#include <ROL_PD_RandVarFunctional.hpp>

Inheritance diagram for ROL::PD_RandVarFunctional< Real >:

Public Member Functions
	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)
virtual void	setStorage (const Ptr< ScalarController< Real > > &value_storage, const Ptr< VectorController< Real > > &gradient_storage)
virtual void	setHessVecStorage (const Ptr< ScalarController< Real > > &gradvec_storage, const Ptr< VectorController< Real > > &hessvec_storage)
virtual void	initialize (const Vector< Real > &x)

Protected Member Functions
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

Private Types
typedef std::vector< Real >::size_type	uint

Private Attributes
Real	pen_
int	update_
bool	setData_
Ptr< ScalarController< Real > >	values_
Ptr< ScalarController< Real > >	multipliers_
Ptr< ScalarController< Real > >	multipliers_new_

Detailed Description

template<class Real>
class ROL::PD_RandVarFunctional< Real >

Definition at line 18 of file ROL_PD_RandVarFunctional.hpp.

Member Typedef Documentation

◆ uint

template<class Real>

typedef std::vector<Real>::size_type ROL::PD_RandVarFunctional< Real >::uint

private

Definition at line 19 of file ROL_PD_RandVarFunctional.hpp.

Constructor & Destructor Documentation

◆ PD_RandVarFunctional()

template<class Real>

ROL::PD_RandVarFunctional< Real >::PD_RandVarFunctional ( void )

inline

Definition at line 68 of file ROL_PD_RandVarFunctional.hpp.

References multipliers_, multipliers_new_, pen_, setData_, update_, and values_.

Referenced by ROL::PD_BPOE< Real >::PD_BPOE(), ROL::PD_CVaR< Real >::PD_CVaR(), ROL::PD_HMCR2< Real >::PD_HMCR2(), ROL::PD_MeanSemiDeviation< Real >::PD_MeanSemiDeviation(), and ROL::PD_MeanSemiDeviationFromTarget< Real >::PD_MeanSemiDeviationFromTarget().

Member Function Documentation

◆ setValue()

template<class Real>

void ROL::PD_RandVarFunctional< Real >::setValue	(	const Real	val,
		const std::vector< Real > &	pt )

inlineprotected

Definition at line 31 of file ROL_PD_RandVarFunctional.hpp.

References values_.

Referenced by ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::PD_BPOE< Real >::updateValue(), ROL::PD_CVaR< Real >::updateValue(), ROL::PD_HMCR2< Real >::updateValue(), and ROL::PD_MeanSemiDeviationFromTarget< Real >::updateValue().

◆ getMultiplier()

template<class Real>

void ROL::PD_RandVarFunctional< Real >::getMultiplier	(	Real &	lam,
		const std::vector< Real > &	pt ) const

inlineprotected

Definition at line 36 of file ROL_PD_RandVarFunctional.hpp.

References multipliers_.

Referenced by ROL::PD_HMCR2< Real >::computeDual(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::PD_BPOE< Real >::updateGradient(), ROL::PD_CVaR< Real >::updateGradient(), ROL::PD_HMCR2< Real >::updateGradient(), ROL::PD_MeanSemiDeviationFromTarget< Real >::updateGradient(), ROL::PD_BPOE< Real >::updateHessVec(), ROL::PD_CVaR< Real >::updateHessVec(), ROL::PD_HMCR2< Real >::updateHessVec(), ROL::PD_MeanSemiDeviationFromTarget< Real >::updateHessVec(), ROL::PD_BPOE< Real >::updateValue(), ROL::PD_CVaR< Real >::updateValue(), ROL::PD_HMCR2< Real >::updateValue(), and ROL::PD_MeanSemiDeviationFromTarget< Real >::updateValue().

◆ setMultiplier()

template<class Real>

void ROL::PD_RandVarFunctional< Real >::setMultiplier	(	Real &	lam,
		const std::vector< Real > &	pt )

inlineprotected

Definition at line 40 of file ROL_PD_RandVarFunctional.hpp.

References multipliers_new_.

Referenced by ROL::PD_HMCR2< Real >::computeDual().

◆ getPenaltyParameter()

template<class Real>

Real ROL::PD_RandVarFunctional< Real >::getPenaltyParameter ( void ) const

inlineprotected

Definition at line 45 of file ROL_PD_RandVarFunctional.hpp.

References pen_.

