44#ifndef ROL_STOCHASTICPROBLEM_HPP
45#define ROL_STOCHASTICPROBLEM_HPP
47#include "ROL_Problem.hpp"
66template<
typename Real>
79 std::unordered_map<std::string,std::pair<Ptr<ParameterList>,
bool>>
conList_;
80 std::unordered_map<std::string,size_t>
statMap_;
137 void finalize(
bool lumpConstraints =
false,
bool printToStream =
false,
138 std::ostream &outStream = std::cout)
override;
140 void edit(
void)
override;
Provides the interface to evaluate objective functions.
Ptr< BoundConstraint< Real > > INPUT_bnd_
Ptr< Objective< Real > > INPUT_obj_
bool isFinalized() const
Indicate whether or no finalize has been called.
std::unordered_map< std::string, ConstraintData< Real > > INPUT_linear_con_
Ptr< Vector< Real > > INPUT_xdual_
std::unordered_map< std::string, ConstraintData< Real > > INPUT_con_
Ptr< Vector< Real > > INPUT_xprim_
Provides the interface to implement any functional that maps a random variable to a (extended) real n...
std::vector< Real > getConstraintStatistic(std::string name) const
void makeConstraintStochastic(std::string name, ParameterList &list, const Ptr< SampleGenerator< Real > > &sampler, const Ptr< BatchManager< Real > > &bman=nullPtr)
std::unordered_map< std::string, ConstraintData< Real > > ORIGINAL_con_
void edit(void) override
Resume editting optimization problem after finalize has been called.
void resetStochasticLinearConstraint(std::string name)
Ptr< Vector< Real > > ORIGINAL_xdual_
std::unordered_map< std::string, std::pair< Ptr< ParameterList >, bool > > conList_
void resetStochasticConstraint(std::string name)
Ptr< ParameterList > objList_
void resetStochasticObjective(void)
std::unordered_map< std::string, size_t > statMap_
void makeLinearConstraintStochastic(std::string name, ParameterList &list, const Ptr< SampleGenerator< Real > > &sampler, const Ptr< BatchManager< Real > > &bman=nullPtr)
Ptr< Objective< Real > > ORIGINAL_obj_
Ptr< Vector< Real > > ORIGINAL_xprim_
std::vector< Real > getObjectiveStatistic(void) const
void finalize(bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout) override
Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem can...
StochasticProblem(const Problem< Real > &problem)
Real getSolutionStatistic(int comp=0, std::string name="") const
StochasticProblem(const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Vector< Real > > &g=nullPtr)
Default constructor for StochasticProblem.
Ptr< BoundConstraint< Real > > ORIGINAL_bnd_
void resetStochastic(void)
std::vector< bool > needRiskLessCon_
void makeObjectiveStochastic(ParameterList &list, const Ptr< SampleGenerator< Real > > &fsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr)
std::unordered_map< std::string, ConstraintData< Real > > ORIGINAL_linear_con_
Defines the linear algebra or vector space interface.