ROL
ROL_HS51.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_HS51_HPP
17 #define ROL_HS51_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_HS51 : public StdObjective<Real> {
36 public:
37  Real value( const std::vector<Real> &x, Real &tol ) {
38  const Real c1(1), c2(2);
39  return std::pow(x[0]-x[1],c2) + std::pow(x[1]+x[2]-c2,c2)
40  + std::pow(x[3]-c1,c2) + std::pow(x[4]-c1,c2);
41  }
42 
43  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
44  const Real c1(1), c2(2);
45  g[0] = c2*(x[0]-x[1]);
46  g[1] = c2*(x[1]-x[0]) + c2*(x[1]+x[2]-c2);
47  g[2] = c2*(x[1]+x[2]-c2);
48  g[3] = c2*(x[3]-c1);
49  g[4] = c2*(x[4]-c1);
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);
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*v[2] + c2*v[1];
57  hv[3] = c2*v[3];
58  hv[4] = c2*v[4];
59  }
60 };
61 
62 template<class Real>
63 class Constraint_HS51 : public StdConstraint<Real> {
64 public:
65  Constraint_HS51(void) {}
66 
67  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
68  const Real c2(2), c3(3), c4(4);
69  c[0] = x[0]+c3*x[1]-c4;
70  c[1] = x[2]+x[3]-c2*x[4];
71  c[2] = x[1]-x[4];
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]+c3*v[1];
78  jv[1] = v[2]+v[3]-c2*v[4];
79  jv[2] = v[1]-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] = c3*v[0] + v[2];
87  ajv[2] = v[1];
88  ajv[3] = v[1];
89  ajv[4] = -c2*v[1] - 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 getHS51 : public TestProblem<Real> {
103 public:
104  getHS51(void) {}
105 
106  Ptr<Objective<Real>> getObjective(void) const {
107  return ROL::makePtr<Objective_HS51<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>(2.5);
114  (*xp)[1] = static_cast<Real>(0.5);
115  (*xp)[2] = static_cast<Real>(2);
116  (*xp)[3] = static_cast<Real>(-1);
117  (*xp)[4] = static_cast<Real>(0.5);
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_HS51<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
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:67
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS51.hpp:106
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS51.hpp:121
Contains definitions of custom data types in ROL.
W. Hock and K. Schittkowski 51th test function.
Definition: ROL_HS51.hpp:35
Defines the equality constraint operator interface for StdVectors.
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:37
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS51.hpp:126
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:52
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
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_HS51.hpp:92
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:43
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS51.hpp:110
Contains definitions of test objective functions.
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:82
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:74
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS51.hpp:130