ROL
ROL_HS50.hpp
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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_HS50_HPP
17 #define ROL_HS50_HPP
18 
19 #include "ROL_StdVector.hpp"
20 #include "ROL_TestProblem.hpp"
21 #include "ROL_Types.hpp"
22 #include "ROL_StdObjective.hpp"
23 #include "ROL_StdConstraint.hpp"
24 
25 namespace ROL {
26 namespace ZOO {
27 
34 template<class Real>
35 class Objective_HS50 : public StdObjective<Real> {
36 public:
37  Real value( const std::vector<Real> &x, Real &tol ) {
38  const Real c2(2), c4(4);
39  return std::pow(x[0]-x[1],c2) + std::pow(x[1]-x[2],c2)
40  + std::pow(x[2]-x[3],c4) + std::pow(x[3]-x[4],c2);
41  }
42 
43  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
44  const Real c2(2), c3(3), c4(4);
45  g[0] = c2*(x[0]-x[1]);
46  g[1] = c2*(x[1]-x[0]) + c2*(x[1]-x[2]);
47  g[2] = c2*(x[2]-x[1]) + c4*std::pow(x[2]-x[3],c3);
48  g[3] = c4*std::pow(x[3]-x[2],c3) + c2*(x[3]-x[4]);
49  g[4] = c2*(x[4]-x[3]);
50  }
51 
52  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
53  const Real c2(2), c3(3), c4(4);
54  hv[0] = c2*v[0] - c2*v[1];
55  hv[1] = (c2+c2)*v[1] - c2*v[0] - c2*v[2];
56  hv[2] = (c2 + c4*c3*std::pow(x[2]-x[3],c2))*v[2] - c2*v[1] - c4*c3*std::pow(x[3]-x[2],c2)*v[3];
57  hv[3] = (c4*c3*std::pow(x[3]-x[2],c2) + c2)*v[3] - c4*c3*std::pow(x[2]-x[3],c2)*v[2] - c2*v[4];
58  hv[4] = c2*v[4] - c2*v[3];
59  }
60 };
61 
62 template<class Real>
63 class Constraint_HS50 : public StdConstraint<Real> {
64 public:
65  Constraint_HS50(void) {}
66 
67  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
68  const Real c2(2), c3(3), c6(6);
69  c[0] = x[0]+c2*x[1]+c3*x[2]-c6;
70  c[1] = x[1]+c2*x[2]+c3*x[3]-c6;
71  c[2] = x[2]+c2*x[3]+c3*x[4]-c6;
72  }
73 
74  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
75  const std::vector<Real> &x, Real &tol) {
76  const Real c2(2), c3(3);
77  jv[0] = v[0]+c2*v[1]+c3*v[2];
78  jv[1] = v[1]+c2*v[2]+c3*v[3];
79  jv[2] = v[2]+c2*v[3]+c3*v[4];
80  }
81 
82  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
83  const std::vector<Real> &x, Real &tol ) {
84  const Real c2(2), c3(3);
85  ajv[0] = v[0];
86  ajv[1] = c2*v[0] + v[1];
87  ajv[2] = c3*v[0] + c2*v[1] + v[2];
88  ajv[3] = c3*v[1] + c2*v[2];
89  ajv[4] = c3*v[2];
90  }
91 
92  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
93  const std::vector<Real> &v, const std::vector<Real> &x,
94  Real &tol) {
95  ahuv.assign(ahuv.size(),static_cast<Real>(0));
96  }
97 
98 
99 };
100 
101 template<class Real>
102 class getHS50 : public TestProblem<Real> {
103 public:
104  getHS50(void) {}
105 
106  Ptr<Objective<Real>> getObjective(void) const {
107  return ROL::makePtr<Objective_HS50<Real>>();
108  }
109 
110  Ptr<Vector<Real>> getInitialGuess(void) const {
111  int n = 5;
112  ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
113  (*xp)[0] = static_cast<Real>(35);
114  (*xp)[1] = static_cast<Real>(-31);
115  (*xp)[2] = static_cast<Real>(11);
116  (*xp)[3] = static_cast<Real>(5);
117  (*xp)[4] = static_cast<Real>(-5);
118  return ROL::makePtr<StdVector<Real>>(xp);
119  }
120 
121  Ptr<Vector<Real>> getSolution(const int i = 0) const {
122  int n = 5;
123  return ROL::makePtr<StdVector<Real>>(n,1.0);
124  }
125 
126  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
127  return ROL::makePtr<Constraint_HS50<Real>>();
128  }
129 
130  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
131  int n = 3;
132  return ROL::makePtr<StdVector<Real>>(n,0.0);
133  }
134 };
135 
136 } // End ZOO Namespace
137 } // End ROL Namespace
138 
139 #endif
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS50.hpp:37
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS50.hpp:126
Contains definitions of custom data types in ROL.
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS50.hpp:110
Defines the equality constraint operator interface for StdVectors.
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS50.hpp:52
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS50.hpp:74
Contains definitions of test objective functions.
W. Hock and K. Schittkowski 50th test function.
Definition: ROL_HS50.hpp:35
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS50.hpp:82
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS50.hpp:43
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS50.hpp:130
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS50.hpp:67
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS50.hpp:106
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_HS50.hpp:92
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS50.hpp:121