ROL
ROL_HS5.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS5_HPP
54#define ROL_HS5_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_HS5 : public Objective<Real> {
68
69 typedef std::vector<Real> vector;
70 typedef Vector<Real> V;
72
73 private:
74
75 ROL::Ptr<const vector> getVector( const V& x ) {
76
77 return dynamic_cast<const SV&>(x).getVector();
78 }
79
80 ROL::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 ROL::Ptr<const vector> ex = getVector(x);
91
92 return std::sin((*ex)[0] + (*ex)[1]) + std::pow((*ex)[0]-(*ex)[1],2.0) - 1.5*(*ex)[0] + 2.5*(*ex)[1] + 1.0;
93 }
94
95 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
96
97
98 ROL::Ptr<const vector> ex = getVector(x);
99 ROL::Ptr<vector> eg = getVector(g);
100
101 (*eg)[0] = std::cos((*ex)[0] + (*ex)[1]) + 2.0*((*ex)[0]-(*ex)[1]) - 1.5;
102 (*eg)[1] = std::cos((*ex)[0] + (*ex)[1]) - 2.0*((*ex)[0]-(*ex)[1]) + 2.5;;
103 }
104#if USE_HESSVEC
105 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
106
107
108 ROL::Ptr<const vector> ex = getVector(x);
109 ROL::Ptr<const vector> ev = getVector(v);
110 ROL::Ptr<vector> ehv = getVector(hv);
111
112 Real h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
113 Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
114 Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
115 Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
116
117 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
118 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
119 }
120#endif
121 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
122
123
124 ROL::Ptr<const vector> ex = getVector(x);
125 ROL::Ptr<const vector> ev = getVector(v);
126 ROL::Ptr<vector> ehv = getVector(hv);
127
128 Real h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
129 Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
130 Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
131 Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
132
133 (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
134 (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
135 }
136 };
137
138template<class Real>
139class getHS5 : public TestProblem<Real> {
140public:
141 getHS5(void) {}
142
143 Ptr<Objective<Real>> getObjective(void) const {
144 // Instantiate Objective Function
145 return ROL::makePtr<Objective_HS5<Real>>();
146 }
147
148 Ptr<Vector<Real>> getInitialGuess(void) const {
149 // Problem dimension
150 int n = 2;
151 // Get Initial Guess
152 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
153 (*x0p)[0] = 0.0; (*x0p)[1] = 0.0;
154 return ROL::makePtr<StdVector<Real>>(x0p);
155 }
156
157 Ptr<Vector<Real>> getSolution(const int i = 0) const {
158 // Problem dimension
159 int n = 2;
160 // Get Solution
161 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
162 (*xp)[0] = -ROL::ScalarTraits<Real>::pi()/3.0 + 1.0/2.0; (*xp)[1] = -ROL::ScalarTraits<Real>::pi()/3.0 - 1.0/2.0;
163 return ROL::makePtr<StdVector<Real>>(xp);
164 }
165
166 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
167 // Problem dimension
168 int n = 2;
169 // Instantiate BoundConstraint
170 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
171 (*lp)[0] = -1.5; (*lp)[1] = -3.0;
172 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
173 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
174 (*up)[0] = 4.0; (*up)[1] = 3.0;
175 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
176 return ROL::makePtr<Bounds<Real>>(l,u);
177 }
178};
179
180} // End ZOO Namespace
181} // End ROL Namespace
182
183#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 5th test function.
Definition ROL_HS5.hpp:67
ROL::Ptr< const vector > getVector(const V &x)
Definition ROL_HS5.hpp:75
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition ROL_HS5.hpp:121
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition ROL_HS5.hpp:95
std::vector< Real > vector
Definition ROL_HS5.hpp:69
Vector< Real > V
Definition ROL_HS5.hpp:70
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition ROL_HS5.hpp:88
StdVector< Real > SV
Definition ROL_HS5.hpp:71
ROL::Ptr< vector > getVector(V &x)
Definition ROL_HS5.hpp:80
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS5.hpp:143
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS5.hpp:166
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS5.hpp:148
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS5.hpp:157
static constexpr Real pi() noexcept