ROL
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#include <ROL_TruncatedMeanQuadrangle.hpp>
Public Member Functions | |
TruncatedMeanQuadrangle (Real beta) | |
TruncatedMeanQuadrangle (Teuchos::ParameterList &parlist) | |
Real | error (Real x, int deriv=0) |
Real | regret (Real x, int deriv=0) |
Evaluate the scalar regret function at x. More... | |
void | checkRegret (void) |
Run default derivative tests for the scalar regret function. More... | |
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ExpectationQuad (void) | |
void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x) |
Reset internal risk measure storage. Called for value and gradient computation. More... | |
void | reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v) |
Reset internal risk measure storage. Called for Hessian-times-a-vector computation. More... | |
void | update (const Real val, const Real weight) |
Update internal risk measure storage for value computation. More... | |
void | update (const Real val, const Vector< Real > &g, const Real weight) |
Update internal risk measure storage for gradient computation. More... | |
void | update (const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight) |
Update internal risk measure storage for Hessian-time-a-vector computation. More... | |
Real | getValue (SampleGenerator< Real > &sampler) |
Return risk measure value. More... | |
void | getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler) |
Return risk measure (sub)gradient. More... | |
void | getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler) |
Return risk measure Hessian-times-a-vector. More... | |
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virtual | ~RiskMeasure () |
RiskMeasure (void) | |
Private Member Functions | |
void | checkInputs (void) const |
Private Attributes | |
Real | beta_ |
Additional Inherited Members | |
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Real | val_ |
Real | gv_ |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | hv_ |
Teuchos::RCP< Vector< Real > > | dualVector_ |
bool | firstReset_ |
Definition at line 52 of file ROL_TruncatedMeanQuadrangle.hpp.
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inline |
Definition at line 65 of file ROL_TruncatedMeanQuadrangle.hpp.
References ROL::TruncatedMeanQuadrangle< Real >::checkInputs().
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inline |
Definition at line 70 of file ROL_TruncatedMeanQuadrangle.hpp.
References ROL::TruncatedMeanQuadrangle< Real >::beta_, and ROL::TruncatedMeanQuadrangle< Real >::checkInputs().
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inlineprivate |
Definition at line 57 of file ROL_TruncatedMeanQuadrangle.hpp.
References ROL::TruncatedMeanQuadrangle< Real >::beta_.
Referenced by ROL::TruncatedMeanQuadrangle< Real >::TruncatedMeanQuadrangle().
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inline |
Definition at line 78 of file ROL_TruncatedMeanQuadrangle.hpp.
References ROL::TruncatedMeanQuadrangle< Real >::beta_.
Referenced by ROL::TruncatedMeanQuadrangle< Real >::regret().
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inlinevirtual |
Evaluate the scalar regret function at x.
[in] | x | is the scalar input |
[in] | deriv | is the derivative order |
This function returns \(v(x)\) or a derivative of \(v(x)\).
Implements ROL::ExpectationQuad< Real >.
Definition at line 93 of file ROL_TruncatedMeanQuadrangle.hpp.
References ROL::TruncatedMeanQuadrangle< Real >::error().
Referenced by ROL::TruncatedMeanQuadrangle< Real >::checkRegret().
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inlinevirtual |
Run default derivative tests for the scalar regret function.
Reimplemented from ROL::ExpectationQuad< Real >.
Definition at line 100 of file ROL_TruncatedMeanQuadrangle.hpp.
References ROL::TruncatedMeanQuadrangle< Real >::beta_, ROL::ExpectationQuad< Real >::checkRegret(), and ROL::TruncatedMeanQuadrangle< Real >::regret().
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private |