20 #include "ROL_ParameterList.hpp"
23 #include "Teuchos_GlobalMPISession.hpp"
24 #include "Teuchos_Comm.hpp"
25 #include "Teuchos_DefaultComm.hpp"
26 #include "Teuchos_CommHelpers.hpp"
42 int main(
int argc,
char *argv[]) {
44 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
45 ROL::Ptr<const Teuchos::Comm<int> > comm
46 = ROL::toPtr(Teuchos::DefaultComm<int>::getComm());
49 int iprint = argc - 1;
50 bool print = (iprint>0);
51 ROL::Ptr<std::ostream> outStream;
54 outStream = ROL::makePtrFromRef(std::cout);
56 outStream = ROL::makePtrFromRef(bhs);
58 bool print0 = print && !comm->getRank();
59 ROL::Ptr<std::ostream> outStream0;
61 outStream0 = ROL::makePtrFromRef(std::cout);
63 outStream0 = ROL::makePtrFromRef(bhs);
78 ROL::Ptr<BurgersFEM<RealT> > fem
79 = ROL::makePtr<BurgersFEM<RealT>>(nx,nl,cH1,cL2);
80 fem->test_inverse_mass(*outStream0);
81 fem->test_inverse_H1(*outStream0);
85 ROL::Ptr<std::vector<RealT> > ud_ptr
86 = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
87 ROL::Ptr<ROL::Vector<RealT> > ud
88 = ROL::makePtr<L2VectorPrimal<RealT>>(ud_ptr,fem);
89 ROL::Ptr<ROL::Objective_SimOpt<RealT> > pobj
90 = ROL::makePtr<Objective_BurgersControl<RealT>>(fem,ud,alpha);
95 ROL::Ptr<ROL::Constraint_SimOpt<RealT> > pcon
96 = ROL::makePtr<Constraint_BurgersControl<RealT>>(fem,hess);
101 ROL::Ptr<std::vector<RealT> > z_ptr
102 = ROL::makePtr<std::vector<RealT>>(nx+2, 1.0);
103 ROL::Ptr<std::vector<RealT> > gz_ptr
104 = ROL::makePtr<std::vector<RealT>>(nx+2, 1.0);
105 ROL::Ptr<std::vector<RealT> > yz_ptr
106 = ROL::makePtr<std::vector<RealT>>(nx+2, 1.0);
107 for (
int i=0; i<nx+2; i++) {
108 (*yz_ptr)[i] = 2.0*random<RealT>(comm)-1.0;
110 ROL::Ptr<ROL::Vector<RealT> > zp
111 = ROL::makePtr<PrimalControlVector>(z_ptr,fem);
112 ROL::Ptr<ROL::Vector<RealT> > gzp
113 = ROL::makePtr<DualControlVector>(gz_ptr,fem);
114 ROL::Ptr<ROL::Vector<RealT> > yzp
115 = ROL::makePtr<PrimalControlVector>(yz_ptr,fem);
117 ROL::Ptr<std::vector<RealT> > u_ptr
118 = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
119 ROL::Ptr<std::vector<RealT> > gu_ptr
120 = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
121 ROL::Ptr<ROL::Vector<RealT> > up
122 = ROL::makePtr<PrimalStateVector>(u_ptr,fem);
123 ROL::Ptr<ROL::Vector<RealT> > gup
124 = ROL::makePtr<DualStateVector>(gu_ptr,fem);
126 ROL::Ptr<std::vector<RealT> > c_ptr
127 = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
128 ROL::Ptr<std::vector<RealT> > l_ptr
129 = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
130 for (
int i=0; i<nx; i++) {
131 (*l_ptr)[i] = random<RealT>(comm);
133 ROL::Ptr<ROL::Vector<RealT> > cp
134 = ROL::makePtr<PrimalConstraintVector>(c_ptr,fem);
135 ROL::Ptr<ROL::Vector<RealT> > lp
136 = ROL::makePtr<DualConstraintVector>(l_ptr,fem);
140 int dim = 4, nSamp = 1000;
141 std::vector<RealT> tmp(2,0.0); tmp[0] = -1.0; tmp[1] = 1.0;
142 std::vector<std::vector<RealT> > bounds(dim,tmp);
143 ROL::Ptr<ROL::BatchManager<RealT> > bman
144 = ROL::makePtr<L2VectorBatchManager<RealT,int>>(comm);
145 ROL::Ptr<ROL::SampleGenerator<RealT> > sampler
146 = ROL::makePtr<ROL::MonteCarloGenerator<RealT>>(
147 nSamp,bounds,bman,
false,
false,100);
151 bool storage =
true, fdhess =
false;
152 ROL::Ptr<ROL::Objective<RealT> > robj
