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ROL
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This is the complete list of members for ROL::SecondOrderCVaR< Real >, including all inherited members.
| alpha_ | ROL::SecondOrderCVaR< Real > | private |
| 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(void) const | ROL::SecondOrderCVaR< 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 std::vector< Real > &xstat) | ROL::SpectralRisk< Real > | inline |
| computeStatistic(const Ptr< std::vector< Real >> &xstat) const | ROL::SpectralRisk< Real > | inline |
| ROL::RandVarFunctional::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::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 |
| initializeQuad(void) | ROL::SecondOrderCVaR< Real > | inlineprivate |
| nQuad_ | ROL::SecondOrderCVaR< Real > | private |
| plusFunction_ | ROL::SecondOrderCVaR< 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::SecondOrderCVaR< Real > | private |
| RandVarFunctional(void) | ROL::RandVarFunctional< Real > | inline |
| resetStorage(bool flag=true) | ROL::SpectralRisk< Real > | inlinevirtual |
| SecondOrderCVaR(ROL::ParameterList &parlist) | ROL::SecondOrderCVaR< Real > | inline |
| SecondOrderCVaR(const Real alpha, const int nQuad, const ROL::Ptr< PlusFunction< Real > > &pf, const bool useGauss=true) | ROL::SecondOrderCVaR< Real > | inline |
| setHessVecStorage(const Ptr< SampledScalar< Real >> &gradvec_storage, const Ptr< SampledVector< Real >> &hessvec_storage) | ROL::SpectralRisk< Real > | inlinevirtual |
| setSample(const std::vector< Real > &point, const Real weight) | ROL::SpectralRisk< Real > | inlinevirtual |
| setStorage(const Ptr< SampledScalar< Real >> &value_storage, const Ptr< SampledVector< 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 |
| useGauss_ | ROL::SecondOrderCVaR< Real > | private |
| 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::SecondOrderCVaR< Real > | private |
| ~RandVarFunctional() | ROL::RandVarFunctional< Real > | inlinevirtual |
1.8.5