#include <ROL_PrimalDualRisk.hpp>

Public Member Functions
	PrimalDualRisk (const Ptr< Problem< Real > > &input, const Ptr< SampleGenerator< Real > > &sampler, ParameterList &parlist)
void	check (std::ostream &outStream=std::cout)
void	run (std::ostream &outStream=std::cout)

Private Member Functions
void	printHeader (std::ostream &outStream) const
void	print (const AlgorithmState< Real > &state, std::ostream &outStream) const
bool	checkStatus (const AlgorithmState< Real > &state, std::ostream &outStream) const

Private Attributes
const Ptr< Problem< Real > >	input_
const Ptr< SampleGenerator< Real > >	sampler_
Ptr< PD_RandVarFunctional< Real > >	rvf_
ParameterList	parlist_
int	maxit_
bool	print_
Real	gtolmin_
Real	ctolmin_
Real	ltolmin_
Real	ltolupdate_
Real	tolupdate0_
Real	tolupdate1_
Real	lalpha_
Real	lbeta_
Real	gtol_
Real	ctol_
Real	ltol_
Real	penaltyParam_
Real	maxPen_
Real	update_
int	freq_
Ptr< StochasticObjective< Real > >	pd_objective_
Ptr< Vector< Real > >	pd_vector_
Ptr< BoundConstraint< Real > >	pd_bound_
Ptr< Constraint< Real > >	pd_constraint_
Ptr< Constraint< Real > >	pd_linear_constraint_
Ptr< Problem< Real > >	pd_problem_
int	iter_
int	nfval_
int	ngrad_
int	ncval_
bool	converged_
Real	lnorm_
std::string	name_

Detailed Description

template<class Real>
class ROL::PrimalDualRisk< Real >

Definition at line 28 of file ROL_PrimalDualRisk.hpp.

Constructor & Destructor Documentation

◆ PrimalDualRisk()

template<class Real>

ROL::PrimalDualRisk< Real >::PrimalDualRisk	(	const Ptr< Problem< Real > > &	input,
		const Ptr< SampleGenerator< Real > > &	sampler,
		ParameterList &	parlist )

inline

Definition at line 69 of file ROL_PrimalDualRisk.hpp.

References converged_, ctol_, ctolmin_, freq_, gtol_, gtolmin_, input_, iter_, lalpha_, lbeta_, lnorm_, ltol_, ltolmin_, ltolupdate_, maxit_, maxPen_, name_, parlist_, pd_bound_, pd_constraint_, pd_linear_constraint_, pd_objective_, pd_problem_, pd_vector_, penaltyParam_, print_, ROL::ROL_EPSILON(), ROL::ROL_INF(), rvf_, sampler_, tolupdate0_, tolupdate1_, and update_.

Member Function Documentation

◆ check()

template<class Real>

void ROL::PrimalDualRisk< Real >::check ( std::ostream & outStream = std::cout )

inline

Definition at line 187 of file ROL_PrimalDualRisk.hpp.

References pd_problem_.

◆ run()

template<class Real>

void ROL::PrimalDualRisk< Real >::run ( std::ostream & outStream = std::cout )

inline

Definition at line 191 of file ROL_PrimalDualRisk.hpp.

References checkStatus(), converged_, ctol_, ctolmin_, ROL::EXITSTATUS_CONVERGED, ROL::EXITSTATUS_USERDEFINED, freq_, ROL::RiskVector< Real >::getVector(), gtol_, gtolmin_, input_, iter_, lalpha_, lbeta_, lnorm_, ltol_, ltolmin_, ltolupdate_, maxit_, maxPen_, ncval_, nfval_, ngrad_, parlist_, pd_problem_, penaltyParam_, print(), print_, printHeader(), ROL::ROL_INF(), rvf_, sampler_, tolupdate0_, tolupdate1_, and update_.

◆ printHeader()

template<class Real>

void ROL::PrimalDualRisk< Real >::printHeader ( std::ostream & outStream ) const

inlineprivate

Definition at line 248 of file ROL_PrimalDualRisk.hpp.

