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

#include <ROL_TruncatedMeanQuadrangle.hpp>

+ Inheritance diagram for ROL::TruncatedMeanQuadrangle< Real >:

Public Member Functions

 TruncatedMeanQuadrangle (Real beta)
 
 TruncatedMeanQuadrangle (Teuchos::ParameterList &parlist)
 
Real error (Real x, int deriv=0)
 
Real regret (Real x, int deriv=0)
 Evaluate the scalar regret function at x. More...
 
void checkRegret (void)
 Run default derivative tests for the scalar regret function. More...
 
- Public Member Functions inherited from ROL::ExpectationQuad< Real >
 ExpectationQuad (void)
 
void reset (Teuchos::RCP< Vector< Real > > &x0, const Vector< Real > &x)
 Reset internal risk measure storage. Called for value and gradient computation. More...
 
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. More...
 
void update (const Real val, const Real weight)
 Update internal risk measure storage for value computation. More...
 
void update (const Real val, const Vector< Real > &g, const Real weight)
 Update internal risk measure storage for gradient computation. More...
 
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. More...
 
Real getValue (SampleGenerator< Real > &sampler)
 Return risk measure value. More...
 
void getGradient (Vector< Real > &g, SampleGenerator< Real > &sampler)
 Return risk measure (sub)gradient. More...
 
void getHessVec (Vector< Real > &hv, SampleGenerator< Real > &sampler)
 Return risk measure Hessian-times-a-vector. More...
 
- Public Member Functions inherited from ROL::RiskMeasure< Real >
virtual ~RiskMeasure ()
 
 RiskMeasure (void)
 

Private Member Functions

void checkInputs (void) const
 

Private Attributes

Real beta_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::RiskMeasure< Real >
Real val_
 
Real gv_
 
Teuchos::RCP< Vector< Real > > g_
 
Teuchos::RCP< Vector< Real > > hv_
 
Teuchos::RCP< Vector< Real > > dualVector_
 
bool firstReset_
 

Detailed Description

template<class Real>
class ROL::TruncatedMeanQuadrangle< Real >

Definition at line 52 of file ROL_TruncatedMeanQuadrangle.hpp.

Constructor & Destructor Documentation

◆ TruncatedMeanQuadrangle() [1/2]

template<class Real >
ROL::TruncatedMeanQuadrangle< Real >::TruncatedMeanQuadrangle ( Real  beta)
inline

◆ TruncatedMeanQuadrangle() [2/2]

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

Member Function Documentation

◆ checkInputs()

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

◆ error()

template<class Real >
Real ROL::TruncatedMeanQuadrangle< Real >::error ( Real  x,
int  deriv = 0 
)
inline

◆ regret()

template<class Real >
Real ROL::TruncatedMeanQuadrangle< Real >::regret ( Real  x,
int  deriv = 0 
)
inlinevirtual

Evaluate the scalar regret function at x.

Parameters
[in]xis the scalar input
[in]derivis the derivative order

This function returns \(v(x)\) or a derivative of \(v(x)\).

Implements ROL::ExpectationQuad< Real >.

Definition at line 93 of file ROL_TruncatedMeanQuadrangle.hpp.

References ROL::TruncatedMeanQuadrangle< Real >::error().

Referenced by ROL::TruncatedMeanQuadrangle< Real >::checkRegret().

◆ checkRegret()

template<class Real >
void ROL::TruncatedMeanQuadrangle< Real >::checkRegret ( void  )
inlinevirtual

Run default derivative tests for the scalar regret function.

Reimplemented from ROL::ExpectationQuad< Real >.

Definition at line 100 of file ROL_TruncatedMeanQuadrangle.hpp.

References ROL::TruncatedMeanQuadrangle< Real >::beta_, ROL::ExpectationQuad< Real >::checkRegret(), and ROL::TruncatedMeanQuadrangle< Real >::regret().

Member Data Documentation

◆ beta_

template<class Real >
Real ROL::TruncatedMeanQuadrangle< Real >::beta_
private

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