ROL
ROL_HS14.hpp
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50#ifndef ROL_HS14_HPP
51#define ROL_HS14_HPP
52
53#include "ROL_StdVector.hpp"
54#include "ROL_StdObjective.hpp"
55#include "ROL_StdConstraint.hpp"
56#include "ROL_TestProblem.hpp"
57#include "ROL_Bounds.hpp"
59#include "ROL_Types.hpp"
60
61namespace ROL {
62namespace ZOO {
63
70template<class Real>
71class Objective_HS14 : public StdObjective<Real> {
72public:
73
74 Real value( const std::vector<Real> &x, Real &tol ) {
75 const Real c1(1), c2(2);
76 return std::pow(x[0]-c2,c2) + std::pow(x[1]-c1,c2);
77 }
78
79 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
80 const Real c1(1), c2(2);
81 g[0] = c2*(x[0]-c2);
82 g[1] = c2*(x[1]-c1);
83 }
84
85 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
86 const Real c2(2);
87 hv[0] = c2*v[0];
88 hv[1] = c2*v[1];
89 }
90};
91
92template<class Real>
93class Constraint_HS14a : public StdConstraint<Real> {
94public:
96
97 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
98 const Real c1(1), c2(2);
99 c[0] = x[0] - c2*x[1] + c1;
100 }
101
102 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
103 const std::vector<Real> &x, Real &tol) {
104 const Real c2(2);
105 jv[0] = v[0] - c2*v[1];
106 }
107
108 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
109 const std::vector<Real> &x, Real &tol ) {
110 const Real c2(2);
111 ajv[0] = v[0];
112 ajv[1] = -c2*v[0];
113 }
114
115 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
116 const std::vector<Real> &v, const std::vector<Real> &x,
117 Real &tol) {
118 ahuv.assign(ahuv.size(),static_cast<Real>(0));
119 }
120};
121
122template<class Real>
123class Constraint_HS14b : public StdConstraint<Real> {
124public:
126
127 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
128 const Real c0(0.25), c1(1), c2(2);
129 c[0] = -c0*std::pow(x[0],c2) - std::pow(x[1],c2) + c1;
130 }
131
132 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
133 const std::vector<Real> &x, Real &tol) {
134 const Real c0(0.25), c2(2);
135 jv[0] = -c0*c2*x[0]*v[0] - c2*x[1]*v[1];
136 }
137
138 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
139 const std::vector<Real> &x, Real &tol ) {
140 const Real c0(0.25), c2(2);
141 ajv[0] = -c0*c2*x[0]*v[0];
142 ajv[1] = -c2*x[1]*v[0];
143 }
144
145 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
146 const std::vector<Real> &v, const std::vector<Real> &x,
147 Real &tol) {
148 const Real c0(0.25), c2(2);
149 ahuv[0] = -c0*c2*v[0]*u[0];
150 ahuv[1] = -c2*v[1]*u[0];
151 }
152};
153
154template<class Real>
155class getHS14 : public TestProblem<Real> {
156public:
157 getHS14(void) {}
158
159 Ptr<Objective<Real>> getObjective(void) const {
160 return ROL::makePtr<Objective_HS14<Real>>();
161 }
162
163 Ptr<Vector<Real>> getInitialGuess(void) const {
164 int n = 2;
165 return ROL::makePtr<StdVector<Real>>(n,2.0);
166 }
167
168 Ptr<Vector<Real>> getSolution(const int i = 0) const {
169 int n = 2;
170 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
171 (*xp)[0] = static_cast<Real>(0.5 *(std::sqrt(7)-1));
172 (*xp)[1] = static_cast<Real>(0.25*(std::sqrt(7)+1));
173 return ROL::makePtr<StdVector<Real>>(xp);
174 }
175
176 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
177 return makePtr<Constraint_HS14a<Real>>();
178 }
179
180 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
181 return makePtr<StdVector<Real>>(1,0.0);
182 }
183
184 Ptr<Constraint<Real>> getInequalityConstraint(void) const {
185 return makePtr<Constraint_HS14b<Real>>();
186 }
187
188 Ptr<Vector<Real>> getInequalityMultiplier(void) const {
189 return makePtr<StdVector<Real>>(1,0.0);
190 }
191
192 Ptr<BoundConstraint<Real>> getSlackBoundConstraint(void) const {
193 Ptr<Vector<Real>> lb = makePtr<StdVector<Real>>(1,0.0);
194 return makePtr<Bounds<Real>>(*lb,true);
195 }
196};
197
198} // End ZOO Namespace
199} // End ROL Namespace
200
201#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
Defines the equality constraint operator interface for StdVectors.
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:97
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:115
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:102
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:108
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:145
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:132
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:127
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:138
W. Hock and K. Schittkowski 14th test function.
Definition: ROL_HS14.hpp:71
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:85
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:74
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS14.hpp:79
Ptr< BoundConstraint< Real > > getSlackBoundConstraint(void) const
Definition: ROL_HS14.hpp:192
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS14.hpp:163
Ptr< Vector< Real > > getInequalityMultiplier(void) const
Definition: ROL_HS14.hpp:188
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS14.hpp:176
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS14.hpp:159
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS14.hpp:168
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS14.hpp:180
Ptr< Constraint< Real > > getInequalityConstraint(void) const
Definition: ROL_HS14.hpp:184