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

#include <ROL_SROMGenerator.hpp>

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

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)
 

Detailed Description

template<class Real>
class ROL::SROMGenerator< Real >

Definition at line 61 of file ROL_SROMGenerator.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::SROMGenerator< Real >::SROMGenerator ( ROL::ParameterList &  parlist,
const Ptr< BatchManager< Real >> &  bman,
const std::vector< Ptr< Distribution< Real >>> &  dist,
std::ostream &  outStream = std::cout 
)
inline

Definition at line 136 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().

Member Function Documentation

template<class Real >
void ROL::SROMGenerator< Real >::pruneSamples ( const ProbabilityVector< Real > &  prob,
const AtomVector< Real > &  atom 
)
inlineprivate

Definition at line 77 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().

template<class Real >
void ROL::SROMGenerator< Real >::refine ( void  )
inlinevirtual

Reimplemented from ROL::SampleGenerator< Real >.

Definition at line 183 of file ROL_SROMGenerator.hpp.

template<class Real >
void ROL::SROMGenerator< Real >::get_scaling_vectors ( std::vector< Real > &  typw,
std::vector< Real > &  typx 
) const
inlineprivate

Definition at line 187 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().

template<class Real >
void ROL::SROMGenerator< Real >::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
inlineprivate

Definition at line 203 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().

template<class Real >
Ptr<Objective<Real> > ROL::SROMGenerator< 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
inlineprivate

Definition at line 271 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::SROMGenerator().

template<class Real >
int ROL::SROMGenerator< Real >::numGlobalSamples ( void  ) const
inlineprivatevirtual

Reimplemented from ROL::SampleGenerator< Real >.

Definition at line 295 of file ROL_SROMGenerator.hpp.

References ROL::SROMGenerator< Real >::numSamples_.

Member Data Documentation

template<class Real >
ROL::ParameterList ROL::SROMGenerator< Real >::parlist_
private

Definition at line 64 of file ROL_SROMGenerator.hpp.

template<class Real >
std::vector<Ptr<Distribution<Real> > > ROL::SROMGenerator< Real >::dist_
private

Definition at line 66 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::get_scaling_vectors(), and ROL::SROMGenerator< Real >::initialize_vectors().

template<class Real >
const int ROL::SROMGenerator< Real >::dimension_
private

Definition at line 68 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::get_scaling_vectors(), ROL::SROMGenerator< Real >::initialize_vectors(), and ROL::SROMGenerator< Real >::pruneSamples().

template<class Real >
int ROL::SROMGenerator< Real >::numSamples_
private

Definition at line 69 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().

template<class Real >
int ROL::SROMGenerator< Real >::numMySamples_
private

Definition at line 70 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().

template<class Real >
int ROL::SROMGenerator< Real >::numNewSamples_
private

Definition at line 71 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::SROMGenerator().

template<class Real >
bool ROL::SROMGenerator< Real >::adaptive_
private

Definition at line 72 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::SROMGenerator().

template<class Real >
Real ROL::SROMGenerator< Real >::ptol_
private

Definition at line 74 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::pruneSamples(), and ROL::SROMGenerator< Real >::SROMGenerator().

template<class Real >
Real ROL::SROMGenerator< Real >::atol_
private

Definition at line 75 of file ROL_SROMGenerator.hpp.

Referenced by ROL::SROMGenerator< Real >::pruneSamples(), and ROL::SROMGenerator< Real >::SROMGenerator().

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