ROL
test_06.cpp
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43 
48 #define USE_HESSVEC 0
49 
50 #include "ROL_TestObjectives.hpp"
51 #include "ROL_LineSearchStep.hpp"
52 #include "ROL_Algorithm.hpp"
53 #include "Teuchos_oblackholestream.hpp"
54 #include "Teuchos_GlobalMPISession.hpp"
55 #include "Teuchos_XMLParameterListHelpers.hpp"
56 
57 #include <iostream>
58 
59 typedef double RealT;
60 
61 int main(int argc, char *argv[]) {
62 
63  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
64 
65  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
66  int iprint = argc - 1;
67  Teuchos::RCP<std::ostream> outStream;
68  Teuchos::oblackholestream bhs; // outputs nothing
69  if (iprint > 0)
70  outStream = Teuchos::rcp(&std::cout, false);
71  else
72  outStream = Teuchos::rcp(&bhs, false);
73 
74  int errorFlag = 0;
75 
76  // *** Test body.
77 
78  try {
79 
80  std::string filename = "input.xml";
81  Teuchos::RCP<Teuchos::ParameterList> parlist = Teuchos::rcp( new Teuchos::ParameterList() );
82  Teuchos::updateParametersFromXmlFile( filename, Teuchos::Ptr<Teuchos::ParameterList>(&*parlist) );
83  parlist->set("Use Inexact Hessian-Times-A-Vector",true);
84 #if USE_HESSVEC
85  parlist->set("Use Inexact Hessian-Times-A-Vector",false);
86 #endif
87 
88  // Define Status Test
89  RealT gtol = parlist->get("Gradient Tolerance",1.e-8);
90  RealT stol = parlist->get("Step Tolerance",1.e-12);
91  int maxit = parlist->get("Maximum Number of Iterations",1000);
92  ROL::StatusTest<RealT> status(gtol,stol,maxit);
93 
94  *outStream << "\n\n" << ROL::ETestObjectivesToString(ROL::TESTOBJECTIVES_ROSENBROCK) << "\n\n";
95 
96  // Initial Guess Vector
97  Teuchos::RCP<std::vector<RealT> > x0_rcp = Teuchos::rcp( new std::vector<RealT> );
98  ROL::StdVector<RealT> x0(x0_rcp);
99 
100  // Exact Solution Vector
101  Teuchos::RCP<std::vector<RealT> > z_rcp = Teuchos::rcp( new std::vector<RealT> );
102  ROL::StdVector<RealT> z(z_rcp);
103 
104  // Get Objective Function
105  Teuchos::RCP<ROL::Objective<RealT> > obj = Teuchos::null;
106  ROL::getTestObjectives<RealT>(obj,x0,z,ROL::TESTOBJECTIVES_ROSENBROCK);
107 
108  // Get Dimension of Problem
109  int dim = Teuchos::rcp_const_cast<std::vector<RealT> >(
110  (Teuchos::dyn_cast<ROL::StdVector<RealT> >(x0)).getVector())->size();
111  parlist->set("Maximum Number of Krylov Iterations", 2*dim);
112 
113  // Iteration Vector
114  Teuchos::RCP<std::vector<RealT> > x_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
115  ROL::StdVector<RealT> x(x_rcp);
116  x.set(x0);
117 
118  // Error Vector
119  Teuchos::RCP<std::vector<RealT> > e_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
120  ROL::StdVector<RealT> e(e_rcp);
121  e.zero();
122 
123  for ( ROL::EDescent desc = ROL::DESCENT_STEEPEST; desc < ROL::DESCENT_LAST; desc++ ) {
124  parlist->set("Descent Type", ROL::EDescentToString(desc));
125  *outStream << "\n\n" << ROL::EDescentToString(desc) << "\n\n";
127  // Define Step
128  parlist->set("Linesearch Type",ROL::ELineSearchToString(ls));
129  ROL::LineSearchStep<RealT> step(*parlist);
130 
131  // Define Algorithm
132  ROL::DefaultAlgorithm<RealT> algo(step,status,false);
133 
134  // Run Algorithm
135  x.set(x0);
136  std::vector<std::string> output = algo.run(x, *obj);
137  for ( unsigned i = 0; i < output.size(); i++ ) {
138  std::cout << output[i];
139  }
140 
141  // Compute Error
142  e.set(x);
143  e.axpy(-1.0,z);
144  *outStream << "\nNorm of Error: " << e.norm() << "\n";
145  //errorFlag += (int)(e.norm() < std::sqrt(ROL::ROL_EPSILON));
146  }
147 
148  }
149  }
150  catch (std::logic_error err) {
151  *outStream << err.what() << "\n";
152  errorFlag = -1000;
153  }; // end try
154 
155  if (errorFlag != 0)
156  std::cout << "End Result: TEST FAILED\n";
157  else
158  std::cout << "End Result: TEST PASSED\n";
159 
160  return 0;
161 
162 }
163 
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:141
Contains definitions of test objective functions.
ELineSearch
Enumeration of line-search types.
Definition: ROL_Types.hpp:527
std::string EDescentToString(EDescent tr)
Definition: ROL_Types.hpp:229
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:155
Provides the interface to compute optimization steps with line search.
Real norm() const
Returns where .
double RealT
Definition: test_06.cpp:59
Provides the std::vector implementation of the ROL::Vector interface.
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
std::string ELineSearchToString(ELineSearch ls)
Definition: ROL_Types.hpp:539
Provides an interface to check status of optimization algorithms.
void set(const Vector< Real > &x)
Set where .
std::string ETestObjectivesToString(ETestObjectives to)
Definition: ROL_Types.hpp:774
int main(int argc, char *argv[])
Definition: test_06.cpp:61
double RealT
EDescent
Enumeration of descent direction types.
Definition: ROL_Types.hpp:220