References name_, and pd_constraint_.

Referenced by run().

◆ print()

template<class Real>

void ROL::PrimalDualRisk< Real >::print	(	const AlgorithmState< Real > &	state,
		std::ostream &	outStream ) const

inlineprivate

Definition at line 277 of file ROL_PrimalDualRisk.hpp.

References ROL::AlgorithmState< Real >::cnorm, converged_, ctol_, ROL::AlgorithmState< Real >::gnorm, gtol_, ROL::AlgorithmState< Real >::iter, iter_, lnorm_, ltol_, ncval_, nfval_, ngrad_, pd_constraint_, penaltyParam_, and ROL::AlgorithmState< Real >::value.

Referenced by run().

◆ checkStatus()

template<class Real>

bool ROL::PrimalDualRisk< Real >::checkStatus	(	const AlgorithmState< Real > &	state,
		std::ostream &	outStream ) const

inlineprivate

Definition at line 305 of file ROL_PrimalDualRisk.hpp.

References ROL::AlgorithmState< Real >::cnorm, ctolmin_, ROL::AlgorithmState< Real >::gnorm, gtolmin_, lnorm_, ltolmin_, pd_constraint_, and penaltyParam_.

Referenced by run().

Member Data Documentation

◆ input_

template<class Real>

const Ptr<Problem<Real> > ROL::PrimalDualRisk< Real >::input_

private

Definition at line 30 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ sampler_

template<class Real>

const Ptr<SampleGenerator<Real> > ROL::PrimalDualRisk< Real >::sampler_

private

Definition at line 31 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ rvf_

template<class Real>

Ptr<PD_RandVarFunctional<Real> > ROL::PrimalDualRisk< Real >::rvf_

private

Definition at line 32 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ parlist_

template<class Real>

ParameterList ROL::PrimalDualRisk< Real >::parlist_

private

Definition at line 33 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ maxit_

template<class Real>

int ROL::PrimalDualRisk< Real >::maxit_

private

Definition at line 35 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ print_

template<class Real>

bool ROL::PrimalDualRisk< Real >::print_

private

Definition at line 36 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ gtolmin_

template<class Real>

Real ROL::PrimalDualRisk< Real >::gtolmin_

private

Definition at line 37 of file ROL_PrimalDualRisk.hpp.

Referenced by checkStatus(), PrimalDualRisk(), and run().

◆ ctolmin_

template<class Real>

Real ROL::PrimalDualRisk< Real >::ctolmin_

private

Definition at line 38 of file ROL_PrimalDualRisk.hpp.

Referenced by checkStatus(), PrimalDualRisk(), and run().

◆ ltolmin_

template<class Real>

Real ROL::PrimalDualRisk< Real >::ltolmin_

private

Definition at line 39 of file ROL_PrimalDualRisk.hpp.

Referenced by checkStatus(), PrimalDualRisk(), and run().

◆ ltolupdate_

template<class Real>

Real ROL::PrimalDualRisk< Real >::ltolupdate_

private

Definition at line 40 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ tolupdate0_

template<class Real>

Real ROL::PrimalDualRisk< Real >::tolupdate0_

private

Definition at line 41 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ tolupdate1_

template<class Real>

Real ROL::PrimalDualRisk< Real >::tolupdate1_

private

Definition at line 42 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ lalpha_

template<class Real>

Real ROL::PrimalDualRisk< Real >::lalpha_

private

Definition at line 43 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ lbeta_

template<class Real>

Real ROL::PrimalDualRisk< Real >::lbeta_

private

Definition at line 44 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ gtol_

template<class Real>

Real ROL::PrimalDualRisk< Real >::gtol_

private

Definition at line 46 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), print(), and run().

◆ ctol_

template<class Real>

Real ROL::PrimalDualRisk< Real >::ctol_

private

Definition at line 47 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), print(), and run().

◆ ltol_

template<class Real>

Real ROL::PrimalDualRisk< Real >::ltol_

private

Definition at line 48 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), print(), and run().

