ROL
ROL_HS38.hpp
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43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS38_HPP
54#define ROL_HS38_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_HS38 : 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
91 ROL::Ptr<const vector> ex = getVector(x);
92 return 100.0 * std::pow((*ex)[1] - std::pow((*ex)[0],2.0),2.0) + std::pow(1.0-(*ex)[0],2.0) +
93 90.0 * std::pow((*ex)[3] - std::pow((*ex)[2],2.0),2.0) + std::pow(1.0-(*ex)[2],2.0) +
94 10.1 * (std::pow((*ex)[1] - 1.0,2.0) + std::pow((*ex)[3]-1.0,2.0)) +
95 19.8 * ((*ex)[1] - 1.0) * ((*ex)[3] - 1.0);
96 }
97
98 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
99
100
101 ROL::Ptr<const vector> ex = getVector(x);
102 ROL::Ptr<vector> eg = getVector(g);
103
104 (*eg)[0] = -4.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) * (*ex)[0] - 2.0 * (1.0-(*ex)[0]);
105 (*eg)[1] = 2.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) +
106 2.0 * 10.1 * ((*ex)[1] - 1.0) + 19.8*((*ex)[3] - 1.0);
107 (*eg)[2] = -4.0 * 90.0 * ((*ex)[3] - std::pow((*ex)[2],2.0)) * (*ex)[2] - 2.0 * (1.0-(*ex)[2]);
108 (*eg)[3] = 2.0 * 90.0 * ((*ex)[3] - std::pow((*ex)[2],2.0)) +
109 2.0 * 10.1 * ((*ex)[3] - 1.0) + 19.8*((*ex)[1] - 1.0);
110 }
111#if USE_HESSVEC
112 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
113
114
115 ROL::Ptr<const vector> ex = getVector(x);
116 ROL::Ptr<const vector> ev = getVector(v);
117 ROL::Ptr<vector> ehv = getVector(hv);
118
119 Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0;
120 Real h12 = -4.0 * 100.0 * (*ex)[0];
121 Real h13 = 0.0;
122 Real h14 = 0.0;
123 Real h21 = -4.0 * 100.0 * (*ex)[0];
124 Real h22 = 2.0 * 100.0 + 2.0 * 10.1;
125 Real h23 = 0.0;
126 Real h24 = 19.8;
127 Real h31 = 0.0;
128 Real h32 = 0.0;
129 Real h33 = -4.0 * 90.0 * (*ex)[3] + 12.0 * 90.0 * std::pow((*ex)[2],2.0) + 2.0;
130 Real h34 = -4.0 * 90.0 * (*ex)[2];
131 Real h41 = 0.0;
132 Real h42 = 19.8;
133 Real h43 = -4.0 * 90.0 * (*ex)[2];
134 Real h44 = 2.0 * 90.0 + 2.0 * 10.1;
135
136 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1] + h13 * (*ev)[2] + h14 * (*ev)[3];
137 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1] + h23 * (*ev)[2] + h24 * (*ev)[3];
138 (*ehv)[2] = h31 * (*ev)[0] + h32 * (*ev)[1] + h33 * (*ev)[2] + h34 * (*ev)[3];
139 (*ehv)[3] = h41 * (*ev)[0] + h42 * (*ev)[1] + h43 * (*ev)[2] + h44 * (*ev)[3];
140 }
141#endif
142 };
143
144template<class Real>
145class getHS38 : public TestProblem<Real> {
146public:
147 getHS38(void) {}
148
149 Ptr<Objective<Real>> getObjective(void) const {
150 // Instantiate Objective Function
151 return ROL::makePtr<Objective_HS38<Real>>();
152 }
153
154 Ptr<Vector<Real>> getInitialGuess(void) const {
155 // Problem dimension
156 int n = 4;
157 // Get Initial Guess
158 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
159 (*x0p)[0] = -3.0; (*x0p)[1] = -1.0;
160 (*x0p)[2] = -3.0; (*x0p)[3] = -1.0;
161 return ROL::makePtr<StdVector<Real>>(x0p);
162 }
163
164 Ptr<Vector<Real>> getSolution(const int i = 0) const {
165 // Problem dimension
166 int n = 4;
167 // Get Solution
168 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
169 (*xp)[0] = 1.0; (*xp)[1] = 1.0;
170 (*xp)[2] = 1.0; (*xp)[3] = 1.0;
171 return ROL::makePtr<StdVector<Real>>(xp);
172 }
173
174 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
175 // Problem dimension
176 int n = 4;
177 // Instantiate BoundConstraint
178 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,-10.0);
179 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
180 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n, 10.0);
181 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
182 return ROL::makePtr<Bounds<Real>>(l,u);
183 }
184};
185
186
187} // End ZOO Namespace
188} // End ROL Namespace
189
190#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 38th test function.
Definition ROL_HS38.hpp:67
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition ROL_HS38.hpp:88
ROL::Ptr< const vector > getVector(const V &x)
Definition ROL_HS38.hpp:75
StdVector< Real > SV
Definition ROL_HS38.hpp:71
std::vector< Real > vector
Definition ROL_HS38.hpp:69
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition ROL_HS38.hpp:98
ROL::Ptr< vector > getVector(V &x)
Definition ROL_HS38.hpp:80
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS38.hpp:154
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS38.hpp:164
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS38.hpp:149
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS38.hpp:174