#include <ROL_PD_CVaR.hpp>

Inheritance diagram for ROL::PD_CVaR< Real >:

Public Member Functions
	PD_CVaR (const Real alpha, const Real beta)
void	setStorage (const Ptr< ScalarController< Real > > &value_storage, const Ptr< VectorController< Real > > &gradient_storage)
void	setHessVecStorage (const Ptr< ScalarController< Real > > &gradvec_storage, const Ptr< VectorController< Real > > &hessvec_storage)
void	initialize (const Vector< Real > &x)
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)
Public Member Functions inherited from ROL::PD_RandVarFunctional< Real >
	PD_RandVarFunctional (void)
void	setData (SampleGenerator< Real > &sampler, const Real pen, const Real lam=0.0)
virtual Real	computeDual (SampleGenerator< Real > &sampler)
void	updateDual (SampleGenerator< Real > &sampler)
void	updatePenalty (const Real pen)

Private Member Functions
void	initializeStorage (void)
void	clear (void)
void	checkInputs (void)

Private Attributes
Real	alpha_
Real	beta_
Ptr< ScalarController< Real > >	values_
Ptr< ScalarController< Real > >	gradvecs_
Ptr< VectorController< Real > >	gradients_
Ptr< VectorController< Real > >	hessvecs_

Additional Inherited Members
Protected Member Functions inherited from ROL::PD_RandVarFunctional< Real >
void	setValue (const Real val, const std::vector< Real > &pt)
void	getMultiplier (Real &lam, const std::vector< Real > &pt) const
void	setMultiplier (Real &lam, const std::vector< Real > &pt)
Real	getPenaltyParameter (void) const
Real	ppf (const Real x, const Real t, const Real r, const int deriv=0) const

Detailed Description

template<class Real>
class ROL::PD_CVaR< Real >

Definition at line 19 of file ROL_PD_CVaR.hpp.

Constructor & Destructor Documentation

◆ PD_CVaR()

template<class Real>

ROL::PD_CVaR< Real >::PD_CVaR	(	const Real	alpha,
		const Real	beta )

inline

Definition at line 73 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, checkInputs(), and ROL::PD_RandVarFunctional< Real >::PD_RandVarFunctional().

Member Function Documentation

◆ initializeStorage()

template<class Real>

void ROL::PD_CVaR< Real >::initializeStorage ( void )

inlineprivate

Definition at line 48 of file ROL_PD_CVaR.hpp.

References gradients_, gradvecs_, hessvecs_, and values_.

Referenced by checkInputs().

◆ clear()

template<class Real>

void ROL::PD_CVaR< Real >::clear ( void )

inlineprivate

Definition at line 58 of file ROL_PD_CVaR.hpp.

References gradvecs_, and hessvecs_.

Referenced by initialize().

◆ checkInputs()

template<class Real>

void ROL::PD_CVaR< Real >::checkInputs ( void )

inlineprivate

Definition at line 63 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, initializeStorage(), and zero.

Referenced by PD_CVaR().

◆ setStorage()

template<class Real>

void ROL::PD_CVaR< Real >::setStorage	(	const Ptr< ScalarController< Real > > &	value_storage,
		const Ptr< VectorController< Real > > &	gradient_storage )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 78 of file ROL_PD_CVaR.hpp.

References gradients_, ROL::PD_RandVarFunctional< Real >::setStorage(), and values_.

◆ setHessVecStorage()

template<class Real>

void ROL::PD_CVaR< Real >::setHessVecStorage	(	const Ptr< ScalarController< Real > > &	gradvec_storage,
		const Ptr< VectorController< Real > > &	hessvec_storage )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 85 of file ROL_PD_CVaR.hpp.

References gradvecs_, hessvecs_, and ROL::PD_RandVarFunctional< Real >::setHessVecStorage().

◆ initialize()

template<class Real>

void ROL::PD_CVaR< Real >::initialize ( const Vector< Real > & x )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 92 of file ROL_PD_CVaR.hpp.

References clear(), and ROL::PD_RandVarFunctional< Real >::initialize().

◆ updateValue()

template<class Real>

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

inline

Definition at line 97 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::PD_RandVarFunctional< Real >::ppf(), and ROL::PD_RandVarFunctional< Real >::setValue().

◆ getValue()

template<class Real>

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

inline

Definition at line 111 of file ROL_PD_CVaR.hpp.

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

◆ updateGradient()

template<class Real>

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

inline

Definition at line 119 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::PD_RandVarFunctional< Real >::ppf(), and zero.

◆ getGradient()

template<class Real>

void ROL::PD_CVaR< 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 137 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, and ROL::SampleGenerator< Real >::sumAll().

◆ updateHessVec()

template<class Real>

void ROL::PD_CVaR< 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 151 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::PD_RandVarFunctional< Real >::ppf(), and zero.

◆ getHessVec()

template<class Real>

void ROL::PD_CVaR< 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 )

inline

Definition at line 178 of file ROL_PD_CVaR.hpp.

References alpha_, beta_, and ROL::SampleGenerator< Real >::sumAll().

Member Data Documentation

◆ alpha_

template<class Real>

Real ROL::PD_CVaR< Real >::alpha_

private

Definition at line 21 of file ROL_PD_CVaR.hpp.

Referenced by checkInputs(), getGradient(), getHessVec(), getValue(), PD_CVaR(), updateGradient(), updateHessVec(), and updateValue().

◆ beta_

template<class Real>

Real ROL::PD_CVaR< Real >::beta_

private

Definition at line 22 of file ROL_PD_CVaR.hpp.

Referenced by checkInputs(), getGradient(), getHessVec(), PD_CVaR(), updateGradient(), updateHessVec(), and updateValue().

◆ values_

template<class Real>

Ptr<ScalarController<Real> > ROL::PD_CVaR< Real >::values_

private

Definition at line 24 of file ROL_PD_CVaR.hpp.

Referenced by initializeStorage(), and setStorage().

◆ gradvecs_

template<class Real>

Ptr<ScalarController<Real> > ROL::PD_CVaR< Real >::gradvecs_

private

Definition at line 25 of file ROL_PD_CVaR.hpp.

Referenced by clear(), initializeStorage(), and setHessVecStorage().

◆ gradients_

template<class Real>

Ptr<VectorController<Real> > ROL::PD_CVaR< Real >::gradients_

private

Definition at line 26 of file ROL_PD_CVaR.hpp.

Referenced by initializeStorage(), and setStorage().

◆ hessvecs_

template<class Real>

Ptr<VectorController<Real> > ROL::PD_CVaR< Real >::hessvecs_

private

Definition at line 27 of file ROL_PD_CVaR.hpp.

Referenced by clear(), initializeStorage(), and setHessVecStorage().

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

ROL_PD_CVaR.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ PD_CVaR()

Member Function Documentation

◆ initializeStorage()

◆ clear()

◆ checkInputs()

◆ setStorage()

◆ setHessVecStorage()

◆ initialize()

◆ updateValue()

◆ getValue()

◆ updateGradient()

◆ getGradient()

◆ updateHessVec()

◆ getHessVec()

Member Data Documentation

◆ alpha_

◆ beta_

◆ values_

◆ gradvecs_

◆ gradients_

◆ hessvecs_