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

#include <ROL_MeanVarianceFromTarget.hpp>

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

Public Member Functions

 MeanVarianceFromTarget (Real target, Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf)
 
 MeanVarianceFromTarget (std::vector< Real > &target, std::vector< Real > &order, std::vector< Real > &coeff, Teuchos::RCP< PositiveFunction< 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 ()
 

Private Attributes

std::vector< Real > target_
 
std::vector< Real > order_
 
std::vector< Real > coeff_
 
Teuchos::RCP< PositiveFunction
< Real > > 
positiveFunction_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::RiskMeasure< Real >
Real val_
 
Real gv_
 
Teuchos::RCP< Vector< Real > > g_
 
Teuchos::RCP< Vector< Real > > hv_
 

Detailed Description

template<class Real>
class ROL::MeanVarianceFromTarget< Real >

Definition at line 53 of file ROL_MeanVarianceFromTarget.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::MeanVarianceFromTarget< Real >::MeanVarianceFromTarget ( Real  target,
Real  order,
Real  coeff,
Teuchos::RCP< PositiveFunction< Real > > &  pf 
)
inline
template<class Real >
ROL::MeanVarianceFromTarget< Real >::MeanVarianceFromTarget ( std::vector< Real > &  target,
std::vector< Real > &  order,
std::vector< Real > &  coeff,
Teuchos::RCP< PositiveFunction< Real > > &  pf 
)
inline

Member Function Documentation

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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 88 of file ROL_MeanVarianceFromTarget.hpp.

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

template<class Real >
void ROL::MeanVarianceFromTarget< 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 96 of file ROL_MeanVarianceFromTarget.hpp.

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

template<class Real >
void ROL::MeanVarianceFromTarget< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual
template<class Real >
void ROL::MeanVarianceFromTarget< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual
template<class Real >
void ROL::MeanVarianceFromTarget< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  gv,
const Vector< Real > &  hv,
const Real  weight 
)
inlinevirtual
template<class Real >
Real ROL::MeanVarianceFromTarget< Real >::getValue ( SampleGenerator< Real > &  sampler)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 145 of file ROL_MeanVarianceFromTarget.hpp.

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

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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 152 of file ROL_MeanVarianceFromTarget.hpp.

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

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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 156 of file ROL_MeanVarianceFromTarget.hpp.

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

Member Data Documentation

template<class Real >
std::vector<Real> ROL::MeanVarianceFromTarget< Real >::target_
private
template<class Real >
std::vector<Real> ROL::MeanVarianceFromTarget< Real >::order_
private
template<class Real >
std::vector<Real> ROL::MeanVarianceFromTarget< Real >::coeff_
private
template<class Real >
Teuchos::RCP<PositiveFunction<Real> > ROL::MeanVarianceFromTarget< Real >::positiveFunction_
private

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