19 #include "ROL_ParameterList.hpp"
22 #include "Teuchos_GlobalMPISession.hpp"
37 int main(
int argc,
char *argv[]) {
39 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
41 int iprint = argc - 1;
42 ROL::Ptr<std::ostream> outStream;
45 outStream = ROL::makePtrFromRef(std::cout);
47 outStream = ROL::makePtrFromRef(bhs);
65 ROL::Ptr<BurgersFEM<RealT> > fem
66 = ROL::makePtr<BurgersFEM<RealT>>(nx,nu,nl,u0,u1,f,cH1,cL2);
67 fem->test_inverse_mass(*outStream);
68 fem->test_inverse_H1(*outStream);
72 ROL::Ptr<std::vector<RealT> > ud_ptr
73 = ROL::makePtr<std::vector<RealT>>(nx, 1.);
74 ROL::Ptr<ROL::Vector<RealT> > ud
75 = ROL::makePtr<L2VectorPrimal<RealT>>(ud_ptr,fem);
80 bool useEChessian =
true;
86 std::vector<RealT> Ulo(nx, 0.), Uhi(nx, 1.);
88 ROL::Ptr<ROL::BoundConstraint<RealT> > Ubnd
89 = ROL::makePtr<H1BoundConstraint<RealT>>(Ulo,Uhi,fem);
93 std::vector<RealT> Zlo(nx+2,0.), Zhi(nx+2,2.);
94 ROL::Ptr<ROL::BoundConstraint<RealT> > Zbnd
95 = ROL::makePtr<L2BoundConstraint<RealT>>(Zlo,Zhi,fem);
104 ROL::Ptr<std::vector<RealT> > z_ptr
105 = ROL::makePtr<std::vector<RealT>>(nx+2, 0.);
106 ROL::Ptr<std::vector<RealT> > zrand_ptr
107 = ROL::makePtr<std::vector<RealT>>(nx+2, 1.);
108 ROL::Ptr<std::vector<RealT> > gz_ptr
109 = ROL::makePtr<std::vector<RealT>>(nx+2, 1.);
110 ROL::Ptr<std::vector<RealT> > yz_ptr
111 = ROL::makePtr<std::vector<RealT>>(nx+2, 1.);
112 for (
int i=0; i<nx+2; i++) {
113 (*zrand_ptr)[i] = 10.*(
RealT)rand()/(
RealT)RAND_MAX-5.;
114 (*yz_ptr)[i] = 10.*(
RealT)rand()/(
RealT)RAND_MAX-5.;
116 ROL::Ptr<ROL::Vector<RealT> > zp
117 = ROL::makePtr<PrimalControlVector>(z_ptr,fem);
118 ROL::Ptr<ROL::Vector<RealT> > zrandp
119 = ROL::makePtr<PrimalControlVector>(zrand_ptr,fem);
120 ROL::Ptr<ROL::Vector<RealT> > gzp
121 = ROL::makePtr<DualControlVector>(gz_ptr,fem);
122 ROL::Ptr<ROL::Vector<RealT> > yzp
123 = ROL::makePtr<PrimalControlVector>(yz_ptr,fem);
125 ROL::Ptr<std::vector<RealT> > u_ptr
126 = ROL::makePtr<std::vector<RealT>>(nx, 1.);
127 ROL::Ptr<std::vector<RealT> > gu_ptr
128 = ROL::makePtr<std::vector<RealT>>(nx, 1.);
129 ROL::Ptr<std::vector<RealT> > yu_ptr
130 = ROL::makePtr<std::vector<RealT>>(nx, 1.);
131 for (
int i=0; i<nx; i++) {
132 (*yu_ptr)[i] = 10.*(
RealT)rand()/(
RealT)RAND_MAX-5.;
134 ROL::Ptr<ROL::Vector<RealT> > up
135 = ROL::makePtr<PrimalStateVector>(u_ptr,fem);
136 ROL::Ptr<ROL::Vector<RealT> > gup
137 = ROL::makePtr<DualStateVector>(gu_ptr,fem);
138 ROL::Ptr<ROL::Vector<RealT> > yup
139 = ROL::makePtr<PrimalStateVector>(yu_ptr,fem);
141 ROL::Ptr<std::vector<RealT> > c_ptr
142 = ROL::makePtr<std::vector<RealT>>(nx, 1.);
143 ROL::Ptr<std::vector<RealT> > l_ptr
144 = ROL::makePtr<std::vector<RealT>>(nx, 1.);
145 for (
int i=0; i<nx; i++) {
155 std::string filename =
"input.xml";
156 auto parlist = ROL::getParametersFromXmlFile( filename );
163 obj.checkGradient(x,g,y,
true,*outStream);
164 obj.checkHessVec(x,g,y,
true,*outStream);
176 ROL::Ptr<ROL::Objective<RealT> > obj_ptr = ROL::makePtrFromRef(obj);
177 ROL::Ptr<ROL::Constraint<RealT> > con_ptr = ROL::makePtrFromRef(con);
178 ROL::Ptr<ROL::BoundConstraint<RealT> > bnd_ptr = ROL::makePtrFromRef(bnd);
189 ROL::Ptr<ROL::Step<RealT>>
190 stepMY = ROL::makePtr<ROL::MoreauYosidaPenaltyStep<RealT>>(*parlist);
191 ROL::Ptr<ROL::StatusTest<RealT>>
192 statusMY = ROL::makePtr<ROL::ConstraintStatusTest<RealT>>(*parlist);
195 RealT zerotol = std::sqrt(ROL::ROL_EPSILON<RealT>());
196 con.
