ROL
ROL_HS4.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS4_HPP
54#define ROL_HS4_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_HS4 : public Objective<Real> {
68
69 typedef std::vector<Real> vector;
70 typedef Vector<Real> V;
72
73 private:
74
75 ROL::Ptr<const vector> getVector( const V& x ) {
76
77 return dynamic_cast<const SV&>(x).getVector();
78 }
79
80 ROL::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 ROL::Ptr<const vector> ex = getVector(x);
91
92 return 1.0/3.0 * std::pow((*ex)[0] + 1.0,3.0) + (*ex)[1];
93 }
94
95 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
96
97 ROL::Ptr<const vector> ex = getVector(x);
98 ROL::Ptr<vector> eg = getVector(g);
99
100 (*eg)[0] = std::pow((*ex)[0] + 1.0,2.0);
101 (*eg)[1] = 1.0;
102 }
103#if USE_HESSVEC
104 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
105
106 ROL::Ptr<const vector> ex = getVector(x);
107 ROL::Ptr<const vector> ev = getVector(v);
108 ROL::Ptr<vector> ehv = getVector(hv);
109
110 Real alpha = 0.0;
111 (*ehv)[0] = 2.0*((*ex)[0] + 1.0)*(*ev)[0] + alpha*(*ev)[0];
112 (*ehv)[1] = 0.0 + alpha*(*ev)[1];
113 }
114#endif
115 };
116
117template<class Real>
118class getHS4 : public TestProblem<Real> {
119public:
120 getHS4(void) {}
121
122 Ptr<Objective<Real>> getObjective(void) const {
123 // Instantiate Objective Function
124 return ROL::makePtr<Objective_HS4<Real>>();
125 }
126
127 Ptr<Vector<Real>> getInitialGuess(void) const {
128 // Problem dimension
129 int n = 2;
130 // Get Initial Guess
131 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
132 (*x0p)[0] = 1.125; (*x0p)[1] = 0.125;
133 return ROL::makePtr<StdVector<Real>>(x0p);
134 }
135
136 Ptr<Vector<Real>> getSolution(const int i = 0) const {
137 // Problem dimension
138 int n = 2;
139 // Get Solution
140 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
141 (*xp)[0] = 1.0; (*xp)[1] = 0.0;
142 return ROL::makePtr<StdVector<Real>>(xp);
143 }
144
145 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
146 // Problem dimension
147 int n = 2;
148 // Instantiate BoundConstraint
149 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
150 (*lp)[0] = 1.0; (*lp)[1] = 0.0;
151 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
152 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
153 (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
154 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
155 return ROL::makePtr<Bounds<Real>>(l,u);
156 }
157};
158
159} // End ZOO Namespace
160} // End ROL Namespace
161
162#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 4th test function.
Definition: ROL_HS4.hpp:67
Vector< Real > V
Definition: ROL_HS4.hpp:70
std::vector< Real > vector
Definition: ROL_HS4.hpp:69
ROL::Ptr< vector > getVector(V &x)
Definition: ROL_HS4.hpp:80
ROL::Ptr< const vector > getVector(const V &x)
Definition: ROL_HS4.hpp:75
StdVector< Real > SV
Definition: ROL_HS4.hpp:71
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS4.hpp:88
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS4.hpp:95
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS4.hpp:122
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS4.hpp:127
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS4.hpp:136
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS4.hpp:145