#include <ROL_MeanSemiDeviationFromTarget.hpp>

Inheritance diagram for ROL::MeanSemiDeviationFromTarget< Real >:

Public Member Functions
	MeanSemiDeviationFromTarget (const Real coeff, const Real target, const Ptr< PlusFunction< Real > > &pf)
	Constructor.
	MeanSemiDeviationFromTarget (ROL::ParameterList &parlist)
	Constructor.
void	updateValue (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
Real	getValue (const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
void	updateGradient (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
void	getGradient (Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
void	updateHessVec (Objective< Real > &obj, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
void	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)

Private Member Functions
void	checkInputs (void) const

Private Attributes
Ptr< PlusFunction< Real > >	plusFunction_
Real	coeff_
Real	target_

Detailed Description

template<class Real>
class ROL::MeanSemiDeviationFromTarget< Real >

Definition at line 37 of file ROL_MeanSemiDeviationFromTarget.hpp.

Constructor & Destructor Documentation

◆ MeanSemiDeviationFromTarget() [1/2]

template<class Real>

ROL::MeanSemiDeviationFromTarget< Real >::MeanSemiDeviationFromTarget	(	const Real	coeff,
		const Real	target,
		const Ptr< PlusFunction< Real > > &	pf )

inline

Constructor.

Parameters

[in]	coeff	is the coefficient scaling the semideviation
[in]	target	is the target scalar
[in]	pf	is the plus function or an approximation

Definition at line 72 of file ROL_MeanSemiDeviationFromTarget.hpp.

References checkInputs(), coeff_, plusFunction_, and target_.

◆ MeanSemiDeviationFromTarget() [2/2]

template<class Real>

ROL::MeanSemiDeviationFromTarget< Real >::MeanSemiDeviationFromTarget ( ROL::ParameterList & parlist )

inline

Constructor.

Parameters

[in] parlist is a parameter list specifying inputs

parlist should contain sublists "SOL"->"Risk Measure"->"Mean Plus Semi-Deviation" and within the "Mean Plus Semi-Deviation" sublist should have the following parameters

"Coefficient" (between 0 and 1)
"Target"
A sublist for plus function information.

Definition at line 88 of file ROL_MeanSemiDeviationFromTarget.hpp.

References checkInputs(), coeff_, plusFunction_, and target_.

Member Function Documentation

◆ checkInputs()

template<class Real>

void ROL::MeanSemiDeviationFromTarget< Real >::checkInputs ( void ) const

inlineprivate

Definition at line 56 of file ROL_MeanSemiDeviationFromTarget.hpp.

References coeff_, plusFunction_, and zero.

Referenced by MeanSemiDeviationFromTarget(), and MeanSemiDeviationFromTarget().

◆ updateValue()

template<class Real>

void ROL::MeanSemiDeviationFromTarget< Real >::updateValue	(	Objective< Real > &	obj,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		Real &	tol )

inline

Definition at line 101 of file ROL_MeanSemiDeviationFromTarget.hpp.

References coeff_, plusFunction_, and target_.

◆ getValue()

template<class Real>

Real ROL::MeanSemiDeviationFromTarget< Real >::getValue	(	const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		SampleGenerator< Real > &	sampler )

inline

Definition at line 110 of file ROL_MeanSemiDeviationFromTarget.hpp.

References ROL::SampleGenerator< Real >::sumAll().

◆ updateGradient()

template<class Real>

void ROL::MeanSemiDeviationFromTarget< Real >::updateGradient	(	Objective< Real > &	obj,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		Real &	tol )

inline

Definition at line 118 of file ROL_MeanSemiDeviationFromTarget.hpp.

References coeff_, plusFunction_, and target_.

◆ getGradient()

template<class Real>

void ROL::MeanSemiDeviationFromTarget< Real >::getGradient	(	Vector< Real > &	g,
		std::vector< Real > &	gstat,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		SampleGenerator< Real > &	sampler )

inline

Definition at line 129 of file ROL_MeanSemiDeviationFromTarget.hpp.

References ROL::SampleGenerator< Real >::sumAll().

◆ updateHessVec()

template<class Real>

void ROL::MeanSemiDeviationFromTarget< Real >::updateHessVec	(	Objective< Real > &	obj,
		const Vector< Real > &	v,
		const std::vector< Real > &	vstat,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		Real &	tol )

inline

Definition at line 137 of file ROL_MeanSemiDeviationFromTarget.hpp.

References coeff_, plusFunction_, and target_.

◆ getHessVec()

template<class Real>

void ROL::MeanSemiDeviationFromTarget< Real >::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 )