ROL
ROL_SumOfSquares.hpp
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43 
49 #ifndef USE_HESSVEC
50 #define USE_HESSVEC 1
51 #endif
52 
53 #ifndef ROL_SUMOFSQUARES_HPP
54 #define ROL_SUMOFSQUARES_HPP
55 
56 #include "ROL_StdVector.hpp"
57 #include "ROL_Objective.hpp"
58 
59 namespace ROL {
60 namespace ZOO {
61 
64  template<class Real>
65  class Objective_SumOfSquares : public Objective<Real> {
66  public:
67  Real value( const Vector<Real> &x, Real &tol ) {
68  StdVector<Real> & ex =
69  Teuchos::dyn_cast<StdVector<Real> >(const_cast <Vector<Real> &>(x));
70  Teuchos::RCP<const std::vector<Real> > xp = ex.getVector();
71 
72  int n = xp->size();
73  Real val = 0;
74  for (int i=0; i<n; i++) {
75  val += pow((*xp)[i], 2);
76  }
77 
78  return val;
79  }
80 
81  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
82  Teuchos::RCP<const std::vector<Real> > xp =
83  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
84  Teuchos::RCP<std::vector<Real> > gp =
85  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(g)).getVector());
86 
87  int n = xp->size();
88  for( int i=0; i<n; i++ ) {
89  (*gp)[i] = 2.0*(*xp)[i];
90  }
91  }
92 #if USE_HESSVEC
93  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
94  Teuchos::RCP<const std::vector<Real> > xp =
95  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
96  Teuchos::RCP<const std::vector<Real> > vp =
97  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(v))).getVector();
98  Teuchos::RCP<std::vector<Real> > hvp =
99  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(hv)).getVector());
100 
101  int n = xp->size();
102  for( int i=0; i<n; i++ ) {
103  (*hvp)[i] = 2.0*(*vp)[i];
104  }
105  }
106 #endif
107  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
108  Teuchos::RCP<const std::vector<Real> > xp =
109  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
110  Teuchos::RCP<const std::vector<Real> > vp =
111  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(v))).getVector();
112  Teuchos::RCP<std::vector<Real> > hvp =
113  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(hv)).getVector());
114 
115  int n = xp->size();
116  for( int i=0; i<n; i++ ) {
117  (*hvp)[i] = 0.5*(*vp)[i];
118  }
119  }
120  };
121 
122  template<class Real>
123  void getSumOfSquares( Teuchos::RCP<Objective<Real> > &obj, Vector<Real> &x0, Vector<Real> &x ) {
124  // Cast Initial Guess and Solution Vectors
125  Teuchos::RCP<std::vector<Real> > x0p =
126  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(x0)).getVector());
127  Teuchos::RCP<std::vector<Real> > xp =
128  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(x)).getVector());
129  int n = xp->size();
130  // Resize Vectors
131  n = 100;
132  x0p->resize(n);
133  xp->resize(n);
134  // Instantiate Objective Function
135  obj = Teuchos::rcp( new Objective_SumOfSquares<Real> );
136  // Get Initial Guess
137  for (int i=0; i<n; i++) {
138  (*x0p)[i] = 1.0;
139  }
140  // Get Solution
141  for( int i=0; i<n; i++ ) {
142  (*xp)[i] = 0.0;
143  }
144  }
145 
146 } // End ZOO Namespace
147 } // End ROL Namespace
148 
149 #endif
Provides the interface to evaluate objective functions.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Teuchos::RCP< const std::vector< Element > > getVector() const
void getSumOfSquares(Teuchos::RCP< Objective< Real > > &obj, Vector< Real > &x0, Vector< Real > &x)
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:72
Sum of squares function.
Provides the std::vector implementation of the ROL::Vector interface.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.