#include <ROL_ExpectationQuadDeviation.hpp>

Inheritance diagram for ROL::ExpectationQuadDeviation< Real >:

Public Member Functions
	ExpectationQuadDeviation (const Ptr< ExpectationQuad< Real > > &eq)
void	checkRegret (void)
	Run derivative tests for the scalar regret function.
void	updateValue (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
void	updateGradient (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
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)
Real	getValue (const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
void	getGradient (Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
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)

Private Attributes
Ptr< ExpectationQuad< Real > >	eq_

Detailed Description

template<class Real>
class ROL::ExpectationQuadDeviation< Real >

Definition at line 89 of file ROL_ExpectationQuadDeviation.hpp.

Constructor & Destructor Documentation

◆ ExpectationQuadDeviation()

template<class Real>

ROL::ExpectationQuadDeviation< Real >::ExpectationQuadDeviation ( const Ptr< ExpectationQuad< Real > > & eq )

inline

Definition at line 108 of file ROL_ExpectationQuadDeviation.hpp.

References eq_.

Member Function Documentation

◆ checkRegret()

template<class Real>

void ROL::ExpectationQuadDeviation< Real >::checkRegret ( void )

inline

Run derivative tests for the scalar regret function.

Definition at line 113 of file ROL_ExpectationQuadDeviation.hpp.

References eq_.

◆ updateValue()

template<class Real>

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

inline

Definition at line 117 of file ROL_ExpectationQuadDeviation.hpp.

References eq_.

◆ updateGradient()

template<class Real>

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

inline

Definition at line 126 of file ROL_ExpectationQuadDeviation.hpp.

References eq_, and ROL::ROL_EPSILON().

◆ updateHessVec()

template<class Real>

void ROL::ExpectationQuadDeviation< 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 )

inline

Definition at line 139 of file ROL_ExpectationQuadDeviation.hpp.

References eq_, and ROL::ROL_EPSILON().

◆ getValue()

template<class Real>

Real ROL::ExpectationQuadDeviation< Real >::getValue	(	const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		SampleGenerator< Real > &	sampler )

inline

Definition at line 159 of file ROL_ExpectationQuadDeviation.hpp.

References ROL::SampleGenerator< Real >::sumAll().

◆ getGradient()

template<class Real>

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

inline

Definition at line 167 of file ROL_ExpectationQuadDeviation.hpp.

References ROL::SampleGenerator< Real >::sumAll().

◆ getHessVec()

template<class Real>

void ROL::ExpectationQuadDeviation< 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 )