ROL_HS38.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER

#ifndef USE_HESSVEC 
#define USE_HESSVEC 1
#endif

#ifndef ROL_HS38_HPP
#define ROL_HS38_HPP

#include "ROL_StdVector.hpp"
#include "ROL_TestProblem.hpp"
#include "ROL_Bounds.hpp"
#include "ROL_Types.hpp"

namespace ROL {
namespace ZOO {

  template<class Real>
  class Objective_HS38 : public Objective<Real> {
   
  typedef std::vector<Real> vector;
  typedef Vector<Real>      V;
  typedef StdVector<Real>   SV;  

  private:
  
    ROL::Ptr<const vector> getVector( const V& x ) {
      
      return dynamic_cast<const SV&>(x).getVector();
    }

    ROL::Ptr<vector> getVector( V& x ) {
      
      return dynamic_cast<SV&>(x).getVector();  
    }

  public:
    Objective_HS38(void) {}

    Real value( const Vector<Real> &x, Real &tol ) {

      
      ROL::Ptr<const vector> ex = getVector(x);
      return 100.0 * std::pow((*ex)[1] - std::pow((*ex)[0],2.0),2.0) + std::pow(1.0-(*ex)[0],2.0) + 
              90.0 * std::pow((*ex)[3] - std::pow((*ex)[2],2.0),2.0) + std::pow(1.0-(*ex)[2],2.0) +
              10.1 * (std::pow((*ex)[1] - 1.0,2.0) + std::pow((*ex)[3]-1.0,2.0)) + 
              19.8 * ((*ex)[1] - 1.0) * ((*ex)[3] - 1.0);
    }

    void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
 
      
      ROL::Ptr<const vector> ex = getVector(x);
      ROL::Ptr<vector> eg = getVector(g); 

      (*eg)[0] = -4.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) * (*ex)[0] - 2.0 * (1.0-(*ex)[0]);
      (*eg)[1] = 2.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) + 
                 2.0 * 10.1 * ((*ex)[1] - 1.0) + 19.8*((*ex)[3] - 1.0); 
      (*eg)[2] = -4.0 * 90.0 * ((*ex)[3] - std::pow((*ex)[2],2.0)) * (*ex)[2] - 2.0 * (1.0-(*ex)[2]);
      (*eg)[3] = 2.0 * 90.0 * ((*ex)[3] - std::pow((*ex)[2],2.0)) + 
                 2.0 * 10.1 * ((*ex)[3] - 1.0) + 19.8*((*ex)[1] - 1.0); 
    }
#if USE_HESSVEC
    void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {

      
      ROL::Ptr<const vector> ex = getVector(x);
      ROL::Ptr<const vector> ev = getVector(v);
      ROL::Ptr<vector> ehv = getVector(hv);

      Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0; 
      Real h12 = -4.0 * 100.0 * (*ex)[0];
      Real h13 = 0.0;
      Real h14 = 0.0;
      Real h21 = -4.0 * 100.0 * (*ex)[0];
      Real h22 = 2.0 * 100.0 + 2.0 * 10.1;
      Real h23 = 0.0;
      Real h24 = 19.8;
      Real h31 = 0.0;
      Real h32 = 0.0;
      Real h33 = -4.0 * 90.0 * (*ex)[3] + 12.0 * 90.0 * std::pow((*ex)[2],2.0) + 2.0; 
      Real h34 = -4.0 * 90.0 * (*ex)[2];
      Real h41 = 0.0;
      Real h42 = 19.8;
      Real h43 = -4.0 * 90.0 * (*ex)[2];
      Real h44 = 2.0 * 90.0 + 2.0 * 10.1;

      (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1] + h13 * (*ev)[2] + h14 * (*ev)[3];
      (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1] + h23 * (*ev)[2] + h24 * (*ev)[3];
      (*ehv)[2] = h31 * (*ev)[0] + h32 * (*ev)[1] + h33 * (*ev)[2] + h34 * (*ev)[3];
      (*ehv)[3] = h41 * (*ev)[0] + h42 * (*ev)[1] + h43 * (*ev)[2] + h44 * (*ev)[3];
    } 
#endif
  };

template<class Real>
class getHS38 : public TestProblem<Real> {
public:
  getHS38(void) {}

  Ptr<Objective<Real>> getObjective(void) const {
    // Instantiate Objective Function
    return ROL::makePtr<Objective_HS38<Real>>();
  }

  Ptr<Vector<Real>> getInitialGuess(void) const {
    // Problem dimension
    int n = 4;
    // Get Initial Guess
    ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
    (*x0p)[0] = -3.0; (*x0p)[1] = -1.0;
    (*x0p)[2] = -3.0; (*x0p)[3] = -1.0;
    return ROL::makePtr<StdVector<Real>>(x0p);
  }

  Ptr<Vector<Real>> getSolution(const int i = 0) const {
    // Problem dimension
    int n = 4;
    // Get Solution
    ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
    (*xp)[0] = 1.0; (*xp)[1] = 1.0;
    (*xp)[2] = 1.0; (*xp)[3] = 1.0;
    return ROL::makePtr<StdVector<Real>>(xp);
  }

  Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
    // Problem dimension
    int n = 4;
    // Instantiate BoundConstraint
    ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,-10.0);
    ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
    ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n, 10.0);
    ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
    return ROL::makePtr<Bounds<Real>>(l,u);
  }
};


} // End ZOO Namespace
} // End ROL Namespace

#endif