ROL
sacado/example_02.cpp
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1 // @HEADER
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 
21 #include <iostream>
22 
23 #include "ROL_Sacado_Objective.hpp"
24 #include "ROL_Sacado_Constraint.hpp"
25 
26 #include "ROL_Algorithm.hpp"
27 #include "ROL_CompositeStep.hpp"
29 #include "ROL_Constraint.hpp"
30 #include "ROL_ParameterList.hpp"
31 
32 #include "ROL_Stream.hpp"
33 #include "Teuchos_GlobalMPISession.hpp"
34 
35 #include "example_02.hpp"
36 
37 using namespace ROL;
38 
39 typedef double RealT;
40 
41 int main(int argc, char **argv)
42 {
43 
44 
45  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
46 
47  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
48  int iprint = argc - 1;
49  ROL::Ptr<std::ostream> outStream;
50  ROL::nullstream bhs; // outputs nothing
51  if (iprint > 0)
52  outStream = ROL::makePtrFromRef(std::cout);
53  else
54  outStream = ROL::makePtrFromRef(bhs);
55 
56  int errorFlag = 0;
57 
58  // *** Example body.
59 
60  try {
61 
62  // Run derivative checks, etc.
63  int dim = 5;
64  int nc = 3;
65 
66  ROL::Ptr< Sacado_Objective<RealT,Example_Objective> > obj =
67  ROL::makePtr<Sacado_Objective<RealT,Example_Objective>>();
68 
69  ROL::Ptr< Sacado_Constraint<RealT,Example_Constraint > > constr =
70  ROL::makePtr<Sacado_Constraint<RealT,Example_Constraint >>(nc);
71 
72  ROL::Ptr<std::vector<RealT> > x_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
73 
74  ROL::Ptr<std::vector<RealT> > sol_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
75  ROL::StdVector<RealT> x(x_ptr); // Iteration vector.
76  ROL::StdVector<RealT> sol(sol_ptr); // Reference solution vector.
77 
78  // Get initial guess
79  (*x_ptr)[0] = -1.8;
80  (*x_ptr)[1] = 1.7;
81  (*x_ptr)[2] = 1.9;
82  (*x_ptr)[3] = -0.8;
83  (*x_ptr)[4] = -0.8;
84 
85  // Get solution
86  (*sol_ptr)[0] = -1.717143570394391e+00;
87  (*sol_ptr)[1] = 1.595709690183565e+00;
88  (*sol_ptr)[2] = 1.827245752927178e+00;
89  (*sol_ptr)[3] = -7.636430781841294e-01;
90  (*sol_ptr)[4] = -7.636430781841294e-01;
91 
92  RealT left = -1e0, right = 1e0;
93  ROL::Ptr<std::vector<RealT> > xtest_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
94  ROL::Ptr<std::vector<RealT> > g_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
95  ROL::Ptr<std::vector<RealT> > d_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
96  ROL::Ptr<std::vector<RealT> > v_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
97  ROL::Ptr<std::vector<RealT> > vc_ptr = ROL::makePtr<std::vector<RealT>>(nc, 0.0);
98  ROL::Ptr<std::vector<RealT> > vl_ptr = ROL::makePtr<std::vector<RealT>>(nc, 0.0);
99  ROL::StdVector<RealT> xtest(xtest_ptr);
100  ROL::StdVector<RealT> g(g_ptr);
101  ROL::StdVector<RealT> d(d_ptr);
102  ROL::StdVector<RealT> v(v_ptr);
103  ROL::StdVector<RealT> vc(vc_ptr);
104  ROL::StdVector<RealT> vl(vl_ptr);
105 
106  // set xtest, d, v
107  for (int i=0; i<dim; i++) {
108  (*xtest_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
109  (*d_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
110  (*v_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
111  }
112  // set vc, vl
113  for (int i=0; i<nc; i++) {
114  (*vc_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
115  (*vl_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
116  }
117 
118  obj->checkGradient(xtest, d, true, *outStream); *outStream << "\n";
119  obj->checkHessVec(xtest, v, true, *outStream); *outStream << "\n";
120  obj->checkHessSym(xtest, d, v, true, *outStream); *outStream << "\n";
121  constr->checkApplyJacobian(xtest, v, vc, true, *outStream); *outStream << "\n";
122  constr->checkApplyAdjointJacobian(xtest, vl, vc, xtest, true, *outStream); *outStream << "\n";
123  constr->checkApplyAdjointHessian(xtest, vl, d, xtest, true, *outStream); *outStream << "\n";
124 
125  ROL::Ptr<std::vector<RealT> > v1_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
126  ROL::Ptr<std::vector<RealT> > v2_ptr = ROL::makePtr<std::vector<RealT>>(nc, 0.0);
127  ROL::StdVector<RealT> v1(v1_ptr);
128  ROL::StdVector<RealT> v2(v2_ptr);
129  RealT augtol = 1e-8;
130  constr->solveAugmentedSystem(v1, v2, d, vc, xtest, augtol);
131 
132  // Define algorithm.
