ROL
zakharov/example_02.cpp
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43
52#include "ROL_RandomVector.hpp"
53#include "ROL_StatusTest.hpp"
54#include "ROL_StdVector.hpp"
55#include "ROL_Zakharov.hpp"
56
57#include "ROL_Stream.hpp"
58#include "Teuchos_GlobalMPISession.hpp"
59
60typedef double RealT;
61
62int main(int argc, char *argv[]) {
63
64 using namespace Teuchos;
65
66 typedef std::vector<RealT> vector;
67 typedef ROL::Vector<RealT> V; // Abstract vector
68 typedef ROL::StdVector<RealT> SV; // Concrete vector containing std::vector data
69
70 GlobalMPISession mpiSession(&argc, &argv);
71
72 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
73 auto outStream = ROL::makeStreamPtr( std::cout, argc > 1 );
74
75 int errorFlag = 0;
76
77 // *** Example body.
78
79 try {
80
81 int dim = 10; // Set problem dimension.
82
83 std::string paramfile = "parameters.xml";
84 auto parlist = ROL::getParametersFromXmlFile( paramfile );
85
86 ROL::Ptr<vector> x_ptr = ROL::makePtr<vector>(dim, 1.0);
87 ROL::Ptr<vector> k_ptr = ROL::makePtr<vector>(dim, 0.0);
88
89 ROL::Ptr<V> x = ROL::makePtr<SV>(x_ptr); // Optimization vector
90 ROL::Ptr<V> k = ROL::makePtr<SV>(k_ptr); // Vector appearing in Zakharov objective
91
92 ROL::Ptr<V> s = x->clone(); // Step vector
93
94 for( int i=0; i<dim; ++i ) {
95 (*k_ptr)[i] = i+1.0;
96 }
97
98 ROL::Ptr<ROL::Objective<RealT>> obj = ROL::makePtr<ROL::ZOO::Objective_Zakharov<RealT>>(k);
99 ROL::Ptr<ROL::BoundConstraint<RealT>> bnd = ROL::makePtr<ROL::BoundConstraint<RealT>>();
100 bnd->deactivate();
101
104
105 // Allocate iterate vector in algorithm state
106 state.iterateVec = x->clone();
107 state.iterateVec->set(*x);
108 state.minIterVec = x->clone();
109
110 ROL::LineSearchStep<RealT> ls(*parlist);
111 ROL::TrustRegionStep<RealT> tr(*parlist);
112
113 ls.initialize( *opt.getSolutionVector(),
114 opt.getSolutionVector()->dual(),
115 *opt.getObjective(),
116 *bnd, state );
117 tr.initialize( *opt.getSolutionVector(),
118 opt.getSolutionVector()->dual(),
119 *opt.getObjective(),
120 *bnd, state );
121
122 for( int iter = 0; iter<10; ++iter ) {
123 ls.compute( *s,
124 *opt.getSolutionVector(),
125 *opt.getObjective(),
126 *bnd, state );
127 ls.update( *opt.getSolutionVector(),
128 *s,
129 *opt.getObjective(),
130 *bnd, state );
131
132 state.minIterVec->set(*x);
133 state.minIter = state.iter;
134 state.minValue = state.value;
135
136 *outStream << "LS fval = " << state.minValue << std::endl;
137
138 tr.compute( *s,
139 *opt.getSolutionVector(),
140 *opt.getObjective(),
141 *bnd, state );
142 tr.update( *opt.getSolutionVector(),
143 *s,
144 *opt.getObjective(),
145 *bnd, state );
146
147 state.minIterVec->set(*x);
148 state.minIter = state.iter;
149 state.minValue = state.value;
150
151 *outStream << "TR fval = " << state.minValue << std::endl;
152 }
153
154
155
156
157 }
158 catch (std::logic_error& err) {
159 *outStream << err.what() << "\n";
160 errorFlag = -1000;
161 }; // end try
162
163 if (errorFlag != 0)
164 std::cout << "End Result: TEST FAILED\n";
165 else
166 std::cout << "End Result: TEST PASSED\n";
167
168 return 0;
169
170}
171
172
173
Vector< Real > V
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
Contains definitions for the Zakharov function as evaluated using only the ROL::Vector interface.
Provides the interface to compute optimization steps with line search.
void update(Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Update step, if successful.
void initialize(Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Initialize step with bound constraint.
void compute(Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Compute step.
virtual Ptr< Vector< Real > > getSolutionVector(void)
virtual Ptr< Objective< Real > > getObjective(void)
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
Provides the interface to compute optimization steps with trust regions.
void initialize(Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Initialize step.
void update(Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Update step, if successful.
void compute(Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Compute step.
Defines the linear algebra or vector space interface.
State for algorithm class. Will be used for restarts.
ROL::Ptr< Vector< Real > > iterateVec
ROL::Ptr< Vector< Real > > minIterVec
constexpr auto dim
int main(int argc, char *argv[])
double RealT