ROL
step/test_08.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 
14 #include "Teuchos_GlobalMPISession.hpp"
15 
16 #include "ROL_HS29.hpp"
17 #include "ROL_Algorithm.hpp"
18 
19 typedef double RealT;
20 
21 int main(int argc, char *argv[]) {
22 
23 
24 
25 
26  typedef std::vector<RealT> vec;
27  typedef ROL::StdVector<RealT> SV;
28  typedef ROL::Ptr<ROL::Vector<RealT> > ROL::PtrV;
29 
30  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
31 
32  int iprint = argc - 1;
33  ROL::Ptr<std::ostream> outStream;
34  ROL::nullstream bhs; // outputs nothing
35  if (iprint > 0)
36  outStream = ROL::makePtrFromRef(std::cout);
37  else
38  outStream = ROL::makePtrFromRef(bhs);
39 
40  int errorFlag = 0;
41 
42  try {
43 
44  int xopt_dim = 3; // Dimension of optimization vectors
45  int ci_dim = 1; // Dimension of inequality constraint
46 
47  ROL::Ptr<vec> xopt_ptr = ROL::makePtr<vec>(xopt_dim,1.0); // Feasible initial guess
48 
49  ROL::Ptr<vec> li_ptr = ROL::makePtr<vec>(ci_dim,0.0);
50 
51  ROL::PtrV xopt = ROL::makePtr<SV>(xopt_ptr);
52  ROL::PtrV li = ROL::makePtr<SV>(li_ptr);
53 
54  // Original obective
57 
58  ROL::Ptr<ROL::Objective<RealT> > obj_hs29 = ROL::makePtr<Objective_HS29<RealT>>();
59  ROL::Ptr<ROL::InequalityConstraint<RealT> > incon_hs29 = ROL::makePtr<InequalityConstraint_HS29<RealT>>();
60 
61 
62  std::string stepname = "Interior Point";
63 
64  RealT mu = 0.1; // Initial penalty parameter
65  RealT factor = 0.1; // Penalty reduction factor
66 
67  // Set solver parameters
68  parlist->sublist("General").set("Print Verbosity",1);
69 
70  parlist->sublist("Step").sublist("Interior Point").set("Initial Barrier Penalty",mu);
71  parlist->sublist("Step").sublist("Interior Point").set("Minimium Barrier Penalty",1e-8);
72  parlist->sublist("Step").sublist("Interior Point").set("Barrier Penalty Reduction Factor",factor);
73  parlist->sublist("Step").sublist("Interior Point").set("Subproblem Iteration Limit",30);
74 
75  parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Nominal Relative Tolerance",1.e-4);
76  parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Fix Tolerance",true);
77  parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Iteration Limit",20);
78  parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Relative Tolerance",1e-2);
79  parlist->sublist("Step").sublist("Composite Step").set("Output Level",0);
80 
81  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-12);
82  parlist->sublist("Status Test").set("Constraint Tolerance",1.e-8);
83  parlist->sublist("Status Test").set("Step Tolerance",1.e-8);
84  parlist->sublist("Status Test").set("Iteration Limit",100);
85 
86  ROL::OptimizationProblem<RealT> problem( obj_hs29, xopt, incon_hs29, li, parlist);
87 
88  // Define algorithm.
89  ROL::Ptr<ROL::Algorithm<RealT> > algo;
90  algo = ROL::makePtr<ROL::Algorithm<RealT>>(stepname,*parlist);
91 
92  algo->run(problem,true,*outStream);
93 
94 
95 
96  *outStream << std::endl << std::setw(20) << "Computed Minimizer" << std::endl;
97  for( int i=0;i<xopt_dim;++i ) {
98  *outStream << std::setw(20) << (*xopt_ptr)[i] << std::endl;
99  }
100 
101  *outStream << "Exact minimizers: x* = (a,b,c), (a,-b,-c), (-a,b,-c), (-a,-b,c)" << std::endl;
102  *outStream << "Where a=4, b=" << 2*std::sqrt(2) << ", and c=2" << std::endl;
103 
104  }
105  catch (std::logic_error& err) {
106  *outStream << err.what() << "\n";
107  errorFlag = -1000;
108  }; // end try
109 
110  if (errorFlag != 0)
111  std::cout << "End Result: TEST FAILED\n";
112  else
113  std::cout << "End Result: TEST PASSED\n";
114 
115  return 0;
116 
117 
118 
119 }
Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains only inequality...
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
basic_nullstream< char, char_traits< char >> nullstream
Definition: ROL_Stream.hpp:38
int main(int argc, char *argv[])