ROL
rosenbrock/example_01.cpp
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43 
49 #define USE_HESSVEC 1
50 
51 #include "ROL_Rosenbrock.hpp"
52 #include "ROL_LineSearchStep.hpp"
53 #include "ROL_Algorithm.hpp"
54 #include "Teuchos_oblackholestream.hpp"
55 #include "Teuchos_GlobalMPISession.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  // *** Example body.
77 
78  try {
79 
81  int dim = 100; // Set problem dimension. Must be even.
82 
83  Teuchos::ParameterList parlist;
84  // Enumerations
85  parlist.set("Descent Type", "Newton Krylov");
86  parlist.set("Linesearch Type", "Cubic Interpolation");
87  parlist.set("Linesearch Curvature Condition", "Wolfe");
88  // Linesearch Parameters
89  parlist.set("Maximum Number of Function Evaluations", 20);
90  parlist.set("Sufficient Decrease Parameter", 1.e-4);
91  parlist.set("Curvature Conditions Parameter", 0.9);
92  parlist.set("Backtracking Rate", 0.5);
93  parlist.set("Initial Linesearch Parameter", 1.0);
94  parlist.set("User Defined Linesearch Parameter", false);
95  // Krylov Parameters
96  parlist.set("Absolute Krylov Tolerance", 1.e-4);
97  parlist.set("Relative Krylov Tolerance", 1.e-2);
98  parlist.set("Maximum Number of Krylov Iterations", 10);
99  // Define Step
100  ROL::LineSearchStep<RealT> step(parlist);
101 
102  // Define Status Test
103  RealT gtol = 1e-12; // norm of gradient tolerance
104  RealT stol = 1e-14; // norm of step tolerance
105  int maxit = 100; // maximum number of iterations
106  ROL::StatusTest<RealT> status(gtol, stol, maxit);
107 
108  // Define Algorithm
109  ROL::DefaultAlgorithm<RealT> algo(step,status,false);
110 
111  // Iteration Vector
112  Teuchos::RCP<std::vector<RealT> > x_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
113  // Set Initial Guess
114  for (int i=0; i<dim/2; i++) {
115  (*x_rcp)[2*i] = -1.2;
116  (*x_rcp)[2*i+1] = 1.0;
117  }
118  ROL::StdVector<RealT> x(x_rcp);
119 
120  // Run Algorithm
121  std::vector<std::string> output = algo.run(x, obj, false);
122  for ( unsigned i = 0; i < output.size(); i++ ) {
123  std::cout << output[i];
124  }
125 
126  // Get True Solution
127  Teuchos::RCP<std::vector<RealT> > xtrue_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 1.0) );
128  ROL::StdVector<RealT> xtrue(xtrue_rcp);
129 
130  // Compute Error
131  x.axpy(-1.0, xtrue);
132  RealT abserr = x.norm();
133  RealT relerr = abserr/xtrue.norm();
134  *outStream << std::scientific << "\n Absolute Error: " << abserr;
135  *outStream << std::scientific << "\n Relative Error: " << relerr << "\n";
136  if ( relerr > sqrt(ROL::ROL_EPSILON) ) {
137  errorFlag += 1;
138  }
139  }
140  catch (std::logic_error err) {
141  *outStream << err.what() << "\n";
142  errorFlag = -1000;
143  }; // end try
144 
145  if (errorFlag != 0)
146  std::cout << "End Result: TEST FAILED\n";
147  else
148  std::cout << "End Result: TEST PASSED\n";
149 
150  return 0;
151 
152 }
153 
Rosenbrock's function.
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:141
Contains definitions for Rosenbrock's function.
int main(int argc, char *argv[])
double RealT
Provides the interface to compute optimization steps with line search.
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.
double RealT
static const double ROL_EPSILON
Platform-dependent machine epsilon.
Definition: ROL_Types.hpp:115