ROL
ROL_HS3.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS3_HPP
54#define ROL_HS3_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_HS3 : 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 (*ex)[1] + 1.e-5 * std::pow((*ex)[1] - (*ex)[0],2.0);
93 }
94
95 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
96
97
98 ROL::Ptr<const vector> ex = getVector(x);
99 ROL::Ptr<vector> eg = getVector(g);
100 (*eg)[0] = -1.e-5 * 2.0 * ((*ex)[1] - (*ex)[0]);
101 (*eg)[1] = 1.0 + 1.e-5 * 2.0 * ((*ex)[1] - (*ex)[0]);
102 }
103#if USE_HESSVEC
104 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
105
106
107 ROL::Ptr<const vector> ex = getVector(x);
108 ROL::Ptr<const vector> ev = getVector(v);
109 ROL::Ptr<vector> ehv = getVector(hv);
110 Real h11 = 1.e-5 * 2.0;
111 Real h22 = 1.e-5 * 2.0;
112 Real h12 = -1.e-5 * 2.0;
113 Real h21 = -1.e-5 * 2.0;
114
115 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
116 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
117 }
118#endif
119 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
120
121
122 ROL::Ptr<const vector> ex = getVector(x);
123 ROL::Ptr<const vector> ev = getVector(v);
124 ROL::Ptr<vector> ehv = getVector(hv);
125
126 Real h11 = 1.e-5 * 2.0;
127 Real h22 = 1.e-5 * 2.0;
128 Real h12 = -1.e-5 * 2.0;
129 Real h21 = -1.e-5 * 2.0;
130
131 (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
132 (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
133 }
134 };
135
136template<class Real>
137class getHS3 : public TestProblem<Real> {
138public:
139 getHS3(void) {}
140
141 Ptr<Objective<Real>> getObjective(void) const {
142 // Instantiate Objective Function
143 return ROL::makePtr<Objective_HS3<Real>>();
144 }
145
146 Ptr<Vector<Real>> getInitialGuess(void) const {
147 // Problem dimension
148 int n = 2;
149 // Get Initial Guess
150 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
151 (*x0p)[0] = 10.0; (*x0p)[1] = 1.0;
152 return ROL::makePtr<StdVector<Real>>(x0p);
153 }
154
155 Ptr<Vector<Real>> getSolution(const int i = 0) const {
156 // Problem dimension
157 int n = 2;
158 // Get Solution
159 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
160 (*xp)[0] = 0.0; (*xp)[1] = 0.0;
161 return ROL::makePtr<StdVector<Real>>(xp);
162 }
163
164 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
165 // Problem dimension
166 int n = 2;
167 // Instantiate BoundConstraint
168 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
169 (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = 0.0;
170 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
171 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
172 (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
173 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
174 return ROL::makePtr<Bounds<Real>>(l,u);
175 }
176};
177
178} // End ZOO Namespace
179} // End ROL Namespace
180
181#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 3rd test function.
Definition ROL_HS3.hpp:67
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition ROL_HS3.hpp:95
Vector< Real > V
Definition ROL_HS3.hpp:70
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition ROL_HS3.hpp:88
ROL::Ptr< vector > getVector(V &x)
Definition ROL_HS3.hpp:80
StdVector< Real > SV
Definition ROL_HS3.hpp:71
ROL::Ptr< const vector > getVector(const V &x)
Definition ROL_HS3.hpp:75
std::vector< Real > vector
Definition ROL_HS3.hpp:69
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Definition ROL_HS3.hpp:119
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS3.hpp:146
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS3.hpp:155
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS3.hpp:164
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS3.hpp:141