ROL
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This is the complete list of members for ROL::PD_CVaR< Real >, including all inherited members.
alpha_ | ROL::PD_CVaR< Real > | private |
beta_ | ROL::PD_CVaR< Real > | private |
checkInputs(void) | ROL::PD_CVaR< Real > | inlineprivate |
clear(void) | ROL::PD_CVaR< Real > | inlineprivate |
computeDual(SampleGenerator< Real > &sampler) | ROL::PD_RandVarFunctional< Real > | inlinevirtual |
computeGradient(Vector< Real > &g, Objective< Real > &obj, const Vector< Real > &x, Real &tol) | ROL::RandVarFunctional< Real > | inlineprotected |
computeGradVec(Vector< Real > &g, Objective< Real > &obj, const Vector< Real > &v, const Vector< Real > &x, Real &tol) | ROL::RandVarFunctional< Real > | inlineprotected |
computeHessVec(Vector< Real > &hv, Objective< Real > &obj, const Vector< Real > &v, const Vector< Real > &x, Real &tol) | ROL::RandVarFunctional< Real > | inlineprotected |
computeStatistic(const Ptr< const std::vector< Real >> &xstat) const | ROL::RandVarFunctional< Real > | inlinevirtual |
computeValue(Objective< Real > &obj, const Vector< Real > &x, Real &tol) | ROL::RandVarFunctional< Real > | inlineprotected |
dualVector_ | ROL::RandVarFunctional< Real > | protected |
firstReset_ | ROL::RandVarFunctional< Real > | protected |
g_ | ROL::RandVarFunctional< Real > | protected |
getGradient(Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler) | ROL::PD_CVaR< Real > | inlinevirtual |
getHessVec(Vector< Real > &hv, std::vector< Real > &hvstat, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler) | ROL::PD_CVaR< Real > | inlinevirtual |
getMultiplier(Real &lam, const std::vector< Real > &pt) const | ROL::PD_RandVarFunctional< Real > | inlineprotected |
getPenaltyParameter(void) const | ROL::PD_RandVarFunctional< Real > | inlineprotected |
getValue(const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler) | ROL::PD_CVaR< Real > | inlinevirtual |
gradients_ | ROL::PD_CVaR< Real > | private |
gradvecs_ | ROL::PD_CVaR< Real > | private |
gv_ | ROL::RandVarFunctional< Real > | protected |
hessvecs_ | ROL::PD_CVaR< Real > | private |
hv_ | ROL::RandVarFunctional< Real > | protected |
initialize(const Vector< Real > &x) | ROL::PD_CVaR< Real > | inlinevirtual |
initializeStorage(void) | ROL::PD_CVaR< Real > | inlineprivate |
PD_CVaR(const Real alpha, const Real beta) | ROL::PD_CVaR< Real > | inline |
PD_RandVarFunctional(void) | ROL::PD_RandVarFunctional< Real > | inline |
point_ | ROL::RandVarFunctional< Real > | protected |
ppf(const Real x, const Real t, const Real r, const int deriv=0) const | ROL::PD_RandVarFunctional< Real > | inlineprotected |
RandVarFunctional(void) | ROL::RandVarFunctional< Real > | inline |
resetStorage(bool flag=true) | ROL::RandVarFunctional< Real > | inlinevirtual |
resetStorage(UpdateType type) | ROL::RandVarFunctional< Real > | inlinevirtual |
setData(SampleGenerator< Real > &sampler, const Real pen, const Real lam=0.0) | ROL::PD_RandVarFunctional< Real > | inline |
setHessVecStorage(const Ptr< ScalarController< Real >> &gradvec_storage, const Ptr< VectorController< Real >> &hessvec_storage) | ROL::PD_CVaR< Real > | inlinevirtual |
setMultiplier(Real &lam, const std::vector< Real > &pt) | ROL::PD_RandVarFunctional< Real > | inlineprotected |
setSample(const std::vector< Real > &point, const Real weight) | ROL::RandVarFunctional< Real > | inlinevirtual |
setStorage(const Ptr< ScalarController< Real >> &value_storage, const Ptr< VectorController< Real >> &gradient_storage) | ROL::PD_CVaR< Real > | inlinevirtual |
setValue(const Real val, const std::vector< Real > &pt) | ROL::PD_RandVarFunctional< Real > | inlineprotected |
updateDual(SampleGenerator< Real > &sampler) | ROL::PD_RandVarFunctional< Real > | inline |
updateGradient(Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol) | ROL::PD_CVaR< Real > | inlinevirtual |
updateHessVec(Objective< Real > &obj, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol) | ROL::PD_CVaR< Real > | inlinevirtual |
updatePenalty(const Real pen) | ROL::PD_RandVarFunctional< Real > | inline |
updateValue(Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol) | ROL::PD_CVaR< Real > | inlinevirtual |
useHessVecStorage(bool storage) | ROL::RandVarFunctional< Real > | inline |
useStorage(bool storage) | ROL::RandVarFunctional< Real > | inline |
val_ | ROL::RandVarFunctional< Real > | protected |
values_ | ROL::PD_CVaR< Real > | private |
weight_ | ROL::RandVarFunctional< Real > | protected |
weight_(0) | ROL::RandVarFunctional< Real > | inline |
~RandVarFunctional() | ROL::RandVarFunctional< Real > | inlinevirtual |