ROL
ROL_HS42.hpp
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43
50#ifndef ROL_HS42_HPP
51#define ROL_HS42_HPP
52
53#include "ROL_StdVector.hpp"
54#include "ROL_StdObjective.hpp"
55#include "ROL_StdConstraint.hpp"
56#include "ROL_TestProblem.hpp"
57#include "ROL_Bounds.hpp"
59#include "ROL_Types.hpp"
60
61namespace ROL {
62namespace ZOO {
63
70template<class Real>
71class Objective_HS42 : public StdObjective<Real> {
72public:
73
74 Real value( const std::vector<Real> &x, Real &tol ) {
75 const Real c1(1), c2(2), c3(3), c4(4);
76 return std::pow(x[0]-c1,c2) + std::pow(x[1]-c2,c2)
77 + std::pow(x[2]-c3,c2) + std::pow(x[3]-c4,c2);
78 }
79
80 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
81 const Real c1(1), c2(2), c3(3), c4(4);
82 g[0] = c2*(x[0]-c1);
83 g[1] = c2*(x[1]-c2);
84 g[2] = c2*(x[2]-c3);
85 g[3] = c2*(x[3]-c4);
86 }
87
88 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
89 const Real c2(2);
90 hv[0] = c2*v[0];
91 hv[1] = c2*v[1];
92 hv[2] = c2*v[2];
93 hv[3] = c2*v[3];
94 }
95};
96
97template<class Real>
98class Constraint_HS42a : public StdConstraint<Real> {
99public:
101
102 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
103 const Real c2(2);
104 c[0] = x[0] - c2;
105 }
106
107 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
108 const std::vector<Real> &x, Real &tol) {
109 jv[0] = v[0];
110 }
111
112 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
113 const std::vector<Real> &x, Real &tol ) {
114 ajv[0] = v[0];
115 ajv[1] = static_cast<Real>(0);
116 ajv[2] = static_cast<Real>(0);
117 ajv[3] = static_cast<Real>(0);
118 }
119
120 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
121 const std::vector<Real> &v, const std::vector<Real> &x,
122 Real &tol) {
123 ahuv.assign(ahuv.size(),static_cast<Real>(0));
124 }
125};
126
127template<class Real>
128class Constraint_HS42b : public StdConstraint<Real> {
129public:
131
132 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
133 const Real c2(2);
134 c[0] = std::pow(x[2],c2) + std::pow(x[3],c2) - c2;
135 }
136
137 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
138 const std::vector<Real> &x, Real &tol) {
139 const Real c2(2);
140 jv[0] = c2*x[2]*v[2] + c2*x[3]*v[3];
141 }
142
143 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
144 const std::vector<Real> &x, Real &tol ) {
145 const Real c2(2);
146 ajv[0] = static_cast<Real>(0);
147 ajv[1] = static_cast<Real>(0);
148 ajv[2] = c2*x[2]*v[0];
149 ajv[3] = c2*x[3]*v[0];
150 }
151
152 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
153 const std::vector<Real> &v, const std::vector<Real> &x,
154 Real &tol) {
155 const Real c2(2);
156 ahuv[0] = static_cast<Real>(0);
157 ahuv[1] = static_cast<Real>(0);
158 ahuv[2] = c2*v[2]*u[0];
159 ahuv[3] = c2*v[3]*u[0];
160 }
161};
162
163template<class Real>
164class getHS42 : public TestProblem<Real> {
165public:
166 getHS42(void) {}
167
168 Ptr<Objective<Real>> getObjective(void) const {
169 return ROL::makePtr<Objective_HS42<Real>>();
170 }
171
172 Ptr<Vector<Real>> getInitialGuess(void) const {
173 int n = 4;
174 return ROL::makePtr<StdVector<Real>>(n,1.0);
175 }
176
177 Ptr<Vector<Real>> getSolution(const int i = 0) const {
178 int n = 4;
179 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
180 (*xp)[0] = static_cast<Real>(2);
181 (*xp)[1] = static_cast<Real>(2);
182 (*xp)[2] = static_cast<Real>(0.6*std::sqrt(2));
183 (*xp)[3] = static_cast<Real>(0.8*std::sqrt(2));
184 return ROL::makePtr<StdVector<Real>>(xp);
185 }
186
187 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
188 std::vector<Ptr<Constraint<Real>>> cvec(2);
189 cvec[0] = makePtr<Constraint_HS42a<Real>>();
190 cvec[1] = makePtr<Constraint_HS42b<Real>>();
191 return ROL::makePtr<Constraint_Partitioned<Real>>(cvec);
192 }
193
194 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
195 std::vector<Ptr<Vector<Real>>> lvec(2);
196 lvec[0] = makePtr<StdVector<Real>>(makePtr<std::vector<Real>>(1,0.0));
197 lvec[1] = makePtr<StdVector<Real>>(makePtr<std::vector<Real>>(1,0.0));
198 return ROL::makePtr<PartitionedVector<Real>>(lvec);
199 }
200};
201
202} // End ZOO Namespace
203} // End ROL Namespace
204
205#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
Defines the equality constraint operator interface for StdVectors.
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:102
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:120
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:107
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:112
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:132
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:137
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:143
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:152
W. Hock and K. Schittkowski 42th test function.
Definition ROL_HS42.hpp:71
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:80
Real value(const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:74
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS42.hpp:88
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS42.hpp:187
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS42.hpp:194
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS42.hpp:172
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS42.hpp:177
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS42.hpp:168