153 = ROL::makePtr<ROL::Reduced_Objective_SimOpt<RealT>>(
154 pobj,pcon,up,zp,lp,gup,gzp,cp,storage,fdhess);
158 std::vector<RealT> Zlo(nx+2,0.0), Zhi(nx+2,10.0);
159 for (
int i = 0; i < nx+2; i++) {
160 if ( i < (
int)((nx+2)/3) ) {
164 if ( i >= (
int)((nx+2)/3) && i < (
int)(2*(nx+2)/3) ) {
168 if ( i >= (
int)(2*(nx+2)/3) ) {
173 ROL::Ptr<ROL::BoundConstraint<RealT> > Zbnd
174 = ROL::makePtr<L2BoundConstraint<RealT>>(Zlo,Zhi,fem);
178 ROL::ParameterList SOLlist;
179 SOLlist.sublist(
"SOL").set(
"Type",
"Risk Averse");
180 SOLlist.sublist(
"SOL").set(
"Store Sampled Value and Gradient",storage);
181 SOLlist.sublist(
"SOL").sublist(
"Risk Measure").set(
"Name",
"KL Divergence");
182 SOLlist.sublist(
"SOL").sublist(
"Risk Measure").sublist(
"KL Divergence").set(
"Threshold",1.e-2);
189 bool derivcheck =
false;
191 int nranks = sampler->numBatches();
192 for (
int pid = 0; pid < nranks; pid++) {
193 if ( pid == sampler->batchID() ) {
194 for (
int i = sampler->start(); i < sampler->numMySamples(); i++) {
195 *outStream <<
"Sample " << i <<
" Rank " << sampler->batchID() <<
"\n";
196 *outStream <<
"(" << sampler->getMyPoint(i)[0] <<
", "
197 << sampler->getMyPoint(i)[1] <<
", "
198 << sampler->getMyPoint(i)[2] <<
", "
199 << sampler->getMyPoint(i)[3] <<
")\n";
200 pcon->setParameter(sampler->getMyPoint(i));
201 pcon->checkSolve(*up,*zp,*cp,print,*outStream);
202 robj->setParameter(sampler->getMyPoint(i));
204 robj->checkGradient(*zp,*gzp,*yzp,print,*outStream);
205 robj->checkHessVec(*zp,*gzp,*yzp,print,*outStream);
206 *outStream <<
"\n\n";
212 optProb.
check(*outStream0);
217 std::string filename =
"input.xml";
218 auto parlist = ROL::getParametersFromXmlFile( filename );
221 parlist->sublist(
"Step").set(
"Type",
"Trust Region");
224 solver.
solve(*outStream0);
230 ofs.open(
"output_example_08.txt",std::ofstream::out);
231 for (
int i = 0; i < nx+2; i++ ) {
232 ofs << std::scientific << std::setprecision(10);
233 ofs << std::setw(20) << std::left << (
RealT)i/((
RealT)nx+1.0);
234 ofs << std::setw(20) << std::left << (*z_ptr)[i];
241 catch (std::logic_error& err) {
242 *outStream << err.what() <<
"\n";
248 std::cout <<
"End Result: TEST FAILED\n";
250 std::cout <<
"End Result: TEST PASSED\n";
L2VectorPrimal< RealT > PrimalControlVector
void setStochasticObjective(ParameterList &parlist, const Ptr< SampleGenerator< Real >> &vsampler, const Ptr< SampleGenerator< Real >> &gsampler=nullPtr, const Ptr< SampleGenerator< Real >> &hsampler=nullPtr)
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
H1VectorDual< RealT > DualStateVector
Real getSolutionStatistic(int comp=0, int index=0)
Returns the statistic from the soluton vector.
L2VectorDual< RealT > DualControlVector
H1VectorDual< RealT > PrimalConstraintVector
Provides a simplified interface for solving a wide range of optimization problems.
basic_nullstream< char, char_traits< char >> nullstream
int main(int argc, char *argv[])
void check(std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
int solve(const ROL::Ptr< StatusTest< Real > > &status=ROL::nullPtr, const bool combineStatus=true)
Solve optimization problem with no iteration output.
H1VectorPrimal< RealT > PrimalStateVector
H1VectorPrimal< RealT > DualConstraintVector