◆ penaltyParam_

template<class Real>

Real ROL::PrimalDualRisk< Real >::penaltyParam_

private

Definition at line 50 of file ROL_PrimalDualRisk.hpp.

Referenced by checkStatus(), PrimalDualRisk(), print(), and run().

◆ maxPen_

template<class Real>

Real ROL::PrimalDualRisk< Real >::maxPen_

private

Definition at line 51 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ update_

template<class Real>

Real ROL::PrimalDualRisk< Real >::update_

private

Definition at line 53 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ freq_

template<class Real>

int ROL::PrimalDualRisk< Real >::freq_

private

Definition at line 54 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and run().

◆ pd_objective_

template<class Real>

Ptr<StochasticObjective<Real> > ROL::PrimalDualRisk< Real >::pd_objective_

private

Definition at line 56 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk().

◆ pd_vector_

template<class Real>

Ptr<Vector<Real> > ROL::PrimalDualRisk< Real >::pd_vector_

private

Definition at line 57 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk().

◆ pd_bound_

template<class Real>

Ptr<BoundConstraint<Real> > ROL::PrimalDualRisk< Real >::pd_bound_

private

Definition at line 58 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk().

◆ pd_constraint_

template<class Real>

Ptr<Constraint<Real> > ROL::PrimalDualRisk< Real >::pd_constraint_

private

Definition at line 59 of file ROL_PrimalDualRisk.hpp.

Referenced by checkStatus(), PrimalDualRisk(), print(), and printHeader().

◆ pd_linear_constraint_

template<class Real>

Ptr<Constraint<Real> > ROL::PrimalDualRisk< Real >::pd_linear_constraint_

private

Definition at line 60 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk().

◆ pd_problem_

template<class Real>

Ptr<Problem<Real> > ROL::PrimalDualRisk< Real >::pd_problem_

private

Definition at line 61 of file ROL_PrimalDualRisk.hpp.

Referenced by check(), PrimalDualRisk(), and run().

◆ iter_

template<class Real>

int ROL::PrimalDualRisk< Real >::iter_

private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), print(), and run().

◆ nfval_

template<class Real>

int ROL::PrimalDualRisk< Real >::nfval_

private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by print(), and run().

◆ ngrad_

template<class Real>

int ROL::PrimalDualRisk< Real >::ngrad_

private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by print(), and run().

◆ ncval_

template<class Real>

int ROL::PrimalDualRisk< Real >::ncval_

private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by print(), and run().

◆ converged_

template<class Real>

bool ROL::PrimalDualRisk< Real >::converged_

private

Definition at line 64 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), print(), and run().

◆ lnorm_

template<class Real>

Real ROL::PrimalDualRisk< Real >::lnorm_

private

Definition at line 65 of file ROL_PrimalDualRisk.hpp.

Referenced by checkStatus(), PrimalDualRisk(), print(), and run().

◆ name_

template<class Real>

std::string ROL::PrimalDualRisk< Real >::name_

private

Definition at line 66 of file ROL_PrimalDualRisk.hpp.

Referenced by PrimalDualRisk(), and printHeader().

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

ROL_PrimalDualRisk.hpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ PrimalDualRisk()

Member Function Documentation

◆ check()

◆ run()

◆ printHeader()

◆ print()

◆ checkStatus()

Member Data Documentation

◆ input_

◆ sampler_

◆ rvf_

◆ parlist_

◆ maxit_

◆ print_

◆ gtolmin_

◆ ctolmin_

◆ ltolmin_

◆ ltolupdate_

◆ tolupdate0_

◆ tolupdate1_

◆ lalpha_

◆ lbeta_

◆ gtol_

◆ ctol_

◆ ltol_

◆ penaltyParam_

◆ maxPen_

◆ update_

◆ freq_

◆ pd_objective_

◆ pd_vector_

◆ pd_bound_

◆ pd_constraint_

◆ pd_linear_constraint_

◆ pd_problem_

◆ iter_

◆ nfval_

◆ ngrad_

◆ ncval_

◆ converged_

◆ lnorm_

◆ name_