ROL
Namespaces | Enumerations | Functions
ROL_RiskMeasureFactory.hpp File Reference
#include "ROL_ParameterList.hpp"
#include "ROL_Types.hpp"
#include "ROL_CVaR.hpp"
#include "ROL_MixedCVaR.hpp"
#include "ROL_SecondOrderCVaR.hpp"
#include "ROL_ChebyshevSpectral.hpp"
#include "ROL_SpectralRisk.hpp"
#include "ROL_QuantileRadius.hpp"
#include "ROL_HMCR.hpp"
#include "ROL_EntropicRisk.hpp"
#include "ROL_CoherentEntropicRisk.hpp"
#include "ROL_MeanDeviationFromTarget.hpp"
#include "ROL_MeanDeviation.hpp"
#include "ROL_MeanVarianceFromTarget.hpp"
#include "ROL_MeanVariance.hpp"
#include "ROL_MeanSemiDeviation.hpp"
#include "ROL_MeanSemiDeviationFromTarget.hpp"
#include "ROL_ExpectationQuadRisk.hpp"
#include "ROL_LogQuantileQuadrangle.hpp"
#include "ROL_SmoothedWorstCaseQuadrangle.hpp"
#include "ROL_TruncatedMeanQuadrangle.hpp"
#include "ROL_MoreauYosidaCVaR.hpp"
#include "ROL_GenMoreauYosidaCVaR.hpp"
#include "ROL_LogExponentialQuadrangle.hpp"
#include "ROL_MeanVarianceQuadrangle.hpp"
#include "ROL_Chi2Divergence.hpp"
#include "ROL_KLDivergence.hpp"

Go to the source code of this file.

Namespaces

namespace  ROL
 

Enumerations

enum  ROL::ERiskMeasure {
  ROL::RISKMEASURE_CVAR = 0 , ROL::RISKMEASURE_MOREAUYOSIDACVAR , ROL::RISKMEASURE_GENMOREAUYOSIDACVAR , ROL::RISKMEASURE_MIXEDCVAR ,
  ROL::RISKMEASURE_SPECTRALRISK , ROL::RISKMEASURE_SECONDORDERCVAR , ROL::RISKMEASURE_CHEBYSHEVSPECTRAL , ROL::RISKMEASURE_QUANTILERADIUS ,
  ROL::RISKMEASURE_HMCR , ROL::RISKMEASURE_ENTROPICRISK , ROL::RISKMEASURE_COHERENTENTROPICRISK , ROL::RISKMEASURE_MEANSEMIDEVIATION ,
  ROL::RISKMEASURE_MEANSEMIDEVIATIONFROMTARGET , ROL::RISKMEASURE_MEANDEVIATIONFROMTARGET , ROL::RISKMEASURE_MEANDEVIATION , ROL::RISKMEASURE_MEANVARIANCEFROMTARGET ,
  ROL::RISKMEASURE_MEANVARIANCE , ROL::RISKMEASURE_TRUNCATEDMEAN , ROL::RISKMEASURE_LOGQUANTILE , ROL::RISKMEASURE_SMOOTHEDWORSTCASE ,
  ROL::RISKMEASURE_LOGEXPONENTIAL , ROL::RISKMEASURE_SAFETYMARGIN , ROL::RISKMEASURE_CHI2DIVERGENCE , ROL::RISKMEASURE_KLDIVERGENCE ,
  ROL::RISKMEASURE_LAST
}
 

Functions

std::string ROL::ERiskMeasureToString (ERiskMeasure ed)
 
int ROL::isValidRiskMeasure (ERiskMeasure ed)
 
ERiskMeasureROL::operator++ (ERiskMeasure &type)
 
ERiskMeasure ROL::operator++ (ERiskMeasure &type, int)
 
ERiskMeasureROL::operator-- (ERiskMeasure &type)
 
ERiskMeasure ROL::operator-- (ERiskMeasure &type, int)
 
ERiskMeasure ROL::StringToERiskMeasure (std::string s)
 
template<class Real >
Ptr< RandVarFunctional< Real > > ROL::RiskMeasureFactory (ParameterList &parlist)