ROL
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#include <ROL_MeanDeviation.hpp>
Public Member Functions | |
MeanDeviation (Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf) | |
MeanDeviation (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 > | order_ |
std::vector< Real > | coeff_ |
std::vector< Real > | weights_ |
std::vector< Real > | value_storage_ |
std::vector< Teuchos::RCP < Vector< Real > > > | gradient_storage_ |
std::vector< Teuchos::RCP < Vector< Real > > > | hessvec_storage_ |
std::vector< Real > | gradvec_storage_ |
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_MeanDeviation.hpp.
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inline |
Definition at line 67 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::coeff_, and ROL::MeanDeviation< Real >::order_.
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inline |
Definition at line 74 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::coeff_, and ROL::MeanDeviation< Real >::order_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 87 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviation< Real >::gradient_storage_, ROL::MeanDeviation< Real >::gradvec_storage_, ROL::MeanDeviation< Real >::hessvec_storage_, ROL::MeanDeviation< Real >::value_storage_, and ROL::MeanDeviation< Real >::weights_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 100 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviation< Real >::gradient_storage_, ROL::MeanDeviation< Real >::gradvec_storage_, ROL::MeanDeviation< Real >::hessvec_storage_, ROL::MeanDeviation< Real >::value_storage_, and ROL::MeanDeviation< Real >::weights_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 115 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::value_storage_, and ROL::MeanDeviation< Real >::weights_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 121 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviation< Real >::gradient_storage_, ROL::MeanDeviation< Real >::value_storage_, and ROL::MeanDeviation< Real >::weights_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 132 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviation< Real >::gradient_storage_, ROL::MeanDeviation< Real >::gradvec_storage_, ROL::MeanDeviation< Real >::hessvec_storage_, ROL::MeanDeviation< Real >::value_storage_, and ROL::MeanDeviation< Real >::weights_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 151 of file ROL_MeanDeviation.hpp.
References ROL::MeanDeviation< Real >::coeff_, ROL::MeanDeviation< Real >::order_, ROL::MeanDeviation< Real >::positiveFunction_, ROL::SampleGenerator< Real >::sumAll(), ROL::MeanDeviation< Real >::value_storage_, and ROL::MeanDeviation< Real >::weights_.
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 175 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviation< Real >::coeff_, ROL::MeanDeviation< Real >::gradient_storage_, ROL::MeanDeviation< Real >::order_, ROL::MeanDeviation< Real >::positiveFunction_, ROL::SampleGenerator< Real >::sumAll(), ROL::MeanDeviation< Real >::value_storage_, ROL::MeanDeviation< Real >::weights_, and ROL::Vector< Real >::zero().
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inlinevirtual |
Reimplemented from ROL::RiskMeasure< Real >.
Definition at line 220 of file ROL_MeanDeviation.hpp.
References ROL::Vector< Real >::clone(), ROL::MeanDeviation< Real >::coeff_, ROL::MeanDeviation< Real >::gradient_storage_, ROL::MeanDeviation< Real >::gradvec_storage_, ROL::MeanDeviation< Real >::hessvec_storage_, ROL::MeanDeviation< Real >::order_, ROL::MeanDeviation< Real >::positiveFunction_, ROL::SampleGenerator< Real >::sumAll(), ROL::MeanDeviation< Real >::value_storage_, ROL::MeanDeviation< Real >::weights_, and ROL::Vector< Real >::zero().
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Definition at line 55 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::getValue(), and ROL::MeanDeviation< Real >::MeanDeviation().
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Definition at line 56 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::getValue(), and ROL::MeanDeviation< Real >::MeanDeviation().
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Definition at line 58 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::getValue(), ROL::MeanDeviation< Real >::reset(), and ROL::MeanDeviation< Real >::update().
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Definition at line 59 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::getValue(), ROL::MeanDeviation< Real >::reset(), and ROL::MeanDeviation< Real >::update().
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Definition at line 60 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::reset(), and ROL::MeanDeviation< Real >::update().
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Definition at line 61 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::reset(), and ROL::MeanDeviation< Real >::update().
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Definition at line 62 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getHessVec(), ROL::MeanDeviation< Real >::reset(), and ROL::MeanDeviation< Real >::update().
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Definition at line 64 of file ROL_MeanDeviation.hpp.
Referenced by ROL::MeanDeviation< Real >::getGradient(), ROL::MeanDeviation< Real >::getHessVec(), and ROL::MeanDeviation< Real >::getValue().