ROL
ROL_HS2.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS2_HPP
54#define ROL_HS2_HPP
55
56#include "ROL_StdVector.hpp"
57#include "ROL_TestProblem.hpp"
58#include "ROL_Bounds.hpp"
59#include "ROL_Types.hpp"
60
61namespace ROL {
62namespace ZOO {
63
66 template<class Real>
67 class Objective_HS2 : public Objective<Real> {
68
69 typedef std::vector<Real> vector;
70 typedef Vector<Real> V;
72
73 private:
74
75 Ptr<const vector> getVector( const V& x ) {
76
77 return dynamic_cast<const SV&>(x).getVector();
78 }
79
80 Ptr<vector> getVector( V& x ) {
81
82 return dynamic_cast<SV&>(x).getVector();
83 }
84
85 public:
87
88 Real value( const Vector<Real> &x, Real &tol ) {
89
90
91 Ptr<const vector> ex = getVector(x);
92 return static_cast<Real>(100) * std::pow((*ex)[1] - std::pow((*ex)[0],2),2)
93 + std::pow(static_cast<Real>(1)-(*ex)[0],2);
94 }
95
96 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
97
98
99 Ptr<const vector> ex = getVector(x);
100 Ptr<vector> eg = getVector(g);
101 (*eg)[0] = static_cast<Real>(-400) * ((*ex)[1] - std::pow((*ex)[0],2))
102 * (*ex)[0] - static_cast<Real>(2) * (static_cast<Real>(1)-(*ex)[0]);
103 (*eg)[1] = static_cast<Real>(200) * ((*ex)[1] - std::pow((*ex)[0],2));
104 }
105#if USE_HESSVEC
106 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
107
108
109 Ptr<const vector> ex = getVector(x);
110 Ptr<const vector> ev = getVector(v);
111 Ptr<vector> ehv = getVector(hv);
112
113 Real h11 = static_cast<Real>(-400) * (*ex)[1]
114 + static_cast<Real>(1200) * std::pow((*ex)[0],2)
115 + static_cast<Real>(2);
116 Real h22 = static_cast<Real>(200);
117 Real h12 = static_cast<Real>(-400) * (*ex)[0];
118 Real h21 = static_cast<Real>(-400) * (*ex)[0];
119
120 Real alpha(0);
121
122 (*ehv)[0] = (h11+alpha) * (*ev)[0] + h12 * (*ev)[1];
123 (*ehv)[1] = h21 * (*ev)[0] + (h22+alpha) * (*ev)[1];
124 }
125#endif
126 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
127
128
129 Ptr<const vector> ex = getVector(x);
130 Ptr<const vector> ev = getVector(v);
131 Ptr< vector> ehv = getVector(hv);
132
133 Real h11 = static_cast<Real>(-400) * (*ex)[1]
134 + static_cast<Real>(1200) * std::pow((*ex)[0],2)
135 + static_cast<Real>(2);
136 Real h22 = static_cast<Real>(200);
137 Real h12 = static_cast<Real>(-400) * (*ex)[0];
138 Real h21 = static_cast<Real>(-400) * (*ex)[0];
139
140 (*ehv)[0] = static_cast<Real>(1)/(h11*h22 - h12*h21)
141 * (h22 * (*ev)[0] - h12 * (*ev)[1]);
142 (*ehv)[1] = static_cast<Real>(1)/(h11*h22 - h12*h21)
143 * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
144 }
145 };
146
147template<class Real>
148class getHS2 : public TestProblem<Real> {
149public:
150 getHS2(void) {}
151
152 Ptr<Objective<Real>> getObjective(void) const {
153 // Instantiate Objective Function
154 return makePtr<Objective_HS2<Real>>();
155 }
156
157 Ptr<Vector<Real>> getInitialGuess(void) const {
158 // Problem dimension
159 int n = 2;
160 // Get Initial Guess
161 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n,0.0);
162 (*x0p)[0] = -2.0; (*x0p)[1] = 1.0;
163 return makePtr<StdVector<Real>>(x0p);
164 }
165
166 Ptr<Vector<Real>> getSolution(const int i = 0) const {
167 // Problem dimension
168 int n = 2;
169 // Get Solution
170 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n,0.0);
171 Real a = std::sqrt(598.0/1200.0);
172 Real b = 400.0 * std::pow(a,3.0);
173 (*xp)[0] = 2.0*a*std::cos(1.0/3.0 * std::acos(1.0/b));
174 (*xp)[1] = 1.5;
175 return makePtr<StdVector<Real>>(xp);
176 }
177
178 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
179 // Problem dimension
180 int n = 2;
181 // Instantiate BoundConstraint
182 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(n,0.0);
183 (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = 1.5;
184 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
185 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>(n,0.0);
186 (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
187 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
188 return makePtr<Bounds<Real>>(l,u);
189 }
190};
191
192} // End ZOO Namespace
193} // End ROL Namespace
194
195#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
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
W. Hock and K. Schittkowski 2nd test function.
Definition: ROL_HS2.hpp:67
std::vector< Real > vector
Definition: ROL_HS2.hpp:69
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS2.hpp:88
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition: ROL_HS2.hpp:126
Ptr< const vector > getVector(const V &x)
Definition: ROL_HS2.hpp:75
Ptr< vector > getVector(V &x)
Definition: ROL_HS2.hpp:80
StdVector< Real > SV
Definition: ROL_HS2.hpp:71
Vector< Real > V
Definition: ROL_HS2.hpp:70
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS2.hpp:96
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS2.hpp:166
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS2.hpp:178
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS2.hpp:152
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS2.hpp:157