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

#include <ROL_PD_MeanSemiDeviation.hpp>

Inheritance diagram for ROL::PD_MeanSemiDeviation< Real >:

Public Member Functions

 PD_MeanSemiDeviation (const Real coeff)
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 coeff_
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_MeanSemiDeviation< Real >

Definition at line 18 of file ROL_PD_MeanSemiDeviation.hpp.

Constructor & Destructor Documentation

◆ PD_MeanSemiDeviation()

template<class Real>
ROL::PD_MeanSemiDeviation< Real >::PD_MeanSemiDeviation ( const Real coeff)
inline

Definition at line 69 of file ROL_PD_MeanSemiDeviation.hpp.

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

Member Function Documentation

◆ initializeStorage()

template<class Real>
void ROL::PD_MeanSemiDeviation< Real >::initializeStorage ( void )
inlineprivate

Definition at line 46 of file ROL_PD_MeanSemiDeviation.hpp.

References gradients_, gradvecs_, hessvecs_, and values_.

Referenced by checkInputs().

◆ clear()

template<class Real>
void ROL::PD_MeanSemiDeviation< Real >::clear ( void )
inlineprivate

Definition at line 56 of file ROL_PD_MeanSemiDeviation.hpp.

References gradvecs_, and hessvecs_.

Referenced by initialize().

◆ checkInputs()

template<class Real>
void ROL::PD_MeanSemiDeviation< Real >::checkInputs ( void )
inlineprivate

Definition at line 61 of file ROL_PD_MeanSemiDeviation.hpp.

References coeff_, initializeStorage(), and zero.

Referenced by PD_MeanSemiDeviation().

◆ setStorage()

template<class Real>
void ROL::PD_MeanSemiDeviation< Real >::setStorage ( const Ptr< ScalarController< Real > > & value_storage,
const Ptr< VectorController< Real > > & gradient_storage )
inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 74 of file ROL_PD_MeanSemiDeviation.hpp.

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

◆ setHessVecStorage()

template<class Real>
void ROL::PD_MeanSemiDeviation< Real >::setHessVecStorage ( const Ptr< ScalarController< Real > > & gradvec_storage,
const Ptr< VectorController< Real > > & hessvec_storage )
inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 81 of file ROL_PD_MeanSemiDeviation.hpp.

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

◆ initialize()

template<class Real>
void ROL::PD_MeanSemiDeviation< Real >::initialize ( const Vector< Real > & x)
inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 88 of file ROL_PD_MeanSemiDeviation.hpp.

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

◆ updateValue()

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

Definition at line 93 of file ROL_PD_MeanSemiDeviation.hpp.

◆ getValue()

template<class Real>
Real ROL::PD_MeanSemiDeviation< Real >::getValue ( const Vector< Real > & x,
const std::vector< Real > & xstat,
SampleGenerator< Real > & sampler )
inline

Definition at line 101 of file ROL_PD_MeanSemiDeviation.hpp.

References coeff_, ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::SampleGenerator< Real >::getMyPoint(), ROL::SampleGenerator< Real >::getMyWeight(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::SampleGenerator< Real >::numMySamples(), ROL::PD_RandVarFunctional< Real >::ppf(), ROL::PD_RandVarFunctional< Real >::setValue(), ROL::SampleGenerator< Real >::start(), ROL::SampleGenerator< Real >::sumAll(), and values_.

◆ updateGradient()

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

Definition at line 123 of file ROL_PD_MeanSemiDeviation.hpp.

◆ getGradient()

template<class Real>
void ROL::PD_MeanSemiDeviation< 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 133 of file ROL_PD_MeanSemiDeviation.hpp.

References coeff_, ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::SampleGenerator< Real >::getMyPoint(), ROL::SampleGenerator< Real >::getMyWeight(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), gradients_, ROL::SampleGenerator< Real >::numMySamples(), ROL::PD_RandVarFunctional< Real >::ppf(), ROL::SampleGenerator< Real >::start(), ROL::SampleGenerator< Real >::sumAll(), and values_.

◆ updateHessVec()

template<class Real>
void ROL::PD_MeanSemiDeviation< 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 160 of file ROL_PD_MeanSemiDeviation.hpp.

◆ getHessVec()

template<class Real>
void ROL::PD_MeanSemiDeviation< 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 175 of file ROL_PD_MeanSemiDeviation.hpp.

References coeff_, ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::SampleGenerator< Real >::getMyPoint(), ROL::SampleGenerator< Real >::getMyWeight(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), gradients_, gradvecs_, hessvecs_, ROL::SampleGenerator< Real >::numMySamples(), ROL::Vector< Real >::plus(), ROL::PD_RandVarFunctional< Real >::ppf(), ROL::SampleGenerator< Real >::start(), ROL::SampleGenerator< Real >::sumAll(), and values_.

Member Data Documentation

◆ coeff_

template<class Real>
Real ROL::PD_MeanSemiDeviation< Real >::coeff_
private

Definition at line 20 of file ROL_PD_MeanSemiDeviation.hpp.

Referenced by checkInputs(), getGradient(), getHessVec(), getValue(), and PD_MeanSemiDeviation().

◆ values_

template<class Real>
Ptr<ScalarController<Real> > ROL::PD_MeanSemiDeviation< Real >::values_
private

Definition at line 22 of file ROL_PD_MeanSemiDeviation.hpp.

Referenced by getGradient(), getHessVec(), getValue(), initializeStorage(), and setStorage().

◆ gradvecs_

template<class Real>
Ptr<ScalarController<Real> > ROL::PD_MeanSemiDeviation< Real >::gradvecs_
private

Definition at line 23 of file ROL_PD_MeanSemiDeviation.hpp.

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

◆ gradients_

template<class Real>
Ptr<VectorController<Real> > ROL::PD_MeanSemiDeviation< Real >::gradients_
private

Definition at line 24 of file ROL_PD_MeanSemiDeviation.hpp.

Referenced by getGradient(), getHessVec(), initializeStorage(), and setStorage().

◆ hessvecs_

template<class Real>
Ptr<VectorController<Real> > ROL::PD_MeanSemiDeviation< Real >::hessvecs_
private

Definition at line 25 of file ROL_PD_MeanSemiDeviation.hpp.

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

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