ROL_HS50.hpp

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#ifndef ROL_HS50_HPP
#define ROL_HS50_HPP

#include "ROL_StdVector.hpp"
#include "ROL_TestProblem.hpp"
#include "ROL_Types.hpp"
#include "ROL_StdObjective.hpp"
#include "ROL_StdConstraint.hpp"

namespace ROL {
namespace ZOO {

template<class Real>
class Objective_HS50 : public StdObjective<Real> {
public:
  Real value( const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c4(4);
    return std::pow(x[0]-x[1],c2) + std::pow(x[1]-x[2],c2)
         + std::pow(x[2]-x[3],c4) + std::pow(x[3]-x[4],c2);
  }

  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c3(3), c4(4);
    g[0] = c2*(x[0]-x[1]);
    g[1] = c2*(x[1]-x[0]) + c2*(x[1]-x[2]);
    g[2] = c2*(x[2]-x[1]) + c4*std::pow(x[2]-x[3],c3);
    g[3] = c4*std::pow(x[3]-x[2],c3) + c2*(x[3]-x[4]);
    g[4] = c2*(x[4]-x[3]);
  }

  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c3(3), c4(4);
    hv[0] = c2*v[0] - c2*v[1];
    hv[1] = (c2+c2)*v[1] - c2*v[0] - c2*v[2];
    hv[2] = (c2 + c4*c3*std::pow(x[2]-x[3],c2))*v[2] - c2*v[1] - c4*c3*std::pow(x[3]-x[2],c2)*v[3];
    hv[3] = (c4*c3*std::pow(x[3]-x[2],c2) + c2)*v[3] - c4*c3*std::pow(x[2]-x[3],c2)*v[2] - c2*v[4];
    hv[4] = c2*v[4] - c2*v[3];
  } 
};

template<class Real>
class Constraint_HS50 : public StdConstraint<Real> {
public:
  Constraint_HS50(void) {}
 
  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c3(3), c6(6);
    c[0] = x[0]+c2*x[1]+c3*x[2]-c6;
    c[1] = x[1]+c2*x[2]+c3*x[3]-c6;
    c[2] = x[2]+c2*x[3]+c3*x[4]-c6;
  }  

  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
                     const std::vector<Real> &x, Real &tol) {
    const Real c2(2), c3(3);
    jv[0] = v[0]+c2*v[1]+c3*v[2];
    jv[1] = v[1]+c2*v[2]+c3*v[3];
    jv[2] = v[2]+c2*v[3]+c3*v[4];
  }

  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
                             const std::vector<Real> &x, Real &tol ) {
    const Real c2(2), c3(3);
    ajv[0] =                     v[0];
    ajv[1] =           c2*v[0] + v[1];
    ajv[2] = c3*v[0] + c2*v[1] + v[2];
    ajv[3] = c3*v[1] + c2*v[2];
    ajv[4] = c3*v[2];
  }

  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
                           const std::vector<Real> &v, const std::vector<Real> &x,
                           Real &tol) {
    ahuv.assign(ahuv.size(),static_cast<Real>(0));
  }


};

template<class Real>
class getHS50 : public TestProblem<Real> {
public:
  getHS50(void) {}

  Ptr<Objective<Real>> getObjective(void) const {
    return ROL::makePtr<Objective_HS50<Real>>();
  }

  Ptr<Vector<Real>> getInitialGuess(void) const {
    int n = 5;
    ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
    (*xp)[0] = static_cast<Real>(35);
    (*xp)[1] = static_cast<Real>(-31);
    (*xp)[2] = static_cast<Real>(11);
    (*xp)[3] = static_cast<Real>(5);
    (*xp)[4] = static_cast<Real>(-5);
    return ROL::makePtr<StdVector<Real>>(xp);
  }

  Ptr<Vector<Real>> getSolution(const int i = 0) const {
    int n = 5;
    return ROL::makePtr<StdVector<Real>>(n,1.0);
  }

  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
    return ROL::makePtr<Constraint_HS50<Real>>();
  }

  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
    int n = 3;
    return ROL::makePtr<StdVector<Real>>(n,0.0);
  }
};

} // End ZOO Namespace
} // End ROL Namespace

#endif