ROL
ROL_HS25.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS25_HPP
54#define ROL_HS25_HPP
55
57#include "ROL_TestProblem.hpp"
58#include "ROL_Bounds.hpp"
59#include "ROL_Types.hpp"
60
61namespace ROL {
62namespace ZOO {
63
66template<class Real>
67class Objective_HS25 : public Objective<Real> {
68
69typedef typename std::vector<Real>::size_type uint;
70
71private:
72 std::vector<Real> u_vec_;
74
75public:
77 u_size_ = 99;
78 for ( uint i = 0; i < u_size_; i++ ) {
79 u_vec_.push_back(static_cast<Real>(25)
80 + std::pow((static_cast<Real>(-50)
81 *std::log(static_cast<Real>(0.01)*static_cast<Real>(i+1))),
82 static_cast<Real>(2)/static_cast<Real>(3)));
83 }
84 }
85
86 Real value( const Vector<Real> &x, Real &tol ) {
87 Ptr<const std::vector<Real> > ex
88 = dynamic_cast<const PrimalScaledStdVector<Real>&>(x).getVector();
89
90 Real val(0), f(0), u(0);
91 Real x1 = (*ex)[0], x2 = (*ex)[1], x3 = (*ex)[2];
92 for ( uint i = 0; i < u_size_; i++ ) {
93 u = u_vec_[i];
94 f = -static_cast<Real>(0.01)*static_cast<Real>(i+1)
95 + std::exp(-std::pow(u-x2,x3)/x1);
96 val += f*f;
97 }
98 return val;
99 }
100
101 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
102 Ptr<std::vector<Real> > eg
103 = dynamic_cast<DualScaledStdVector<Real>&>(g).getVector();
104 Ptr<const std::vector<Real> > ex
105 = dynamic_cast<const PrimalScaledStdVector<Real>&>(x).getVector();
106 g.zero();
107
108 Real f(0), df1(0), df2(0), df3(0);
109 Real u(0), tmp(0), tmp0(0), tmp1(0);
110 Real x1 = (*ex)[0], x2 = (*ex)[1], x3 = (*ex)[2];
111 Real x1sqr = x1*x1;
112 for ( uint i = 0; i < u_size_; i++ ) {
113 u = u_vec_[i];
114 tmp0 = std::pow(u-x2,x3);
115 tmp1 = std::pow(u-x2,x3-static_cast<Real>(1));
116 tmp = std::exp(-tmp0/x1);
117
118 f = -static_cast<Real>(0.01)*static_cast<Real>(i+1) + tmp;
119
120 df1 = tmp*tmp0/x1sqr;
121 df2 = tmp*x3*tmp1/x1;
122 df3 = tmp*tmp0*std::log(u-x2)/x1;
123
124 (*eg)[0] += static_cast<Real>(2)*f*df1;
125 (*eg)[1] += static_cast<Real>(2)*f*df2;
126 (*eg)[2] += static_cast<Real>(2)*f*df3;
127 }
128 }
129#if USE_HESSVEC
130 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
131 Ptr<std::vector<Real> > ehv
132 = dynamic_cast<DualScaledStdVector<Real>&>(hv).getVector();
133 Ptr<const std::vector<Real> > ev
134 = dynamic_cast<const PrimalScaledStdVector<Real>&>(v).getVector();
135 Ptr<const std::vector<Real> > ex
136 = dynamic_cast<const PrimalScaledStdVector<Real>&>(x).getVector();
137 hv.zero();
138
139 Real f(0);
140 Real df1(0), df2(0), df3(0);
141 Real df11(0), df12(0), df13(0);
142 Real df21(0), df22(0), df23(0);
143 Real df31(0), df32(0), df33(0);
144 Real u(0), tmp(0), tmp0(0), tmp1(0), tmp2(0), tmp3(0), tmp4(0);
145 Real x1 = (*ex)[0], x2 = (*ex)[1], x3 = (*ex)[2];
146 Real v1 = (*ev)[0], v2 = (*ev)[1], v3 = (*ev)[2];
147 Real x1sqr = x1*x1, x1cub = x1sqr*x1, x1quar = x1cub*x1;
148 for ( uint i = 0; i < u_size_; i++ ) {
149 u = u_vec_[i];
150 tmp0 = std::pow(u-x2,x3);
151 tmp1 = std::pow(u-x2,x3-static_cast<Real>(1));
152 tmp2 = std::pow(u-x2,static_cast<Real>(2)*(x3-static_cast<Real>(1)));
153 tmp3 = std::pow(u-x2,x3-static_cast<Real>(2));
154 tmp4 = std::pow(u-x2,static_cast<Real>(2)*x3-static_cast<Real>(1));
155 tmp = std::exp(-tmp0/x1);
156
157 f = -static_cast<Real>(0.01)*static_cast<Real>(i+1) + tmp;
158
159 df1 = tmp*tmp0/x1sqr;
160 df2 = tmp*x3*tmp1/x1;
161 df3 = tmp*tmp0*std::log(u-x2)/x1;
162
163 df11 = tmp0*tmp*(tmp0-static_cast<Real>(2)*x1)/x1quar;
164 df12 = x3*tmp1*tmp*(tmp0-x1)/x1cub;
165 df13 = tmp0*std::log(u-x2)*tmp*(x1-tmp0)/x1cub;
