function/test_07.cpp

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#include "ROL_Stream.hpp"
#include "Teuchos_GlobalMPISession.hpp"

#include "ROL_StdVector.hpp"
#include "ROL_StdObjective.hpp"
#include "ROL_CompositeObjective.hpp"

typedef double RealT;

template<class Real> 
class ObjectiveFunctionTest07_1 : public ROL::StdObjective<Real> {
public:
  Real value( const std::vector<Real> &x, Real &tol ) {
    Real half(0.5), quad(0);
    unsigned size = x.size();
    for ( unsigned i = 0; i < size; i++ ) {
      quad += x[i]*x[i]; 
    }
    return half*quad;
  }

  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    g.assign(x.begin(),x.end());
  }

  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    hv.assign(v.begin(),v.end());
  }
};

template<class Real> 
class ObjectiveFunctionTest07_2 : public ROL::StdObjective<Real> {
public:
  Real value( const std::vector<Real> &x, Real &tol ) {
    Real lin(0);
    unsigned size = x.size();
    for ( unsigned i = 0; i < size; i++ ) {
      lin += x[i];
    }
    return lin;
  }

  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    g.assign(x.size(),1);
  }

  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    hv.assign(x.size(),0);
  }
};

template<class Real> 
class ObjectiveFunctionTest07_scalarize : public ROL::StdObjective<Real> {
public:
  Real value( const std::vector<Real> &x, Real &tol ) {
    return std::log(x[0]) * std::exp(x[1]);
  }

  void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    g[0] = std::exp(x[1])/x[0];
    g[1] = std::exp(x[1]) * std::log(x[0]);
  }

  void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    Real H11 = -std::exp(x[1])/(x[0]*x[0]);
    Real H12 = std::exp(x[1])/x[0];
    Real H21 = std::exp(x[1])/x[0];
    Real H22 = std::exp(x[1]) * std::log(x[0]);
    hv[0] = H11*v[0] + H12*v[1];
    hv[1] = H21*v[0] + H22*v[1];
  }
};

void setRandomVector(std::vector<RealT> &x) {
  unsigned dim = x.size();
  for ( unsigned i = 0; i < dim; i++ ) {
    x[i] = (RealT)rand()/(RealT)RAND_MAX;
  }
}

int main(int argc, char* argv[]) {

  Teuchos::GlobalMPISession mpiSession(&argc, &argv);

  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
  int iprint     = argc - 1;
  ROL::Ptr<std::ostream> outStream;
  ROL::nullstream bhs; // outputs nothing
  if (iprint > 0)
    outStream = ROL::makePtrFromRef(std::cout);
  else
    outStream = ROL::makePtrFromRef(bhs);

  int errorFlag  = 0;

  try {
    /**********************************************************************************************/
    /************************* CONSTRUCT SOL COMPONENTS *******************************************/
    /**********************************************************************************************/
    // Build vectors
    unsigned dim = 4;
    ROL::Ptr<std::vector<RealT> > x_ptr = ROL::makePtr<std::vector<RealT>>(dim,0.0);
    ROL::Ptr<ROL::Vector<RealT> > x = ROL::makePtr<ROL::StdVector<RealT>>(x_ptr);
    setRandomVector(*x_ptr);
    ROL::Ptr<std::vector<RealT> > d_ptr = ROL::makePtr<std::vector<RealT>>(dim,0.0);
    ROL::Ptr<ROL::Vector<RealT> > d = ROL::makePtr<ROL::StdVector<RealT>>(d_ptr);
    setRandomVector(*d_ptr);
    // Build objective function
    std::vector<ROL::Ptr<ROL::Objective<RealT> > > vec_obj(2,ROL::nullPtr);
    vec_obj[0] = ROL::makePtr<ObjectiveFunctionTest07_1<RealT>>();
    vec_obj[1] = ROL::makePtr<ObjectiveFunctionTest07_2<RealT>>();
    ROL::Ptr<ROL::StdObjective<RealT> > obj_scalarize
      = ROL::makePtr<ObjectiveFunctionTest07_scalarize<RealT>>();
    ROL::Ptr<ROL::Objective<RealT> > obj
      = ROL::makePtr<ROL::CompositeObjective<RealT>>(vec_obj,obj_scalarize);
    // Test parametrized objective functions
    *outStream << "Check Derivatives of CompositeObjective\n";
    obj->checkGradient(*x,*d,true,*outStream);
    obj->checkHessVec(*x,*d,true,*outStream);
  }
  catch (std::logic_error err) {
    *outStream << err.what() << "\n";
    errorFlag = -1000;
  }; // end try

  if (errorFlag != 0)
    std::cout << "End Result: TEST FAILED\n";
  else
    std::cout << "End Result: TEST PASSED\n";

  return 0;
}