ROL
ROL_Minimax2.hpp
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43
44#ifndef ROL_MINIMAX2_HPP
45#define ROL_MINIMAX2_HPP
46
47#include "ROL_TestProblem.hpp"
48#include "ROL_StdVector.hpp"
49#include "ROL_Ptr.hpp"
50
51namespace ROL {
52namespace ZOO {
53
54template<class Real>
55class Minimax2 : public Objective<Real> {
56
57 typedef std::vector<Real> vector;
58 typedef Vector<Real> V;
60
61private:
62
63 Ptr<const vector> getVector( const V& x ) {
64 return dynamic_cast<const SV&>(x).getVector();
65 }
66
67 Ptr<vector> getVector( V& x ) {
68 return dynamic_cast<SV&>(x).getVector();
69 }
70
71public:
72 Minimax2(void) {}
73
74 Real value(const Vector<Real> &x, Real &tol) {
75 Ptr<const vector> xp = getVector(x);
76 Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
77 Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
78 Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
79 return std::max(f1,std::max(f2,f3));
80 }
81
82 void gradient(Vector<Real> &g, const Vector<Real> &x, Real &tol) {
83 Ptr<const vector> xp = getVector(x);
84 Ptr<vector> gp = getVector(g);
85 Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
86 Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
87 Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
88
89 if ( f1 >= std::max(f2,f3) ) {
90 (*gp)[0] = 4.0*std::pow((*xp)[0],3.0);
91 (*gp)[1] = 2.0*(*xp)[1];
92 }
93 else if ( f2 >= std::max(f1,f3) ) {
94 (*gp)[0] = 2.0*(*xp)[0]-4.0;
95 (*gp)[1] = 2.0*(*xp)[1]-4.0;
96 }
97 else if ( f3 >= std::max(f1,f2) ) {
98 (*gp)[0] = -2.0*std::exp(-(*xp)[0]+(*xp)[1]);
99 (*gp)[1] = 2.0*std::exp(-(*xp)[0]+(*xp)[1]);
100 }
101 }
102}; // class Minimax2
103
104template<class Real>
105class getMinimax2 : public TestProblem<Real> {
106public:
107 getMinimax2(void) {}
108
109 Ptr<Objective<Real>> getObjective(void) const {
110 return makePtr<Minimax2<Real>>();
111 }
112
113 Ptr<Vector<Real>> getInitialGuess(void) const {
114 Ptr<std::vector<Real> > x_ptr = makePtr<std::vector<Real>>(2, 0.0);
115 (*x_ptr)[0] = 1.0; (*x_ptr)[1] = -0.1;
116 return makePtr<StdVector<Real>>(x_ptr);
117 }
118
119 Ptr<Vector<Real>> getSolution(const int i = 0) const {
120 Ptr<std::vector<Real> > z_ptr = makePtr<std::vector<Real>>(2, 0.0);
121 (*z_ptr)[0] = 1.0; (*z_ptr)[1] = 1.0;
122 return makePtr<StdVector<Real>>(z_ptr);
123 }
124};
125
126} // namespace ZOO
127} // namespace ROL
128
129#endif
Contains definitions of test objective functions.
Provides the interface to evaluate objective functions.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
Defines the linear algebra or vector space interface.
std::vector< Real > vector
Ptr< vector > getVector(V &x)
Vector< Real > V
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
StdVector< Real > SV
Ptr< const vector > getVector(const V &x)
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Ptr< Vector< Real > > getSolution(const int i=0) const
Ptr< Vector< Real > > getInitialGuess(void) const
Ptr< Objective< Real > > getObjective(void) const