ROL
ROL_Minimax3.hpp
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43 
44 #ifndef ROL_MINIMAX3_HPP
45 #define ROL_MINIMAX3_HPP
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_Vector.hpp"
49 #include "ROL_StdVector.hpp"
50 
51 #include "Teuchos_RCP.hpp"
52 
53 namespace ROL {
54 
55 template<class Real>
56 class Minimax3 : public Objective<Real> {
57 public:
58  Minimax3(void) {}
59 
60  Real value(const Vector<Real> &x, Real &tol) {
61  Teuchos::RCP<const std::vector<Real> > xp =
62  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
63  Real F = std::pow((*xp)[0],2.0) + std::pow((*xp)[1],2.0) + 2.0*std::pow((*xp)[2],2.0)
64  + std::pow((*xp)[3],2.0) - 5.0*(*xp)[0] - 5.0*(*xp)[1] - 21.0*(*xp)[2] + 7.0*(*xp)[3];
65  Real g2 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)-std::pow((*xp)[3],2.0)
66  -(*xp)[0]+(*xp)[1]-(*xp)[2]+(*xp)[3]+8.0;
67  Real g3 = -std::pow((*xp)[0],2.0)-2.0*std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
68  -2.0*std::pow((*xp)[3],2.0)+(*xp)[0]+(*xp)[3]+10.0;
69  Real g4 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
70  -2.0*(*xp)[0]+(*xp)[1]+(*xp)[3]+5.0;
71  Real a2 = 10.0, a3 = 10.0, a4 = 10.0;
72  return std::max(F,std::max(F-a2*g2,std::max(F-a3*g3,F-a4*g4)));
73  }
74 
75  void gradient(Vector<Real> &g, const Vector<Real> &x, Real &tol) {
76  Teuchos::RCP<const std::vector<Real> > xp =
77  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
78  Teuchos::RCP<std::vector<Real> > gp =
79  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(g)).getVector());
80  Real F = std::pow((*xp)[0],2.0) + std::pow((*xp)[1],2.0) + 2.0*std::pow((*xp)[2],2.0)
81  + std::pow((*xp)[3],2.0) - 5.0*(*xp)[0] - 5.0*(*xp)[1] - 21.0*(*xp)[2] + 7.0*(*xp)[3];
82  Real g2 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)-std::pow((*xp)[3],2.0)
83  -(*xp)[0]+(*xp)[1]-(*xp)[2]+(*xp)[3]+8.0;
84  Real g3 = -std::pow((*xp)[0],2.0)-2.0*std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
85  -2.0*std::pow((*xp)[3],2.0)+(*xp)[0]+(*xp)[3]+10.0;
86  Real g4 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
87  -2.0*(*xp)[0]+(*xp)[1]+(*xp)[3]+5.0;
88  Real a2 = 10.0, a3 = 10.0, a4 = 10.0;
89 
90  (*gp)[0] = 2.0*(*xp)[0] - 5.0;
91  (*gp)[1] = 2.0*(*xp)[1] - 5.0;
92  (*gp)[2] = 4.0*(*xp)[2] - 21.0;
93  (*gp)[3] = 2.0*(*xp)[3] + 7.0;
94  if ( F-a2*g2 >= std::max(F,std::max(F-a3*g3,F-a4*g4)) ) {
95  (*gp)[0] += a2*(2.0*(*xp)[0] + 1.0);
96  (*gp)[1] += a2*(2.0*(*xp)[1] - 1.0);
97  (*gp)[2] += a2*(2.0*(*xp)[2] + 1.0);
98  (*gp)[3] += a2*(2.0*(*xp)[3] - 1.0);
99  }
100  else if ( F-a3*g3 >= std::max(F,std::max(F-a2*g2,F-a4*g4)) ) {
101  (*gp)[0] += a2*(2.0*(*xp)[0] - 1.0);
102  (*gp)[1] += a2*(4.0*(*xp)[1]);
103  (*gp)[2] += a2*(2.0*(*xp)[2]);
104  (*gp)[3] += a2*(4.0*(*xp)[3] - 1.0);
105  }
106  else if ( F-a4*g4 >= std::max(F,std::max(F-a2*g2,F-a3*g3)) ) {
107  (*gp)[0] += a2*(2.0*(*xp)[0] + 2.0);
108  (*gp)[1] += a2*(2.0*(*xp)[1] - 1.0);
109  (*gp)[2] += a2*(2.0*(*xp)[2]);
110  (*gp)[3] += a2*(-1.0);
111  }
112  }
113 }; // class Minimax3
114 
115 } // namespace ROL
116 
117 #endif
Provides the interface to evaluate objective functions.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:72
Provides the std::vector implementation of the ROL::Vector interface.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Real value(const Vector< Real > &x, Real &tol)
Compute value.