38 Ptr<const std::vector<Real> > ex
40 return 100.0 * std::pow((*ex)[1] - std::pow((*ex)[0],2.0),2.0) + std::pow(1.0-(*ex)[0],2.0);
44 Ptr<std::vector<Real> > eg
46 Ptr<const std::vector<Real> > ex
49 (*eg)[0] = -4.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) * (*ex)[0] - 2.0 * (1.0-(*ex)[0]);
50 (*eg)[1] = 2.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0));
54 Ptr<std::vector<Real> > ehv
56 Ptr<const std::vector<Real> > ev
58 Ptr<const std::vector<Real> > ex
61 Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0;
62 Real h22 = 2.0 * 100.0;
63 Real h12 = -4.0 * 100.0 * (*ex)[0];
64 Real h21 = -4.0 * 100.0 * (*ex)[0];
66 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
67 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
71 Ptr<std::vector<Real> > ehv
73 Ptr<const std::vector<Real> > ev
75 Ptr<const std::vector<Real> > ex
78 Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0;
79 Real h22 = 2.0 * 100.0;
80 Real h12 = -4.0 * 100.0 * (*ex)[0];
81 Real h21 = -4.0 * 100.0 * (*ex)[0];
83 (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
84 (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
95 return makePtr<Objective_HS1<Real>>();
102 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n,0.0);
103 (*x0p)[0] = -2.0; (*x0p)[1] = 1.0;
104 return makePtr<StdVector<Real>>(x0p);
111 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n,0.0);
112 (*xp)[0] = 1.0; (*xp)[1] = 1.0;
113 return makePtr<StdVector<Real>>(xp);
120 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(n,0.0);
121 (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = -1.5;
122 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
124 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>(n,0.0);
125 (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
126 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
128 return makePtr<Bounds<Real>>(l,u);
Provides the interface to evaluate objective functions.
W. Hock and K. Schittkowski 1st test function.
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.
Ptr< Vector< Real > > getSolution(const int i=0) const
Defines the linear algebra or vector space interface.
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Contains definitions of test objective functions.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Ptr< Vector< Real > > getInitialGuess(void) const
Ptr< Objective< Real > > getObjective(void) const