ROL
ROL_HS3.hpp
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43 
49 #ifndef USE_HESSVEC
50 #define USE_HESSVEC 1
51 #endif
52 
53 #ifndef ROL_HS3_HPP
54 #define ROL_HS3_HPP
55 
56 #include "ROL_StdVector.hpp"
57 #include "ROL_TestProblem.hpp"
58 #include "ROL_Bounds.hpp"
59 #include "ROL_Types.hpp"
60 
61 namespace ROL {
62 namespace ZOO {
63 
66  template<class Real>
67  class Objective_HS3 : public Objective<Real> {
68 
69  typedef std::vector<Real> vector;
70  typedef Vector<Real> V;
72 
73  private:
74 
75  ROL::Ptr<const vector> getVector( const V& x ) {
76 
77  return dynamic_cast<const SV&>(x).getVector();
78  }
79 
80  ROL::Ptr<vector> getVector( V& x ) {
81 
82  return dynamic_cast<SV&>(x).getVector();
83  }
84 
85  public:
86  Objective_HS3(void) {}
87 
88  Real value( const Vector<Real> &x, Real &tol ) {
89 
90 
91  ROL::Ptr<const vector> ex = getVector(x);
92  return (*ex)[1] + 1.e-5 * std::pow((*ex)[1] - (*ex)[0],2.0);
93  }
94 
95  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
96 
97 
98  ROL::Ptr<const vector> ex = getVector(x);
99  ROL::Ptr<vector> eg = getVector(g);
100  (*eg)[0] = -1.e-5 * 2.0 * ((*ex)[1] - (*ex)[0]);
101  (*eg)[1] = 1.0 + 1.e-5 * 2.0 * ((*ex)[1] - (*ex)[0]);
102  }
103 #if USE_HESSVEC
104  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
105 
106 
107  ROL::Ptr<const vector> ex = getVector(x);
108  ROL::Ptr<const vector> ev = getVector(v);
109  ROL::Ptr<vector> ehv = getVector(hv);
110  Real h11 = 1.e-5 * 2.0;
111  Real h22 = 1.e-5 * 2.0;
112  Real h12 = -1.e-5 * 2.0;
113  Real h21 = -1.e-5 * 2.0;
114 
115  (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
116  (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
117  }
118 #endif
119  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
120 
121 
122  ROL::Ptr<const vector> ex = getVector(x);
123  ROL::Ptr<const vector> ev = getVector(v);
124  ROL::Ptr<vector> ehv = getVector(hv);
125 
126  Real h11 = 1.e-5 * 2.0;
127  Real h22 = 1.e-5 * 2.0;
128  Real h12 = -1.e-5 * 2.0;
129  Real h21 = -1.e-5 * 2.0;
130 
131  (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
132  (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
133  }
134  };
135 
136 template<class Real>
137 class getHS3 : public TestProblem<Real> {
138 public:
139  getHS3(void) {}
140 
141  Ptr<Objective<Real>> getObjective(void) const {
142  // Instantiate Objective Function
143  return ROL::makePtr<Objective_HS3<Real>>();
144  }
145 
146  Ptr<Vector<Real>> getInitialGuess(void) const {
147  // Problem dimension
148  int n = 2;
149  // Get Initial Guess
150  ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
151  (*x0p)[0] = 10.0; (*x0p)[1] = 1.0;
152  return ROL::makePtr<StdVector<Real>>(x0p);
153  }
154 
155  Ptr<Vector<Real>> getSolution(const int i = 0) const {
156  // Problem dimension
157  int n = 2;
158  // Get Solution
159  ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
160  (*xp)[0] = 0.0; (*xp)[1] = 0.0;
161  return ROL::makePtr<StdVector<Real>>(xp);
162  }
163 
164  Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
165  // Problem dimension
166  int n = 2;
167  // Instantiate BoundConstraint
168  ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
169  (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = 0.0;
170  ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
171  ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
172  (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
173  ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
174  return ROL::makePtr<Bounds<Real>>(l,u);
175  }
176 };
177 
178 } // End ZOO Namespace
179 } // End ROL Namespace
180 
181 #endif
Provides the interface to evaluate objective functions.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition: ROL_HS3.hpp:119
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS3.hpp:146
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS3.hpp:88
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS3.hpp:141
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Contains definitions of custom data types in ROL.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS3.hpp:164
ROL::Ptr< vector > getVector(V &x)
Definition: ROL_HS3.hpp:80
Vector< Real > V
Definition: ROL_HS3.hpp:70
ROL::Ptr< const vector > getVector(const V &x)
Definition: ROL_HS3.hpp:75
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS3.hpp:95
Contains definitions of test objective functions.
StdVector< Real > SV
Definition: ROL_HS3.hpp:71
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS3.hpp:155
std::vector< Real > vector
Definition: ROL_HS3.hpp:69
W. Hock and K. Schittkowski 3rd test function.
Definition: ROL_HS3.hpp:67