ROL
ROL_SumOfSquares.hpp
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49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_SUMOFSQUARES_HPP
54#define ROL_SUMOFSQUARES_HPP
55
56#include "ROL_StdVector.hpp"
57#include "ROL_TestProblem.hpp"
58
59namespace ROL {
60namespace ZOO {
61
64template<class Real>
65class Objective_SumOfSquares : public Objective<Real> {
66public:
67 Real value( const Vector<Real> &x, Real &tol ) {
68 return x.dot(x);
69 }
70
71 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
72 g.set(x);
73 g.scale(2.0);
74 }
75
76#if USE_HESSVEC
77 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
78 hv.set(v);
79 hv.scale(2.0);
80 }
81#endif
82
83 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
84 hv.set(v);
85 hv.scale(0.5);
86 }
87};
88
89template<class Real>
90class getSumOfSquares : public TestProblem<Real> {
91public:
93
94 Ptr<Objective<Real>> getObjective(void) const {
95 // Instantiate Objective Function
96 return ROL::makePtr<Objective_SumOfSquares<Real>>();
97 }
98
99 Ptr<Vector<Real>> getInitialGuess(void) const {
100 // Problem dimension
101 int n = 100;
102 // Get Initial Guess
103 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,1.0);
104 return ROL::makePtr<StdVector<Real>>(x0p);
105 }
106
107 Ptr<Vector<Real>> getSolution(const int i = 0) const {
108 // Problem dimension
109 int n = 100;
110 // Get Solution
111 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
112 return ROL::makePtr<StdVector<Real>>(xp);
113 }
114};
115
116} // End ZOO Namespace
117} // End ROL Namespace
118
119#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.
Defines the linear algebra or vector space interface.
virtual void set(const Vector &x)
Set where .
virtual void scale(const Real alpha)=0
Compute where .
virtual Real dot(const Vector &x) const =0
Compute where .
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Ptr< Objective< Real > > getObjective(void) const
Ptr< Vector< Real > > getInitialGuess(void) const
Ptr< Vector< Real > > getSolution(const int i=0) const