ROL
ROL_HS38.hpp
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49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS38_HPP
54#define ROL_HS38_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_HS38 : 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
91 ROL::Ptr<const vector> ex = getVector(x);
92 return 100.0 * std::pow((*ex)[1] - std::pow((*ex)[0],2.0),2.0) + std::pow(1.0-(*ex)[0],2.0) +
93 90.0 * std::pow((*ex)[3] - std::pow((*ex)[2],2.0),2.0) + std::pow(1.0-(*ex)[2],2.0) +
94 10.1 * (std::pow((*ex)[1] - 1.0,2.0) + std::pow((*ex)[3]-1.0,2.0)) +
95 19.8 * ((*ex)[1] - 1.0) * ((*ex)[3] - 1.0);
96 }
97
98 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
99
100
101 ROL::Ptr<const vector> ex = getVector(x);
102 ROL::Ptr<vector> eg = getVector(g);
103
104 (*eg)[0] = -4.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) * (*ex)[0] - 2.0 * (1.0-(*ex)[0]);
105 (*eg)[1] = 2.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) +
106 2.0 * 10.1 * ((*ex)[1] - 1.0) + 19.8*((*ex)[3] - 1.0);
107 (*eg)[2] = -4.0 * 90.0 * ((*ex)[3] - std::pow((*ex)[2],2.0)) * (*ex)[2] - 2.0 * (1.0-(*ex)[2]);
108 (*eg)[3] = 2.0 * 90.0 * ((*ex)[3] - std::pow((*ex)[2],2.0)) +
109 2.0 * 10.1 * ((*ex)[3] - 1.0) + 19.8*((*ex)[1] - 1.0);
110 }
111#if USE_HESSVEC
112 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
113
114
115 ROL::Ptr<const vector> ex = getVector(x);
116 ROL::Ptr<const vector> ev = getVector(v);
117 ROL::Ptr<vector> ehv = getVector(hv);
118
119 Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0;
120 Real h12 = -4.0 * 100.0 * (*ex)[0];
121 Real h13 = 0.0;
122 Real h14 = 0.0;
123 Real h21 = -4.0 * 100.0 * (*ex)[0];
124 Real h22 = 2.0 * 100.0 + 2.0 * 10.1;
125 Real h23 = 0.0;
126 Real h24 = 19.8;
127 Real h31 = 0.0;
128 Real h32 = 0.0;
129 Real h33 = -4.0 * 90.0 * (*ex)[3] + 12.0 * 90.0 * std::pow((*ex)[2],2.0) + 2.0;
130 Real h34 = -4.0 * 90.0 * (*ex)[2];
131 Real h41 = 0.0;
132 Real h42 = 19.8;
133 Real h43 = -4.0 * 90.0 * (*ex)[2];
134 Real h44 = 2.0 * 90.0 + 2.0 * 10.1;
135
136 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1] + h13 * (*ev)[2] + h14 * (*ev)[3];
137 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1] + h23 * (*ev)[2] + h24 * (*ev)[3];
138 (*ehv)[2] = h31 * (*ev)[0] + h32 * (*ev)[1] + h33 * (*ev)[2] + h34 * (*ev)[3];
139 (*ehv)[3] = h41 * (*ev)[0] + h42 * (*ev)[1] + h43 * (*ev)[2] + h44 * (*ev)[3];
140 }
141#endif
142 };
143
144template<class Real>
145class getHS38 : public TestProblem<Real> {
146public:
147 getHS38(void) {}
148
149 Ptr<Objective<Real>> getObjective(void) const {
150 // Instantiate Objective Function
151 return ROL::makePtr<Objective_HS38<Real>>();
152 }
153
154 Ptr<Vector<Real>> getInitialGuess(void) const {
155 // Problem dimension
156 int n = 4;
157 // Get Initial Guess
158 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
159 (*x0p)[0] = -3.0; (*x0p)[1] = -1.0;
160 (*x0p)[2] = -3.0; (*x0p)[3] = -1.0;
161 return ROL::makePtr<StdVector<Real>>(x0p);
162 }
163
164 Ptr<Vector<Real>> getSolution(const int i = 0) const {
165 // Problem dimension
166 int n = 4;
167 // Get Solution
168 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
169 (*xp)[0] = 1.0; (*xp)[1] = 1.0;
170 (*xp)[2] = 1.0; (*xp)[3] = 1.0;
171 return ROL::makePtr<StdVector<Real>>(xp);
172 }
173
174 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
175 // Problem dimension
176 int n = 4;
177 // Instantiate BoundConstraint
178 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,-10.0);
179 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
180 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n, 10.0);
181 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
182 return ROL::makePtr<Bounds<Real>>(l,u);
183 }
184};
185
186
187} // End ZOO Namespace
188} // End ROL Namespace
189
190#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 38th test function.
Definition: ROL_HS38.hpp:67
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS38.hpp:88
ROL::Ptr< const vector > getVector(const V &x)
Definition: ROL_HS38.hpp:75
StdVector< Real > SV
Definition: ROL_HS38.hpp:71
std::vector< Real > vector
Definition: ROL_HS38.hpp:69
Vector< Real > V
Definition: ROL_HS38.hpp:70
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS38.hpp:98
ROL::Ptr< vector > getVector(V &x)
Definition: ROL_HS38.hpp:80
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS38.hpp:154
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS38.hpp:164
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS38.hpp:149
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS38.hpp:174