ROL
ROL::SecondOrderCVaR< Real > Member List

This is the complete list of members for ROL::SecondOrderCVaR< Real >, including all inherited members.

alpha_ROL::SecondOrderCVaR< Real >private
buildMixedQuantile(const std::vector< Real > &pts, const std::vector< Real > &wts, const ROL::Ptr< PlusFunction< Real > > &pf)ROL::SpectralRisk< Real >inlineprotected
buildQuadFromDist(std::vector< Real > &pts, std::vector< Real > &wts, const int nQuad, const ROL::Ptr< Distribution< Real > > &dist) constROL::SpectralRisk< Real >inlineprotected
checkInputs(void) constROL::SecondOrderCVaR< Real >inlineprivate
computeGradient(Vector< Real > &g, Objective< Real > &obj, const Vector< Real > &x, Real &tol)ROL::RandVarFunctional< Real >inlineprotected
computeGradVec(Vector< Real > &g, Objective< Real > &obj, const Vector< Real > &v, const Vector< Real > &x, Real &tol)ROL::RandVarFunctional< Real >inlineprotected
computeHessVec(Vector< Real > &hv, Objective< Real > &obj, const Vector< Real > &v, const Vector< Real > &x, Real &tol)ROL::RandVarFunctional< Real >inlineprotected
computeStatistic(const std::vector< Real > &xstat)ROL::SpectralRisk< Real >inline
computeStatistic(const Ptr< std::vector< Real > > &xstat) constROL::SpectralRisk< Real >inline
ROL::RandVarFunctional::computeStatistic(const Ptr< const std::vector< Real > > &xstat) constROL::RandVarFunctional< Real >inlinevirtual
computeValue(Objective< Real > &obj, const Vector< Real > &x, Real &tol)ROL::RandVarFunctional< Real >inlineprotected
dualVector_ROL::RandVarFunctional< Real >protected
firstReset_ROL::RandVarFunctional< Real >protected
g_ROL::RandVarFunctional< Real >protected
getGradient(Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)ROL::SpectralRisk< Real >inlinevirtual
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)ROL::SpectralRisk< Real >inlinevirtual
getValue(const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)ROL::SpectralRisk< Real >inlinevirtual
gradient_storage_ROL::RandVarFunctional< Real >private
gradvec_storage_ROL::RandVarFunctional< Real >private
gv_ROL::RandVarFunctional< Real >protected
hessvec_storage_ROL::RandVarFunctional< Real >private
hv_ROL::RandVarFunctional< Real >protected
initialize(const Vector< Real > &x)ROL::SpectralRisk< Real >inlinevirtual
initializeQuad(void)ROL::SecondOrderCVaR< Real >inlineprivate
mqq_ROL::SpectralRisk< Real >private
nQuad_ROL::SecondOrderCVaR< Real >private
plusFunction_ROL::SecondOrderCVaR< Real >private
point_ROL::RandVarFunctional< Real >protected
printQuad(const std::vector< Real > &pts, const std::vector< Real > &wts, const bool print=false) constROL::SpectralRisk< Real >inlineprotected
pts_ROL::SecondOrderCVaR< Real >private
RandVarFunctional(void)ROL::RandVarFunctional< Real >inline
resetStorage(bool flag=true)ROL::SpectralRisk< Real >inlinevirtual
resetStorage(UpdateType type)ROL::SpectralRisk< Real >inlinevirtual
SecondOrderCVaR(ROL::ParameterList &parlist)ROL::SecondOrderCVaR< Real >inline
SecondOrderCVaR(const Real alpha, const int nQuad, const ROL::Ptr< PlusFunction< Real > > &pf, const bool useGauss=true)ROL::SecondOrderCVaR< Real >inline
setHessVecStorage(const Ptr< ScalarController< Real > > &gradvec_storage, const Ptr< VectorController< Real > > &hessvec_storage)ROL::SpectralRisk< Real >inlinevirtual
setSample(const std::vector< Real > &point, const Real weight)ROL::SpectralRisk< Real >inlinevirtual
setStorage(const Ptr< ScalarController< Real > > &value_storage, const Ptr< VectorController< Real > > &gradient_storage)ROL::SpectralRisk< Real >inlinevirtual
SpectralRisk(void)ROL::SpectralRisk< Real >inline
SpectralRisk(const ROL::Ptr< Distribution< Real > > &dist, const int nQuad, const ROL::Ptr< PlusFunction< Real > > &pf)ROL::SpectralRisk< Real >inline
SpectralRisk(ROL::ParameterList &parlist)ROL::SpectralRisk< Real >inline
SpectralRisk(const std::vector< Real > &pts, const std::vector< Real > &wts, const ROL::Ptr< PlusFunction< Real > > &pf)ROL::SpectralRisk< Real >inline
storage_ROL::RandVarFunctional< Real >private
storage_hessvec_ROL::RandVarFunctional< Real >private
updateGradient(Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)ROL::SpectralRisk< Real >inlinevirtual
updateHessVec(Objective< Real > &obj, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)ROL::SpectralRisk< Real >inlinevirtual
updateValue(Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)ROL::SpectralRisk< Real >inlinevirtual
useGauss_ROL::SecondOrderCVaR< Real >private
useHessVecStorage(bool storage)ROL::RandVarFunctional< Real >inline
useStorage(bool storage)ROL::RandVarFunctional< Real >inline
val_ROL::RandVarFunctional< Real >protected
value_storage_ROL::RandVarFunctional< Real >private
weight_ROL::RandVarFunctional< Real >protected
wts_ROL::SecondOrderCVaR< Real >private
~RandVarFunctional()ROL::RandVarFunctional< Real >inlinevirtual