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

#include <ROL_QuantileRadius.hpp>

Inheritance diagram for ROL::QuantileRadius< Real >:

Public Member Functions

 QuantileRadius (ROL::ParameterList &parlist)
 QuantileRadius (const Real prob, const Real coeff, const Ptr< PlusFunction< Real > > &pf)
void initialize (const Vector< Real > &x) override
Real computeStatistic (const Ptr< const std::vector< Real > > &xstat) const override
void updateValue (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol) override
Real getValue (const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler) override
void updateGradient (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol) override
void getGradient (Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler) override
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) override
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) override

Private Member Functions

void initializeQR (void)
void checkInputs (void)

Private Attributes

Ptr< PlusFunction< Real > > plusFunction_
Real prob_
Real coeff_
std::vector< Real > vec_

Detailed Description

template<class Real>
class ROL::QuantileRadius< Real >

Definition at line 21 of file ROL_QuantileRadius.hpp.

Constructor & Destructor Documentation

◆ QuantileRadius() [1/2]

template<class Real>
ROL::QuantileRadius< Real >::QuantileRadius ( ROL::ParameterList & parlist)
inline

Definition at line 60 of file ROL_QuantileRadius.hpp.

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

◆ QuantileRadius() [2/2]

template<class Real>
ROL::QuantileRadius< Real >::QuantileRadius ( const Real prob,
const Real coeff,
const Ptr< PlusFunction< Real > > & pf )
inline

Definition at line 72 of file ROL_QuantileRadius.hpp.

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

Member Function Documentation

◆ initializeQR()

template<class Real>
void ROL::QuantileRadius< Real >::initializeQR ( void )
inlineprivate

Definition at line 42 of file ROL_QuantileRadius.hpp.

References vec_, and zero.

Referenced by checkInputs().

◆ checkInputs()

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

Definition at line 48 of file ROL_QuantileRadius.hpp.

References coeff_, initializeQR(), prob_, and zero.

Referenced by QuantileRadius(), and QuantileRadius().

◆ initialize()

template<class Real>
void ROL::QuantileRadius< Real >::initialize ( const Vector< Real > & x)
inlineoverride

Definition at line 78 of file ROL_QuantileRadius.hpp.

References vec_.

◆ computeStatistic()

template<class Real>
Real ROL::QuantileRadius< Real >::computeStatistic ( const Ptr< const std::vector< Real > > & xstat) const
inlineoverride

Definition at line 83 of file ROL_QuantileRadius.hpp.

◆ updateValue()

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

Definition at line 91 of file ROL_QuantileRadius.hpp.

References coeff_, plusFunction_, and prob_.

◆ getValue()

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

Definition at line 102 of file ROL_QuantileRadius.hpp.

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

◆ updateGradient()

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

Definition at line 112 of file ROL_QuantileRadius.hpp.

References coeff_, plusFunction_, prob_, and vec_.

◆ getGradient()

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

Definition at line 127 of file ROL_QuantileRadius.hpp.

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

◆ updateHessVec()

template<class Real>
void ROL::QuantileRadius< 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 )
inlineoverride

Definition at line 139 of file ROL_QuantileRadius.hpp.

References coeff_, plusFunction_, prob_, and vec_.

◆ getHessVec()

template<class Real>
void ROL::QuantileRadius< 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 )
inlineoverride

Definition at line 160 of file ROL_QuantileRadius.hpp.

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

Member Data Documentation

◆ plusFunction_

template<class Real>
Ptr<PlusFunction<Real> > ROL::QuantileRadius< Real >::plusFunction_
private

Definition at line 23 of file ROL_QuantileRadius.hpp.

Referenced by QuantileRadius(), QuantileRadius(), updateGradient(), updateHessVec(), and updateValue().

◆ prob_

template<class Real>
Real ROL::QuantileRadius< Real >::prob_
private

Definition at line 24 of file ROL_QuantileRadius.hpp.

Referenced by checkInputs(), QuantileRadius(), QuantileRadius(), updateGradient(), updateHessVec(), and updateValue().

◆ coeff_

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

Definition at line 25 of file ROL_QuantileRadius.hpp.

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

◆ vec_

template<class Real>
std::vector<Real> ROL::QuantileRadius< Real >::vec_
private

Definition at line 26 of file ROL_QuantileRadius.hpp.

Referenced by getGradient(), getHessVec(), initialize(), initializeQR(), updateGradient(), and updateHessVec().

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