sacado/example_02.cpp

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#include <iostream>

#include "ROL_Sacado_Objective.hpp"
#include "ROL_Sacado_Constraint.hpp"

#include "ROL_Algorithm.hpp"
#include "ROL_CompositeStep.hpp"
#include "ROL_ConstraintStatusTest.hpp"
#include "ROL_Constraint.hpp"
#include "ROL_ParameterList.hpp"

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

#include "example_02.hpp"

using namespace ROL;

typedef double RealT;

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;

  // *** Example body.

  try {

    // Run derivative checks, etc.
    int dim = 5;
    int nc = 3;

    ROL::Ptr< Sacado_Objective<RealT,Example_Objective> > obj = 
        ROL::makePtr<Sacado_Objective<RealT,Example_Objective>>();

    ROL::Ptr< Sacado_Constraint<RealT,Example_Constraint > > constr =
        ROL::makePtr<Sacado_Constraint<RealT,Example_Constraint >>(nc);

    ROL::Ptr<std::vector<RealT> > x_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);

    ROL::Ptr<std::vector<RealT> > sol_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
    ROL::StdVector<RealT> x(x_ptr);      // Iteration vector.
    ROL::StdVector<RealT> sol(sol_ptr);  // Reference solution vector.

    // Get initial guess
    (*x_ptr)[0] = -1.8;
    (*x_ptr)[1] = 1.7;
    (*x_ptr)[2] = 1.9;
    (*x_ptr)[3] = -0.8;
    (*x_ptr)[4] = -0.8;

    // Get solution
    (*sol_ptr)[0] = -1.717143570394391e+00;
    (*sol_ptr)[1] =  1.595709690183565e+00;
    (*sol_ptr)[2] =  1.827245752927178e+00;
    (*sol_ptr)[3] = -7.636430781841294e-01;
    (*sol_ptr)[4] = -7.636430781841294e-01;

    RealT left = -1e0, right = 1e0;
    ROL::Ptr<std::vector<RealT> > xtest_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
    ROL::Ptr<std::vector<RealT> > g_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
    ROL::Ptr<std::vector<RealT> > d_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
    ROL::Ptr<std::vector<RealT> > v_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
    ROL::Ptr<std::vector<RealT> > vc_ptr = ROL::makePtr<std::vector<RealT>>(nc, 0.0);
    ROL::Ptr<std::vector<RealT> > vl_ptr = ROL::makePtr<std::vector<RealT>>(nc, 0.0);
    ROL::StdVector<RealT> xtest(xtest_ptr);
    ROL::StdVector<RealT> g(g_ptr);
    ROL::StdVector<RealT> d(d_ptr);
    ROL::StdVector<RealT> v(v_ptr);
    ROL::StdVector<RealT> vc(vc_ptr);
    ROL::StdVector<RealT> vl(vl_ptr);

    // set xtest, d, v
    for (int i=0; i<dim; i++) {
      (*xtest_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*d_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*v_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
    }
    // set vc, vl
    for (int i=0; i<nc; i++) {
      (*vc_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*vl_ptr)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
    }

    obj->checkGradient(xtest, d, true, *outStream);                             *outStream << "\n"; 
    obj->checkHessVec(xtest, v, true, *outStream);                              *outStream << "\n";
    obj->checkHessSym(xtest, d, v, true, *outStream);                           *outStream << "\n";
    constr->checkApplyJacobian(xtest, v, vc, true, *outStream);                 *outStream << "\n";
    constr->checkApplyAdjointJacobian(xtest, vl, vc, xtest, true, *outStream);  *outStream << "\n";
    constr->checkApplyAdjointHessian(xtest, vl, d, xtest, true, *outStream);    *outStream << "\n";

    ROL::Ptr<std::vector<RealT> > v1_ptr = ROL::makePtr<std::vector<RealT>>(dim, 0.0);
    ROL::Ptr<std::vector<RealT> > v2_ptr = ROL::makePtr<std::vector<RealT>>(nc, 0.0);
    ROL::StdVector<RealT> v1(v1_ptr);
    ROL::StdVector<RealT> v2(v2_ptr);
    RealT augtol = 1e-8;
    constr->solveAugmentedSystem(v1, v2, d, vc, xtest, augtol);
    
    // Define algorithm.
    std::string paramfile = "parameters.xml";
    auto parlist = ROL::getParametersFromXmlFile(paramfile);
    ROL::Algorithm<RealT> algo("Composite Step", *parlist);

    // Run algorithm.
    vl.zero();
    algo.run(x, g, vl, vc, *obj, *constr, true, *outStream);

    // Compute Error
    *outStream << "\nReference solution x_r =\n";
    *outStream << std::scientific << "  " << (*sol_ptr)[0] << "\n";
    *outStream << std::scientific << "  " << (*sol_ptr)[1] << "\n";
    *outStream << std::scientific << "  " << (*sol_ptr)[2] << "\n";
    *outStream << std::scientific << "  " << (*sol_ptr)[3] << "\n";
    *outStream << std::scientific << "  " << (*sol_ptr)[4] << "\n";
    *outStream << "\nOptimal solution x =\n";
    *outStream << std::scientific << "  " << (*x_ptr)[0] << "\n";
    *outStream << std::scientific << "  " << (*x_ptr)[1] << "\n";
    *outStream << std::scientific << "  " << (*x_ptr)[2] << "\n";
    *outStream << std::scientific << "  " << (*x_ptr)[3] << "\n";
    *outStream << std::scientific << "  " << (*x_ptr)[4] << "\n";
    x.axpy(-1.0, sol);
    RealT abserr = x.norm();
    RealT relerr = abserr/sol.norm();
    *outStream << std::scientific << "\n   Absolute Error: " << abserr;
    *outStream << std::scientific << "\n   Relative Error: " << relerr << "\n";
    if ( relerr > sqrt(ROL::ROL_EPSILON<RealT>()) ) {
      errorFlag += 1;
    }
  }
  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;
   

}