ROL
ROL_HS53.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_HS53_HPP
17 #define ROL_HS53_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 #include "ROL_Bounds.hpp"
25 
26 namespace ROL {
27 namespace ZOO {
28 
35 template<class Real>
36 class Objective_HS53 : public StdObjective<Real> {
37 public:
38  Real value( const std::vector<Real> &x, Real &tol ) {
39  const Real c1(1), c2(2);
40  return std::pow(x[0]-x[1],c2) + std::pow(x[1]+x[2]-c2,c2)
41  + std::pow(x[3]-c1,c2) + std::pow(x[4]-c1,c2);
42  }
43 
44  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
45  const Real c1(1), c2(2);
46  g[0] = c2*(x[0]-x[1]);
47  g[1] = c2*(x[1]-x[0]) + c2*(x[1]+x[2]-c2);
48  g[2] = c2*(x[1]+x[2]-c2);
49  g[3] = c2*(x[3]-c1);
50  g[4] = c2*(x[4]-c1);
51  }
52 
53  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
54  const Real c2(2);
55  hv[0] = c2*(v[0]-v[1]);
56  hv[1] = c2*(v[1]-v[0]) + c2*(v[1]+v[2]);
57  hv[2] = c2*(v[1]+v[2]);
58  hv[3] = c2*v[3];
59  hv[4] = c2*v[4];
60  }
61 };
62 
63 template<class Real>
64 class Constraint_HS53 : public StdConstraint<Real> {
65 public:
66  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
67  const Real c2(2), c3(3);
68  c[0] = x[0] + c3*x[1];
69  c[1] = x[2] + x[3] - c2*x[4];
70  c[2] = x[1] - x[4];
71  }
72 
73  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
74  const std::vector<Real> &x, Real &tol) {
75  const Real c2(2), c3(3);
76  jv[0] = v[0] + c3*v[1];
77  jv[1] = v[2] + v[3] - c2*v[4];
78  jv[2] = v[1] - v[4];
79  }
80 
81  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
82  const std::vector<Real> &x, Real &tol ) {
83  const Real c2(2), c3(3);
84  ajv[0] = v[0];
85  ajv[1] = c3*v[0] + v[2];
86  ajv[2] = v[1];
87  ajv[3] = v[1];
88  ajv[4] = -c2*v[1] - v[2];
89  }
90 
91  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
92  const std::vector<Real> &v, const std::vector<Real> &x,
93  Real &tol) {
94  ahuv.assign(ahuv.size(),static_cast<Real>(0));
95  }
96 };
97 
98 template<class Real>
99 class getHS53 : public TestProblem<Real> {
100 public:
101  getHS53(void) {}
102 
103  Ptr<Objective<Real>> getObjective(void) const {
104  return ROL::makePtr<Objective_HS53<Real>>();
105  }
106 
107  Ptr<Vector<Real>> getInitialGuess(void) const {
108  int n = 5;
109  return ROL::makePtr<StdVector<Real>>(n,2.0);
110  }
111 
112  Ptr<Vector<Real>> getSolution(const int i = 0) const {
113  int n = 5;
114  ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n);
115  (*xp)[0] = static_cast<Real>(-33.0/43.0);
116  (*xp)[1] = static_cast<Real>( 11.0/43.0);
117  (*xp)[2] = static_cast<Real>( 27.0/43.0);
118  (*xp)[3] = static_cast<Real>( -5.0/43.0);
119  (*xp)[4] = static_cast<Real>( 11.0/43.0);
120  return ROL::makePtr<StdVector<Real>>(xp);
121  }
122 
123  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
124  return ROL::makePtr<Constraint_HS53<Real>>();
125  }
126 
127  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
128  int n = 3;
129  return ROL::makePtr<StdVector<Real>>(n,0.0);
130  }
131 
132  Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
133  int n = 5;
134  Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(n,-10.0);
135  Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(n, 10.0);
136  return makePtr<Bounds<Real>>(l,u);
137  }
138 };
139 
140 } // End ZOO Namespace
141 } // End ROL Namespace
142 
143 #endif
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS53.hpp:38
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS53.hpp:107
W. Hock and K. Schittkowski 53th test function.
Definition: ROL_HS53.hpp:36
Contains definitions of custom data types in ROL.
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_HS53.hpp:91
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS53.hpp:123
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS53.hpp:81
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS53.hpp:44
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS53.hpp:103
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS53.hpp:127
Contains definitions of test objective functions.
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS53.hpp:66
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS53.hpp:112
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS53.hpp:132
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS53.hpp:53
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS53.hpp:73