ROL
ROL_HS1.hpp
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49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS1_HPP
54#define ROL_HS1_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
66template<class Real>
67class Objective_HS1 : public Objective<Real> {
68public:
70
71 Real value( const Vector<Real> &x, Real &tol ) {
72 Ptr<const std::vector<Real> > ex
73 = dynamic_cast<const StdVector<Real>&>(x).getVector();
74 return 100.0 * std::pow((*ex)[1] - std::pow((*ex)[0],2.0),2.0) + std::pow(1.0-(*ex)[0],2.0);
75 }
76
77 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
78 Ptr<std::vector<Real> > eg
79 = dynamic_cast<StdVector<Real>&>(g).getVector();
80 Ptr<const std::vector<Real> > ex
81 = dynamic_cast<const StdVector<Real>&>(x).getVector();
82
83 (*eg)[0] = -4.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0)) * (*ex)[0] - 2.0 * (1.0-(*ex)[0]);
84 (*eg)[1] = 2.0 * 100.0 * ((*ex)[1] - std::pow((*ex)[0],2.0));
85 }
86#if USE_HESSVEC
87 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
88 Ptr<std::vector<Real> > ehv
89 = dynamic_cast<StdVector<Real>&>(hv).getVector();
90 Ptr<const std::vector<Real> > ev
91 = dynamic_cast<const StdVector<Real>&>(v).getVector();
92 Ptr<const std::vector<Real> > ex
93 = dynamic_cast<const StdVector<Real>&>(x).getVector();
94
95 Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0;
96 Real h22 = 2.0 * 100.0;
97 Real h12 = -4.0 * 100.0 * (*ex)[0];
98 Real h21 = -4.0 * 100.0 * (*ex)[0];
99
100 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
101 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
102 }
103#endif
104 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
105 Ptr<std::vector<Real> > ehv
106 = dynamic_cast<StdVector<Real>&>(hv).getVector();
107 Ptr<const std::vector<Real> > ev
108 = dynamic_cast<const StdVector<Real>&>(v).getVector();
109 Ptr<const std::vector<Real> > ex
110 = dynamic_cast<const StdVector<Real>&>(x).getVector();
111
112 Real h11 = -4.0 * 100.0 * (*ex)[1] + 12.0 * 100.0 * std::pow((*ex)[0],2.0) + 2.0;
113 Real h22 = 2.0 * 100.0;
114 Real h12 = -4.0 * 100.0 * (*ex)[0];
115 Real h21 = -4.0 * 100.0 * (*ex)[0];
116
117 (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
118 (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
119 }
120};
121
122template<class Real>
123class getHS1 : public TestProblem<Real> {
124public:
125 getHS1(void) {}
126
127 Ptr<Objective<Real>> getObjective(void) const {
128 // Instantiate Objective Function
129 return makePtr<Objective_HS1<Real>>();
130 }
131
132 Ptr<Vector<Real>> getInitialGuess(void) const {
133 // Problem size
134 int n = 2;
135 // Get Initial Guess
136 Ptr<std::vector<Real> > x0p = makePtr<std::vector<Real>>(n,0.0);
137 (*x0p)[0] = -2.0; (*x0p)[1] = 1.0;
138 return makePtr<StdVector<Real>>(x0p);
139 }
140
141 Ptr<Vector<Real>> getSolution(const int i = 0) const {
142 // Problem size
143 int n = 2;
144 // Get Solution
145 Ptr<std::vector<Real> > xp = makePtr<std::vector<Real>>(n,0.0);
146 (*xp)[0] = 1.0; (*xp)[1] = 1.0;
147 return makePtr<StdVector<Real>>(xp);
148 }
149
150 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
151 // Problem size
152 int n = 2;
153 // Build lower bound
154 Ptr<std::vector<Real> > lp = makePtr<std::vector<Real>>(n,0.0);
155 (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = -1.5;
156 Ptr<Vector<Real> > l = makePtr<StdVector<Real>>(lp);
157 // Build upper bound
158 Ptr<std::vector<Real> > up = makePtr<std::vector<Real>>(n,0.0);
159 (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
160 Ptr<Vector<Real> > u = makePtr<StdVector<Real>>(up);
161 // Instantiate BoundConstraint
162 return makePtr<Bounds<Real>>(l,u);
163 }
164};
165
166} // End ZOO Namespace
167} // End ROL Namespace
168
169#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 1st test function.
Definition ROL_HS1.hpp:67
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition ROL_HS1.hpp:71
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition ROL_HS1.hpp:104
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition ROL_HS1.hpp:77
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS1.hpp:150
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS1.hpp:141
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS1.hpp:132
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS1.hpp:127