166
167 df21 = df12;
168 df22 = x3*x3*tmp2*tmp/(x1*x1)
169 -(x3-static_cast<Real>(1))*x3*tmp3*tmp/x1;
170 df23 = -x3*tmp4*std::log(u-x2)*tmp/x1sqr
171 +tmp1*tmp/x1 + x3*tmp1*std::log(u-x2)*tmp/x1;
172
173 df31 = df13;
174 df32 = df23;
175 df33 = tmp0*std::pow(std::log(u-x2),2)*tmp*(tmp0-x1)/x1sqr;
176
177 (*ehv)[0] += static_cast<Real>(2)*(f*(df11*v1 + df12*v2 + df13*v3)
178 + df1*(df1*v1 + df2*v2 + df3*v3));
179 (*ehv)[1] += static_cast<Real>(2)*(f*(df21*v1 + df22*v2 + df23*v3)
180 + df2*(df1*v1 + df2*v2 + df3*v3));
181 (*ehv)[2] += static_cast<Real>(2)*(f*(df31*v1 + df32*v2 + df33*v3)
182 + df3*(df1*v1 + df2*v2 + df3*v3));
183 }
184 }
185#endif
186};
187
188template<class Real>
189class getHS25 : public TestProblem<Real> {
190private:
191 int n_;
192 Ptr<std::vector<Real> > scale_;
193
194public:
195 getHS25(void) {
196 // Problem dimension
197 n_ = 3;
198 // Set up vector scaling
199 scale_ = makePtr<std::vector<Real>>(n_,0);
200 (*scale_)[0] = static_cast<Real>(1.e-4);
201 (*scale_)[1] = static_cast<Real>(1.e-3);
202 (*scale_)[2] = static_cast<Real>(0.5);
203 }
204
205 Ptr<Objective<Real>> getObjective(void) const {
206 // Instantiate Objective Function
207 return makePtr<Objective_HS25<Real>>();
208 }
209
210 Ptr<Vector<Real>> getInitialGuess(void) const {
211 // Get Initial Guess
212 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n_,0);
213 (*x0p)[0] = static_cast<Real>(100);
214 (*x0p)[1] = static_cast<Real>(12.5);
215 (*x0p)[2] = static_cast<Real>(3);
216 return makePtr<PrimalScaledStdVector<Real>>(x0p,scale_);
217 }
218
219 Ptr<Vector<Real>> getSolution(const int i = 0) const {
220 // Get Solution
221 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n_,0);
222 (*xp)[0] = static_cast<Real>(50);
223 (*xp)[1] = static_cast<Real>(25);
224 (*xp)[2] = static_cast<Real>(1.5);
225 return makePtr<PrimalScaledStdVector<Real>>(xp,scale_);
226 }
227
228 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
229 // Instantiate BoundConstraint
230 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(n_,0);
231 (*lp)[0] = static_cast<Real>(0.1);
232 (*lp)[1] = static_cast<Real>(0);
233 (*lp)[2] = static_cast<Real>(0);
234 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
235 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>(n_,0);
236 (*up)[0] = static_cast<Real>(100);
237 (*up)[1] = static_cast<Real>(25.6);
238 (*up)[2] = static_cast<Real>(5);
239 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
240 return makePtr<Bounds<Real>>(l,u);
241 }
242};
243
244} // End ZOO Namespace
245} // End ROL Namespace
246
247#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inn...
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 std::vector implementation of the ROL::Vector interface that handles scalings in the inn...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
W. Hock and K. Schittkowski 25th test function.
Definition: ROL_HS25.hpp:67
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS25.hpp:101
std::vector< Real > u_vec_
Definition: ROL_HS25.hpp:72
std::vector< Real >::size_type uint
Definition: ROL_HS25.hpp:69
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS25.hpp:86
Ptr< std::vector< Real > > scale_
Definition: ROL_HS25.hpp:192
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS25.hpp:210
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS25.hpp:205
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS25.hpp:219
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS25.hpp:228