44 #ifndef ROL_STOCHASTICPROBLEM_HPP 45 #define ROL_STOCHASTICPROBLEM_HPP 66 template<
typename Real>
79 std::unordered_map<std::string,std::pair<Ptr<ParameterList>,
bool>>
conList_;
80 std::unordered_map<std::string,size_t>
statMap_;
130 void finalize(
bool lumpConstraints =
false,
bool printToStream =
false,
131 std::ostream &outStream = std::cout)
override;
133 void edit(
void)
override;
141 #endif // ROL_STOCHASTICPROBLEM_HPP Provides the interface to evaluate objective functions.
void makeConstraintStochastic(std::string name, ParameterList &list, const Ptr< SampleGenerator< Real >> &sampler, const Ptr< BatchManager< Real >> &bman=nullPtr)
void resetStochasticLinearConstraint(std::string name)
std::unordered_map< std::string, size_t > statMap_
Ptr< Vector< Real > > ORIGINAL_xdual_
Ptr< Objective< Real > > ORIGINAL_obj_
std::unordered_map< std::string, ConstraintData< Real > > ORIGINAL_linear_con_
StochasticProblem(const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr)
Default constructor for StochasticProblem.
Defines the linear algebra or vector space interface.
std::vector< bool > needRiskLessCon_
std::unordered_map< std::string, std::pair< Ptr< ParameterList >, bool > > conList_
std::unordered_map< std::string, ConstraintData< Real > > ORIGINAL_con_
Ptr< BoundConstraint< Real > > ORIGINAL_bnd_
void resetStochasticObjective(void)
Ptr< ParameterList > objList_
void resetStochasticConstraint(std::string name)
std::vector< Real > getObjectiveStatistic(void) const
void edit(void) override
Resume editting optimization problem after finalize has been called.
void makeObjectiveStochastic(ParameterList &list, const Ptr< SampleGenerator< Real >> &fsampler, const Ptr< SampleGenerator< Real >> &gsampler=nullPtr, const Ptr< SampleGenerator< Real >> &hsampler=nullPtr)
void makeLinearConstraintStochastic(std::string name, ParameterList &list, const Ptr< SampleGenerator< Real >> &sampler, const Ptr< BatchManager< Real >> &bman=nullPtr)
void resetStochastic(void)
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...
Ptr< Vector< Real > > ORIGINAL_xprim_
std::vector< Real > getConstraintStatistic(std::string name) const
Real getSolutionStatistic(int comp=0, std::string name="") const