ROL
ROL_LeastSquares.hpp
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49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_LEASTSQUARES_HPP
54#define ROL_LEASTSQUARES_HPP
55
56#include "ROL_StdVector.hpp"
57#include "ROL_TestProblem.hpp"
58
59namespace ROL {
60namespace ZOO {
61
64template<class Real>
65class Objective_LeastSquares : public Objective<Real> {
66 typedef typename std::vector<Real>::size_type uint;
67
68public:
69
70 Real value( const Vector<Real> &x, Real &tol ) {
71 ROL::Ptr<const std::vector<Real> > ex
72 = dynamic_cast<const StdVector<Real>&>(x).getVector();
73
74 uint n = ex->size();
75 Real h = 1.0/((Real)n+1.0);
76 Real val = 0.0;
77 Real res = 0.0;
78 for (uint i=0; i<n; i++) {
79 if ( i == 0 ) {
80 res = 2.0*h*(5.0/6.0) + 1.0/h*((*ex)[i+1]-2.0*(*ex)[i]);
81 }
82 else if ( i == n-1 ) {
83 res = 2.0*h*(5.0/6.0) + 1.0/h*((*ex)[i-1]-2.0*(*ex)[i]);
84 }
85 else {
86 res = 2.0*h + 1.0/h*((*ex)[i-1]-2.0*(*ex)[i]+(*ex)[i+1]);
87 }
88 val += 0.5*res*res;
89 }
90 return val;
91 }
92
93 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
94 ROL::Ptr<std::vector<Real> > eg
95 = dynamic_cast<StdVector<Real>&>(g).getVector();
96 ROL::Ptr<const std::vector<Real> > ex
97 = dynamic_cast<const StdVector<Real>&>(x).getVector();
98
99 uint n = ex->size();
100 Real h = 1.0/((Real)n+1.0);
101 std::vector<Real> res(n,0.0);
102 for (uint i=0; i<n; i++) {
103 if ( i == 0 ) {
104 res[i] = 2.0*h*(5.0/6.0) + 1.0/h*((*ex)[i+1]-2.0*(*ex)[i]);
105 }
106 else if ( i == n-1 ) {
107 res[i] = 2.0*h*(5.0/6.0) + 1.0/h*((*ex)[i-1]-2.0*(*ex)[i]);
108 }
109 else {
110 res[i] = 2.0*h + 1.0/h*((*ex)[i-1]-2.0*(*ex)[i]+(*ex)[i+1]);
111 }
112 }
113
114 for (uint i=0; i<n; i++) {
115 if ( i == 0 ) {
116 (*eg)[i] = 1.0/h*(res[i+1]-2.0*res[i]);
117 }
118 else if ( i == n-1 ) {
119 (*eg)[i] = 1.0/h*(res[i-1]-2.0*res[i]);
120 }
121 else {
122 (*eg)[i] = 1.0/h*(res[i-1]-2.0*res[i]+res[i+1]);
123 }
124 }
125 }
126#if USE_HESSVEC
127 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
128 ROL::Ptr<std::vector<Real> > ehv
129 = dynamic_cast<StdVector<Real>&>(hv).getVector();
130 ROL::Ptr<const std::vector<Real> > ev
131 = dynamic_cast<const StdVector<Real>&>(v).getVector();
132 ROL::Ptr<const std::vector<Real> > ex
133 = dynamic_cast<const StdVector<Real>&>(x).getVector();
134
135 uint n = ex->size();
136 Real h = 1.0/((Real)n+1.0);
137 std::vector<Real> res(n,0.0);
138 for (uint i=0; i<n; i++) {
139 if ( i == 0 ) {
140 res[i] = 1.0/h*((*ev)[i+1]-2.0*(*ev)[i]);
141 }
142 else if ( i == n-1 ) {
143 res[i] = 1.0/h*((*ev)[i-1]-2.0*(*ev)[i]);
144 }
145 else {
146 res[i] = 1.0/h*((*ev)[i-1]-2.0*(*ev)[i]+(*ev)[i+1]);
147 }
148 }
149
150 for (uint i=0; i<n; i++) {
151 if ( i == 0 ) {
152 (*ehv)[i] = 1.0/h*(res[i+1]-2.0*res[i]);
153 }
154 else if ( i == n-1 ) {
155 (*ehv)[i] = 1.0/h*(res[i-1]-2.0*res[i]);
156 }
157 else {
158 (*ehv)[i] = 1.0/h*(res[i-1]-2.0*res[i]+res[i+1]);
159 }
160 }
161 }
162#endif
163};
164
165template<class Real>
166class getLeastSquares : public TestProblem<Real> {
167public:
169
170 Ptr<Objective<Real>> getObjective(void) const {
171 // Instantiate Objective Function
172 return ROL::makePtr<Objective_LeastSquares<Real>>();
173 }
174
175 Ptr<Vector<Real>> getInitialGuess(void) const {
176 // Problem dimension
177 int n = 32;
178 // Get Initial Guess
179 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
180 for ( int i = 0; i < n; i++ ) {
181 (*x0p)[i] = 0.0;
182 }
183 return ROL::makePtr<StdVector<Real>>(x0p);
184 }
185
186 Ptr<Vector<Real>> getSolution(const int i = 0) const {
187 // Problem dimension
188 int n = 32;
189 // Get Solution
190 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
191 Real h = 1.0/((Real)n+1.0), pt = 0.0;
192 for( int i = 0; i < n; i++ ) {
193 pt = (Real)(i+1)*h;
194 (*xp)[i] = pt*(1.0-pt);
195 }
196 return ROL::makePtr<StdVector<Real>>(xp);
197 }
198};
199
200} // End ZOO Namespace
201} // End ROL Namespace
202
203#endif
Contains definitions of test objective functions.
Provides the interface to evaluate objective functions.
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
Real value(const Vector< Real > &x, Real &tol)
Compute value.
std::vector< Real >::size_type uint
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Ptr< Vector< Real > > getInitialGuess(void) const
Ptr< Vector< Real > > getSolution(const int i=0) const
Ptr< Objective< Real > > getObjective(void) const