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

#include <ROL_MeanDeviationFromTarget.hpp>

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

Public Member Functions

 MeanDeviationFromTarget (Real target, Real order, Real coeff, Teuchos::RCP< PositiveFunction< Real > > &pf)
 
 MeanDeviationFromTarget (std::vector< Real > &target, std::vector< Real > &order, std::vector< Real > &coeff, Teuchos::RCP< PositiveFunction< Real > > &pf)
 
 MeanDeviationFromTarget (Teuchos::ParameterList &parlist)
 
void reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x)
 
void reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v)
 
void update (const Real val, const Real weight)
 
void update (const Real val, const Vector< Real > &g, const Real weight)
 
void update (const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight)
 
Real getValue (SampleGenerator< Real > &sampler)
 
void getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler)
 
void getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler)
 
- Public Member Functions inherited from ROL::RiskMeasure< Real >
virtual ~RiskMeasure ()
 
 RiskMeasure (void)
 

Private Types

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

Private Member Functions

void initialize (void)
 

Private Attributes

Teuchos::RCP< PositiveFunction< Real > > positiveFunction_
 
Teuchos::RCP< Vector< Real > > dualVector1_
 
Teuchos::RCP< Vector< Real > > dualVector2_
 
Teuchos::RCP< Vector< Real > > dualVector3_
 
Teuchos::RCP< Vector< Real > > dualVector4_
 
std::vector< Real > target_
 
std::vector< Real > order_
 
std::vector< Real > coeff_
 
uint NumMoments_
 
std::vector< Real > pval_
 
std::vector< Real > pgv_
 
std::vector< Teuchos::RCP< Vector< Real > > > pg0_
 
std::vector< Teuchos::RCP< Vector< Real > > > pg_
 
std::vector< Teuchos::RCP< Vector< Real > > > phv_
 
bool firstReset_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::RiskMeasure< Real >
Real val_
 
Real gv_
 
Teuchos::RCP< Vector< Real > > g_
 
Teuchos::RCP< Vector< Real > > hv_
 
Teuchos::RCP< Vector< Real > > dualVector_
 
bool firstReset_
 

Detailed Description

template<class Real>
class ROL::MeanDeviationFromTarget< Real >

Definition at line 58 of file ROL_MeanDeviationFromTarget.hpp.

Member Typedef Documentation

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

Definition at line 59 of file ROL_MeanDeviationFromTarget.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget ( Real  target,
Real  order,
Real  coeff,
Teuchos::RCP< PositiveFunction< Real > > &  pf 
)
inline

Definition at line 94 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::initialize().

template<class Real >
ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget ( std::vector< Real > &  target,
std::vector< Real > &  order,
std::vector< Real > &  coeff,
Teuchos::RCP< PositiveFunction< Real > > &  pf 
)
inline

Definition at line 106 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::initialize(), and ROL::MeanDeviationFromTarget< Real >::NumMoments_.

template<class Real >
ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget ( Teuchos::ParameterList &  parlist)
inline

Definition at line 126 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::initialize(), and ROL::MeanDeviationFromTarget< Real >::NumMoments_.

Member Function Documentation

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::initialize ( void  )
inlineprivate

Definition at line 82 of file ROL_MeanDeviationFromTarget.hpp.

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

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 161 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_, and ROL::RiskMeasure< Real >::reset().

Referenced by ROL::MeanDeviationFromTarget< Real >::reset().

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::reset ( Teuchos::RCP< Vector< Real > > &  x0,
const Vector< Real > &  x,
Teuchos::RCP< Vector< Real > > &  v0,
const Vector< Real > &  v 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 183 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::RiskVector< Real >::getVector(), and ROL::MeanDeviationFromTarget< Real >::reset().

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::update ( const Real  val,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 190 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_.

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 200 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_.

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::update ( const Real  val,
const Vector< Real > &  g,
const Real  gv,
const Vector< Real > &  hv,
const Real  weight 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 213 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_.

template<class Real >
Real ROL::MeanDeviationFromTarget< Real >::getValue ( SampleGenerator< Real > &  sampler)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 236 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::getGradient ( Vector< Real > &  g,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 248 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().

template<class Real >
void ROL::MeanDeviationFromTarget< Real >::getHessVec ( Vector< Real > &  hv,
SampleGenerator< Real > &  sampler 
)
inlinevirtual

Reimplemented from ROL::RiskMeasure< Real >.

Definition at line 264 of file ROL_MeanDeviationFromTarget.hpp.

References ROL::MeanDeviationFromTarget< Real >::NumMoments_, and ROL::SampleGenerator< Real >::sumAll().

Member Data Documentation

template<class Real >
Teuchos::RCP<PositiveFunction<Real> > ROL::MeanDeviationFromTarget< Real >::positiveFunction_
private

Definition at line 61 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::MeanDeviationFromTarget< Real >::dualVector1_
private

Definition at line 63 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::MeanDeviationFromTarget< Real >::dualVector2_
private

Definition at line 64 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::MeanDeviationFromTarget< Real >::dualVector3_
private

Definition at line 65 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::MeanDeviationFromTarget< Real >::dualVector4_
private

Definition at line 66 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Real> ROL::MeanDeviationFromTarget< Real >::target_
private

Definition at line 68 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Real> ROL::MeanDeviationFromTarget< Real >::order_
private

Definition at line 69 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Real> ROL::MeanDeviationFromTarget< Real >::coeff_
private

Definition at line 70 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
uint ROL::MeanDeviationFromTarget< Real >::NumMoments_
private

Definition at line 71 of file ROL_MeanDeviationFromTarget.hpp.

Referenced by ROL::MeanDeviationFromTarget< Real >::getGradient(), ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::getValue(), ROL::MeanDeviationFromTarget< Real >::MeanDeviationFromTarget(), ROL::MeanDeviationFromTarget< Real >::reset(), and ROL::MeanDeviationFromTarget< Real >::update().

template<class Real >
std::vector<Real> ROL::MeanDeviationFromTarget< Real >::pval_
private

Definition at line 73 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Real> ROL::MeanDeviationFromTarget< Real >::pgv_
private

Definition at line 74 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Teuchos::RCP<Vector<Real> > > ROL::MeanDeviationFromTarget< Real >::pg0_
private

Definition at line 76 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Teuchos::RCP<Vector<Real> > > ROL::MeanDeviationFromTarget< Real >::pg_
private

Definition at line 77 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
std::vector<Teuchos::RCP<Vector<Real> > > ROL::MeanDeviationFromTarget< Real >::phv_
private

Definition at line 78 of file ROL_MeanDeviationFromTarget.hpp.

template<class Real >
bool ROL::MeanDeviationFromTarget< Real >::firstReset_
private

Definition at line 80 of file ROL_MeanDeviationFromTarget.hpp.

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