ROL
ROL_HS51.hpp
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43 
50 #ifndef ROL_HS51_HPP
51 #define ROL_HS51_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_HS51 : public StdObjective<Real> {
70 public:
71  Real value( const std::vector<Real> &x, Real &tol ) {
72  const Real c1(1), c2(2);
73  return std::pow(x[0]-x[1],c2) + std::pow(x[1]+x[2]-c2,c2)
74  + std::pow(x[3]-c1,c2) + std::pow(x[4]-c1,c2);
75  }
76 
77  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
78  const Real c1(1), c2(2);
79  g[0] = c2*(x[0]-x[1]);
80  g[1] = c2*(x[1]-x[0]) + c2*(x[1]+x[2]-c2);
81  g[2] = c2*(x[1]+x[2]-c2);
82  g[3] = c2*(x[3]-c1);
83  g[4] = c2*(x[4]-c1);
84  }
85 
86  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
87  const Real c2(2);
88  hv[0] = c2*v[0] - c2*v[1];
89  hv[1] = (c2+c2)*v[1] - c2*v[0] + c2*v[2];
90  hv[2] = c2*v[2] + c2*v[1];
91  hv[3] = c2*v[3];
92  hv[4] = c2*v[4];
93  }
94 };
95 
96 template<class Real>
97 class Constraint_HS51 : public StdConstraint<Real> {
98 public:
99  Constraint_HS51(void) {}
100 
101  void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
102  const Real c2(2), c3(3), c4(4);
103  c[0] = x[0]+c3*x[1]-c4;
104  c[1] = x[2]+x[3]-c2*x[4];
105  c[2] = x[1]-x[4];
106  }
107 
108  void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
109  const std::vector<Real> &x, Real &tol) {
110  const Real c2(2), c3(3);
111  jv[0] = v[0]+c3*v[1];
112  jv[1] = v[2]+v[3]-c2*v[4];
113  jv[2] = v[1]-v[4];
114  }
115 
116  void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
117  const std::vector<Real> &x, Real &tol ) {
118  const Real c2(2), c3(3);
119  ajv[0] = v[0];
120  ajv[1] = c3*v[0] + v[2];
121  ajv[2] = v[1];
122  ajv[3] = v[1];
123  ajv[4] = -c2*v[1] - v[2];
124  }
125 
126  void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
127  const std::vector<Real> &v, const std::vector<Real> &x,
128  Real &tol) {
129  ahuv.assign(ahuv.size(),static_cast<Real>(0));
130  }
131 
132 
133 };
134 
135 template<class Real>
136 class getHS51 : public TestProblem<Real> {
137 public:
138  getHS51(void) {}
139 
140  Ptr<Objective<Real>> getObjective(void) const {
141  return ROL::makePtr<Objective_HS51<Real>>();
142  }
143 
144  Ptr<Vector<Real>> getInitialGuess(void) const {
145  int n = 5;
146  ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
147  (*xp)[0] = static_cast<Real>(2.5);
148  (*xp)[1] = static_cast<Real>(0.5);
149  (*xp)[2] = static_cast<Real>(2);
150  (*xp)[3] = static_cast<Real>(-1);
151  (*xp)[4] = static_cast<Real>(0.5);
152  return ROL::makePtr<StdVector<Real>>(xp);
153  }
154 
155  Ptr<Vector<Real>> getSolution(const int i = 0) const {
156  int n = 5;
157  return ROL::makePtr<StdVector<Real>>(n,1.0);
158  }
159 
160  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
161  return ROL::makePtr<Constraint_HS51<Real>>();
162  }
163 
164  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
165  int n = 3;
166  return ROL::makePtr<StdVector<Real>>(n,0.0);
167  }
168 };
169 
170 } // End ZOO Namespace
171 } // End ROL Namespace
172 
173 #endif
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:101
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS51.hpp:140
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS51.hpp:155
Contains definitions of custom data types in ROL.
W. Hock and K. Schittkowski 51th test function.
Definition: ROL_HS51.hpp:69
Defines the equality constraint operator interface for StdVectors.
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:71
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS51.hpp:160
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:86
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
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_HS51.hpp:126
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:77
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS51.hpp:144
Contains definitions of test objective functions.
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:116
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS51.hpp:108
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS51.hpp:164