ROL
ROL_DeviationMeasureFactory.hpp
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43
44#ifndef ROL_DEVIATIONMEASUREFACTORY_HPP
45#define ROL_DEVIATIONMEASUREFACTORY_HPP
46
47#include "ROL_ParameterList.hpp"
48
49#include "ROL_Types.hpp"
50
51// Risk Quadrangle Implementations
61
62namespace ROL {
63
74 };
75
77 std::string retString;
78 switch(ed) {
80 retString = "Variance"; break;
82 retString = "Truncated Mean"; break;
84 retString = "CVaR"; break;
86 retString = "Moreau-Yosida CVaR"; break;
88 retString = "Generalized Moreau-Yosida CVaR"; break;
90 retString = "Entropic"; break;
92 retString = "Log Quantile"; break;
94 retString = "Smoothed Upper Range"; break;
96 retString = "Last Type (Dummy)"; break;
97 default:
98 retString = "INVALID EDeviationMeasure"; break;
99 }
100 return retString;
101 }
102
112 }
113
115 return type = static_cast<EDeviationMeasure>(type+1);
116 }
117
119 EDeviationMeasure oldval = type;
120 ++type;
121 return oldval;
122 }
123
125 return type = static_cast<EDeviationMeasure>(type-1);
126 }
127
129 EDeviationMeasure oldval = type;
130 --type;
131 return oldval;
132 }
133
135 s = removeStringFormat(s);
137 if ( !s.compare(removeStringFormat(EDeviationMeasureToString(tr))) ) {
138 return tr;
139 }
140 }
142 }
143
144 template<class Real>
145 inline Ptr<RandVarFunctional<Real>> DeviationMeasureFactory(ParameterList &parlist) {
146 std::string deviation = parlist.sublist("SOL").sublist("Deviation Measure").get("Name","Variance");
148 switch(ed) {
150 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<MeanVarianceQuadrangle<Real>>(parlist));
152 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<TruncatedMeanQuadrangle<Real>>(parlist));
154 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<QuantileQuadrangle<Real>>(parlist));
156 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<MoreauYosidaCVaR<Real>>(parlist));
158 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<GenMoreauYosidaCVaR<Real>>(parlist));
160 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<LogExponentialQuadrangle<Real>>(parlist));
162 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<LogQuantileQuadrangle<Real>>(parlist));
164 return makePtr<ExpectationQuadDeviation<Real>>(makePtr<SmoothedWorstCaseQuadrangle<Real>>(parlist));
165 default:
166 ROL_TEST_FOR_EXCEPTION(true,std::invalid_argument,
167 "Invalid deviation measure type " << deviation << "!");
168 }
169 }
170}
171#endif
Contains definitions of custom data types in ROL.
int isValidDeviationMeasure(EDeviationMeasure ed)
@ DEVIATIONMEASURE_GENMOREAUYOSIDACVAR
@ DEVIATIONMEASURE_TRUNCATEDMEANQUADRANGLE
@ DEVIATIONMEASURE_LOGEXPONENTIALQUADRANGLE
@ DEVIATIONMEASURE_MEANVARIANCEQUADRANGLE
@ DEVIATIONMEASURE_LOGQUANTILEQUADRANGLE
@ DEVIATIONMEASURE_SMOOTHEDWORSTCASEQUADRANGLE
std::string removeStringFormat(std::string s)
Definition: ROL_Types.hpp:249
std::string EDeviationMeasureToString(EDeviationMeasure ed)
Ptr< RandVarFunctional< Real > > DeviationMeasureFactory(ParameterList &parlist)
EPolyProjAlgo & operator--(EPolyProjAlgo &type)
EDeviationMeasure StringToEDeviationMeasure(std::string s)
EPolyProjAlgo & operator++(EPolyProjAlgo &type)