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

#include <ROL_PrimalDualRisk.hpp>

Public Member Functions

 PrimalDualRisk (const Ptr< Problem< Real >> &input, const Ptr< SampleGenerator< Real >> &sampler, ParameterList &parlist)
 
void check (std::ostream &outStream=std::cout)
 
void run (std::ostream &outStream=std::cout)
 

Private Member Functions

void printHeader (std::ostream &outStream) const
 
void print (const AlgorithmState< Real > &state, std::ostream &outStream) const
 
bool checkStatus (const AlgorithmState< Real > &state, std::ostream &outStream) const
 

Private Attributes

const Ptr< Problem< Real > > input_
 
const Ptr< SampleGenerator< Real > > sampler_
 
Ptr< PD_RandVarFunctional< Real > > rvf_
 
ParameterList parlist_
 
int maxit_
 
bool print_
 
Real gtolmin_
 
Real ctolmin_
 
Real ltolmin_
 
Real ltolupdate_
 
Real tolupdate0_
 
Real tolupdate1_
 
Real lalpha_
 
Real lbeta_
 
Real gtol_
 
Real ctol_
 
Real ltol_
 
Real penaltyParam_
 
Real maxPen_
 
Real update_
 
int freq_
 
Ptr< StochasticObjective< Real > > pd_objective_
 
Ptr< Vector< Real > > pd_vector_
 
Ptr< BoundConstraint< Real > > pd_bound_
 
Ptr< Constraint< Real > > pd_constraint_
 
Ptr< Constraint< Real > > pd_linear_constraint_
 
Ptr< Problem< Real > > pd_problem_
 
int iter_
 
int nfval_
 
int ngrad_
 
int ncval_
 
bool converged_
 
Real lnorm_
 
std::string name_
 

Detailed Description

template<class Real>
class ROL::PrimalDualRisk< Real >

Definition at line 62 of file ROL_PrimalDualRisk.hpp.

Constructor & Destructor Documentation

◆ PrimalDualRisk()

template<class Real >
ROL::PrimalDualRisk< Real >::PrimalDualRisk ( const Ptr< Problem< Real >> &  input,
const Ptr< SampleGenerator< Real >> &  sampler,
ParameterList &  parlist 
)
inline

Member Function Documentation

◆ check()

template<class Real >
void ROL::PrimalDualRisk< Real >::check ( std::ostream &  outStream = std::cout)
inline

Definition at line 221 of file ROL_PrimalDualRisk.hpp.

References ROL::PrimalDualRisk< Real >::pd_problem_.

◆ run()

template<class Real >
void ROL::PrimalDualRisk< Real >::run ( std::ostream &  outStream = std::cout)
inline

◆ printHeader()

template<class Real >
void ROL::PrimalDualRisk< Real >::printHeader ( std::ostream &  outStream) const
inlineprivate

◆ print()

template<class Real >
void ROL::PrimalDualRisk< Real >::print ( const AlgorithmState< Real > &  state,
std::ostream &  outStream 
) const
inlineprivate

◆ checkStatus()

template<class Real >
bool ROL::PrimalDualRisk< Real >::checkStatus ( const AlgorithmState< Real > &  state,
std::ostream &  outStream 
) const
inlineprivate

Member Data Documentation

◆ input_

template<class Real >
const Ptr<Problem<Real> > ROL::PrimalDualRisk< Real >::input_
private

◆ sampler_

template<class Real >
const Ptr<SampleGenerator<Real> > ROL::PrimalDualRisk< Real >::sampler_
private

◆ rvf_

template<class Real >
Ptr<PD_RandVarFunctional<Real> > ROL::PrimalDualRisk< Real >::rvf_
private

◆ parlist_

template<class Real >
ParameterList ROL::PrimalDualRisk< Real >::parlist_
private

Definition at line 67 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::run().

◆ maxit_

template<class Real >
int ROL::PrimalDualRisk< Real >::maxit_
private

◆ print_

template<class Real >
bool ROL::PrimalDualRisk< Real >::print_
private

◆ gtolmin_

template<class Real >
Real ROL::PrimalDualRisk< Real >::gtolmin_
private

◆ ctolmin_

template<class Real >
Real ROL::PrimalDualRisk< Real >::ctolmin_
private

◆ ltolmin_

template<class Real >
Real ROL::PrimalDualRisk< Real >::ltolmin_
private

◆ ltolupdate_

template<class Real >
Real ROL::PrimalDualRisk< Real >::ltolupdate_
private

◆ tolupdate0_

template<class Real >
Real ROL::PrimalDualRisk< Real >::tolupdate0_
private

◆ tolupdate1_

template<class Real >
Real ROL::PrimalDualRisk< Real >::tolupdate1_
private

◆ lalpha_

template<class Real >
Real ROL::PrimalDualRisk< Real >::lalpha_
private

◆ lbeta_

template<class Real >
Real ROL::PrimalDualRisk< Real >::lbeta_
private

◆ gtol_

template<class Real >
Real ROL::PrimalDualRisk< Real >::gtol_
private

◆ ctol_

template<class Real >
Real ROL::PrimalDualRisk< Real >::ctol_
private

◆ ltol_

template<class Real >
Real ROL::PrimalDualRisk< Real >::ltol_
private

◆ penaltyParam_

template<class Real >
Real ROL::PrimalDualRisk< Real >::penaltyParam_
private

◆ maxPen_

template<class Real >
Real ROL::PrimalDualRisk< Real >::maxPen_
private

◆ update_

template<class Real >
Real ROL::PrimalDualRisk< Real >::update_
private

◆ freq_

template<class Real >
int ROL::PrimalDualRisk< Real >::freq_
private

◆ pd_objective_

template<class Real >
Ptr<StochasticObjective<Real> > ROL::PrimalDualRisk< Real >::pd_objective_
private

Definition at line 90 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

◆ pd_vector_

template<class Real >
Ptr<Vector<Real> > ROL::PrimalDualRisk< Real >::pd_vector_
private

Definition at line 91 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

◆ pd_bound_

template<class Real >
Ptr<BoundConstraint<Real> > ROL::PrimalDualRisk< Real >::pd_bound_
private

Definition at line 92 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

◆ pd_constraint_

template<class Real >
Ptr<Constraint<Real> > ROL::PrimalDualRisk< Real >::pd_constraint_
private

◆ pd_linear_constraint_

template<class Real >
Ptr<Constraint<Real> > ROL::PrimalDualRisk< Real >::pd_linear_constraint_
private

Definition at line 94 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

◆ pd_problem_

template<class Real >
Ptr<Problem<Real> > ROL::PrimalDualRisk< Real >::pd_problem_
private

◆ iter_

template<class Real >
int ROL::PrimalDualRisk< Real >::iter_
private

◆ nfval_

template<class Real >
int ROL::PrimalDualRisk< Real >::nfval_
private

◆ ngrad_

template<class Real >
int ROL::PrimalDualRisk< Real >::ngrad_
private

◆ ncval_

template<class Real >
int ROL::PrimalDualRisk< Real >::ncval_
private

◆ converged_

template<class Real >
bool ROL::PrimalDualRisk< Real >::converged_
private

◆ lnorm_

template<class Real >
Real ROL::PrimalDualRisk< Real >::lnorm_
private

◆ name_

template<class Real >
std::string ROL::PrimalDualRisk< Real >::name_
private

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