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

#include <ROL_ExpUtility.hpp>

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

Public Member Functions

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)
 
virtual void getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler)
 
virtual void getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler)
 
- Public Member Functions inherited from ROL::RiskMeasure< Real >
virtual ~RiskMeasure ()
 

Private Attributes

Teuchos::RCP< Vector< Real > > eg_
 

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::ExpUtility< Real >

Definition at line 52 of file ROL_ExpUtility.hpp.

Member Function Documentation

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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 57 of file ROL_ExpUtility.hpp.

References ROL::Vector< Real >::clone(), and ROL::ExpUtility< Real >::eg_.

template<class Real >
void ROL::ExpUtility< 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 66 of file ROL_ExpUtility.hpp.

References ROL::Vector< Real >::clone(), and ROL::ExpUtility< Real >::eg_.

template<class Real >
void ROL::ExpUtility< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 77 of file ROL_ExpUtility.hpp.

template<class Real >
void ROL::ExpUtility< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 81 of file ROL_ExpUtility.hpp.

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

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 87 of file ROL_ExpUtility.hpp.

References ROL::ExpUtility< Real >::eg_.

template<class Real >
Real ROL::ExpUtility< Real >::getValue ( SampleGenerator< Real > &  sampler)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 97 of file ROL_ExpUtility.hpp.

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

template<class Real >
virtual void ROL::ExpUtility< Real >::getGradient ( Vector< Real > &  g,
SampleGenerator< Real > &  sampler 
)
inlinevirtual
template<class Real >
virtual void ROL::ExpUtility< Real >::getHessVec ( Vector< Real > &  hv,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Member Data Documentation

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::ExpUtility< Real >::eg_
private

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