ROL
zakharov/example_01.cpp
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43
48#define USE_HESSVEC 1
49
50#include "ROL_Algorithm.hpp"
52#include "ROL_RandomVector.hpp"
53#include "ROL_StatusTest.hpp"
54#include "ROL_StdVector.hpp"
55#include "ROL_Zakharov.hpp"
56#include "ROL_ParameterList.hpp"
58#include "ROL_Stream.hpp"
59#include "Teuchos_GlobalMPISession.hpp"
60
61#include <iostream>
62
63typedef double RealT;
64
65int main(int argc, char *argv[]) {
66
67 using namespace Teuchos;
68
69 typedef std::vector<RealT> vector;
70 typedef ROL::Vector<RealT> V; // Abstract vector
71 typedef ROL::StdVector<RealT> SV; // Concrete vector containing std::vector data
72
73 GlobalMPISession mpiSession(&argc, &argv);
74
75 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
76 auto outStream = ROL::makeStreamPtr( std::cout, argc > 1 );
77
78 int errorFlag = 0;
79
80 // *** Example body.
81
82 try {
83
84 int dim = 10; // Set problem dimension.
85
86 std::string paramfile = "parameters.xml";
87 auto parlist = ROL::getParametersFromXmlFile( paramfile );
88
89 // Define algorithm.
90 ROL::Ptr<ROL::Step<RealT>>
91 step = ROL::makePtr<ROL::TrustRegionStep<RealT>>(*parlist);
92 ROL::Ptr<ROL::StatusTest<RealT>>
93 status = ROL::makePtr<ROL::StatusTest<RealT>>(*parlist);
94 ROL::Algorithm<RealT> algo(step,status,false);
95
96 // Iteration vector.
97 ROL::Ptr<vector> x_ptr = ROL::makePtr<vector>(dim, 0.0);
98
99 // Vector of natural numbers.
100 ROL::Ptr<vector> k_ptr = ROL::makePtr<vector>(dim, 0.0);
101
102 // For gradient and Hessian checks.
103 ROL::Ptr<vector> xtest_ptr = ROL::makePtr<vector>(dim, 0.0);
104 ROL::Ptr<vector> d_ptr = ROL::makePtr<vector>(dim, 0.0);
105 ROL::Ptr<vector> v_ptr = ROL::makePtr<vector>(dim, 0.0);
106 ROL::Ptr<vector> hv_ptr = ROL::makePtr<vector>(dim, 0.0);
107 ROL::Ptr<vector> ihhv_ptr = ROL::makePtr<vector>(dim, 0.0);
108
109
110 RealT left = -1e0, right = 1e0;
111 for (int i=0; i<dim; i++) {
112 (*x_ptr)[i] = 2;
113 (*k_ptr)[i] = i+1.0;
114 }
115
116 ROL::Ptr<V> k = ROL::makePtr<SV>(k_ptr);
117 SV x(x_ptr);
118
119 // Check gradient and Hessian.
120 SV xtest(xtest_ptr);
121 SV d(d_ptr);
122 SV v(v_ptr);
123 SV hv(hv_ptr);
124 SV ihhv(ihhv_ptr);
125
126 ROL::RandomizeVector( xtest, left, right );
127 ROL::RandomizeVector( d, left, right );
128 ROL::RandomizeVector( v, left, right );
129
131
132 obj.checkGradient(xtest, d, true, *outStream); *outStream << "\n";
133 obj.checkHessVec(xtest, v, true, *outStream); *outStream << "\n";
134 obj.checkHessSym(xtest, d, v, true, *outStream); *outStream << "\n";
135
136 // Check inverse Hessian.
137 RealT tol=0;
138 obj.hessVec(hv,v,xtest,tol);
139 obj.invHessVec(ihhv,hv,xtest,tol);
140 ihhv.axpy(-1,v);
141 *outStream << "Checking inverse Hessian" << std::endl;
142 *outStream << "||H^{-1}Hv-v|| = " << ihhv.norm() << std::endl;
143
144
145 // Run algorithm.
146 algo.run(x, obj, true, *outStream);
147
148 // Get True Solution
149 ROL::Ptr<vector> xtrue_ptr = ROL::makePtr<vector>(dim, 0.0);
150 SV xtrue(xtrue_ptr);
151
152
153 // Compute Error
154 x.axpy(-1.0, xtrue);
155 RealT abserr = x.norm();
156 *outStream << std::scientific << "\n Absolute Error: " << abserr << std::endl;
157 if ( abserr > sqrt(ROL::ROL_EPSILON<RealT>()) ) {
158 errorFlag += 1;
159 }
160 }
161 catch (std::logic_error& err) {
162 *outStream << err.what() << "\n";
163 errorFlag = -1000;
164 }; // end try
165
166 if (errorFlag != 0)
167 std::cout << "End Result: TEST FAILED\n";
168 else
169 std::cout << "End Result: TEST PASSED\n";
170
171 return 0;
172
173}
174
Vector< Real > V
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
Contains definitions for the Zakharov function as evaluated using only the ROL::Vector interface.
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.
virtual std::vector< Real > checkHessSym(const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
Hessian symmetry check.
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 void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
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...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
void invHessVec(Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
void RandomizeVector(Vector< Real > &x, const Real &lower=0.0, const Real &upper=1.0)
Fill a ROL::Vector with uniformly-distributed random numbers in the interval [lower,...
constexpr auto dim
int main(int argc, char *argv[])
double RealT