66 if ( prob < 0.0 || prob > 1.0 ) {
70 if ( coeff < 0.0 || coeff > 1.0 ) {
97 void update(
const Real val,
const Real weight) {
123 sampler.
sumAll(&val,&cvar,1);
132 sampler.
sumAll(&val,&var,1);
146 sampler.
sumAll(&val,&var,1);
Real getValue(SampleGenerator< Real > &sampler)
void getGradient(Vector< Real > &g, SampleGenerator< Real > &sampler)
void getHessVec(Vector< Real > &hv, SampleGenerator< Real > &sampler)
void update(const Real val, const Real weight)
void update(const Real val, const Vector< Real > &g, const Real weight)
Defines the linear algebra or vector space interface.
void sumAll(Real *input, Real *output, int dim) const
const Real getVaR() const
Teuchos::RCP< const Vector< Real > > getVector() const
void setVaR(const Real var)
CVaR(Real prob, Real coeff, Teuchos::RCP< PlusFunction< Real > > &pf)
Teuchos::RCP< PlusFunction< Real > > plusFunction_
void update(const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight)
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 setVector(const Vector< Real > &vec)