ROL_HS53.hpp

Go to the documentation of this file.

// @HEADER
// ************************************************************************
//
//               Rapid Optimization Library (ROL) Package
//                 Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact lead developers:
//              Drew Kouri   (dpkouri@sandia.gov) and
//              Denis Ridzal (dridzal@sandia.gov)
//
// ************************************************************************
// @HEADER

#ifndef ROL_HS53_HPP
#define ROL_HS53_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_HS53 : public StdObjective<Real> {
public:
  Real value( const std::vector<Real> &x, Real &tol ) {
    const Real c1(1), c2(2);
    return std::pow(x[0]-x[1],c2) + std::pow(x[1]+x[2]-c2,c2)
         + std::pow(x[3]-c1,c2) + std::pow(x[4]-c1,c2);
  }

  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    const Real c1(1), c2(2);
    g[0] = c2*(x[0]-x[1]);
    g[1] = c2*(x[1]-x[0]) + c2*(x[1]+x[2]-c2);
    g[2] = c2*(x[1]+x[2]-c2);
    g[3] = c2*(x[3]-c1);
    g[4] = c2*(x[4]-c1);
  }

  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    const Real c2(2);
    hv[0] = c2*(v[0]-v[1]);
    hv[1] = c2*(v[1]-v[0]) + c2*(v[1]+v[2]);
    hv[2] = c2*(v[1]+v[2]);
    hv[3] = c2*v[3];
    hv[4] = c2*v[4];
  } 
};

template<class Real>
class Constraint_HS53 : public StdConstraint<Real> {
public:
  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c3(3);
    c[0] = x[0] + c3*x[1];
    c[1] = x[2] + x[3] - c2*x[4];
    c[2] = x[1] - x[4];
  }

  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
                     const std::vector<Real> &x, Real &tol) {
    const Real c2(2), c3(3);
    jv[0] = v[0] + c3*v[1];
    jv[1] = v[2] + v[3] - c2*v[4];
    jv[2] = v[1] - v[4];
  }

  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
                             const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c3(3);
    ajv[0] = v[0];
    ajv[1] = c3*v[0] + v[2];
    ajv[2] = v[1];
    ajv[3] = v[1];
    ajv[4] = -c2*v[1] - v[2];
  }

  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 getHS53 : public TestProblem<Real> {
public:
  getHS53(void) {}

  Ptr<Objective<Real>> getObjective(void) const {
    return ROL::makePtr<Objective_HS53<Real>>();
  }

  Ptr<Vector<Real>> getInitialGuess(void) const {
    int n = 5;
    return ROL::makePtr<StdVector<Real>>(n,2.0);
  }

  Ptr<Vector<Real>> getSolution(const int i = 0) const {
    int n = 5;
    ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n);
    (*xp)[0] = static_cast<Real>(-33.0/43.0);
    (*xp)[1] = static_cast<Real>( 11.0/43.0);
    (*xp)[2] = static_cast<Real>( 27.0/43.0);
    (*xp)[3] = static_cast<Real>( -5.0/43.0);
    (*xp)[4] = static_cast<Real>( 11.0/43.0);
    return ROL::makePtr<StdVector<Real>>(xp);
  }

  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
    return ROL::makePtr<Constraint_HS53<Real>>();
  }

  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
    int n = 3;
    return ROL::makePtr<StdVector<Real>>(n,0.0);
  }

  Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
    int n = 5;
    Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(n,-10.0);
    Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(n, 10.0);
    return makePtr<Bounds<Real>>(l,u);
  }
};

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

#endif