ROL
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#include <ROL_RiskMeasure.hpp>
Public Member Functions | |
virtual | ~RiskMeasure () |
virtual void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x) |
virtual void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v) |
virtual void | update (const Real val, const Real weight) |
virtual void | update (const Real val, const Vector< Real > &g, const Real weight) |
virtual void | update (const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight) |
virtual Real | getValue (SampleGenerator< Real > &sampler) |
virtual void | getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler) |
virtual void | getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler) |
Protected Attributes | |
Real | val_ |
Real | gv_ |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | hv_ |
Definition at line 52 of file ROL_RiskMeasure.hpp.
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inlinevirtual |
Definition at line 60 of file ROL_RiskMeasure.hpp.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 62 of file ROL_RiskMeasure.hpp.
References ROL::Vector< Real >::clone(), ROL::RiskMeasure< Real >::g_, ROL::RiskMeasure< Real >::gv_, ROL::RiskMeasure< Real >::hv_, and ROL::RiskMeasure< Real >::val_.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 70 of file ROL_RiskMeasure.hpp.
References ROL::Vector< Real >::clone(), ROL::RiskMeasure< Real >::g_, ROL::RiskMeasure< Real >::gv_, ROL::RiskMeasure< Real >::hv_, and ROL::RiskMeasure< Real >::val_.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 80 of file ROL_RiskMeasure.hpp.
References ROL::RiskMeasure< Real >::val_.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 84 of file ROL_RiskMeasure.hpp.
References ROL::RiskMeasure< Real >::g_.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 88 of file ROL_RiskMeasure.hpp.
References ROL::RiskMeasure< Real >::hv_.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 93 of file ROL_RiskMeasure.hpp.
References ROL::SampleGenerator< Real >::sumAll(), and ROL::RiskMeasure< Real >::val_.
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanDeviation< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 99 of file ROL_RiskMeasure.hpp.
References ROL::RiskMeasure< Real >::g_, and ROL::SampleGenerator< Real >::sumAll().
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inlinevirtual |
Reimplemented in ROL::ExpectationQuad< Real >, ROL::MeanDeviation< Real >, ROL::MeanDeviationFromTarget< Real >, ROL::MeanVariance< Real >, ROL::MeanVarianceFromTarget< Real >, ROL::CVaR< Real >, and ROL::ExpUtility< Real >.
Definition at line 103 of file ROL_RiskMeasure.hpp.
References ROL::RiskMeasure< Real >::hv_, and ROL::SampleGenerator< Real >::sumAll().
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protected |
Definition at line 54 of file ROL_RiskMeasure.hpp.
Referenced by ROL::RiskMeasure< Real >::getValue(), ROL::RiskMeasure< Real >::reset(), and ROL::RiskMeasure< Real >::update().
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Definition at line 55 of file ROL_RiskMeasure.hpp.
Referenced by ROL::RiskMeasure< Real >::reset().
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Definition at line 56 of file ROL_RiskMeasure.hpp.
Referenced by ROL::RiskMeasure< Real >::getGradient(), ROL::RiskMeasure< Real >::reset(), and ROL::RiskMeasure< Real >::update().
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protected |
Definition at line 57 of file ROL_RiskMeasure.hpp.
Referenced by ROL::RiskMeasure< Real >::getHessVec(), ROL::RiskMeasure< Real >::reset(), and ROL::RiskMeasure< Real >::update().