ROL
step/test_04.cpp
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43 
48 #define USE_HESSVEC 1
49 
50 #include "ROL_GetTestProblems.hpp"
52 #include "ROL_Stream.hpp"
53 #include "Teuchos_GlobalMPISession.hpp"
54 
55 
56 #include <iostream>
57 //#include <fenv.h>
58 
59 typedef double RealT;
60 
61 int main(int argc, char *argv[]) {
62 // feenableexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW);
63 
64  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
65 
66  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
67  int iprint = argc - 1;
68  ROL::Ptr<std::ostream> outStream;
69  ROL::nullstream bhs; // outputs nothing
70  if (iprint > 0)
71  outStream = ROL::makePtrFromRef(std::cout);
72  else
73  outStream = ROL::makePtrFromRef(bhs);
74 
75  int errorFlag = 0;
76 
77  // *** Test body.
78 
79  try {
80 
81  std::string filename = "input.xml";
82 
83  auto parlist = ROL::getParametersFromXmlFile( filename );
84  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",true);
85 #if USE_HESSVEC
86  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",false);
87 #endif
88  parlist->sublist("Step").set("Type","Trust Region");
89 
91  // Get Objective Function
92  ROL::Ptr<ROL::Vector<RealT> > x0;
93  std::vector<ROL::Ptr<ROL::Vector<RealT> > > z;
94  ROL::Ptr<ROL::OptimizationProblem<RealT> > problem;
95  ROL::GetTestProblem<RealT>(problem,x0,z,prob);
96  if (problem->getProblemType() == ROL::TYPE_B) {
97  if ( prob == ROL::TESTOPTPROBLEM_HS2 || prob == ROL::TESTOPTPROBLEM_BVP ) {
98  parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.e-4);
99  parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",-1.e1);
100  parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e-4);
101  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-6);
102  }
103  else if ( prob == ROL::TESTOPTPROBLEM_HS25 ) {
104  parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.0);
105  parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",1.e3);
106  parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e4);
107  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-8);
108  }
109  else {
110  parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.0);
111  parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",-1.e1);
112  parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e4);
113  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-6);
114  }
115  parlist->sublist("General").set("Scale for Epsilon Active Sets",1.0);
116  if ( prob == ROL::TESTOPTPROBLEM_HS4 ) {
117  parlist->sublist("General").set("Scale for Epsilon Active Sets",1.e-2);
118  }
119  *outStream << std::endl << std::endl << ROL:: ETestOptProblemToString(prob) << std::endl << std::endl;
120 
121  // Get Dimension of Problem
122  int dim = x0->dimension();
123  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
124 
125  // Error Vector
126  ROL::Ptr<ROL::Vector<RealT> > e = x0->clone();
127  e->zero();
128 
129  //ROL::ETrustRegion tr = ROL::TRUSTREGION_CAUCHYPOINT;
130  //ROL::ETrustRegion tr = ROL::TRUSTREGION_DOGLEG;
131  //ROL::ETrustRegion tr = ROL::TRUSTREGION_DOUBLEDOGLEG;
133  //ROL::ETrustRegion tr = ROL::TRUSTREGION_LINMORE;
134  parlist->sublist("Step").sublist("Trust Region").set("Subproblem Solver", ROL::ETrustRegionToString(tr));
135  *outStream << std::endl << std::endl << ROL::ETrustRegionToString(tr) << std::endl << std::endl;
136 
137  // Define Solver
138  ROL::OptimizationSolver<RealT> solver(*problem,*parlist);
139 
140  // Run Solver
141  solver.solve(*outStream);
142 
143  // Compute Error
144  RealT err(0);
145  for (int i = 0; i < static_cast<int>(z.size()); ++i) {
146  e->set(*x0);
147  e->axpy(-1.0,*z[i]);
148  if (i == 0) {
149  err = e->norm();
150  }
151  else {
152  err = std::min(err,e->norm());
153  }
154  }
155  *outStream << std::endl << "Norm of Error: " << err << std::endl;
156  }
157  }
158  }
159  catch (std::logic_error err) {
160  *outStream << err.what() << std::endl;
161  errorFlag = -1000;
162  }; // end try
163 
164  if (errorFlag != 0)
165  std::cout << "End Result: TEST FAILED" << std::endl;
166  else
167  std::cout << "End Result: TEST PASSED" << std::endl;
168 
169  return 0;
170 
171 }
ETestOptProblem
Enumeration of test optimization problems.
Contains definitions of test objective functions.
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
std::string ETestOptProblemToString(ETestOptProblem to)
Provides a simplified interface for solving a wide range of optimization problems.
basic_nullstream< char, char_traits< char >> nullstream
Definition: ROL_Stream.hpp:72
int main(int argc, char *argv[])
ETrustRegion
Enumeration of trust-region solver types.
int solve(const ROL::Ptr< StatusTest< Real > > &status=ROL::nullPtr, const bool combineStatus=true)
Solve optimization problem with no iteration output.
std::string ETrustRegionToString(ETrustRegion tr)