ROL
ROL_HS5.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS5_HPP
54#define ROL_HS5_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_HS5 : 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 std::sin((*ex)[0] + (*ex)[1]) + std::pow((*ex)[0]-(*ex)[1],2.0) - 1.5*(*ex)[0] + 2.5*(*ex)[1] + 1.0;
93 }
94
95 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
96
97
98 ROL::Ptr<const vector> ex = getVector(x);
99 ROL::Ptr<vector> eg = getVector(g);
100
101 (*eg)[0] = std::cos((*ex)[0] + (*ex)[1]) + 2.0*((*ex)[0]-(*ex)[1]) - 1.5;
102 (*eg)[1] = std::cos((*ex)[0] + (*ex)[1]) - 2.0*((*ex)[0]-(*ex)[1]) + 2.5;;
103 }
104#if USE_HESSVEC
105 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
106
107
108 ROL::Ptr<const vector> ex = getVector(x);
109 ROL::Ptr<const vector> ev = getVector(v);
110 ROL::Ptr<vector> ehv = getVector(hv);
111
112 Real h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
113 Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
114 Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
115 Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
116
117 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
118 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
119 }
120#endif
121 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
122
123
124 ROL::Ptr<const vector> ex = getVector(x);
125 ROL::Ptr<const vector> ev = getVector(v);
126 ROL::Ptr<vector> ehv = getVector(hv);
127
128 Real h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
129 Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
130 Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
131 Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
132
133 (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
134 (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
135 }
136 };
137
138template<class Real>
139class getHS5 : public TestProblem<Real> {
140public:
141 getHS5(void) {}
142
143 Ptr<Objective<Real>> getObjective(void) const {
144 // Instantiate Objective Function
145 return ROL::makePtr<Objective_HS5<Real>>();
146 }
147
148 Ptr<Vector<Real>> getInitialGuess(void) const {
149 // Problem dimension
150 int n = 2;
151 // Get Initial Guess
152 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
153 (*x0p)[0] = 0.0; (*x0p)[1] = 0.0;
154 return ROL::makePtr<StdVector<Real>>(x0p);
155 }
156
157 Ptr<Vector<Real>> getSolution(const int i = 0) const {
158 // Problem dimension
159 int n = 2;
160 // Get Solution
161 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
162 (*xp)[0] = -ROL::ScalarTraits<Real>::pi()/3.0 + 1.0/2.0; (*xp)[1] = -ROL::ScalarTraits<Real>::pi()/3.0 - 1.0/2.0;
163 return ROL::makePtr<StdVector<Real>>(xp);
164 }
165
166 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
167 // Problem dimension
168 int n = 2;
169 // Instantiate BoundConstraint
170 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
171 (*lp)[0] = -1.5; (*lp)[1] = -3.0;
172 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
173 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
174 (*up)[0] = 4.0; (*up)[1] = 3.0;
175 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
176 return ROL::makePtr<Bounds<Real>>(l,u);
177 }
178};
179
180} // End ZOO Namespace
181} // End ROL Namespace
182
183#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 5th test function.
Definition: ROL_HS5.hpp:67
ROL::Ptr< const vector > getVector(const V &x)
Definition: ROL_HS5.hpp:75
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition: ROL_HS5.hpp:121
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS5.hpp:95
std::vector< Real > vector
Definition: ROL_HS5.hpp:69
Vector< Real > V
Definition: ROL_HS5.hpp:70
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS5.hpp:88
StdVector< Real > SV
Definition: ROL_HS5.hpp:71
ROL::Ptr< vector > getVector(V &x)
Definition: ROL_HS5.hpp:80
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS5.hpp:143
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS5.hpp:166
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS5.hpp:148
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS5.hpp:157
static constexpr Real pi() noexcept