ROL
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#include <ROL_SROMGenerator.hpp>
Public Member Functions | |
SROMGenerator (ROL::ParameterList &parlist, const Ptr< BatchManager< Real >> &bman, const std::vector< Ptr< Distribution< Real >>> &dist, std::ostream &outStream=std::cout) | |
void | refine (void) |
Public Member Functions inherited from ROL::SampleGenerator< Real > | |
virtual | ~SampleGenerator () |
SampleGenerator (const ROL::Ptr< BatchManager< Real > > &bman) | |
SampleGenerator (const SampleGenerator< Real > &sampler) | |
virtual void | update (const Vector< Real > &x) |
virtual int | start (void) |
virtual Real | computeError (std::vector< Real > &vals) |
virtual Real | computeError (std::vector< ROL::Ptr< Vector< Real > > > &vals, const Vector< Real > &x) |
virtual void | setSamples (bool inConstructor=false) |
virtual int | numMySamples (void) const |
virtual std::vector< Real > | getMyPoint (const int i) const |
virtual Real | getMyWeight (const int i) const |
int | batchID (void) const |
int | numBatches (void) const |
void | sumAll (Real *input, Real *output, int dim) const |
void | sumAll (Vector< Real > &input, Vector< Real > &output) const |
void | broadcast (Real *input, int cnt, int root) const |
void | barrier (void) const |
const ROL::Ptr< BatchManager < Real > > | getBatchManager (void) const |
void | print (const std::string &filename="samples", const int prec=12) const |
Private Member Functions | |
void | pruneSamples (const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom) |
void | get_scaling_vectors (std::vector< Real > &typw, std::vector< Real > &typx) const |
void | initialize_vectors (Ptr< ProbabilityVector< Real >> &prob, Ptr< ProbabilityVector< Real >> &prob_lo, Ptr< ProbabilityVector< Real >> &prob_hi, Ptr< ProbabilityVector< Real >> &prob_eq, Ptr< AtomVector< Real >> &atom, Ptr< AtomVector< Real >> &atom_lo, Ptr< AtomVector< Real >> &atom_hi, Ptr< AtomVector< Real >> &atom_eq, Ptr< Vector< Real >> &vec, Ptr< Vector< Real >> &vec_lo, Ptr< Vector< Real >> &vec_hi, Ptr< Vector< Real >> &vec_eq, const Ptr< BatchManager< Real >> &bman) const |
Ptr< Objective< Real > > | initialize_objective (const std::vector< Ptr< Distribution< Real >>> &dist, const Ptr< BatchManager< Real >> &bman, const bool optProb, const bool optAtom, ROL::ParameterList &list) const |
int | numGlobalSamples (void) const |
Private Attributes | |
ROL::ParameterList | parlist_ |
std::vector< Ptr< Distribution < Real > > > | dist_ |
const int | dimension_ |
int | numSamples_ |
int | numMySamples_ |
int | numNewSamples_ |
bool | adaptive_ |
Real | ptol_ |
Real | atol_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::SampleGenerator< Real > | |
void | setPoints (std::vector< std::vector< Real > > &p) |
void | setWeights (std::vector< Real > &w) |
Definition at line 27 of file ROL_SROMGenerator.hpp.
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inline |
Definition at line 102 of file ROL_SROMGenerator.hpp.
References ROL::SROMGenerator< Real >::adaptive_, ROL::SROMGenerator< Real >::atol_, ROL::OptimizationProblem< Real >::check(), ROL::SROMGenerator< Real >::initialize_objective(), ROL::SROMGenerator< Real >::initialize_vectors(), ROL::SROMGenerator< Real >::numMySamples_, ROL::SROMGenerator< Real >::numNewSamples_, ROL::SROMGenerator< Real >::numSamples_, ROL::SROMGenerator< Real >::pruneSamples(), ROL::SROMGenerator< Real >::ptol_, and ROL::OptimizationSolver< Real >::solve().
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inlineprivate |
Definition at line 43 of file ROL_SROMGenerator.hpp.
References ROL::SROMGenerator< Real >::atol_, ROL::SROMGenerator< Real >::dimension_, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getProbability(), ROL::SROMGenerator< Real >::numMySamples_, ROL::SROMGenerator< Real >::ptol_, ROL::SampleGenerator< Real >::setPoints(), ROL::SampleGenerator< Real >::setWeights(), and ROL::SampleGenerator< Real >::sumAll().
Referenced by ROL::SROMGenerator< Real >::SROMGenerator().
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inlinevirtual |
Reimplemented from ROL::SampleGenerator< Real >.
Definition at line 149 of file ROL_SROMGenerator.hpp.
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inlineprivate |
Definition at line 153 of file ROL_SROMGenerator.hpp.
References ROL::SROMGenerator< Real >::dimension_, ROL::SROMGenerator< Real >::dist_, ROL::SROMGenerator< Real >::numMySamples_, and ROL::SROMGenerator< Real >::numSamples_.
Referenced by ROL::SROMGenerator< Real >::initialize_vectors().
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inlineprivate |
Definition at line 169 of file ROL_SROMGenerator.hpp.
References ROL::SROMGenerator< Real >::dimension_, ROL::SROMGenerator< Real >::dist_, ROL::SROMGenerator< Real >::get_scaling_vectors(), ROL::SROMGenerator< Real >::numMySamples_, and ROL::SROMGenerator< Real >::numSamples_.
Referenced by ROL::SROMGenerator< Real >::SROMGenerator().
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inlineprivate |
Definition at line 237 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::SROMGenerator().
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inlineprivatevirtual |
Reimplemented from ROL::SampleGenerator< Real >.
Definition at line 261 of file ROL_SROMGenerator.hpp.
References ROL::SROMGenerator< Real >::numSamples_.
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private |
Definition at line 30 of file ROL_SROMGenerator.hpp.
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private |
Definition at line 32 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::get_scaling_vectors(), and ROL::SROMGenerator< Real >::initialize_vectors().
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private |
Definition at line 34 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::get_scaling_vectors(), ROL::SROMGenerator< Real >::initialize_vectors(), and ROL::SROMGenerator< Real >::pruneSamples().
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private |
Definition at line 35 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::get_scaling_vectors(), ROL::SROMGenerator< Real >::initialize_vectors(), ROL::SROMGenerator< Real >::numGlobalSamples(), and ROL::SROMGenerator< Real >::SROMGenerator().
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private |
Definition at line 36 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::get_scaling_vectors(), ROL::SROMGenerator< Real >::initialize_vectors(), ROL::SROMGenerator< Real >::pruneSamples(), and ROL::SROMGenerator< Real >::SROMGenerator().
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Definition at line 37 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::SROMGenerator().
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Definition at line 38 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::SROMGenerator().
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private |
Definition at line 40 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::pruneSamples(), and ROL::SROMGenerator< Real >::SROMGenerator().
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private |
Definition at line 41 of file ROL_SROMGenerator.hpp.
Referenced by ROL::SROMGenerator< Real >::pruneSamples(), and ROL::SROMGenerator< Real >::SROMGenerator().