ROL
ROL_HS48.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
50 #ifndef ROL_HS48_HPP
51 #define ROL_HS48_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_HS48 : public StdObjective<Real> {
70 public:
71  Real value( const std::vector<Real> &x, Real &tol ) {
72  const Real one(1), two(2);
73  return std::pow(x[0]-one,two) + std::pow(x[1]-x[2],two) + std::pow(x[3]-x[4],two);
74  }
75 
76  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
77  const Real one(1), two(2);
78  g[0] = two*(x[0]-one);
79  g[1] = two*(x[1]-x[2]);
80  g[2] = two*(x[2]-x[1]);
81  g[3] = two*(x[3]-x[4]);
82  g[4] = two*(x[4]-x[3]);
83  }
84 
85  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
86  const Real two(2);
87  hv[0] = two*v[0];
88  hv[1] = two*v[1] - two*v[2];
89  hv[2] = two*v[2] - two*v[1];
90  hv[3] = two*v[3] - two*v[4];
91  hv[4] = two*v[4] - two*v[3];
92  }
93 };
94 
95 template<class Real>
96 class Constraint_HS48 : public StdConstraint<Real> {
97 public:
98  Constraint_HS48(void) {}
99 
100  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
101  const Real c2(2), c3(3), c5(5);
102  c[0] = x[0]+x[1]+x[2]+x[3]+x[4]-c5;
103  c[1] = x[2]-c2*(x[3]+x[4])+c3;
104  }
105 
106  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
107  const std::vector<Real> &x, Real &tol) {
108  const Real c2(2);
109  jv[0] = v[0]+v[1]+v[2]+v[3]+v[4];
110  jv[1] = v[2]-c2*(v[3]+v[4]);
111  }
112 
113  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
114  const std::vector<Real> &x, Real &tol ) {
115  const Real c2(2);
116  ajv[0] = v[0];
117  ajv[1] = v[0];
118  ajv[2] = v[0] + v[1];
119  ajv[3] = v[0] - c2*v[1];
120  ajv[4] = v[0] - c2*v[1];
121  }
122 
123  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
124  const std::vector<Real> &v, const std::vector<Real> &x,
125  Real &tol) {
126  ahuv.assign(ahuv.size(),static_cast<Real>(0));
127  }
128 
129 
130 };
131 
132 template<class Real>
133 class getHS48 : public TestProblem<Real> {
134 public:
135  getHS48(void) {}
136 
137  Ptr<Objective<Real>> getObjective(void) const {
138  return ROL::makePtr<Objective_HS48<Real>>();
139  }
140 
141  Ptr<Vector<Real>> getInitialGuess(void) const {
142  int n = 5;
143  ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
144  (*xp)[0] = static_cast<Real>(3);
145  (*xp)[1] = static_cast<Real>(5);
146  (*xp)[2] = static_cast<Real>(-3);
147  (*xp)[3] = static_cast<Real>(2);
148  (*xp)[4] = static_cast<Real>(-2);
149  return ROL::makePtr<StdVector<Real>>(xp);
150  }
151 
152  Ptr<Vector<Real>> getSolution(const int i = 0) const {
153  int n = 5;
154  return ROL::makePtr<StdVector<Real>>(n,1.0);
155  }
156 
157  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
158  return ROL::makePtr<Constraint_HS48<Real>>();
159  }
160 
161  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
162  int n = 2;
163  return ROL::makePtr<StdVector<Real>>(n,0.0);
164  }
165 };
166 
167 } // End ZOO Namespace
168 } // End ROL Namespace
169 
170 #endif
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS48.hpp:113
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS48.hpp:137
Contains definitions of custom data types in ROL.
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS48.hpp:106
Defines the equality constraint operator interface for StdVectors.
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS48.hpp:76
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS48.hpp:71
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS48.hpp:85
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
Contains definitions of test objective functions.
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS48.hpp:161
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS48.hpp:152
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS48.hpp:157
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_HS48.hpp:123
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS48.hpp:100
W. Hock and K. Schittkowski 48th test function.
Definition: ROL_HS48.hpp:69
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS48.hpp:141