ROL
ROL_HS41.hpp
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50#ifndef ROL_HS41_HPP
51#define ROL_HS41_HPP
52
53#include "ROL_StdVector.hpp"
54#include "ROL_TestProblem.hpp"
55#include "ROL_Types.hpp"
56#include "ROL_StdObjective.hpp"
57#include "ROL_StdConstraint.hpp"
58#include "ROL_Bounds.hpp"
59
60namespace ROL {
61namespace ZOO {
62
69template<class Real>
70class Objective_HS41 : public StdObjective<Real> {
71public:
72 Real value( const std::vector<Real> &x, Real &tol ) {
73 const Real c2(2);
74 return c2 - x[0]*x[1]*x[2];
75 }
76
77 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
78 g[0] = -x[1]*x[2];
79 g[1] = -x[0]*x[2];
80 g[2] = -x[0]*x[1];
81 g[3] = static_cast<Real>(0);
82 }
83
84 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
85 hv[0] = -x[2]*v[1] - x[1]*v[2];
86 hv[1] = -x[2]*v[0] - x[0]*v[2];
87 hv[2] = -x[1]*v[0] - x[0]*v[1];
88 hv[3] = static_cast<Real>(0);
89 }
90};
91
92template<class Real>
93class Constraint_HS41 : public StdConstraint<Real> {
94public:
95 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
96 const Real c2(2);
97 c[0] = x[0] + c2*x[1] + c2*x[2] - x[3];
98 }
99
100 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
101 const std::vector<Real> &x, Real &tol) {
102 const Real c2(2);
103 jv[0] = v[0] + c2*v[1] + c2*v[2] - v[3];
104 }
105
106 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
107 const std::vector<Real> &x, Real &tol ) {
108 const Real c2(2);
109 ajv[0] = v[0];
110 ajv[1] = c2*v[0];
111 ajv[2] = c2*v[0];
112 ajv[3] = -v[0];
113 }
114
115 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
116 const std::vector<Real> &v, const std::vector<Real> &x,
117 Real &tol) {
118 ahuv.assign(ahuv.size(),static_cast<Real>(0));
119 }
120};
121
122template<class Real>
123class getHS41 : public TestProblem<Real> {
124public:
125 getHS41(void) {}
126
127 Ptr<Objective<Real>> getObjective(void) const {
128 return ROL::makePtr<Objective_HS41<Real>>();
129 }
130
131 Ptr<Vector<Real>> getInitialGuess(void) const {
132 int n = 4;
133 return ROL::makePtr<StdVector<Real>>(n,2.0);
134 }
135
136 Ptr<Vector<Real>> getSolution(const int i = 0) const {
137 int n = 4;
138 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,1.0/3.0);
139 (*xp)[0] = static_cast<Real>(2.0/3.0);
140 (*xp)[3] = static_cast<Real>(2.0);
141 return ROL::makePtr<StdVector<Real>>(xp);
142 }
143
144 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
145 return ROL::makePtr<Constraint_HS41<Real>>();
146 }
147
148 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
149 int n = 1;
150 return ROL::makePtr<StdVector<Real>>(n,0.0);
151 }
152
153 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
154 int n = 4;
155 Ptr<std::vector<Real>> up = makePtr<std::vector<Real>>(n,1.0);
156 (*up)[3] = static_cast<Real>(2.0);
157 Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(n,0.0);
158 Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(up);
159 return makePtr<Bounds<Real>>(l,u);
160 }
161};
162
163} // End ZOO Namespace
164} // End ROL Namespace
165
166#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
Defines the equality constraint operator interface for StdVectors.
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:95
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:106
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:115
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:100
W. Hock and K. Schittkowski 41th test function.
Definition: ROL_HS41.hpp:70
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:84
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:72
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS41.hpp:77
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS41.hpp:153
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS41.hpp:144
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS41.hpp:131
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS41.hpp:136
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS41.hpp:127
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS41.hpp:148