ROL
burgers-control/example_01.cpp
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43
51#include "ROL_Bounds.hpp"
52
53#include "Teuchos_GlobalMPISession.hpp"
54#include "Teuchos_XMLParameterListHelpers.hpp"
55#include "Teuchos_LAPACK.hpp"
56
57#include <iostream>
58#include <fstream>
59#include <algorithm>
60
61#include "ROL_Stream.hpp"
62
63#include "example_01.hpp"
64
65typedef double RealT;
66
67int main(int argc, char *argv[]) {
68
69 typedef std::vector<RealT> vector;
70 typedef ROL::Vector<RealT> V;
71 typedef ROL::StdVector<RealT> SV;
72
73 typedef typename vector::size_type uint;
74
75 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
76
77 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
78 int iprint = argc - 1;
79 ROL::Ptr<std::ostream> outStream;
80 ROL::nullstream bhs; // outputs nothing
81 if (iprint > 0)
82 outStream = ROL::makePtrFromRef(std::cout);
83 else
84 outStream = ROL::makePtrFromRef(bhs);
85
86 int errorFlag = 0;
87
88 // *** Example body.
89
90 try {
91 // Initialize objective function.
92 uint nx = 1028; // Set spatial discretization.
93 RealT alpha = 1.e-3; // Set penalty parameter.
95 // Initialize iteration vectors.
96 ROL::Ptr<vector> x_ptr = ROL::makePtr<vector>(nx+2, 1.0);
97 ROL::Ptr<vector> y_ptr = ROL::makePtr<vector>(nx+2, 0.0);
98 for (uint i=0; i<nx+2; i++) {
99 (*x_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
100 (*y_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
101 }
102
103 SV x(x_ptr);
104 SV y(y_ptr);
105
106 // Check derivatives.
107 obj.checkGradient(x,x,y,true,*outStream);
108 obj.checkHessVec(x,x,y,true,*outStream);
109
110 // Initialize Constraints
111 ROL::Ptr<vector> l_ptr = ROL::makePtr<vector>(nx+2,0.0);
112 ROL::Ptr<vector> u_ptr = ROL::makePtr<vector>(nx+2,1.0);
113 ROL::Ptr<V> lo = ROL::makePtr<SV>(l_ptr);
114 ROL::Ptr<V> up = ROL::makePtr<SV>(u_ptr);
115
116 ROL::Bounds<RealT> bcon(lo,up);
117
118 // Primal dual active set.
119 std::string filename = "input.xml";
120 auto parlist = ROL::getParametersFromXmlFile( filename );
121
122 // Krylov parameters.
123 parlist->sublist("General").sublist("Krylov").set("Absolute Tolerance",1.e-8);
124 parlist->sublist("General").sublist("Krylov").set("Relative Tolerance",1.e-4);
125 parlist->sublist("General").sublist("Krylov").set("Iteration Limit",50);
126 // PDAS parameters.
127 parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Step Tolerance",1.e-10);
128 parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Gradient Tolerance",1.e-8);
129 parlist->sublist("Step").sublist("Primal Dual Active Set").set("Iteration Limit", 10);
130 parlist->sublist("Step").sublist("Primal Dual Active Set").set("Dual Scaling",(alpha>0.0)?alpha:1.e-4);
131 // Status test parameters.
132 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-12);
133 parlist->sublist("Status Test").set("Step Tolerance",1.e-16);
134 parlist->sublist("Status Test").set("Iteration Limit",100);
135 // Set initial guess.
136 x.zero();
137 {
138 // Define algorithm.
140 // Run algorithm.
141 algo.run(x, obj, bcon, *outStream);
142 }
143 // Output control to file.
144 std::ofstream file_pdas;
145 file_pdas.open("control_PDAS.txt");
146 for ( unsigned i = 0; i < (unsigned)nx+2; i++ ) {
147 file_pdas << (*x_ptr)[i] << "\n";
148 }
149 file_pdas.close();
150
151 // Projected Newton.
152 parlist->sublist("General").sublist("Krylov").set("Absolute Tolerance",1.e-4);
153 parlist->sublist("General").sublist("Krylov").set("Relative Tolerance",1.e-2);
154 parlist->sublist("General").sublist("Krylov").set("Iteration Limit",50);
155 // Set initial guess.
156 y.zero();
157 {
158 // Define algorithm.
160 // Run Algorithm
161 algo.run(y,obj,bcon,*outStream);
162 }
163 // Output control to file.
164 std::ofstream file_tr;
165 file_tr.open("control_TR.txt");
166 for ( unsigned i = 0; i < (unsigned)nx+2; i++ ) {
167 file_tr << (*y_ptr)[i] << "\n";
168 }
169 file_tr.close();
170 // Output state to file.
171 std::vector<RealT> u(nx,0.0);
172 std::vector<RealT> param(4,0.0);
173 obj.solve_state(u,*x_ptr,param);
174 std::ofstream file;
175 file.open("state.txt");
176 for (unsigned i=0; i<(unsigned)nx; i++) {
177 file << i/((RealT)(nx+1)) << " " << u[i] << "\n";
178 }
179 file.close();
180
181 // Compute error between PDAS and Lin-More solutions.
182 ROL::Ptr<ROL::Vector<RealT> > diff = x.clone();
183 diff->set(x);
184 diff->axpy(-1.0,y);
185 RealT error = diff->norm();
186 *outStream << "\nError between PDAS solution and TR solution is " << error << "\n";
187 errorFlag = ((error > 1e2*std::sqrt(ROL::ROL_EPSILON<RealT>())) ? 1 : 0);
188 }
189 catch (std::logic_error& err) {
190 *outStream << err.what() << "\n";
191 errorFlag = -1000;
192 }; // end try
193
194 if (errorFlag != 0)
195 std::cout << "End Result: TEST FAILED\n";
196 else
197 std::cout << "End Result: TEST PASSED\n";
198
199 return 0;
200
201}
202
Vector< Real > V
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_state(std::vector< Real > &u, const std::vector< Real > &z, const std::vector< Real > &param)
Provides the elementwise interface to apply upper and lower bound constraints.
Definition: ROL_Bounds.hpp:59
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...
Provides an interface to run the trust-region algorithm of Lin and More.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual...
Provides an interface to run the projected secant algorithm.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
Example of how to supply ROL with parameters from a JSON file. Requires that json-cpp be installed.