ROL
step/test_07.cpp
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44
49#include "Teuchos_GlobalMPISession.hpp"
50
51#include "ROL_HS32.hpp"
52#include "ROL_Algorithm.hpp"
53
54
55typedef double RealT;
56
57int main(int argc, char *argv[]) {
58
59
60
61
62 typedef std::vector<RealT> vec;
63 typedef ROL::StdVector<RealT> SV;
64 typedef ROL::Ptr<ROL::Vector<RealT> > ROL::PtrV;
65
66// typedef ROL::PartitionedVector<RealT> PV;
67
68
69 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
70
71 int iprint = argc - 1;
72 ROL::Ptr<std::ostream> outStream;
73 ROL::nullstream bhs; // outputs nothing
74 if (iprint > 0)
75 outStream = ROL::makePtrFromRef(std::cout);
76 else
77 outStream = ROL::makePtrFromRef(bhs);
78
79 int errorFlag = 0;
80
81 try {
82
83 int xopt_dim = 3; // Dimension of optimization vectors
84 int ce_dim = 1; // Dimension of equality constraint
85 int ci_dim = 4; // Dimension of inequality constraint
86
87 // Exact solution
88 ROL::Ptr<vec> x_exact_ptr = ROL::makePtr<vec>(xopt_dim,0.0);
89 (*x_exact_ptr)[xopt_dim-1] = 1.0;
90
91 ROL::Ptr<vec> xopt_ptr = ROL::makePtr<vec>(xopt_dim,0.0); // Optimization variables
92
93 ROL::Ptr<vec> le_ptr = ROL::makePtr<vec>(ce_dim,0.0); // Equality multiplier
94 ROL::Ptr<vec> li_ptr = ROL::makePtr<vec>(ci_dim,0.0); // Inequality multiplier
95
96 // Feasible initial guess
97 (*xopt_ptr)[0] = 0.1;
98 (*xopt_ptr)[1] = 0.7;
99 (*xopt_ptr)[2] = 0.2;
100
101 ROL::PtrV xopt = ROL::makePtr<SV>(xopt_ptr);
102 ROL::PtrV le = ROL::makePtr<SV>(le_ptr);
103 ROL::PtrV li = ROL::makePtr<SV>(li_ptr);
104
108
109 ROL::Ptr<ROL::Objective<RealT> > obj_hs32 = ROL::makePtr<Objective_HS32<RealT>>();
110 ROL::Ptr<ROL::EqualityConstraint<RealT> > eqcon_hs32 = ROL::makePtr<EqualityConstraint_HS32<RealT>>();
111 ROL::Ptr<ROL::InequalityConstraint<RealT> > incon_hs32 = ROL::makePtr<InequalityConstraint_HS32<RealT>>();
112
113
114 std::string stepname = "Interior Point";
115
116 RealT mu = 0.1; // Initial penalty parameter
117 RealT factor = 0.1; // Penalty reduction factor
118
119 // Set solver parameters
120 parlist->sublist("Step").sublist("Interior Point").set("Initial Barrier Penalty",mu);
121 parlist->sublist("Step").sublist("Interior Point").set("Minimium Barrier Penalty",1e-8);
122 parlist->sublist("Step").sublist("Interior Point").set("Barrier Penalty Reduction Factor",factor);
123 parlist->sublist("Step").sublist("Interior Point").set("Subproblem Iteration Limit",30);
124
125 parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Nominal Relative Tolerance",1.e-4);
126 parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Fix Tolerance",true);
127 parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Iteration Limit",20);
128 parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Relative Tolerance",1e-2);
129 parlist->sublist("Step").sublist("Composite Step").set("Output Level",0);
130
131 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-12);
132 parlist->sublist("Status Test").set("Constraint Tolerance",1.e-8);
133 parlist->sublist("Status Test").set("Step Tolerance",1.e-8);
134 parlist->sublist("Status Test").set("Iteration Limit",100);
135
136 ROL::OptimizationProblem<RealT> problem( obj_hs32, xopt, eqcon_hs32, le, incon_hs32, li, parlist);
137
138 // Define algorithm.
139 ROL::Ptr<ROL::Algorithm<RealT> > algo;
140 algo = ROL::makePtr<ROL::Algorithm<RealT>>(stepname,*parlist);
141
142 algo->run(problem,true,*outStream);
143
144 *outStream << std::endl << std::setw(20) << "Computed Minimizer" << std::setw(20) << "Exact Minimizer" << std::endl;
145 for( int i=0;i<xopt_dim;++i ) {
146 *outStream << std::setw(20) << (*xopt_ptr)[i] << std::setw(20) << (*x_exact_ptr)[i] << std::endl;
147 }
148 }
149 catch (std::logic_error& err) {
150 *outStream << err.what() << "\n";
151 errorFlag = -1000;
152 }; // end try
153
154 if (errorFlag != 0)
155 std::cout << "End Result: TEST FAILED\n";
156 else
157 std::cout << "End Result: TEST PASSED\n";
158
159 return 0;
160}
161
Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains both inequality...
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
int main(int argc, char *argv[])
double RealT