44 #ifndef ROL_RISKMEASURE_HPP 45 #define ROL_RISKMEASURE_HPP 100 Teuchos::RCP<Vector<Real> >
g_;
101 Teuchos::RCP<Vector<Real> >
hv_;
124 g_ = (x0->dual()).clone();
125 hv_ = (x0->dual()).clone();
163 virtual void update(
const Real val,
const Real weight) {
164 val_ += weight * val;
197 hv_->axpy(weight,hv);
virtual void getHessVec(Vector< Real > &hv, SampleGenerator< Real > &sampler)
Return risk measure Hessian-times-a-vector.
virtual Real getValue(SampleGenerator< Real > &sampler)
Return risk measure value.
void sumAll(Real *input, Real *output, int dim) const
virtual void getGradient(Vector< Real > &g, SampleGenerator< Real > &sampler)
Return risk measure (sub)gradient.
Defines the linear algebra or vector space interface.
Teuchos::RCP< Vector< Real > > dualVector_
virtual void update(const Real val, const Vector< Real > &g, const Real gv, const Vector< Real > &hv, const Real weight)
Update internal risk measure storage for Hessian-time-a-vector computation.
Teuchos::RCP< Vector< Real > > hv_
virtual void update(const Real val, const Real weight)
Update internal risk measure storage for value computation.
virtual void update(const Real val, const Vector< Real > &g, const Real weight)
Update internal risk measure storage for gradient computation.
virtual void reset(Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x)
Reset internal risk measure storage. Called for value and gradient computation.
Provides the interface to implement risk measures.
virtual void reset(Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x, Teuchos::RCP< Vector< Real > > &v0, const Vector< Real > &v)
Reset internal risk measure storage. Called for Hessian-times-a-vector computation.
Teuchos::RCP< Vector< Real > > g_