ROL
ROL_HS2.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS2_HPP
54#define ROL_HS2_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_HS2 : public Objective<Real> {
68
69 typedef std::vector<Real> vector;
70 typedef Vector<Real> V;
72
73 private:
74
75 Ptr<const vector> getVector( const V& x ) {
76
77 return dynamic_cast<const SV&>(x).getVector();
78 }
79
80 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 Ptr<const vector> ex = getVector(x);
92 return static_cast<Real>(100) * std::pow((*ex)[1] - std::pow((*ex)[0],2),2)
93 + std::pow(static_cast<Real>(1)-(*ex)[0],2);
94 }
95
96 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
97
98
99 Ptr<const vector> ex = getVector(x);
100 Ptr<vector> eg = getVector(g);
101 (*eg)[0] = static_cast<Real>(-400) * ((*ex)[1] - std::pow((*ex)[0],2))
102 * (*ex)[0] - static_cast<Real>(2) * (static_cast<Real>(1)-(*ex)[0]);
103 (*eg)[1] = static_cast<Real>(200) * ((*ex)[1] - std::pow((*ex)[0],2));
104 }
105#if USE_HESSVEC
106 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
107
108
109 Ptr<const vector> ex = getVector(x);
110 Ptr<const vector> ev = getVector(v);
111 Ptr<vector> ehv = getVector(hv);
112
113 Real h11 = static_cast<Real>(-400) * (*ex)[1]
114 + static_cast<Real>(1200) * std::pow((*ex)[0],2)
115 + static_cast<Real>(2);
116 Real h22 = static_cast<Real>(200);
117 Real h12 = static_cast<Real>(-400) * (*ex)[0];
118 Real h21 = static_cast<Real>(-400) * (*ex)[0];
119
120 Real alpha(0);
121
122 (*ehv)[0] = (h11+alpha) * (*ev)[0] + h12 * (*ev)[1];
123 (*ehv)[1] = h21 * (*ev)[0] + (h22+alpha) * (*ev)[1];
124 }
125#endif
126 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
127
128
129 Ptr<const vector> ex = getVector(x);
130 Ptr<const vector> ev = getVector(v);
131 Ptr< vector> ehv = getVector(hv);
132
133 Real h11 = static_cast<Real>(-400) * (*ex)[1]
134 + static_cast<Real>(1200) * std::pow((*ex)[0],2)
135 + static_cast<Real>(2);
136 Real h22 = static_cast<Real>(200);
137 Real h12 = static_cast<Real>(-400) * (*ex)[0];
138 Real h21 = static_cast<Real>(-400) * (*ex)[0];
139
140 (*ehv)[0] = static_cast<Real>(1)/(h11*h22 - h12*h21)
141 * (h22 * (*ev)[0] - h12 * (*ev)[1]);
142 (*ehv)[1] = static_cast<Real>(1)/(h11*h22 - h12*h21)
143 * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
144 }
145 };
146
147template<class Real>
148class getHS2 : public TestProblem<Real> {
149public:
150 getHS2(void) {}
151
152 Ptr<Objective<Real>> getObjective(void) const {
153 // Instantiate Objective Function
154 return makePtr<Objective_HS2<Real>>();
155 }
156
157 Ptr<Vector<Real>> getInitialGuess(void) const {
158 // Problem dimension
159 int n = 2;
160 // Get Initial Guess
161 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n,0.0);
162 (*x0p)[0] = -2.0; (*x0p)[1] = 1.0;
163 return makePtr<StdVector<Real>>(x0p);
164 }
165
166 Ptr<Vector<Real>> getSolution(const int i = 0) const {
167 // Problem dimension
168 int n = 2;
169 // Get Solution
170 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n,0.0);
171 Real a = std::sqrt(598.0/1200.0);
172 Real b = 400.0 * std::pow(a,3.0);
173 (*xp)[0] = 2.0*a*std::cos(1.0/3.0 * std::acos(1.0/b));
174 (*xp)[1] = 1.5;
175 return makePtr<StdVector<Real>>(xp);
176 }
177
178 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
179 // Problem dimension
180 int n = 2;
181 // Instantiate BoundConstraint
182 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(n,0.0);
183 (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = 1.5;
184 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
185 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>(n,0.0);
186 (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
187 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
188 return makePtr<Bounds<Real>>(l,u);
189 }
190};
191
192} // End ZOO Namespace
193} // End ROL Namespace
194
195#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.
W. Hock and K. Schittkowski 2nd test function.
Definition ROL_HS2.hpp:67
std::vector< Real > vector
Definition ROL_HS2.hpp:69
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition ROL_HS2.hpp:88
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition ROL_HS2.hpp:126
Ptr< const vector > getVector(const V &x)
Definition ROL_HS2.hpp:75
Ptr< vector > getVector(V &x)
Definition ROL_HS2.hpp:80
StdVector< Real > SV
Definition ROL_HS2.hpp:71
Vector< Real > V
Definition ROL_HS2.hpp:70
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition ROL_HS2.hpp:96
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS2.hpp:166
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS2.hpp:178
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS2.hpp:152
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS2.hpp:157