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

#include <ROL_PD_RandVarFunctional.hpp>

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

Public Member Functions

 PD_RandVarFunctional (void)
 
void setData (SampleGenerator< Real > &sampler, const Real pen, const Real lam=0.0)
 
virtual Real computeDual (SampleGenerator< Real > &sampler)
 
void updateDual (SampleGenerator< Real > &sampler)
 
void updatePenalty (const Real pen)
 
virtual void setStorage (const Ptr< ScalarController< Real >> &value_storage, const Ptr< VectorController< Real >> &gradient_storage)
 
virtual void setHessVecStorage (const Ptr< ScalarController< Real >> &gradvec_storage, const Ptr< VectorController< Real >> &hessvec_storage)
 
virtual void initialize (const Vector< Real > &x)
 Initialize temporary variables. More...
 
- Public Member Functions inherited from ROL::RandVarFunctional< Real >
virtual ~RandVarFunctional ()
 
 RandVarFunctional (void)
 
 weight_ (0)
 
void useStorage (bool storage)
 
void useHessVecStorage (bool storage)
 
virtual void resetStorage (bool flag=true)
 Reset internal storage. More...
 
virtual void resetStorage (UpdateType type)
 
virtual void setSample (const std::vector< Real > &point, const Real weight)
 
virtual Real computeStatistic (const Ptr< const std::vector< Real >> &xstat) const
 Compute statistic. More...
 
virtual void updateValue (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
 Update internal storage for value computation. More...
 
virtual void updateGradient (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
 Update internal risk measure storage for gradient computation. More...
 
virtual void updateHessVec (Objective< Real > &obj, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
 Update internal risk measure storage for Hessian-time-a-vector computation. More...
 
virtual Real getValue (const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
 Return risk measure value. More...
 
virtual void getGradient (Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
 Return risk measure (sub)gradient. More...
 
virtual void 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)
 Return risk measure Hessian-times-a-vector. More...
 

Protected Member Functions

void setValue (const Real val, const std::vector< Real > &pt)
 
void getMultiplier (Real &lam, const std::vector< Real > &pt) const
 
void setMultiplier (Real &lam, const std::vector< Real > &pt)
 
Real getPenaltyParameter (void) const
 
Real ppf (const Real x, const Real t, const Real r, const int deriv=0) const
 
- Protected Member Functions inherited from ROL::RandVarFunctional< Real >
Real computeValue (Objective< Real > &obj, const Vector< Real > &x, Real &tol)
 
void computeGradient (Vector< Real > &g, Objective< Real > &obj, const Vector< Real > &x, Real &tol)
 
Real computeGradVec (Vector< Real > &g, Objective< Real > &obj, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 
void computeHessVec (Vector< Real > &hv, Objective< Real > &obj, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 

Private Types

typedef std::vector< Real >
::size_type 
uint
 

Private Attributes

Real pen_
 
int update_
 
bool setData_
 
Ptr< ScalarController< Real > > values_
 
Ptr< ScalarController< Real > > multipliers_
 
Ptr< ScalarController< Real > > multipliers_new_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::RandVarFunctional< Real >
Real val_
 
Real gv_
 
Ptr< Vector< Real > > g_
 
Ptr< Vector< Real > > hv_
 
Ptr< Vector< Real > > dualVector_
 
bool firstReset_
 
std::vector< Real > point_
 
Real weight_
 

Detailed Description

template<class Real>
class ROL::PD_RandVarFunctional< Real >

Definition at line 18 of file ROL_PD_RandVarFunctional.hpp.

Member Typedef Documentation

template<class Real >
typedef std::vector<Real>::size_type ROL::PD_RandVarFunctional< Real >::uint
private

Definition at line 19 of file ROL_PD_RandVarFunctional.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::PD_RandVarFunctional< Real >::PD_RandVarFunctional ( void  )
inline

Member Function Documentation

template<class Real >
void ROL::PD_RandVarFunctional< Real >::setValue ( const Real  val,
const std::vector< Real > &  pt 
)
inlineprotected
template<class Real >
void ROL::PD_RandVarFunctional< Real >::getMultiplier ( Real &  lam,
const std::vector< Real > &  pt 
) const
inlineprotected
template<class Real >
void ROL::PD_RandVarFunctional< Real >::setMultiplier ( Real &  lam,
const std::vector< Real > &  pt 
)
inlineprotected
template<class Real >
Real ROL::PD_RandVarFunctional< Real >::getPenaltyParameter ( void  ) const
inlineprotected
template<class Real >
Real ROL::PD_RandVarFunctional< Real >::ppf ( const Real  x,
const Real  t,
const Real  r,
const int  deriv = 0 
) const
inlineprotected
template<class Real >
void ROL::PD_RandVarFunctional< Real >::setData ( SampleGenerator< Real > &  sampler,
const Real  pen,
const Real  lam = 0.0 
)
inline
template<class Real >
virtual Real ROL::PD_RandVarFunctional< Real >::computeDual ( SampleGenerator< Real > &  sampler)
inlinevirtual
template<class Real >
void ROL::PD_RandVarFunctional< Real >::updateDual ( SampleGenerator< Real > &  sampler)
inline
template<class Real >
void ROL::PD_RandVarFunctional< Real >::updatePenalty ( const Real  pen)
inline
template<class Real >
virtual void ROL::PD_RandVarFunctional< Real >::setStorage ( const Ptr< ScalarController< Real >> &  value_storage,
const Ptr< VectorController< Real >> &  gradient_storage 
)
inlinevirtual
template<class Real >
virtual void ROL::PD_RandVarFunctional< Real >::setHessVecStorage ( const Ptr< ScalarController< Real >> &  gradvec_storage,
const Ptr< VectorController< Real >> &  hessvec_storage 
)
inlinevirtual
template<class Real >
virtual void ROL::PD_RandVarFunctional< Real >::initialize ( const Vector< Real > &  x)
inlinevirtual

Member Data Documentation

template<class Real >
Real ROL::PD_RandVarFunctional< Real >::pen_
private
template<class Real >
int ROL::PD_RandVarFunctional< Real >::update_
private
template<class Real >
bool ROL::PD_RandVarFunctional< Real >::setData_
private
template<class Real >
Ptr<ScalarController<Real> > ROL::PD_RandVarFunctional< Real >::values_
private
template<class Real >
Ptr<ScalarController<Real> > ROL::PD_RandVarFunctional< Real >::multipliers_
private
template<class Real >
Ptr<ScalarController<Real> > ROL::PD_RandVarFunctional< Real >::multipliers_new_
private

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