ROL
test_04.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  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-6);
90  RealT stol = parlist->get("Step Tolerance",1.e-12);
91  int maxit = parlist->get("Maximum Number of Iterations",100);
92  ROL::StatusTest<RealT> status(gtol,stol,maxit);
93 
95  if ( prob == ROL::TESTOPTPROBLEM_HS2 || prob == ROL::TESTOPTPROBLEM_BVP ) {
96  parlist->set("Initial Linesearch Parameter",1.e-4);
97  parlist->set("Initial Trust-Region Radius",-1.e1);
98  }
99  else if ( prob == ROL::TESTOPTPROBLEM_HS25 ) {
100  parlist->set("Initial Linesearch Parameter",1.0);
101  parlist->set("Initial Trust-Region Radius",-1.e3);
102  }
103  else {
104  parlist->set("Initial Linesearch Parameter",1.0);
105  parlist->set("Initial Trust-Region Radius",-1.e1);
106  }
107  parlist->set("Scale for Epsilon Active Sets",1.0);
108  if ( prob == ROL::TESTOPTPROBLEM_HS4 ) {
109  parlist->set("Scale for Epsilon Active Sets",1.e-2);
110  }
111  *outStream << "\n\n" << ROL:: ETestOptProblemToString(prob) << "\n\n";
112 
113  // Initial Guess Vector
114  Teuchos::RCP<std::vector<RealT> > x0_rcp = Teuchos::rcp( new std::vector<RealT> );
115  ROL::StdVector<RealT> x0(x0_rcp);
116 
117  // Exact Solution Vector
118  Teuchos::RCP<std::vector<RealT> > z_rcp = Teuchos::rcp( new std::vector<RealT> );
119  ROL::StdVector<RealT> z(z_rcp);
120 
121  // Get Objective Function
122  Teuchos::RCP<ROL::Objective<RealT> > obj = Teuchos::null;
123  Teuchos::RCP<ROL::BoundConstraint<RealT> > con = Teuchos::null;
124  ROL::getTestObjectives<RealT>(obj,con,x0,z,prob);
125 
126  // Get Dimension of Problem
127  int dim = Teuchos::rcp_const_cast<std::vector<RealT> >(
128  (Teuchos::dyn_cast<ROL::StdVector<RealT> >(x0)).getVector())->size();
129  parlist->set("Maximum Number of Krylov Iterations", 2*dim);
130 
131  // Check Derivatives
132  //Teuchos::RCP<std::vector<RealT> > d_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 1.0) );
133  //ROL::StdVector<RealT> d(d_rcp);
134  //obj->checkGradient(x0,d);
135  //obj->checkHessVec(x0,d);
136 
137  // Iteration Vector
138  Teuchos::RCP<std::vector<RealT> > x_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
139  ROL::StdVector<RealT> x(x_rcp);
140  x.set(x0);
141 
142  // Error Vector
143  Teuchos::RCP<std::vector<RealT> > e_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
144  ROL::StdVector<RealT> e(e_rcp);
145  e.zero();
146 
147  //ROL::ETrustRegion tr = ROL::TRUSTREGION_CAUCHYPOINT;
148  //ROL::ETrustRegion tr = ROL::TRUSTREGION_DOGLEG;
149  //ROL::ETrustRegion tr = ROL::TRUSTREGION_DOUBLEDOGLEG;
151  parlist->set("Trust-Region Subproblem Solver Type", ROL::ETrustRegionToString(tr));
152  *outStream << "\n\n" << ROL::ETrustRegionToString(tr) << "\n\n";
153 
154  // Define Step
155  ROL::TrustRegionStep<RealT> step(*parlist);
156 
157  // Define Algorithm
158  ROL::DefaultAlgorithm<RealT> algo(step,status,false);
159 
160  // Run Algorithm
161  x.set(x0);
162  std::vector<std::string> output = algo.run(x, *obj, *con);
163  for ( unsigned i = 0; i < output.size(); i++ ) {
164  std::cout << output[i];
165  }
166 
167  // Compute Error
168  e.set(x);
169  e.axpy(-1.0,z);
170  *outStream << "\nNorm of Error: " << e.norm() << "\n";
171  }
172  }
173  catch (std::logic_error err) {
174  *outStream << err.what() << "\n";
175  errorFlag = -1000;
176  }; // end try
177 
178  if (errorFlag != 0)
179  std::cout << "End Result: TEST FAILED\n";
180  else
181  std::cout << "End Result: TEST PASSED\n";
182 
183  return 0;
184 
185 }
186 
ETestOptProblem
Enumeration of test optimization problems.
Definition: ROL_Types.hpp:848
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
double RealT
Definition: test_04.cpp:59
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.
std::string ETestOptProblemToString(ETestOptProblem to)
Definition: ROL_Types.hpp:861
Provides an interface to check status of optimization algorithms.
int main(int argc, char *argv[])
Definition: test_04.cpp:61
void set(const Vector< Real > &x)
Set where .
double RealT
ETrustRegion
Enumeration of trust-region solver types.
Definition: ROL_Types.hpp:688
std::string ETrustRegionToString(ETrustRegion tr)
Definition: ROL_Types.hpp:696
Provides the interface to compute optimization steps with trust regions.