ROL
step/test_02.cpp
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43 
48 #define USE_HESSVEC 1
49 
50 #include "ROL_TestObjectives.hpp"
51 #include "ROL_TrustRegionStep.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 
84  // Define Status Test
85  RealT gtol = parlist->get("Gradient Tolerance",1.e-6);
86  RealT stol = parlist->get("Step Tolerance",1.e-12);
87  int maxit = parlist->get("Maximum Number of Iterations",100);
88  ROL::StatusTest<RealT> status(gtol,stol,maxit);
89 
90  // Loop Through Test Objectives
91  for ( ROL::ETestObjectives objFunc = ROL::TESTOBJECTIVES_ROSENBROCK; objFunc < ROL::TESTOBJECTIVES_LAST; objFunc++ ) {
92  *outStream << "\n\n" << ROL::ETestObjectivesToString(objFunc) << "\n\n";
93 
94  // Initial Guess Vector
95  Teuchos::RCP<std::vector<RealT> > x0_rcp = Teuchos::rcp( new std::vector<RealT> );
96  ROL::StdVector<RealT> x0(x0_rcp);
97 
98  // Exact Solution Vector
99  Teuchos::RCP<std::vector<RealT> > z_rcp = Teuchos::rcp( new std::vector<RealT> );
100  ROL::StdVector<RealT> z(z_rcp);
101 
102  // Get Objective Function
103  Teuchos::RCP<ROL::Objective<RealT> > obj = Teuchos::null;
104  ROL::getTestObjectives<RealT>(obj,x0,z,objFunc);
105 
106  // Get Dimension of Problem
107  int dim =
108  Teuchos::rcp_const_cast<std::vector<RealT> >((Teuchos::dyn_cast<ROL::StdVector<RealT> >(x0)).getVector())->size();
109  parlist->set("Maximum Number of Krylov Iterations", 2*dim);
110 
111  // Iteration Vector
112  Teuchos::RCP<std::vector<RealT> > x_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
113  ROL::StdVector<RealT> x(x_rcp);
114  x.set(x0);
115 
116  // Error Vector
117  Teuchos::RCP<std::vector<RealT> > e_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
118  ROL::StdVector<RealT> e(e_rcp);
119  e.zero();
120 
122  *outStream << "\n\n" << ROL::ETrustRegionToString(tr) << "\n\n";
123  parlist->set("Trust-Region Subproblem Solver Type", ETrustRegionToString(tr));
125  parlist->set("Use Secant Hessian-Times-A-Vector", true);
126  }
127  else {
128  parlist->set("Use Secant Hessian-Times-A-Vector", false);
129  }
130 
131  // Define Step
132  ROL::TrustRegionStep<RealT> step(*parlist);
133 
134  // Define Algorithm
135  ROL::DefaultAlgorithm<RealT> algo(step,status,false);
136 
137  // Run Algorithm
138  x.set(x0);
139  std::vector<std::string> output = algo.run(x, *obj);
140  for ( unsigned i = 0; i < output.size(); i++ ) {
141  std::cout << output[i];
142  }
143 
144  // Compute Error
145  e.set(x);
146  e.axpy(-1.0,z);
147  *outStream << "\nNorm of Error: " << e.norm() << "\n";
148  }
149  }
150  }
151  catch (std::logic_error err) {
152  *outStream << err.what() << "\n";
153  errorFlag = -1000;
154  }; // end try
155 
156  if (errorFlag != 0)
157  std::cout << "End Result: TEST FAILED\n";
158  else
159  std::cout << "End Result: TEST PASSED\n";
160 
161  return 0;
162 
163 }
164 
double RealT
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:141
Contains definitions of test objective functions.
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:155
Real norm() const
Returns where .
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.
Provides an interface to check status of optimization algorithms.
ETestObjectives
Enumeration of test objective functions.
Definition: ROL_Types.hpp:761
void set(const Vector< Real > &x)
Set where .
std::string ETestObjectivesToString(ETestObjectives to)
Definition: ROL_Types.hpp:774
double RealT
ETrustRegion
Enumeration of trust-region solver types.
Definition: ROL_Types.hpp:688
std::string ETrustRegionToString(ETrustRegion tr)
Definition: ROL_Types.hpp:696
int main(int argc, char *argv[])
Provides the interface to compute optimization steps with trust regions.