ROL_HS3.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_HS3_HPP
#define ROL_HS3_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_HS3 : 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_HS3(void) {}

    Real value( const Vector<Real> &x, Real &tol ) {
     
      
      ROL::Ptr<const vector> ex = getVector(x);
      return (*ex)[1] + 1.e-5 * std::pow((*ex)[1] - (*ex)[0],2.0);
    }

    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] = -1.e-5 * 2.0 * ((*ex)[1] - (*ex)[0]);
      (*eg)[1] = 1.0 + 1.e-5 * 2.0 * ((*ex)[1] - (*ex)[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 = 1.e-5 * 2.0; 
      Real h22 = 1.e-5 * 2.0;
      Real h12 = -1.e-5 * 2.0;
      Real h21 = -1.e-5 * 2.0;

      (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
      (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
    } 
#endif
    void invHessVec( 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 = 1.e-5 * 2.0; 
      Real h22 = 1.e-5 * 2.0;
      Real h12 = -1.e-5 * 2.0;
      Real h21 = -1.e-5 * 2.0;
  
      (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
      (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
    }
  };

template<class Real>
class getHS3 : public TestProblem<Real> {
public:
  getHS3(void) {}

  Ptr<Objective<Real>> getObjective(void) const {
    // Instantiate Objective Function
    return ROL::makePtr<Objective_HS3<Real>>();
  }

  Ptr<Vector<Real>> getInitialGuess(void) const {
    // Problem dimension
    int n = 2;
    // Get Initial Guess
    ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
    (*x0p)[0] = 10.0; (*x0p)[1] = 1.0;
    return ROL::makePtr<StdVector<Real>>(x0p);
  }

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

  Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
    // Problem dimension
    int n = 2;
    // Instantiate BoundConstraint
    ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
    (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = 0.0;
    ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
    ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
    (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
    ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
    return ROL::makePtr<Bounds<Real>>(l,u);
  }
};

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

#endif