ROL
ROL_HS3.hpp
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43 
49 #ifndef USE_HESSVEC
50 #define USE_HESSVEC 1
51 #endif
52 
53 #ifndef ROL_HS3_HPP
54 #define ROL_HS3_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_HS3 : public Objective<Real> {
68  public:
69  Objective_HS3(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 (*ex)[1] + 1.e-5 * std::pow((*ex)[1] - (*ex)[0],2.0);
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] = -1.e-5 * 2.0 * ((*ex)[1] - (*ex)[0]);
83  (*eg)[1] = 1.0 + 1.e-5 * 2.0 * ((*ex)[1] - (*ex)[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 h11 = 1.e-5 * 2.0;
95  Real h22 = 1.e-5 * 2.0;
96  Real h12 = -1.e-5 * 2.0;
97  Real h21 = -1.e-5 * 2.0;
98 
99  (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
100  (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
101  }
102 #endif
103  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
104  Teuchos::RCP<const std::vector<Real> > ex =
105  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
106  Teuchos::RCP<const std::vector<Real> > ev =
107  (Teuchos::dyn_cast<StdVector<Real> >(const_cast<Vector<Real> &>(v))).getVector();
108  Teuchos::RCP<std::vector<Real> > ehv =
109  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(hv)).getVector());
110 
111  Real h11 = 1.e-5 * 2.0;
112  Real h22 = 1.e-5 * 2.0;
113  Real h12 = -1.e-5 * 2.0;
114  Real h21 = -1.e-5 * 2.0;
115 
116  (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
117  (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
118  }
119  };
120 
121  template<class Real>
122  void getHS3( Teuchos::RCP<Objective<Real> > &obj, Teuchos::RCP<BoundConstraint<Real> > &con,
123  Vector<Real> &x0, Vector<Real> &x ) {
124  // Cast Initial Guess and Solution Vectors
125  Teuchos::RCP<std::vector<Real> > x0p =
126  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(x0)).getVector());
127  Teuchos::RCP<std::vector<Real> > xp =
128  Teuchos::rcp_const_cast<std::vector<Real> >((Teuchos::dyn_cast<StdVector<Real> >(x)).getVector());
129  int n = xp->size();
130  // Resize Vectors
131  n = 2;
132  x0p->resize(n);
133  xp->resize(n);
134  // Instantiate Objective Function
135  obj = Teuchos::rcp( new Objective_HS3<Real> );
136  // Instantiate BoundConstraint
137  std::vector<Real> l(n,0.0); l[0] = -ROL_OVERFLOW; l[1] = 0.0;
138  std::vector<Real> u(n,0.0); u[0] = ROL_OVERFLOW; u[1] = ROL_OVERFLOW;
139  con = Teuchos::rcp( new StdBoundConstraint<Real>(l,u) );
140  // Get Initial Guess
141  (*x0p)[0] = 10.0;
142  (*x0p)[1] = 1.0;
143  // Get Solution
144  (*xp)[0] = 0.0;
145  (*xp)[1] = 0.0;
146  }
147 
148 
149 } // End ZOO Namespace
150 } // End ROL Namespace
151 
152 #endif
Contains definitions for std::vector bound constraints.
Provides the interface to evaluate objective functions.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition: ROL_HS3.hpp:103
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS3.hpp:71
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.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:72
void getHS3(Teuchos::RCP< Objective< Real > > &obj, Teuchos::RCP< BoundConstraint< Real > > &con, Vector< Real > &x0, Vector< Real > &x)
Definition: ROL_HS3.hpp:122
Provides the std::vector implementation of the ROL::Vector interface.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS3.hpp:77
Provides the interface to apply upper and lower bound constraints.
static const double ROL_OVERFLOW
Platform-dependent maximum double.
Definition: ROL_Types.hpp:123
W. Hock and K. Schittkowski 3rd test function.
Definition: ROL_HS3.hpp:67