ROL
ROL_HS4.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 
49 #ifndef USE_HESSVEC
50 #define USE_HESSVEC 1
51 #endif
52 
53 #ifndef ROL_HS4_HPP
54 #define ROL_HS4_HPP
55 
56 #include "ROL_StdVector.hpp"
57 #include "ROL_Objective.hpp"
59 #include "ROL_Types.hpp"
60 
61 namespace ROL {
62 namespace ZOO {
63 
66  template<class Real>
67  class Objective_HS4 : public Objective<Real> {
68  public:
69  Objective_HS4(void) {}
70 
71  Real value( const Vector<Real> &x, Real &tol ) {
72  Teuchos::RCP<const std::vector<Real> > ex =
73  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
74  return 1.0/3.0 * std::pow((*ex)[0] + 1.0,3.0) + (*ex)[1];
75  }
76 
77  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
78  Teuchos::RCP<const std::vector<Real> > ex =
79  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
80  Teuchos::RCP<std::vector<Real> > eg =
81  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(g)).getVector());
82  (*eg)[0] = std::pow((*ex)[0] + 1.0,2.0);
83  (*eg)[1] = 1.0;
84  }
85 #if USE_HESSVEC
86  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
87  Teuchos::RCP<const std::vector<Real> > ex =
88  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
89  Teuchos::RCP<const std::vector<Real> > ev =
90  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(v))).getVector();
91  Teuchos::RCP<std::vector<Real> > ehv =
92  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(hv)).getVector());
93 
94  Real alpha = 0.0;
95  (*ehv)[0] = 2.0*((*ex)[0] + 1.0)*(*ev)[0] + alpha*(*ev)[0];
96  (*ehv)[1] = 0.0 + alpha*(*ev)[1];
97  }
98 #endif
99  };
100 
101  template<class Real>
102  void getHS4( Teuchos::RCP<Objective<Real> > &obj, Teuchos::RCP<BoundConstraint<Real> > &con,
103  Vector<Real> &x0, Vector<Real> &x ) {
104  // Cast Initial Guess and Solution Vectors
105  Teuchos::RCP<std::vector<Real> > x0p =
106  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(x0)).getVector());
107  Teuchos::RCP<std::vector<Real> > xp =
108  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(x)).getVector());
109  int n = xp->size();
110  // Resize Vectors
111  n = 2;
112  x0p->resize(n);
113  xp->resize(n);
114  // Instantiate Objective Function
115  obj = Teuchos::rcp( new Objective_HS4<Real> );
116  // Instantiate BoundConstraint
117  std::vector<Real> l(n,0.0); l[0] = 1.0; l[1] = 0.0;
118  std::vector<Real> u(n,0.0); u[0] = 0.1*ROL_OVERFLOW; u[1] = 0.1*ROL_OVERFLOW;
119  con = Teuchos::rcp( new StdBoundConstraint<Real>(l,u) );
120  // Get Initial Guess
121  (*x0p)[0] = 1.125;
122  (*x0p)[1] = 0.125;
123  // Get Solution
124  (*xp)[0] = 1.0;
125  (*xp)[1] = 0.0;
126  }
127 
128 
129 } // End ZOO Namespace
130 } // End ROL Namespace
131 
132 #endif
Contains definitions for std::vector bound constraints.
Provides the interface to evaluate objective functions.
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Contains definitions of custom data types in ROL.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS4.hpp:77
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:72
Provides the std::vector implementation of the ROL::Vector interface.
void getHS4(Teuchos::RCP< Objective< Real > > &obj, Teuchos::RCP< BoundConstraint< Real > > &con, Vector< Real > &x0, Vector< Real > &x)
Definition: ROL_HS4.hpp:102
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS4.hpp:71
Provides the interface to apply upper and lower bound constraints.
W. Hock and K. Schittkowski 4th test function.
Definition: ROL_HS4.hpp:67
static const double ROL_OVERFLOW
Platform-dependent maximum double.
Definition: ROL_Types.hpp:123