ROL
step/test_10.cpp
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43 
48 #define USE_HESSVEC 1
49 
50 #include "ROL_GetTestProblems.hpp"
51 #include "ROL_Algorithm.hpp"
52 #include "ROL_Stream.hpp"
53 #include "Teuchos_GlobalMPISession.hpp"
54 
55 
56 #include <iostream>
57 
58 typedef double RealT;
59 
60 int main(int argc, char *argv[]) {
61 
62  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
63 
64  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
65  int iprint = argc - 1;
66  ROL::Ptr<std::ostream> outStream;
67  ROL::nullstream bhs; // outputs nothing
68  if (iprint > 0)
69  outStream = ROL::makePtrFromRef(std::cout);
70  else
71  outStream = ROL::makePtrFromRef(bhs);
72 
73  int errorFlag = 0;
74 
75  // *** Test body.
76 
77  try {
78  // Get Objective Function
79  ROL::Ptr<ROL::Vector<RealT> > x0;
80  std::vector<ROL::Ptr<ROL::Vector<RealT> > > z;
81  ROL::Ptr<ROL::OptimizationProblem<RealT> > problem;
82  ROL::GetTestProblem<RealT>(problem,x0,z,ROL::TESTOPTPROBLEM_HS38);
83  // Parse input
84  std::string filename = "input.xml";
85 
86  auto parlist = ROL::getParametersFromXmlFile( filename );
87  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",true);
88 #if USE_HESSVEC
89  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",false);
90 #endif
91 
92  RealT mu = 0.1; // Initial penalty parameter
93  RealT factor = 0.1; // Penalty reduction factor
94 
95  // Set solver parameters
96  parlist->sublist("Step").set("Type","Interior Point");
97  parlist->sublist("Step").sublist("Interior Point").set("Initial Barrier Penalty",mu);
98  parlist->sublist("Step").sublist("Interior Point").set("Minimum Barrier Penalty",1e-8);
99  parlist->sublist("Step").sublist("Interior Point").set("Barrier Penalty Reduction Factor",factor);
100  parlist->sublist("Step").sublist("Interior Point").set("Subproblem Iteration Limit",30);
101 
102  parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Nominal Relative Tolerance",1.e-4);
103  parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Fix Tolerance",true);
104  parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Iteration Limit",20);
105  parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Relative Tolerance",1e-2);
106  parlist->sublist("Step").sublist("Composite Step").set("Output Level",0);
107 
108  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-12);
109  parlist->sublist("Status Test").set("Constraint Tolerance",1.e-8);
110  parlist->sublist("Status Test").set("Step Tolerance",1.e-8);
111  parlist->sublist("Status Test").set("Iteration Limit",100);
112 
113  // Solve optimization problem with interior points
114  ROL::Algorithm<RealT> algo("Interior Point",*parlist,false);
115  algo.run(optProb, true, *outStream);
116 
117  // Compute Error
118  ROL::Ptr<ROL::Vector<RealT> > e = x0->clone();
119  RealT err(0);
120  for (int i = 0; i < static_cast<int>(z.size()); ++i) {
121  e->set(*x0);
122  e->axpy(-1.0,*z[i]);
123  if (i == 0) {
124  err = e->norm();
125  }
126  else {
127  err = std::min(err,e->norm());
128  }
129  }
130  *outStream << std::endl << "Norm of Error: " << err << std::endl;
131  }
132  catch (std::logic_error err) {
133  *outStream << err.what() << std::endl;
134  errorFlag = -1000;
135  }; // end try
136 
137  if (errorFlag != 0)
138  std::cout << "End Result: TEST FAILED" << std::endl;
139  else
140  std::cout << "End Result: TEST PASSED" << std::endl;
141 
142  return 0;
143 
144 }
145 
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout, bool printVectors=false, std::ostream &vectorStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
Contains definitions of test objective functions.
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
Provides an interface to run optimization algorithms.
basic_nullstream< char, char_traits< char >> nullstream
Definition: ROL_Stream.hpp:72
int main(int argc, char *argv[])