ROL
ROL_HS24.hpp
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49#ifndef ROL_HS24_HPP
50#define ROL_HS24_HPP
51
52#include "ROL_StdVector.hpp"
53#include "ROL_TestProblem.hpp"
54#include "ROL_Bounds.hpp"
55
56namespace ROL {
57namespace ZOO {
58
59template<class Real>
60class Objective_HS24 : public Objective<Real> {
61
62 typedef std::vector<Real> vector;
63 typedef Vector<Real> V;
65
66private:
67 const Real rt3_;
68
69public:
70
71 Objective_HS24() : rt3_(std::sqrt(3)) {}
72
73 Real value( const Vector<Real> &x, Real &tol ) {
74
75 Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
76
77 return rt3_*(*xp)[0]*std::pow((*xp)[1],3)*((*xp)[0]-6)/81.0;
78 }
79
80 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
81
82 Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
83
84 Ptr<vector> gp = dynamic_cast<SV&>(g).getVector();
85
86 (*gp)[0] = 2*rt3_*std::pow((*xp)[1],3)*((*xp)[0]-3)/81.0;
87 (*gp)[1] = rt3_*(*xp)[0]*std::pow((*xp)[1],2)*((*xp)[0]-6)/27.0;
88
89 }
90
91
92 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
93
94 Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
95 Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
96 Ptr<vector> hvp = dynamic_cast<SV&>(hv).getVector();
97
98 Real a00 = pow((*xp)[1],3)/81.0;
99 Real a01 = pow((*xp)[1],2)*((*xp)[0]-3)/27.0;
100 Real a11 = (*xp)[1]*(std::pow((*xp)[0]-3,2)-9)/27.0;
101
102 (*hvp)[0] = a00*(*vp)[0] + a01*(*vp)[1];
103 (*hvp)[1] = a01*(*vp)[0] + a11*(*vp)[1];
104 hv.scale(2*rt3_);
105
106 }
107}; // class Objective_HS24
108
109
110template<class Real>
111class Constraint_HS24 : public Constraint<Real> {
112
113 typedef std::vector<Real> vector;
116
117private:
118 const Real rt3_;
119
120public:
121 Constraint_HS24() : rt3_(std::sqrt(3)) {}
122
123 void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {
124
125 Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
126 Ptr<vector> cp = dynamic_cast<SV&>(c).getVector();
127
128 (*cp)[0] = (*xp)[0]/rt3_ - (*xp)[1];
129 (*cp)[1] = (*xp)[0] + rt3_*(*xp)[1];
130 (*cp)[2] = -(*xp)[0] - rt3_*(*xp)[1] + 6;
131
132 }
133
135 const Vector<Real> &x, Real &tol ) {
136
137 Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
138 Ptr<vector> jvp = dynamic_cast<SV&>(jv).getVector();
139
140 (*jvp)[0] = (*vp)[0]/rt3_ - (*vp)[1];
141 (*jvp)[1] = (*vp)[0] + rt3_*(*vp)[1];
142 (*jvp)[2] = -(*vp)[0] - rt3_*(*vp)[1];
143
144
145 }
146
148 const Vector<Real> &x, Real &tol ) {
149
150 Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
151 Ptr<vector> ajvp = dynamic_cast<SV&>(ajv).getVector();
152
153 (*ajvp)[0] = rt3_*(*vp)[0]/3 + (*vp)[1] - (*vp)[2];
154 (*ajvp)[1] = -(*vp)[0] + rt3_*(*vp)[1] - rt3_*(*vp)[2];
155
156 }
157
158
160 const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
161 ahuv.zero();
162 }
163
164}; // class Constraint_HS24
165
166
167
168template<class Real>
169class getHS24 : public TestProblem<Real> {
170public:
171 getHS24(void) {}
172
173 Ptr<Objective<Real> > getObjective( void ) const {
174 return makePtr<Objective_HS24<Real>>();
175 }
176
177 Ptr<Constraint<Real> > getInequalityConstraint( void ) const {
178 return makePtr<Constraint_HS24<Real>>();
179 }
180
181 Ptr<BoundConstraint<Real>> getBoundConstraint( void ) const {
182 // Lower bound is zero
183 Ptr<std::vector<Real>> lp = makePtr<std::vector<Real>>(2,0.0);
184
185 // No upper bound
186 Ptr<std::vector<Real>> up = makePtr<std::vector<Real>>(2,ROL_INF<Real>());
187
188 Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(lp);
189 Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(up);
190
191 return makePtr<Bounds<Real>>(l,u);
192 }
193
194 Ptr<Vector<Real>> getInitialGuess( void ) const {
195 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(2);
196 (*x0p)[0] = 1.0;
197 (*x0p)[1] = 0.5;
198
199 return makePtr<StdVector<Real>>(x0p);
200 }
201
202 Ptr<Vector<Real>> getSolution( const int i = 0 ) const {
203 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(2);
204 (*xp)[0] = 3.0;
205 (*xp)[1] = std::sqrt(3.0);
206
207 return makePtr<StdVector<Real>>(xp);
208 }
209
210 Ptr<Vector<Real>> getInequalityMultiplier( void ) const {
211 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(3,0.0);
212 return makePtr<StdVector<Real>>(lp);
213 }
214
215 Ptr<BoundConstraint<Real>> getSlackBoundConstraint(void) const {
216 // Lower bound is zero
217 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(3,0.0);
218
219 // No upper bound
220 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>(3,ROL_INF<Real>());
221
222 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
223 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
224
225 return makePtr<Bounds<Real>>(l,u);
226 }
227};
228
229
230} // namespace ZOO
231} // namespace ROL
232
233#endif // ROL_HS24_HPP
234
Contains definitions of test objective functions.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
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
virtual void scale(const Real alpha)=0
Compute where .
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the constraint Jacobian at , , to vector .
Definition: ROL_HS24.hpp:134
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Evaluate the constraint operator at .
Definition: ROL_HS24.hpp:123
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
Definition: ROL_HS24.hpp:147
StdVector< Real > SV
Definition: ROL_HS24.hpp:115
std::vector< Real > vector
Definition: ROL_HS24.hpp:113
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ,...
Definition: ROL_HS24.hpp:159
std::vector< Real > vector
Definition: ROL_HS24.hpp:62
StdVector< Real > SV
Definition: ROL_HS24.hpp:64
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS24.hpp:80
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS24.hpp:73
Vector< Real > V
Definition: ROL_HS24.hpp:63
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Definition: ROL_HS24.hpp:92
Ptr< BoundConstraint< Real > > getSlackBoundConstraint(void) const
Definition: ROL_HS24.hpp:215
Ptr< Constraint< Real > > getInequalityConstraint(void) const
Definition: ROL_HS24.hpp:177
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS24.hpp:194
Ptr< Vector< Real > > getInequalityMultiplier(void) const
Definition: ROL_HS24.hpp:210
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS24.hpp:202
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS24.hpp:173
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS24.hpp:181