44 #ifndef ROL_MEANVARIANCEQUAD_HPP 45 #define ROL_MEANVARIANCEQUAD_HPP 84 TEUCHOS_TEST_FOR_EXCEPTION((
coeff_ <= zero), std::invalid_argument,
85 ">>> ERROR (ROL::MeanVarianceQuadrangle): Coefficient must be positive!");
108 Teuchos::ParameterList &list
109 = parlist.sublist(
"SOL").sublist(
"Risk Measure").sublist(
"Mean-Variance Quadrangle");
110 coeff_ = list.get<Real>(
"Coefficient");
129 Real zero(0), one(1);
130 Real X = ((deriv==0) ? x : ((deriv==1) ? one : zero));
131 Real reg =
error(x,deriv) + X;
MeanVarianceQuadrangle(Teuchos::ParameterList &parlist)
Constructor.
Real regret(Real x, int deriv=0)
Evaluate the scalar regret function at x.
Provides a general interface for risk measures generated through the expectation risk quadrangle...
void checkInputs(void) const
MeanVarianceQuadrangle(const Real coeff=1)
Constructor.
Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle...
Real error(Real x, int deriv=0)