ROL
burgers-control/example_02.cpp
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53#include "ROL_Stream.hpp"
54
55#include "Teuchos_GlobalMPISession.hpp"
56#include "Teuchos_LAPACK.hpp"
57
58#include <iostream>
59#include <algorithm>
60
61#include "example_02.hpp"
62
63typedef double RealT;
64
65int main(int argc, char *argv[]) {
66
67 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
68
69 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
70 int iprint = argc - 1;
71 ROL::Ptr<std::ostream> outStream;
72 ROL::nullstream bhs; // outputs nothing
73 if (iprint > 0)
74 outStream = ROL::makePtrFromRef(std::cout);
75 else
76 outStream = ROL::makePtrFromRef(bhs);
77
78 int errorFlag = 0;
79
80 // *** Example body.
81
82 try {
83 // Initialize full objective function.
84 int nx = 256; // Set spatial discretization.
85 RealT alpha = 1.e-3; // Set penalty parameter.
86 RealT nu = 1e-2; // Viscosity parameter.
88 // Initialize equality constraints
90 ROL::ParameterList list;
91 list.sublist("SimOpt").sublist("Solve").set("Absolute Residual Tolerance",1.e2*ROL::ROL_EPSILON<RealT>());
92 con.setSolveParameters(list);
93 // Initialize iteration vectors.
94 ROL::Ptr<std::vector<RealT> > z_ptr = ROL::makePtr<std::vector<RealT>>(nx+2, 1.0);
95 ROL::Ptr<std::vector<RealT> > gz_ptr = ROL::makePtr<std::vector<RealT>>(nx+2, 1.0);
96 ROL::Ptr<std::vector<RealT> > yz_ptr = ROL::makePtr<std::vector<RealT>>(nx+2, 1.0);
97 for (int i=0; i<nx+2; i++) {
98 (*z_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
99 (*yz_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
100 }
101 ROL::StdVector<RealT> z(z_ptr);
102 ROL::StdVector<RealT> gz(gz_ptr);
103 ROL::StdVector<RealT> yz(yz_ptr);
104 ROL::Ptr<ROL::Vector<RealT> > zp = ROL::makePtrFromRef(z);
105 ROL::Ptr<ROL::Vector<RealT> > gzp = ROL::makePtrFromRef(z);
106 ROL::Ptr<ROL::Vector<RealT> > yzp = ROL::makePtrFromRef(yz);
107
108 ROL::Ptr<std::vector<RealT> > u_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
109 ROL::Ptr<std::vector<RealT> > gu_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
110 ROL::Ptr<std::vector<RealT> > yu_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
111 for (int i=0; i<nx; i++) {
112 (*u_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
113 (*yu_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
114 }
115 ROL::StdVector<RealT> u(u_ptr);
116 ROL::StdVector<RealT> gu(gu_ptr);
117 ROL::StdVector<RealT> yu(yu_ptr);
118 ROL::Ptr<ROL::Vector<RealT> > up = ROL::makePtrFromRef(u);
119 ROL::Ptr<ROL::Vector<RealT> > gup = ROL::makePtrFromRef(gu);
120 ROL::Ptr<ROL::Vector<RealT> > yup = ROL::makePtrFromRef(yu);
121
122 ROL::Ptr<std::vector<RealT> > c_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
123 ROL::Ptr<std::vector<RealT> > l_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
124 ROL::StdVector<RealT> c(c_ptr);
125 ROL::StdVector<RealT> l(l_ptr);
126
128 ROL::Vector_SimOpt<RealT> g(gup,gzp);
129 ROL::Vector_SimOpt<RealT> y(yup,yzp);
130
131 // Check derivatives.
132 obj.checkGradient(x,x,y,true,*outStream);
133 obj.checkHessVec(x,x,y,true,*outStream);
134 con.checkApplyJacobian(x,y,c,true,*outStream);
135 con.checkApplyAdjointJacobian(x,yu,c,x,true,*outStream);
136 con.checkApplyAdjointHessian(x,yu,y,x,true,*outStream);
137
138 // Initialize reduced objective function.
139 ROL::Ptr<std::vector<RealT> > p_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
140 ROL::StdVector<RealT> p(p_ptr);
141 ROL::Ptr<ROL::Vector<RealT> > pp = ROL::makePtrFromRef(p);
142 ROL::Ptr<ROL::Objective_SimOpt<RealT> > pobj = ROL::makePtrFromRef(obj);
143 ROL::Ptr<ROL::Constraint_SimOpt<RealT> > pcon = ROL::makePtrFromRef(con);
144 ROL::Reduced_Objective_SimOpt<RealT> robj(pobj,pcon,up,zp,pp);
145 // Check derivatives.
146 robj.checkGradient(z,z,yz,true,*outStream);
147 robj.checkHessVec(z,z,yz,true,*outStream);
148
149 // Get parameter list.
150 std::string filename = "input.xml";
151 auto parlist = ROL::getParametersFromXmlFile( filename );
152 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-14);
153 parlist->sublist("Status Test").set("Constraint Tolerance",1.e-14);
154 parlist->sublist("Status Test").set("Step Tolerance",1.e-16);
155 parlist->sublist("Status Test").set("Iteration Limit",1000);
156
157 // Run equality-constrained optimization.
158 RealT zerotol = std::sqrt(ROL::ROL_EPSILON<RealT>());
159 z.zero();
160 con.solve(c,u,z,zerotol);
161 c.zero(); l.zero();
162 {
163 // Define algorithm.
165 // Run Algorithm
166 algo.run(x, obj, con, l, *outStream);
167 }
168 ROL::Ptr<ROL::Vector<RealT> > zCS = z.clone();
169 zCS->set(z);
170
171 // Run unconstrained optimization.
172 z.zero();
173 {
174 // Define algorithm.
176 // Run Algorithm
177 algo.run(z, z.dual(), robj, *outStream);
178 }
179
180 // Check solutions.
181 ROL::Ptr<ROL::Vector<RealT> > err = z.clone();
182 err->set(*zCS); err->axpy(-1.,z);
183 errorFlag += ((err->norm()) > 1.e-8) ? 1 : 0;
184 }
185 catch (std::logic_error& err) {
186 *outStream << err.what() << "\n";
187 errorFlag = -1000;
188 }; // end try
189
190 if (errorFlag != 0)
191 std::cout << "End Result: TEST FAILED\n";
192 else
193 std::cout << "End Result: TEST PASSED\n";
194
195 return 0;
196
197}
198
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
int main(int argc, char *argv[])
void solve(ROL::Vector< Real > &c, ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Given , solve for .
Definition: example_03.hpp:487
virtual void setSolveParameters(ParameterList &parlist)
Set solve parameters.
virtual std::vector< std::vector< Real > > checkApplyJacobian(const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
Finite-difference check for the constraint Jacobian application.
virtual std::vector< std::vector< Real > > checkApplyAdjointJacobian(const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &c, const Vector< Real > &ajv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS)
Finite-difference check for the application of the adjoint of constraint Jacobian.
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian(const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1)
Finite-difference check for the application of the adjoint of constraint Hessian.
virtual std::vector< std::vector< Real > > checkGradient(const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkHessVec(const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
Finite-difference Hessian-applied-to-vector check.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
virtual Ptr< Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Provides an interface to run equality constrained optimization algorithms using the Composite-Step Tr...
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on equality constrained problems (Type-E). This general interface supports the use of d...
Provides an interface to run trust-region methods for unconstrained optimization algorithms.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
Defines the linear algebra or vector space interface for simulation-based optimization.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
Definition: ROL_Vector.hpp:226
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167