ROL
ROL::SpectralRisk< Real > Member List

This is the complete list of members for ROL::SpectralRisk< Real >, including all inherited members.

buildMixedQuantile(const std::vector< Real > &pts, const std::vector< Real > &wts, const ROL::Ptr< PlusFunction< Real > > &pf)ROL::SpectralRisk< Real >inlineprotected
buildQuadFromDist(std::vector< Real > &pts, std::vector< Real > &wts, const int nQuad, const ROL::Ptr< Distribution< Real > > &dist) const ROL::SpectralRisk< Real >inlineprotected
checkInputs(const ROL::Ptr< Distribution< Real > > &dist=ROL::nullPtr) const ROL::SpectralRisk< Real >inlineprivate
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 overrideROL::SpectralRisk< 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::SpectralRisk< 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::SpectralRisk< Real >inlinevirtual
getValue(const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)ROL::SpectralRisk< Real >inlinevirtual
gv_ROL::RandVarFunctional< Real >protected
hv_ROL::RandVarFunctional< Real >protected
initialize(const Vector< Real > &x)ROL::SpectralRisk< Real >inlinevirtual
mqq_ROL::SpectralRisk< Real >private
plusFunction_ROL::SpectralRisk< Real >private
point_ROL::RandVarFunctional< Real >protected
printQuad(const std::vector< Real > &pts, const std::vector< Real > &wts, const bool print=false) const ROL::SpectralRisk< Real >inlineprotected
pts_ROL::SpectralRisk< Real >private
RandVarFunctional(void)ROL::RandVarFunctional< Real >inline
resetStorage(bool flag=true)ROL::SpectralRisk< Real >inlinevirtual
resetStorage(UpdateType type)ROL::SpectralRisk< Real >inlinevirtual
setHessVecStorage(const Ptr< ScalarController< Real >> &gradvec_storage, const Ptr< VectorController< Real >> &hessvec_storage)ROL::SpectralRisk< Real >inlinevirtual
setSample(const std::vector< Real > &point, const Real weight)ROL::SpectralRisk< Real >inlinevirtual
setStorage(const Ptr< ScalarController< Real >> &value_storage, const Ptr< VectorController< Real >> &gradient_storage)ROL::SpectralRisk< Real >inlinevirtual
SpectralRisk(void)ROL::SpectralRisk< Real >inline
SpectralRisk(const ROL::Ptr< Distribution< Real > > &dist, const int nQuad, const ROL::Ptr< PlusFunction< Real > > &pf)ROL::SpectralRisk< Real >inline
SpectralRisk(ROL::ParameterList &parlist)ROL::SpectralRisk< Real >inline
SpectralRisk(const std::vector< Real > &pts, const std::vector< Real > &wts, const ROL::Ptr< PlusFunction< Real > > &pf)ROL::SpectralRisk< Real >inline
updateGradient(Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)ROL::SpectralRisk< 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::SpectralRisk< Real >inlinevirtual
updateValue(Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)ROL::SpectralRisk< Real >inlinevirtual
useHessVecStorage(bool storage)ROL::RandVarFunctional< Real >inline
useStorage(bool storage)ROL::RandVarFunctional< Real >inline
val_ROL::RandVarFunctional< Real >protected
weight_ROL::RandVarFunctional< Real >protected
weight_(0)ROL::RandVarFunctional< Real >inline
wts_ROL::SpectralRisk< Real >private
~RandVarFunctional()ROL::RandVarFunctional< Real >inlinevirtual