ROL
ROL_Minimax2.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 
44 #ifndef ROL_MINIMAX2_HPP
45 #define ROL_MINIMAX2_HPP
46 
47 #include "ROL_TestProblem.hpp"
48 #include "ROL_StdVector.hpp"
49 #include "ROL_Ptr.hpp"
50 
51 namespace ROL {
52 namespace ZOO {
53 
54 template<class Real>
55 class Minimax2 : public Objective<Real> {
56 
57  typedef std::vector<Real> vector;
58  typedef Vector<Real> V;
60 
61 private:
62 
63  Ptr<const vector> getVector( const V& x ) {
64  return dynamic_cast<const SV&>(x).getVector();
65  }
66 
67  Ptr<vector> getVector( V& x ) {
68  return dynamic_cast<SV&>(x).getVector();
69  }
70 
71 public:
72  Minimax2(void) {}
73 
74  Real value(const Vector<Real> &x, Real &tol) {
75  Ptr<const vector> xp = getVector(x);
76  Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
77  Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
78  Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
79  return std::max(f1,std::max(f2,f3));
80  }
81 
82  void gradient(Vector<Real> &g, const Vector<Real> &x, Real &tol) {
83  Ptr<const vector> xp = getVector(x);
84  Ptr<vector> gp = getVector(g);
85  Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
86  Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
87  Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
88 
89  if ( f1 >= std::max(f2,f3) ) {
90  (*gp)[0] = 4.0*std::pow((*xp)[0],3.0);
91  (*gp)[1] = 2.0*(*xp)[1];
92  }
93  else if ( f2 >= std::max(f1,f3) ) {
94  (*gp)[0] = 2.0*(*xp)[0]-4.0;
95  (*gp)[1] = 2.0*(*xp)[1]-4.0;
96  }
97  else if ( f3 >= std::max(f1,f2) ) {
98  (*gp)[0] = -2.0*std::exp(-(*xp)[0]+(*xp)[1]);
99  (*gp)[1] = 2.0*std::exp(-(*xp)[0]+(*xp)[1]);
100  }
101  }
102 }; // class Minimax2
103 
104 template<class Real>
105 class getMinimax2 : public TestProblem<Real> {
106 public:
107  getMinimax2(void) {}
108 
109  Ptr<Objective<Real>> getObjective(void) const {
110  return makePtr<Minimax2<Real>>();
111  }
112 
113  Ptr<Vector<Real>> getInitialGuess(void) const {
114  Ptr<std::vector<Real> > x_ptr = makePtr<std::vector<Real>>(2, 0.0);
115  (*x_ptr)[0] = 1.0; (*x_ptr)[1] = -0.1;
116  return makePtr<StdVector<Real>>(x_ptr);
117  }
118 
119  Ptr<Vector<Real>> getSolution(const int i = 0) const {
120  Ptr<std::vector<Real> > z_ptr = makePtr<std::vector<Real>>(2, 0.0);
121  (*z_ptr)[0] = 1.0; (*z_ptr)[1] = 1.0;
122  return makePtr<StdVector<Real>>(z_ptr);
123  }
124 };
125 
126 } // namespace ZOO
127 } // namespace ROL
128 
129 #endif
Provides the interface to evaluate objective functions.
Ptr< Vector< Real > > getSolution(const int i=0) const
Vector< Real > V
StdVector< Real > SV
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Ptr< vector > getVector(V &x)
Ptr< Objective< Real > > getObjective(void) const
Ptr< Vector< Real > > getInitialGuess(void) const
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Contains definitions of test objective functions.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
std::vector< Real > vector
Ptr< const vector > getVector(const V &x)