#include <ROL_GenMoreauYosidaCVaR.hpp>

Inheritance diagram for ROL::GenMoreauYosidaCVaR< Real >:

Public Member Functions
	GenMoreauYosidaCVaR (Real prob, Real eps)
	Constructor. More...

	GenMoreauYosidaCVaR (Real prob, Real lam, Real eps)
	Constructor. More...

	GenMoreauYosidaCVaR (Teuchos::ParameterList &parlist)
	Constructor. More...

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

void	setParameters (void)

Private Attributes
Real	prob_

Real	lam_

Real	eps_

Real	alpha_

Real	beta_

Real	omp_

Real	oma_

Real	bmo_

Real	lb_

Real	ub_

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::GenMoreauYosidaCVaR< Real >

Definition at line 105 of file ROL_GenMoreauYosidaCVaR.hpp.

Constructor & Destructor Documentation

◆ GenMoreauYosidaCVaR() [1/3]

template<class Real >

ROL::GenMoreauYosidaCVaR< Real >::GenMoreauYosidaCVaR	(	Real	prob,
		Real	eps
	)

inline

Constructor.

Parameters

[in]	prob	is the confidence level
[in]	eps	is the regularization parameter

Definition at line 148 of file ROL_GenMoreauYosidaCVaR.hpp.

References ROL::GenMoreauYosidaCVaR< Real >::checkInputs(), and ROL::GenMoreauYosidaCVaR< Real >::setParameters().

◆ GenMoreauYosidaCVaR() [2/3]

template<class Real >

ROL::GenMoreauYosidaCVaR< Real >::GenMoreauYosidaCVaR	(	Real	prob,
		Real	lam,
		Real	eps
	)

inline

Constructor.

Parameters

[in]	prob	is the confidence level
[in]	lam	is the convex combination parameter
[in]	eps	is the regularization parameter

Definition at line 160 of file ROL_GenMoreauYosidaCVaR.hpp.

References ROL::GenMoreauYosidaCVaR< Real >::checkInputs(), and ROL::GenMoreauYosidaCVaR< Real >::setParameters().

◆ GenMoreauYosidaCVaR() [3/3]

template<class Real >

ROL::GenMoreauYosidaCVaR< Real >::GenMoreauYosidaCVaR ( Teuchos::ParameterList & parlist )

inline

Constructor.

Parameters

[in] parlist is a parameter list specifying inputs

parlist should contain sublists "SOL"->"Risk Measure"->"Moreau-Yosida CVaR" and within the "Moreau-Yosida CVaR" sublist should have the following parameters