vvar_, and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 120 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::SampleGenerator< Real >::sumAll(), and ROL::CVaR< Real >::xvar_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 128 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::prob_, ROL::CVaRVector< Real >::setVaR(), ROL::CVaRVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 142 of file ROL_CVaR.hpp.
References ROL::CVaR< Real >::coeff_, ROL::CVaR< Real >::prob_, ROL::CVaRVector< Real >::setVaR(), ROL::CVaRVector< Real >::setVector(), and ROL::SampleGenerator< Real >::sumAll().
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private |
Definition at line 56 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::CVaR(), ROL::CVaR< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), and ROL::CVaR< Real >::update().
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private |
Definition at line 57 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::CVaR(), ROL::CVaR< Real >::getGradient(), ROL::CVaR< Real >::getHessVec(), ROL::CVaR< Real >::getValue(), and ROL::CVaR< Real >::update().
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private |
Definition at line 58 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::getValue(), ROL::CVaR< Real >::reset(), and ROL::CVaR< Real >::update().
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private |
Definition at line 59 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::reset(), and ROL::CVaR< Real >::update().
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private |
Definition at line 60 of file ROL_CVaR.hpp.
Referenced by ROL::CVaR< Real >::update().