ROL
ROL_Cubic.hpp
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49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_CUBIC_HPP
54#define ROL_CUBIC_HPP
55
57#include "ROL_StdObjective.hpp"
58#include "ROL_StdConstraint.hpp"
59#include "ROL_TestProblem.hpp"
60
61namespace ROL {
62namespace ZOO {
63
64 template<class Real>
65 class Objective_Cubic : public StdObjective<Real> {
66 public:
68
69 Real value( const std::vector<Real> &x, Real &tol ) {
70 return std::pow(x[0],3)+std::pow(x[1],3);
71 }
72
73 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
74 const Real three(3);
75 g[0] = three*std::pow(x[0],2);
76 g[1] = three*std::pow(x[1],2);
77 }
78#if USE_HESSVEC
79 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
80 const Real six(6);
81 hv[0] = six*x[0]*v[0];
82 hv[1] = six*x[1]*v[1];
83 }
84#endif
85 void invHessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
86 const Real six(6);
87 hv[0] = v[0]/(six*x[0]);
88 hv[1] = v[1]/(six*x[1]);
89 }
90 };
91
92 template<class Real>
93 class Constraint_Cubic : public StdConstraint<Real> {
94 public:
96
97 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
98 c[0] = std::pow(x[0],3) + x[1];
99 }
100
101 void applyJacobian( std::vector<Real> &jv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
102 const Real three(3);
103 jv[0] = three*std::pow(x[0],2)*v[0] + v[1];
104 }
105
106 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
107 const Real three(3);
108 ajv[0] = three*std::pow(x[0],2)*v[0];
109 ajv[1] = v[0];
110 }
111#if USE_HESSVEC
112 void applyAdjointHessian( std::vector<Real> &ahuv, const std::vector<Real> &u, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
113 const Real zero(0), six(6);
114 ahuv[0] = six*x[0]*u[0]*v[0];
115 ahuv[1] = zero;
116 }
117#endif
118 };
119
120 template<class Real>
121 class getCubic : public TestProblem<Real> {
122 private:
123 const int type_;
124
125 public:
126 getCubic(int type = 0) : type_(type) {}
127
128 Ptr<Objective<Real>> getObjective(void) const {
129 return makePtr<Objective_Cubic<Real>>();
130 }
131
132 Ptr<Vector<Real>> getInitialGuess(void) const {
133 int n = 2;
134 Ptr<std::vector<Real>> scale = makePtr<std::vector<Real>>(n,static_cast<Real>( 1.0));
135 Ptr<std::vector<Real>> xp = makePtr<std::vector<Real>>(n,static_cast<Real>(-0.9));
136 return makePtr<PrimalScaledStdVector<Real>>(xp,scale);
137 }
138
139 Ptr<Vector<Real>> getSolution(const int i = 0) const {
140 int n = 2;
141 Ptr<std::vector<Real>> scale = makePtr<std::vector<Real>>(n,static_cast<Real>( 1.0));
142 Ptr<std::vector<Real>> xp = makePtr<std::vector<Real>>(n,static_cast<Real>(-1.0));
143 if (type_ == 1) {
144 const Real one(1), /*two(2),*/ three(3), six(6);
145 Real x = -one/std::pow(three,one/six);
146 Real y = -std::pow(x,3);
147 (*xp)[0] = x;
148 (*xp)[1] = y;
149 }
150 if (type_ == 2) {
151 // This solution is only approximate
152 (*xp)[0] = static_cast<Real>(-0.8374930678347255);
153 (*xp)[1] = static_cast<Real>( 0.5774131462277658);
154 }
155 return makePtr<PrimalScaledStdVector<Real>>(xp,scale);
156 }
157
158 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
159 int n = 2;
160 Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(n,-1.0);
161 Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(n, 1.0);
162 return makePtr<Bounds<Real>>(l,u);
163 }
164
165 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
166 if (type_ == 1) {
167 return makePtr<Constraint_Cubic<Real>>();
168 }
169 return nullPtr;
170 }
171
172 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
173 if (type_ == 1) {
174 return makePtr<StdVector<Real>>(1,0.0);
175 }
176 return nullPtr;
177 }
178
179 Ptr<Constraint<Real>> getInequalityConstraint(void) const {
180 if (type_ == 2) {
181 return makePtr<Constraint_Cubic<Real>>();
182 }
183 return nullPtr;
184 }
185
186 Ptr<Vector<Real>> getInequalityMultiplier(void) const {
187 if (type_ == 2) {
188 return makePtr<StdVector<Real>>(1,0.0);
189 }
190 return nullPtr;
191 }
192
193 Ptr<BoundConstraint<Real>> getSlackBoundConstraint(void) const {
194 if (type_ == 2) {
195 Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(1,-0.01);
196 Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(1, 0.01);
197 return makePtr<Bounds<Real>>(l,u);
198 }
199 return nullPtr;
200 }
201 };
202
203}// End ZOO Namespace
204}// End ROL Namespace
205
206#endif
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0 zero)()
Contains definitions of test objective functions.
Defines the equality constraint operator interface for StdVectors.
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ,...
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
virtual void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition ROL_Cubic.hpp:97
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Real value(const std::vector< Real > &x, Real &tol)
Definition ROL_Cubic.hpp:69
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition ROL_Cubic.hpp:73
void invHessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_Cubic.hpp:85
getCubic(int type=0)
Ptr< Vector< Real > > getInitialGuess(void) const
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Ptr< Objective< Real > > getObjective(void) const
Ptr< Vector< Real > > getSolution(const int i=0) const
Ptr< Vector< Real > > getInequalityMultiplier(void) const
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Ptr< Constraint< Real > > getInequalityConstraint(void) const
Ptr< BoundConstraint< Real > > getSlackBoundConstraint(void) const