Referenced by ROL::PD_HMCR2< Real >::computeDual(), ROL::PD_HMCR2< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::PD_HMCR2< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::PD_HMCR2< Real >::getValue(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::PD_BPOE< Real >::updateGradient(), ROL::PD_CVaR< Real >::updateGradient(), ROL::PD_HMCR2< Real >::updateGradient(), ROL::PD_MeanSemiDeviationFromTarget< Real >::updateGradient(), ROL::PD_BPOE< Real >::updateHessVec(), ROL::PD_CVaR< Real >::updateHessVec(), ROL::PD_HMCR2< Real >::updateHessVec(), ROL::PD_MeanSemiDeviationFromTarget< Real >::updateHessVec(), ROL::PD_BPOE< Real >::updateValue(), ROL::PD_CVaR< Real >::updateValue(), ROL::PD_HMCR2< Real >::updateValue(), and ROL::PD_MeanSemiDeviationFromTarget< Real >::updateValue().

◆ ppf()

template<class Real>

Real ROL::PD_RandVarFunctional< Real >::ppf	(	const Real	x,
		const Real	t,
		const Real	r,
		const int	deriv = 0 ) const

inlineprotected

Definition at line 50 of file ROL_PD_RandVarFunctional.hpp.

References zero.

Referenced by ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::PD_BPOE< Real >::updateGradient(), ROL::PD_CVaR< Real >::updateGradient(), ROL::PD_MeanSemiDeviationFromTarget< Real >::updateGradient(), ROL::PD_BPOE< Real >::updateHessVec(), ROL::PD_CVaR< Real >::updateHessVec(), ROL::PD_MeanSemiDeviationFromTarget< Real >::updateHessVec(), ROL::PD_BPOE< Real >::updateValue(), ROL::PD_CVaR< Real >::updateValue(), and ROL::PD_MeanSemiDeviationFromTarget< Real >::updateValue().

◆ setData()

template<class Real>

void ROL::PD_RandVarFunctional< Real >::setData	(	SampleGenerator< Real > &	sampler,
		const Real	pen,
		const Real	lam = 0.0 )

inline

Definition at line 75 of file ROL_PD_RandVarFunctional.hpp.

References ROL::SampleGenerator< Real >::getMyPoint(), multipliers_, ROL::SampleGenerator< Real >::numMySamples(), pen_, setData_, and ROL::SampleGenerator< Real >::start().

◆ computeDual()

template<class Real>

virtual Real ROL::PD_RandVarFunctional< Real >::computeDual ( SampleGenerator< Real > & sampler )

inlinevirtual

Reimplemented in ROL::PD_HMCR2< Real >.

Definition at line 85 of file ROL_PD_RandVarFunctional.hpp.

References ROL::SampleGenerator< Real >::getMyPoint(), ROL::SampleGenerator< Real >::getMyWeight(), multipliers_, multipliers_new_, ROL::SampleGenerator< Real >::numMySamples(), pen_, ROL::SampleGenerator< Real >::start(), ROL::SampleGenerator< Real >::sumAll(), update_, values_, and zero.

◆ updateDual()

template<class Real>

void ROL::PD_RandVarFunctional< Real >::updateDual ( SampleGenerator< Real > & sampler )

inline

Definition at line 106 of file ROL_PD_RandVarFunctional.hpp.

References ROL::SampleGenerator< Real >::getMyPoint(), multipliers_, multipliers_new_, ROL::SampleGenerator< Real >::numMySamples(), and ROL::SampleGenerator< Real >::start().

◆ updatePenalty()

template<class Real>

void ROL::PD_RandVarFunctional< Real >::updatePenalty ( const Real pen )

inline

Definition at line 114 of file ROL_PD_RandVarFunctional.hpp.

References pen_.

◆ setStorage()

template<class Real>

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

inlinevirtual

Reimplemented in ROL::PD_BPOE< Real >, ROL::PD_CVaR< Real >, ROL::PD_HMCR2< Real >, ROL::PD_MeanSemiDeviation< Real >, and ROL::PD_MeanSemiDeviationFromTarget< Real >.

Definition at line 118 of file ROL_PD_RandVarFunctional.hpp.

Referenced by ROL::PD_BPOE< Real >::setStorage(), ROL::PD_CVaR< Real >::setStorage(), ROL::PD_HMCR2< Real >::setStorage(), ROL::PD_MeanSemiDeviation< Real >::setStorage(), and ROL::PD_MeanSemiDeviationFromTarget< Real >::setStorage().

◆ setHessVecStorage()

template<class Real>

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