ROL
step/test_10.cpp
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
48#define USE_HESSVEC 1
49
51#include "ROL_Algorithm.hpp"
52#include "ROL_Stream.hpp"
54
55#include "Teuchos_GlobalMPISession.hpp"
56
57#include <iostream>
58
59typedef double RealT;
60
61int main(int argc, char *argv[]) {
62
63 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
64
65 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
66 int iprint = argc - 1;
67 ROL::Ptr<std::ostream> outStream;
68 ROL::nullstream bhs; // outputs nothing
69 if (iprint > 0)
70 outStream = ROL::makePtrFromRef(std::cout);
71 else
72 outStream = ROL::makePtrFromRef(bhs);
73
74 int errorFlag = 0;
75
76 // *** Test body.
77
78 try {
79 // Get Objective Function
80 ROL::Ptr<ROL::Vector<RealT> > x0;
81 std::vector<ROL::Ptr<ROL::Vector<RealT> > > z;
82 ROL::Ptr<ROL::OptimizationProblem<RealT> > problem;
83 ROL::GetTestProblem<RealT>(problem,x0,z,ROL::TESTOPTPROBLEM_HS38);
84 // Parse input
85 std::string filename = "input.xml";
86
87 auto parlist = ROL::getParametersFromXmlFile( filename );
88 parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",true);
89#if USE_HESSVEC
90 parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",false);
91#endif
92
93 RealT mu = 0.1; // Initial penalty parameter
94 RealT factor = 0.1; // Penalty reduction factor
95
96 // Set solver parameters
97 parlist->sublist("Step").set("Type","Interior Point");
98 parlist->sublist("Step").sublist("Interior Point").set("Initial Barrier Penalty",mu);
99 parlist->sublist("Step").sublist("Interior Point").set("Minimum Barrier Penalty",1e-8);
100 parlist->sublist("Step").sublist("Interior Point").set("Barrier Penalty Reduction Factor",factor);
101 parlist->sublist("Step").sublist("Interior Point").set("Subproblem Iteration Limit",30);
102
103 parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Nominal Relative Tolerance",1.e-4);
104 parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Fix Tolerance",true);
105 parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Iteration Limit",20);
106 parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Relative Tolerance",1e-2);
107 parlist->sublist("Step").sublist("Composite Step").set("Output Level",0);
108
109 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-12);
110 parlist->sublist("Status Test").set("Constraint Tolerance",1.e-8);
111 parlist->sublist("Status Test").set("Step Tolerance",1.e-8);
112 parlist->sublist("Status Test").set("Iteration Limit",100);
113
114 // Solve optimization problem with interior points
115 ROL::Ptr<ROL::Step<RealT>>
116 step = ROL::makePtr<ROL::InteriorPointStep<RealT>>(*parlist);
117 ROL::Ptr<ROL::StatusTest<RealT>>
118 status = ROL::makePtr<ROL::StatusTest<RealT>>(*parlist);
119 ROL::Algorithm<RealT> algo(step,status,false);
120 algo.run(optProb, true, *outStream);
121
122 // Compute Error
123 ROL::Ptr<ROL::Vector<RealT> > e = x0->clone();
124 RealT err(0);
125 for (int i = 0; i < static_cast<int>(z.size()); ++i) {
126 e->set(*x0);
127 e->axpy(-1.0,*z[i]);
128 if (i == 0) {
129 err = e->norm();
130 }
131 else {
132 err = std::min(err,e->norm());
133 }
134 }
135 *outStream << std::endl << "Norm of Error: " << err << std::endl;
136 }
137 catch (std::logic_error& err) {
138 *outStream << err.what() << std::endl;
139 errorFlag = -1000;
140 }; // end try
141
142 if (errorFlag != 0)
143 std::cout << "End Result: TEST FAILED" << std::endl;
144 else
145 std::cout << "End Result: TEST PASSED" << std::endl;
146
147 return 0;
148
149}
150
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.
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.
int main(int argc, char *argv[])
double RealT