133  std::string paramfile = "parameters.xml";
134  auto parlist = ROL::getParametersFromXmlFile(paramfile);
135  ROL::Ptr<ROL::Step<RealT>>
136  step = ROL::makePtr<ROL::CompositeStep<RealT>>(*parlist);
137  ROL::Ptr<ROL::StatusTest<RealT>>
138  status = ROL::makePtr<ROL::ConstraintStatusTest<RealT>>(*parlist);
139  ROL::Algorithm<RealT> algo(step,status,false);
140 
141  // Run algorithm.
142  vl.zero();
143  algo.run(x, g, vl, vc, *obj, *constr, true, *outStream);
144 
145  // Compute Error
146  *outStream << "\nReference solution x_r =\n";
147  *outStream << std::scientific << " " << (*sol_ptr)[0] << "\n";
148  *outStream << std::scientific << " " << (*sol_ptr)[1] << "\n";
149  *outStream << std::scientific << " " << (*sol_ptr)[2] << "\n";
150  *outStream << std::scientific << " " << (*sol_ptr)[3] << "\n";
151  *outStream << std::scientific << " " << (*sol_ptr)[4] << "\n";
152  *outStream << "\nOptimal solution x =\n";
153  *outStream << std::scientific << " " << (*x_ptr)[0] << "\n";
154  *outStream << std::scientific << " " << (*x_ptr)[1] << "\n";
155  *outStream << std::scientific << " " << (*x_ptr)[2] << "\n";
156  *outStream << std::scientific << " " << (*x_ptr)[3] << "\n";
157  *outStream << std::scientific << " " << (*x_ptr)[4] << "\n";
158  x.axpy(-1.0, sol);
159  RealT abserr = x.norm();
160  RealT relerr = abserr/sol.norm();
161  *outStream << std::scientific << "\n Absolute Error: " << abserr;
162  *outStream << std::scientific << "\n Relative Error: " << relerr << "\n";
163  if ( relerr > sqrt(ROL::ROL_EPSILON<RealT>()) ) {
164  errorFlag += 1;
165  }
166  }
167  catch (std::logic_error& err) {
168  *outStream << err.what() << "\n";
169  errorFlag = -1000;
170  }; // end try
171 
172  if (errorFlag != 0)
173  std::cout << "End Result: TEST FAILED\n";
174  else
175  std::cout << "End Result: TEST PASSED\n";
176 
177  return 0;
178 
179 
180 }
void axpy(const Real alpha, const Vector< Real > &x)
Compute where .
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 void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:133
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
Real norm() const
Returns where .
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
Provides an interface to run optimization algorithms.
basic_nullstream< char, char_traits< char >> nullstream
Definition: ROL_Stream.hpp:38
int main(int argc, char *argv[])
constexpr auto dim