ROL
ROL_HS42.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
16 #ifndef ROL_HS42_HPP
17 #define ROL_HS42_HPP
18 
19 #include "ROL_StdVector.hpp"
20 #include "ROL_StdObjective.hpp"
21 #include "ROL_StdConstraint.hpp"
22 #include "ROL_TestProblem.hpp"
23 #include "ROL_Bounds.hpp"
25 #include "ROL_Types.hpp"
26 
27 namespace ROL {
28 namespace ZOO {
29 
36 template<class Real>
37 class Objective_HS42 : public StdObjective<Real> {
38 public:
39 
40  Real value( const std::vector<Real> &x, Real &tol ) {
41  const Real c1(1), c2(2), c3(3), c4(4);
42  return std::pow(x[0]-c1,c2) + std::pow(x[1]-c2,c2)
43  + std::pow(x[2]-c3,c2) + std::pow(x[3]-c4,c2);
44  }
45 
46  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
47  const Real c1(1), c2(2), c3(3), c4(4);
48  g[0] = c2*(x[0]-c1);
49  g[1] = c2*(x[1]-c2);
50  g[2] = c2*(x[2]-c3);
51  g[3] = c2*(x[3]-c4);
52  }
53 
54  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
55  const Real c2(2);
56  hv[0] = c2*v[0];
57  hv[1] = c2*v[1];
58  hv[2] = c2*v[2];
59  hv[3] = c2*v[3];
60  }
61 };
62 
63 template<class Real>
64 class Constraint_HS42a : public StdConstraint<Real> {
65 public:
67 
68  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
69  const Real c2(2);
70  c[0] = x[0] - c2;
71  }
72 
73  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
74  const std::vector<Real> &x, Real &tol) {
75  jv[0] = v[0];
76  }
77 
78  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
79  const std::vector<Real> &x, Real &tol ) {
80  ajv[0] = v[0];
81  ajv[1] = static_cast<Real>(0);
82  ajv[2] = static_cast<Real>(0);
83  ajv[3] = static_cast<Real>(0);
84  }
85 
86  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
87  const std::vector<Real> &v, const std::vector<Real> &x,
88  Real &tol) {
89  ahuv.assign(ahuv.size(),static_cast<Real>(0));
90  }
91 };
92 
93 template<class Real>
94 class Constraint_HS42b : public StdConstraint<Real> {
95 public:
97 
98  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
99  const Real c2(2);
100  c[0] = std::pow(x[2],c2) + std::pow(x[3],c2) - c2;
101  }
102 
103  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
104  const std::vector<Real> &x, Real &tol) {
105  const Real c2(2);
106  jv[0] = c2*x[2]*v[2] + c2*x[3]*v[3];
107  }
108 
109  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
110  const std::vector<Real> &x, Real &tol ) {
111  const Real c2(2);
112  ajv[0] = static_cast<Real>(0);
113  ajv[1] = static_cast<Real>(0);
114  ajv[2] = c2*x[2]*v[0];
115  ajv[3] = c2*x[3]*v[0];
116  }
117 
118  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
119  const std::vector<Real> &v, const std::vector<Real> &x,
120  Real &tol) {
121  const Real c2(2);
122  ahuv[0] = static_cast<Real>(0);
123  ahuv[1] = static_cast<Real>(0);
124  ahuv[2] = c2*v[2]*u[0];
125  ahuv[3] = c2*v[3]*u[0];
126  }
127 };
128 
129 template<class Real>
130 class getHS42 : public TestProblem<Real> {
131 public:
132  getHS42(void) {}
133 
134  Ptr<Objective<Real>> getObjective(void) const {
135  return ROL::makePtr<Objective_HS42<Real>>();
136  }
137 
138  Ptr<Vector<Real>> getInitialGuess(void) const {
139  int n = 4;
140  return ROL::makePtr<StdVector<Real>>(n,1.0);
141  }
142 
143  Ptr<Vector<Real>> getSolution(const int i = 0) const {
144  int n = 4;
145  ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
146  (*xp)[0] = static_cast<Real>(2);
147  (*xp)[1] = static_cast<Real>(2);
148  (*xp)[2] = static_cast<Real>(0.6*std::sqrt(2));
149  (*xp)[3] = static_cast<Real>(0.8*std::sqrt(2));
150  return ROL::makePtr<StdVector<Real>>(xp);
151  }
152 
153  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
154  std::vector<Ptr<Constraint<Real>>> cvec(2);
155  cvec[0] = makePtr<Constraint_HS42a<Real>>();
156  cvec[1] = makePtr<Constraint_HS42b<Real>>();
157  return ROL::makePtr<Constraint_Partitioned<Real>>(cvec);
158  }
159 
160  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
161  std::vector<Ptr<Vector<Real>>> lvec(2);
162  lvec[0] = makePtr<StdVector<Real>>(makePtr<std::vector<Real>>(1,0.0));
163  lvec[1] = makePtr<StdVector<Real>>(makePtr<std::vector<Real>>(1,0.0));
164  return ROL::makePtr<PartitionedVector<Real>>(lvec);
165  }
166 };
167 
168 } // End ZOO Namespace
169 } // End ROL Namespace
170 
171 #endif
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:40
W. Hock and K. Schittkowski 42th test function.
Definition: ROL_HS42.hpp:37
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS42.hpp:143
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:103
Contains definitions of custom data types in ROL.
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:73
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS42.hpp:153
Defines the equality constraint operator interface for StdVectors.
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:86
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:78
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:68
Contains definitions of test objective functions.
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS42.hpp:160
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:54
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS42.hpp:138
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:118
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:98
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:109
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS42.hpp:134
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS42.hpp:46