ROL
ROL_BVP.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_BVP_HPP
54#define ROL_BVP_HPP
55
57#include "ROL_TestProblem.hpp"
58#include "ROL_Bounds.hpp"
59
60namespace ROL {
61namespace ZOO {
62
65 template<class Real>
66 class Objective_BVP : public Objective<Real> {
67
68 typedef typename std::vector<Real>::size_type uint;
69
70 private:
72
73 public:
74 Objective_BVP(void) : dim_(20) {}
75
76 Real value( const Vector<Real> &x, Real &tol ) {
77 Ptr<const std::vector<Real> > ex
78 = dynamic_cast<const StdVector<Real>&>(x).getVector();
79
80 Real val = 0.0;
81 Real f = 0.0;
82 Real h = 1.0/((Real)(dim_) + 1.0);
83 for ( uint i = 0; i < dim_; i++ ) {
84 f = 2.0*(*ex)[i] + h*h*std::pow((*ex)[i] + (Real)(i+1)*h + 1.0,3.0)/2.0;
85 if ( i < (dim_-1) ) { f -= (*ex)[i+1]; }
86 if ( i > 0 ) { f -= (*ex)[i-1]; }
87 val += f*f;
88 }
89 return val;
90 }
91
92 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
93 Ptr<std::vector<Real> > eg
94 = dynamic_cast<StdVector<Real>&>(g).getVector();
95 Ptr<const std::vector<Real> > ex
96 = dynamic_cast<const StdVector<Real>&>(x).getVector();
97
98 g.zero();
99 Real h = 1.0/((Real)(dim_) + 1.0);
100 std::vector<Real> f(dim_,0.0);
101
102 for ( uint i = 0; i < dim_; i++ ) {
103 f[i] = 2.0*(*ex)[i] + h*h*std::pow((*ex)[i] + (Real)(i+1)*h + 1.0,3.0)/2.0;
104 if ( i < (dim_-1) ) { f[i] -= (*ex)[i+1]; }
105 if ( i > 0) { f[i] -= (*ex)[i-1]; }
106 }
107 Real df = 0.0;
108 for ( uint i = 0; i < dim_; i++ ) {
109 df = (2.0 + 3.0*h*h*std::pow((*ex)[i] + (Real)(i+1)*h + 1.0,2.0)/2.0)*f[i];
110 if ( i < (dim_-1) ) { df -= f[i+1]; }
111 if ( i > 0 ) { df -= f[i-1]; }
112 (*eg)[i] += 2.0*df;
113 }
114 }
115#if USE_HESSVEC
116 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
117 Ptr<std::vector<Real> > ehv
118 = dynamic_cast<StdVector<Real>&>(hv).getVector();
119 Ptr<const std::vector<Real> > ev
120 = dynamic_cast<const StdVector<Real>&>(v).getVector();
121 Ptr<const std::vector<Real> > ex
122 = dynamic_cast<const StdVector<Real>&>(x).getVector();
123
124 hv.zero();
125 Real h = 1.0/((Real)(dim_) + 1.0);
126 Real f = 0.0, df = 0.0, dfn = 0.0, hf = 0.0;
127 for ( uint i = 0; i < dim_; i++ ) {
128 f = 2.0*(*ex)[i] + h*h*std::pow((*ex)[i] + (Real)(i+1)*h + 1.0,3.0)/2.0;
129 df = 2.0 + 3.0/2.0 * h*h * std::pow((*ex)[i] + (Real)(i+1)*h + 1.0,2.0);
130 hf = 3.0 * h*h * ((*ex)[i] + (Real)(i+1)*h + 1.0);
131 if ( i < (dim_-2) ) {
132 (*ehv)[i] += 2.0*(*ev)[i+2];
133 }
134 if ( i < (dim_-1) ) {
135 f -= (*ex)[i+1];
136 dfn = 2.0 + 3.0/2.0 * h*h * std::pow((*ex)[i+1] + (Real)(i+2)*h + 1.0,2.0);
137 (*ehv)[i] -= 2.0*(df + dfn)*(*ev)[i+1];
138 (*ehv)[i] += 2.0*(*ev)[i];
139 }
140 if ( i > 0 ) {
141 f -= (*ex)[i-1];
142 dfn = 2.0 + 3.0/2.0 * h*h * std::pow((*ex)[i-1] + (Real)(i)*h + 1.0,2.0);
143 (*ehv)[i] -= 2.0*(df + dfn)*(*ev)[i-1];
144 (*ehv)[i] += 2.0*(*ev)[i];
145 }
146 if ( i > 1 ) {
147 (*ehv)[i] += 2.0*(*ev)[i-2];
148 }
149 (*ehv)[i] += 2.0*(hf*f + df*df)*(*ev)[i];
150 }
151 }
152#endif
153 };
154
155 template<class Real>
156 class getBVP : public TestProblem<Real> {
157 private:
158 int n_;
159 Ptr<std::vector<Real> > scale_;
160
161 public:
162 getBVP(void) {
163 n_ = 20;
164 scale_ = makePtr<std::vector<Real>>(n_,0.0);
165 (*scale_)[0] = 1.e2;
166 (*scale_)[1] = 1.e2;
167 (*scale_)[2] = 1.e2;
168 (*scale_)[3] = 1.e2;
169 (*scale_)[4] = 1.e2;
170 (*scale_)[5] = 1.e2;
171 (*scale_)[6] = 1.e2;
172 (*scale_)[7] = 1.e2;
173 (*scale_)[8] = 1.e2;
174 (*scale_)[9] = 1.e2;
175 (*scale_)[10] = 1.e2;
176 (*scale_)[11] = 1.e2;
177 (*scale_)[12] = 1.e2;
178 (*scale_)[13] = 1.e2;
179 (*scale_)[14] = 1.e2;
180 (*scale_)[15] = 1.e2;
