ROL
step/test_04.cpp
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43
48#define USE_HESSVEC 1
49
52#include "ROL_Stream.hpp"
53#include "Teuchos_GlobalMPISession.hpp"
54
55
56#include <iostream>
57//#include <fenv.h>
58
59typedef double RealT;
60
61int 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}
Contains definitions of test objective functions.
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
Provides a simplified interface for solving a wide range of optimization problems.
int solve(const ROL::Ptr< StatusTest< Real > > &status=ROL::nullPtr, const bool combineStatus=true)
Solve optimization problem with no iteration output.
std::string ETestOptProblemToString(ETestOptProblem to)
@ TESTOPTPROBLEM_ROSENBROCK
@ TYPE_B
Definition: ROL_Types.hpp:259
std::string ETrustRegionToString(ETrustRegion tr)
@ TRUSTREGION_TRUNCATEDCG
int main(int argc, char *argv[])
double RealT
constexpr auto dim