44 #ifndef ROL_LOGEXPONENTIALQUAD_HPP 45 #define ROL_LOGEXPONENTIALQUAD_HPP 87 TEUCHOS_TEST_FOR_EXCEPTION((
coeff_ <= zero), std::invalid_argument,
88 ">>> ERROR (ROL::LogExponentialQuadrangle): Rate must be positive!");
111 Teuchos::ParameterList &list
112 = parlist.sublist(
"SOL").sublist(
"Risk Measure").sublist(
"Log-Exponential Quadrangle");
113 coeff_ = list.get<Real>(
"Rate");
118 Real err(0), one(1), cx =
coeff_*x;
120 err = (std::exp(cx) - cx - one)/
coeff_;
123 err = std::exp(cx) - one;
126 err =
coeff_*std::exp(cx);
132 Real zero(0), one(1);
133 Real X = ((deriv==0) ? x : ((deriv==1) ? one : zero));
134 Real reg =
error(x,deriv) + X;
LogExponentialQuadrangle(const Real coeff=1)
Constructor.
Provides a general interface for risk measures generated through the expectation risk quadrangle...
Provides an interface for the entropic risk using the expectation risk quadrangle.
Real error(Real x, int deriv=0)
Real regret(Real x, int deriv=0)
Evaluate the scalar regret function at x.
void checkInputs(void) const
LogExponentialQuadrangle(Teuchos::ParameterList &parlist)
Constructor.