181 (*scale_)[16] = 1.e4;
182 (*scale_)[17] = 1.e4;
183 (*scale_)[18] = 1.e4;
184 (*scale_)[19] = 1.e6;
185 }
186
187 Ptr<Objective<Real>> getObjective(void) const {
188 return makePtr<Objective_BVP<Real>>();
189 }
190
191 Ptr<Vector<Real>> getInitialGuess(void) const {
192 // Get Initial Guess
193 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n_,0.0);
194 Real h = 1.0/((Real)n_ + 1.0);
195 for ( int i = 0; i < n_; i++ ) {
196 (*x0p)[i] = (Real)(i+1)*h*((Real)(i+1)*h - 1.0);
197 }
198 return makePtr<PrimalScaledStdVector<Real>>(x0p,scale_);
199 }
200
201 Ptr<Vector<Real>> getSolution(const int i = 0) const {
202 // Get Solution
203 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n_,0.0);
204 (*xp)[0] = 1.2321000000000001e-01;
205 (*xp)[1] = 2.1743122909175336e-01;
206 (*xp)[2] = 2.8625218549543746e-01;
207 (*xp)[3] = 3.3309751851140840e-01;
208 (*xp)[4] = 3.6117201714254760e-01;
209 (*xp)[5] = 3.7342787212179440e-01;
210 (*xp)[6] = 3.7255212003706123e-01;
211 (*xp)[7] = 3.6096984201471016e-01;
212 (*xp)[8] = 3.4085861052124522e-01;
213 (*xp)[9] = 3.1417024791439530e-01;
214 (*xp)[10] = 2.8265678244892922e-01;
215 (*xp)[11] = 2.4789833165179542e-01;
216 (*xp)[12] = 2.1133139591375166e-01;
217 (*xp)[13] = 1.7427666644258599e-01;
218 (*xp)[14] = 1.3796594229036069e-01;
219 (*xp)[15] = 1.0356813245768780e-01;
220 (*xp)[16] = 7.2214621084083663e-02;
221 (*xp)[17] = 4.5024529114833199e-02;
222 (*xp)[18] = 2.3130648161534966e-02;
223 (*xp)[19] = 7.7070870882527927e-03;
224 return makePtr<PrimalScaledStdVector<Real>>(xp,scale_);
225 }
226
227 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
228 // Instantiate BoundConstraint
229 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>();
230 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>();
231 std::vector<Real> val(n_,0.0);
232 val[0] = 0.1*0.2321;
233 val[1] = -0.1*0.4520;
234 val[2] = -0.1*0.6588;
235 val[3] = -0.1*0.8514;
236 val[4] = -0.1*1.0288;
237 val[5] = -0.1*1.1985;
238 val[6] = -0.1*1.3322;
239 val[7] = -0.1*1.4553;
240 val[8] = -0.1*1.5571;
241 val[9] = -0.1*1.6354;
242 val[10] = -0.1*1.6881;
243 val[11] = -0.1*1.7127;
244 val[12] = -0.1*1.7060;
245 val[13] = -0.1*1.6650;
246 val[14] = -0.1*1.5856;
247 val[15] = -0.1*1.4636;
248 val[16] = -0.1*1.2938;
249 val[17] = -0.1*1.0702;
250 val[18] = -0.1*0.7858;
251 val[19] = -0.1*0.4323;
252 for ( int i = 0; i < n_; i++ ) {
253 if ( i%2 == 0 ) {
254 lp->push_back(std::max(-0.2*(Real)(n_),val[i]+0.1));
255 up->push_back(std::min( 0.2*(Real)(n_),val[i]+1.1));
256 }
257 else {
258 lp->push_back(-0.2*(Real)(n_));
259 up->push_back( 0.2*(Real)(n_));
260 }
261 }
262 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
263 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
264 return makePtr<Bounds<Real>>(l,u);
265 }
266 };
267
268}// End ZOO Namespace
269}// End ROL Namespace
270
271#endif
Contains definitions of test objective functions.
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.
virtual void zero()
Set to zero vector.
The discrete boundary value problem.
Definition ROL_BVP.hpp:66
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition ROL_BVP.hpp:76
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition ROL_BVP.hpp:92
std::vector< Real >::size_type uint
Definition ROL_BVP.hpp:68
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_BVP.hpp:227
Ptr< std::vector< Real > > scale_
Definition ROL_BVP.hpp:159
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_BVP.hpp:187
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_BVP.hpp:201
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_BVP.hpp:191