ROL
ROL_RegretMeasureFactory.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_REGRETMEASUREFACTORY_HPP
45#define ROL_REGRETMEASUREFACTORY_HPP
46
47#include "ROL_ParameterList.hpp"
48#include "ROL_Types.hpp"
58
59namespace ROL {
60
72
73 inline std::string ERegretMeasureToString(ERegretMeasure ed) {
74 std::string retString;
75 switch(ed) {
77 retString = "Mean Absolute Loss"; break;
79 retString = "Moreau-Yosida Mean Absolute Loss"; break;
81 retString = "Generalized Moreau-Yosida Mean Absolute Loss"; break;
83 retString = "Exponential"; break;
85 retString = "Mean L2"; break;
87 retString = "Truncated Mean"; break;
89 retString = "Log Quantile"; break;
91 retString = "Smoothed Worst Case"; break;
93 retString = "Last Type (Dummy)"; break;
94 default:
95 retString = "INVALID ERegretMeasure"; break;
96 }
97 return retString;
98 }
99
110
112 return type = static_cast<ERegretMeasure>(type+1);
113 }
114
116 ERegretMeasure oldval = type;
117 ++type;
118 return oldval;
119 }
120
122 return type = static_cast<ERegretMeasure>(type-1);
123 }
124
126 ERegretMeasure oldval = type;
127 --type;
128 return oldval;
129 }
130
132 s = removeStringFormat(s);
134 if ( !s.compare(removeStringFormat(ERegretMeasureToString(tr))) ) {
135 return tr;
136 }
137 }
138 return REGRETMEASURE_LAST;
139 }
140
141 template<class Real>
142 inline Ptr<RandVarFunctional<Real>> RegretMeasureFactory(ParameterList &parlist) {
143 std::string regret = parlist.sublist("SOL").sublist("Regret Measure").get("Name","Mean Absolute Loss");
145 switch(ed) {
147 return makePtr<ExpectationQuadRegret<Real>>(makePtr<QuantileQuadrangle<Real>>(parlist));
149 return makePtr<ExpectationQuadRegret<Real>>(makePtr<MoreauYosidaCVaR<Real>>(parlist));
151 return makePtr<ExpectationQuadRegret<Real>>(makePtr<GenMoreauYosidaCVaR<Real>>(parlist));
153 return makePtr<ExpectationQuadRegret<Real>>(makePtr<LogExponentialQuadrangle<Real>>(parlist));
155 return makePtr<ExpectationQuadRegret<Real>>(makePtr<MeanVarianceQuadrangle<Real>>(parlist));
157 return makePtr<ExpectationQuadRegret<Real>>(makePtr<TruncatedMeanQuadrangle<Real>>(parlist));
159 return makePtr<ExpectationQuadRegret<Real>>(makePtr<LogQuantileQuadrangle<Real>>(parlist));
161 return makePtr<ExpectationQuadRegret<Real>>(makePtr<SmoothedWorstCaseQuadrangle<Real>>(parlist));
162 default:
163 ROL_TEST_FOR_EXCEPTION(true,std::invalid_argument,
164 "Invalid regret measure type " << regret << "!");
165 }
166 }
167}
168#endif
Contains definitions of custom data types in ROL.
std::string removeStringFormat(std::string s)
int isValidRegretMeasure(ERegretMeasure ed)
EPolyProjAlgo & operator--(EPolyProjAlgo &type)
EPolyProjAlgo & operator++(EPolyProjAlgo &type)
Ptr< RandVarFunctional< Real > > RegretMeasureFactory(ParameterList &parlist)
@ REGRETMEASURE_GENMOREAUYOSIDAMEANABSOLUTELOSS
@ REGRETMEASURE_MOREAUYOSIDAMEANABSOLUTELOSS
std::string ERegretMeasureToString(ERegretMeasure ed)
ERegretMeasure StringToERegretMeasure(std::string s)