ROL
ROL_FreudensteinRoth.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_FREUDENSTEINROTH_HPP
54#define ROL_FREUDENSTEINROTH_HPP
55
56#include "ROL_StdVector.hpp"
57#include "ROL_TestProblem.hpp"
58
59namespace ROL {
60namespace ZOO {
61
64template<class Real>
66public:
68
69 Real value( const Vector<Real> &x, Real &tol ) {
70 Ptr<const std::vector<Real> > ex
71 = dynamic_cast<const StdVector<Real>&>(x).getVector();
72
73 Real f1 = -13.0 + (*ex)[0] + ((5.0-(*ex)[1])*(*ex)[1] - 2.0)*(*ex)[1];
74 Real f2 = -29.0 + (*ex)[0] + (((*ex)[1]+1.0)*(*ex)[1] - 14.0)*(*ex)[1];
75
76 return f1*f1+f2*f2;
77 }
78
79 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
80 Ptr<std::vector<Real> > eg
81 = dynamic_cast<StdVector<Real>&>(g).getVector();
82 Ptr<const std::vector<Real> > ex
83 = dynamic_cast<const StdVector<Real>&>(x).getVector();
84
85 Real f1 = -13.0 + (*ex)[0] + ((5.0-(*ex)[1])*(*ex)[1] - 2.0)*(*ex)[1];
86 Real f2 = -29.0 + (*ex)[0] + (((*ex)[1]+1.0)*(*ex)[1] - 14.0)*(*ex)[1];
87
88 Real f11 = 1.0;
89 Real f12 = 10.0*(*ex)[1] - 3.0*(*ex)[1]*(*ex)[1] - 2.0;
90 Real f21 = 1.0;
91 Real f22 = 3.0*(*ex)[1]*(*ex)[1] + 2.0*(*ex)[1] - 14.0;
92
93 (*eg)[0] = 2.0*(f11*f1 + f21*f2);
94 (*eg)[1] = 2.0*(f12*f1 + f22*f2);
95 }
96#if USE_HESSVEC
97 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
98 Ptr<std::vector<Real> > ehv
99 = dynamic_cast<StdVector<Real>&>(hv).getVector();
100 Ptr<const std::vector<Real> > ev
101 = dynamic_cast<const StdVector<Real>&>(v).getVector();
102 Ptr<const std::vector<Real> > ex
103 = dynamic_cast<const StdVector<Real>&>(x).getVector();
104
105 Real f1 = -13.0 + (*ex)[0] + ((5.0-(*ex)[1])*(*ex)[1] - 2.0)*(*ex)[1];
106 Real f2 = -29.0 + (*ex)[0] + (((*ex)[1]+1.0)*(*ex)[1] - 14.0)*(*ex)[1];
107
108 Real f11 = 1.0;
109 Real f12 = 10.0*(*ex)[1] - 3.0*(*ex)[1]*(*ex)[1] - 2.0;
110 Real f21 = 1.0;
111 Real f22 = 3.0*(*ex)[1]*(*ex)[1] + 2.0*(*ex)[1] - 14.0;
112
113 Real f122 = 10.0 - 6.0*(*ex)[1];
114 Real f222 = 6.0*(*ex)[1] + 2.0;
115
116 Real h11 = 2.0*(f11*f11) + 2.0*(f21*f21);
117 Real h12 = 2.0*(f12*f11) + 2.0*(f22*f21);
118 Real h22 = 2.0*(f122*f1 + f12*f12) + 2.0*(f222*f2 + f22*f22);
119
120 (*ehv)[0] = h11*(*ev)[0] + h12*(*ev)[1];
121 (*ehv)[1] = h12*(*ev)[0] + h22*(*ev)[1];
122 }
123#endif
124 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
125 Ptr<std::vector<Real> > ehv
126 = dynamic_cast<StdVector<Real>&>(hv).getVector();
127 Ptr<const std::vector<Real> > ev
128 = dynamic_cast<const StdVector<Real>&>(v).getVector();
129 Ptr<const std::vector<Real> > ex
130 = dynamic_cast<const StdVector<Real>&>(x).getVector();
131
132 Real f1 = -13.0 + (*ex)[0] + ((5.0-(*ex)[1])*(*ex)[1] - 2.0)*(*ex)[1];
133 Real f2 = -29.0 + (*ex)[0] + (((*ex)[1]+1.0)*(*ex)[1] - 14.0)*(*ex)[1];
134
135 Real f11 = 1.0;
136 Real f12 = 10.0*(*ex)[1] - 3.0*(*ex)[1]*(*ex)[1] - 2.0;
137 Real f21 = 1.0;
138 Real f22 = 3.0*(*ex)[1]*(*ex)[1] + 2.0*(*ex)[1] - 14.0;
139
140 Real f122 = 10.0 - 6.0*(*ex)[1];
141 Real f222 = 6.0*(*ex)[1] + 2.0;
142
143 Real h11 = 2.0*(f11*f11) + 2.0*(f21*f21);
144 Real h12 = 2.0*(f12*f11) + 2.0*(f22*f21);
145 Real h22 = 2.0*(f122*f1 + f12*f12) + 2.0*(f222*f2 + f22*f22);
146
147 (*ehv)[0] = (1.0/(h11*h22-h12*h12))*( h22*(*ev)[0] - h12*(*ev)[1]);
148 (*ehv)[1] = (1.0/(h11*h22-h12*h12))*(-h12*(*ev)[0] + h11*(*ev)[1]);
149 }
150};
151
152template<class Real>
153class getFreudensteinRoth : public TestProblem<Real> {
154public:
156
157 Ptr<Objective<Real>> getObjective(void) const {
158 // Instantiate Objective Function
159 return makePtr<Objective_FreudensteinRoth<Real>>();
160 }
161
162 Ptr<Vector<Real>> getInitialGuess(void) const {
163 // Problem dimension
164 int n = 2;
165 // Get Initial Guess
166 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n,0.0);
167 (*x0p)[0] = 0.5; (*x0p)[1] = -2.0;
168 return makePtr<StdVector<Real>>(x0p);
169 }
170
171 Ptr<Vector<Real>> getSolution(const int i = 0) const {
172 // Problem dimension
173 int n = 2;
174 // Get Solution
175 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n,0.0);
176 if (i == 0) {
177 (*xp)[0] = 5.0; (*xp)[1] = 4.0;
178 }
179 else if (i == 1) {
180 (*xp)[0] = 11.412779; (*xp)[1] = -0.896805;
181 }
182 else {
183 throw Exception::NotImplemented(">>> ROL::FreudensteinRoth : The index i must be between 0 and 1!");
184 }
185 return makePtr<StdVector<Real>>(xp);
186 }
187
188 int getNumSolutions(void) const {
189 return 2;
190 }
191};
192
193
194} // End ZOO Namespace
195} // End ROL Namespace
196
197#endif
Contains definitions of test objective functions.
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
Freudenstein and Roth's function.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Ptr< Objective< Real > > getObjective(void) const
Ptr< Vector< Real > > getInitialGuess(void) const
Ptr< Vector< Real > > getSolution(const int i=0) const