ROL_HS41.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 ROL_HS41_HPP
#define ROL_HS41_HPP

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

namespace ROL {
namespace ZOO {

template<class Real>
class Objective_HS41 : public StdObjective<Real> {
public:
  Real value( const std::vector<Real> &x, Real &tol ) {
    const Real c2(2);
    return c2 - x[0]*x[1]*x[2];
  }

  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    g[0] = -x[1]*x[2];
    g[1] = -x[0]*x[2];
    g[2] = -x[0]*x[1];
    g[3] = static_cast<Real>(0);
  }

  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    hv[0] = -x[2]*v[1] - x[1]*v[2];
    hv[1] = -x[2]*v[0] - x[0]*v[2];
    hv[2] = -x[1]*v[0] - x[0]*v[1];
    hv[3] = static_cast<Real>(0);
  } 
};

template<class Real>
class Constraint_HS41 : public StdConstraint<Real> {
public:
  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
    const Real c2(2);
    c[0] = x[0] + c2*x[1] + c2*x[2] - x[3];
  }  

  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
                     const std::vector<Real> &x, Real &tol) {
    const Real c2(2);
    jv[0] = v[0] + c2*v[1] + c2*v[2] - v[3];
  }

  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
                             const std::vector<Real> &x, Real &tol ) {
    const Real c2(2);
    ajv[0] = v[0];
    ajv[1] = c2*v[0];
    ajv[2] = c2*v[0];
    ajv[3] = -v[0];
  }

  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
                           const std::vector<Real> &v, const std::vector<Real> &x,
                           Real &tol) {
    ahuv.assign(ahuv.size(),static_cast<Real>(0));
  }
};

template<class Real>
class getHS41 : public TestProblem<Real> {
public:
  getHS41(void) {}

  Ptr<Objective<Real>> getObjective(void) const {
    return ROL::makePtr<Objective_HS41<Real>>();
  }

  Ptr<Vector<Real>> getInitialGuess(void) const {
    int n = 4;
    return ROL::makePtr<StdVector<Real>>(n,2.0);
  }

  Ptr<Vector<Real>> getSolution(const int i = 0) const {
    int n = 4;
    ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,1.0/3.0);
    (*xp)[0] = static_cast<Real>(2.0/3.0);
    (*xp)[3] = static_cast<Real>(2.0);
    return ROL::makePtr<StdVector<Real>>(xp);
  }

  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
    return ROL::makePtr<Constraint_HS41<Real>>();
  }

  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
    int n = 1;
    return ROL::makePtr<StdVector<Real>>(n,0.0);
  }

  Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
    int n = 4;
    Ptr<std::vector<Real>> up = makePtr<std::vector<Real>>(n,1.0);
    (*up)[3] = static_cast<Real>(2.0);
    Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(n,0.0);
    Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(up);
    return makePtr<Bounds<Real>>(l,u);
  }
};

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

#endif