ROL
ROL_HS28.hpp
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43 
50 #ifndef ROL_HS28_HPP
51 #define ROL_HS28_HPP
52 
53 #include "ROL_StdVector.hpp"
54 #include "ROL_TestProblem.hpp"
55 #include "ROL_Types.hpp"
56 #include "ROL_StdObjective.hpp"
57 #include "ROL_StdConstraint.hpp"
58 
59 namespace ROL {
60 namespace ZOO {
61 
68 template<class Real>
69 class Objective_HS28 : public StdObjective<Real> {
70 public:
71  Real value( const std::vector<Real> &x, Real &tol ) {
72  const Real two(2);
73  return std::pow(x[0]+x[1],two) + std::pow(x[1]+x[2],two);
74  }
75 
76  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
77  const Real two(2);
78  g[0] = two*(x[0]+x[1]);
79  g[1] = two*(x[0]+x[1]) + two*(x[1]+x[2]);
80  g[2] = two*(x[1]+x[2]);
81  }
82 
83  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
84  const Real two(2);
85  hv[0] = two*v[0] + two*v[1];
86  hv[1] = two*v[0] + two*two*v[1] + two*v[2];
87  hv[2] = two*v[1] + two*v[2];
88  }
89 };
90 
91 template<class Real>
92 class Constraint_HS28 : public StdConstraint<Real> {
93 public:
94  Constraint_HS28(void) {}
95 
96  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
97  const Real c1(1), c2(2), c3(3);
98  c[0] = c1*x[0]+c2*x[1]+c3*x[2]-c1;
99  }
100 
101  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
102  const std::vector<Real> &x, Real &tol) {
103  const Real c1(1), c2(2), c3(3);
104  jv[0] = c1*v[0]+c2*v[1]+c3*v[2];
105  }
106 
107  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
108  const std::vector<Real> &x, Real &tol ) {
109  const Real c1(1), c2(2), c3(3);
110  ajv[0] = c1*v[0];
111  ajv[1] = c2*v[0];
112  ajv[2] = c3*v[0];
113  }
114 
115  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
116  const std::vector<Real> &v, const std::vector<Real> &x,
117  Real &tol) {
118  ahuv.assign(ahuv.size(),static_cast<Real>(0));
119  }
120 
121 
122 };
123 
124 template<class Real>
125 class getHS28 : public TestProblem<Real> {
126 public:
127  getHS28(void) {}
128 
129  Ptr<Objective<Real>> getObjective(void) const {
130  return ROL::makePtr<Objective_HS28<Real>>();
131  }
132 
133  Ptr<Vector<Real>> getInitialGuess(void) const {
134  int n = 3;
135  ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
136  (*xp)[0] = static_cast<Real>(-4);
137  (*xp)[1] = static_cast<Real>(1);
138  (*xp)[2] = static_cast<Real>(1);
139  return ROL::makePtr<StdVector<Real>>(xp);
140  }
141 
142  Ptr<Vector<Real>> getSolution(const int i = 0) const {
143  int n = 3;
144  ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
145  (*xp)[0] = static_cast<Real>(0.5);
146  (*xp)[1] = static_cast<Real>(-0.5);
147  (*xp)[2] = static_cast<Real>(0.5);
148  return ROL::makePtr<StdVector<Real>>(xp);
149  }
150 
151  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
152  return ROL::makePtr<Constraint_HS28<Real>>();
153  }
154 
155  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
156  int n = 1;
157  return ROL::makePtr<StdVector<Real>>(n,0.0);
158  }
159 };
160 
161 } // End ZOO Namespace
162 } // End ROL Namespace
163 
164 #endif
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:101
Contains definitions of custom data types in ROL.
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:83
Defines the equality constraint operator interface for StdVectors.
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:115
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:107
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS28.hpp:142
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
Contains definitions of test objective functions.
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS28.hpp:151
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:96
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS28.hpp:133
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:76
W. Hock and K. Schittkowski 28th test function.
Definition: ROL_HS28.hpp:69
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS28.hpp:129
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS28.hpp:155
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS28.hpp:71