solve(c,*up,*zp,zerotol);
197 obj.gradient_1(*gup,*up,*zp,zerotol);
200 gup->zero(); c.
zero();
201 algoMY.
run(x, g, l, c, myPen, con, bnd,
true, *outStream);
202 ROL::Ptr<ROL::Vector<RealT> > xMY = x.
clone();
205 ROL::Ptr<ROL::Step<RealT>>
206 stepAL = ROL::makePtr<ROL::AugmentedLagrangianStep<RealT>>(*parlist);
207 ROL::Ptr<ROL::StatusTest<RealT>>
208 statusAL = ROL::makePtr<ROL::ConstraintStatusTest<RealT>>(*parlist);
211 con.
solve(c,*up,*zp,zerotol);
212 obj.gradient_1(*gup,*up,*zp,zerotol);
215 gup->zero(); c.
zero();
216 algoAL.
run(x, g, l, c, myAugLag, con, bnd,
true, *outStream);
218 ROL::Ptr<ROL::Vector<RealT> > err = x.
clone();
219 err->set(x); err->axpy(-1.,*xMY);
220 errorFlag += ((err->norm() > 1.e-7*x.
norm()) ? 1 : 0);
222 catch (std::logic_error& err) {
223 *outStream << err.what() <<
"\n";
228 std::cout <<
"End Result: TEST FAILED\n";
230 std::cout <<
"End Result: TEST PASSED\n";
Provides the interface to evaluate the augmented Lagrangian.
virtual Real checkSolve(const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout)
Defines the linear algebra or vector space interface for simulation-based optimization.
void solve(ROL::Vector< Real > &c, ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Given , solve for .
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout, bool printVectors=false, std::ostream &vectorStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
virtual Real checkAdjointConsistencyJacobian_2(const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
Check the consistency of the Jacobian and its adjoint. This is the primary interface.
L2VectorPrimal< RealT > PrimalControlVector
void applyInverseAdjointJacobian_1(ROL::Vector< Real > &iajv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the inverse of the adjoint of the partial constraint Jacobian at , , to the vector ...
Real norm() const
Returns where .
virtual void zero()
Set to zero vector.
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
virtual std::vector< std::vector< Real > > checkGradient(const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
Finite-difference gradient check.
ROL::Ptr< Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
virtual Real checkInverseJacobian_1(const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
H1VectorDual< RealT > DualStateVector
L2VectorDual< RealT > DualControlVector
Provides an interface to run optimization algorithms.
Provides the interface to evaluate the Moreau-Yosida penalty function.
H1VectorDual< RealT > PrimalConstraintVector
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian(const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1)
Finite-difference check for the application of the adjoint of constraint Hessian. ...
virtual std::vector< std::vector< Real > > checkApplyJacobian(const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
Finite-difference check for the constraint Jacobian application.
basic_nullstream< char, char_traits< char >> nullstream
int main(int argc, char *argv[])
Provides definitions of equality constraint and objective for example_04.
virtual std::vector< std::vector< Real > > checkHessVec(const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
Finite-difference Hessian-applied-to-vector check.
virtual Real checkAdjointConsistencyJacobian_1(const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
Check the consistency of the Jacobian and its adjoint. This is the primary interface.
H1VectorPrimal< RealT > PrimalStateVector
virtual Real checkInverseAdjointJacobian_1(const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
H1VectorPrimal< RealT > DualConstraintVector