10 #ifndef ROL_MEANVARIANCEQUAD_HPP
11 #define ROL_MEANVARIANCEQUAD_HPP
49 std::string type = parlist.sublist(
"SOL").get(
"Type",
"Risk Averse");
50 ROL::ParameterList list;
51 if (type ==
"Risk Averse") {
52 list = parlist.sublist(
"SOL").sublist(
"Risk Measure").sublist(
"Safety Margin");
54 else if (type ==
"Regret") {
55 list = parlist.sublist(
"SOL").sublist(
"Regret Measure").sublist(
"Mean L2");
57 else if (type ==
"Error" || type ==
"Deviation") {
58 coeff_ =
static_cast<Real
>(1);
61 coeff_ = list.get<Real>(
"Coefficient");
66 ROL_TEST_FOR_EXCEPTION((
coeff_ <= zero), std::invalid_argument,
67 ">>> ERROR (ROL::MeanVarianceQuadrangle): Coefficient must be positive!");
94 Real
error(Real x,
int deriv = 0) {
109 Real
zero(0), one(1);
110 Real X = ((deriv==0) ? x : ((deriv==1) ? one :
zero));
111 Real reg =
error(x,deriv) + X;
Real regret(Real x, int deriv=0)
Evaluate the scalar regret function at x.
Provides a general interface for risk and error measures generated through the expectation risk quadr...
MeanVarianceQuadrangle(ROL::ParameterList &parlist)
Constructor.
void checkInputs(void) const
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
MeanVarianceQuadrangle(const Real coeff=1)
Constructor.
Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle...
void parseParameterList(ROL::ParameterList &parlist)
Real error(Real x, int deriv=0)
Evaluate the scalar error function at x.