ROL
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#include <ROL_MeanDeviationFromTarget.hpp>
Public Member Functions | |
MeanDeviationFromTarget (Real target, Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanDeviationFromTarget (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) |
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virtual | ~RiskMeasure () |
Private Attributes | |
std::vector< Real > | target_ |
std::vector< Real > | order_ |
std::vector< Real > | coeff_ |
std::vector< Real > | pval_ |
std::vector< Real > | pgv_ |
std::vector< Teuchos::RCP < Vector< Real > > > | pg0_ |
std::vector< Teuchos::RCP < Vector< Real > > > | pg_ |
std::vector< Teuchos::RCP < Vector< Real > > > | phv_ |
Teuchos::RCP< PositiveFunction < Real > > | positiveFunction_ |
Additional Inherited Members | |
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Real | val_ |
Real | gv_ |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | hv_ |
Definition at line 53 of file ROL_MeanDeviationFromTarget.hpp.
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inline |
Definition at line 66 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::MeanDeviationFromTarget< Real >::coeff_, ROL::MeanDeviationFromTarget< Real >::order_, and ROL::MeanDeviationFromTarget< Real >::target_.
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Definition at line 75 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::MeanDeviationFromTarget< Real >::coeff_, ROL::MeanDeviationFromTarget< Real >::order_, and ROL::MeanDeviationFromTarget< Real >::target_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 93 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pg0_, ROL::MeanDeviationFromTarget< Real >::pg_, ROL::MeanDeviationFromTarget< Real >::pgv_, ROL::MeanDeviationFromTarget< Real >::phv_, and ROL::MeanDeviationFromTarget< Real >::pval_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 112 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pg0_, ROL::MeanDeviationFromTarget< Real >::pg_, ROL::MeanDeviationFromTarget< Real >::pgv_, ROL::MeanDeviationFromTarget< Real >::phv_, and ROL::MeanDeviationFromTarget< Real >::pval_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 133 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::positiveFunction_, ROL::MeanDeviationFromTarget< Real >::pval_, and ROL::MeanDeviationFromTarget< Real >::target_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 143 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pg_, ROL::MeanDeviationFromTarget< Real >::positiveFunction_, ROL::MeanDeviationFromTarget< Real >::pval_, and ROL::MeanDeviationFromTarget< Real >::target_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 156 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pg0_, ROL::MeanDeviationFromTarget< Real >::pg_, ROL::MeanDeviationFromTarget< Real >::pgv_, ROL::MeanDeviationFromTarget< Real >::phv_, ROL::MeanDeviationFromTarget< Real >::positiveFunction_, ROL::MeanDeviationFromTarget< Real >::pval_, and ROL::MeanDeviationFromTarget< Real >::target_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 179 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::MeanDeviationFromTarget< Real >::coeff_, ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pval_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 191 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::Vector< Real >::axpy(), ROL::MeanDeviationFromTarget< Real >::coeff_, ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pg_, ROL::MeanDeviationFromTarget< Real >::pval_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 204 of file ROL_MeanDeviationFromTarget.hpp.
References ROL::Vector< Real >::axpy(), ROL::MeanDeviationFromTarget< Real >::coeff_, ROL::MeanDeviationFromTarget< Real >::order_, ROL::MeanDeviationFromTarget< Real >::pg0_, ROL::MeanDeviationFromTarget< Real >::pg_, ROL::MeanDeviationFromTarget< Real >::pgv_, ROL::MeanDeviationFromTarget< Real >::phv_, ROL::MeanDeviationFromTarget< Real >::pval_, and ROL::SampleGenerator< Real >::sumAll().
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Definition at line 55 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget(), and ROL::MeanDeviationFromTarget< Real >::update().
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Definition at line 56 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::getGradient(), ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::getValue(), ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget(), ROL::MeanDeviationFromTarget< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::update().
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Definition at line 57 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::getGradient(), ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::getValue(), and ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget().
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Definition at line 58 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::getGradient(), ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::getValue(), ROL::MeanDeviationFromTarget< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::update().
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Definition at line 59 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::update().
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Definition at line 60 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::update().
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Definition at line 62 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::update().
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Definition at line 63 of file ROL_MeanDeviationFromTarget.hpp.
Referenced by ROL::MeanDeviationFromTarget< Real >::update().