44 #ifndef ROL_SMOOTHEDWORSTCASEQUAD_HPP 45 #define ROL_SMOOTHEDWORSTCASEQUAD_HPP 96 TEUCHOS_TEST_FOR_EXCEPTION((
eps_ <= zero), std::invalid_argument,
97 ">>> ERROR (ROL::SmoothedWorstCaseQuadrangle): Smoothing parameter must be positive!");
119 Teuchos::ParameterList& list
120 = parlist.sublist(
"SOL").sublist(
"Risk Measure").sublist(
"Smoothed Worst-Case Quadrangle");
121 eps_ = list.get<Real>(
"Smoothing Parameter");
126 Real err(0), zero(0), half(0.5), one(1);
130 else if (deriv == 1) {
134 err = (x <= -
eps_) ? zero : one/
eps_;
140 Real zero(0), one(1);
141 Real X = ((deriv==0) ? x : ((deriv==1) ? one : zero));
142 Real reg =
error(x,deriv) + X;
149 Real x = -
eps_, zero(0), one(1), two(2), p1(0.1);
150 Real vx = zero, vy = zero;
155 std::cout << std::right << std::setw(20) <<
"CHECK REGRET: v'(-eps) is correct? \n";
156 std::cout << std::right << std::setw(20) <<
"t" 157 << std::setw(20) <<
"v'(x)" 158 << std::setw(20) <<
"(v(x+t)-v(x-t))/2t" 159 << std::setw(20) <<
"Error" 161 for (
int i = 0; i < 13; i++) {
164 diff = (vy-vx)/(two*t);
165 err = std::abs(diff-dv);
166 std::cout << std::scientific << std::setprecision(11) << std::right
167 << std::setw(20) << t
168 << std::setw(20) << dv
169 << std::setw(20) << diff
170 << std::setw(20) << err
182 std::cout << std::right << std::setw(20) <<
"CHECK REGRET: v''(-eps) is correct? \n";
183 std::cout << std::right << std::setw(20) <<
"t" 184 << std::setw(20) <<
"v''(x)" 185 << std::setw(20) <<
"(v'(x+t)-v'(x-t))/2t" 186 << std::setw(20) <<
"Error" 188 for (
int i = 0; i < 13; i++) {
191 diff = (vy-vx)/(two*t);
192 err = std::abs(diff-dv);
193 std::cout << std::scientific << std::setprecision(11) << std::right
194 << std::setw(20) << t
195 << std::setw(20) << dv
196 << std::setw(20) << diff
197 << std::setw(20) << err
210 std::cout << std::right << std::setw(20) <<
"CHECK REGRET: v'(0) is correct? \n";
211 std::cout << std::right << std::setw(20) <<
"t" 212 << std::setw(20) <<
"v'(x)" 213 << std::setw(20) <<
"(v(x+t)-v(x-t))/2t" 214 << std::setw(20) <<
"Error" 216 for (
int i = 0; i < 13; i++) {
219 diff = (vy-vx)/(two*t);
220 err = std::abs(diff-dv);
221 std::cout << std::scientific << std::setprecision(11) << std::right
222 << std::setw(20) << t
223 << std::setw(20) << dv
224 << std::setw(20) << diff
225 << std::setw(20) << err
237 std::cout << std::right << std::setw(20) <<
"CHECK REGRET: v''(0) is correct? \n";
238 std::cout << std::right << std::setw(20) <<
"t" 239 << std::setw(20) <<
"v''(x)" 240 << std::setw(20) <<
"(v'(x+t)-v'(x-t))/2t" 241 << std::setw(20) <<
"Error" 243 for (
int i = 0; i < 13; i++) {
246 diff = (vy-vx)/(two*t);
247 err = std::abs(diff-dv);
248 std::cout << std::scientific << std::setprecision(11) << std::right
249 << std::setw(20) << t
250 << std::setw(20) << dv
251 << std::setw(20) << diff
252 << std::setw(20) << err
265 std::cout << std::right << std::setw(20) <<
"CHECK REGRET: v'(-1-eps) is correct? \n";
266 std::cout << std::right << std::setw(20) <<
"t" 267 << std::setw(20) <<
"v'(x)" 268 << std::setw(20) <<
"(v(x+t)-v(x-t))/2t" 269 << std::setw(20) <<
"Error" 271 for (
int i = 0; i < 13; i++) {
274 diff = (vy-vx)/(two*t);
275 err = std::abs(diff-dv);
276 std::cout << std::scientific << std::setprecision(11) << std::right
277 << std::setw(20) << t
278 << std::setw(20) << dv
279 << std::setw(20) << diff
280 << std::setw(20) << err
292 std::cout << std::right << std::setw(20) <<
"CHECK REGRET: v''(-1-eps) is correct? \n";
293 std::cout << std::right << std::setw(20) <<
"t" 294 << std::setw(20) <<
"v''(x)" 295 << std::setw(20) <<
"(v'(x+t)-v'(x-t))/2t" 296 << std::setw(20) <<
"Error" 298 for (
int i = 0; i < 13; i++) {
301 diff = (vy-vx)/(two*t);
302 err = std::abs(diff-dv);
303 std::cout << std::scientific << std::setprecision(11) << std::right
304 << std::setw(20) << t
305 << std::setw(20) << dv
306 << std::setw(20) << diff
307 << std::setw(20) << err
Provides an interface for a smoothed version of the worst-case scenario risk measure using the expect...
Provides a general interface for risk measures generated through the expectation risk quadrangle...
virtual void checkRegret(void)
Run default derivative tests for the scalar regret function.
SmoothedWorstCaseQuadrangle(Teuchos::ParameterList &parlist)
Constructor.
void checkRegret(void)
Run default derivative tests for the scalar regret function.
Real regret(Real x, int deriv=0)
Evaluate the scalar regret function at x.
SmoothedWorstCaseQuadrangle(const Real eps)
Constructor.
Real error(Real x, int deriv=0)
void checkInputs(void) const