ROL
ROL_HS3.hpp
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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_Objective.hpp"
58 #include "ROL_BoundConstraint.hpp"
59 #include "ROL_Types.hpp"
60 
61 namespace ROL {
62 namespace 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  Teuchos::RCP<const vector> getVector( const V& x ) {
76  using Teuchos::dyn_cast;
77  return dyn_cast<const SV>(x).getVector();
78  }
79 
80  Teuchos::RCP<vector> getVector( V& x ) {
81  using Teuchos::dyn_cast;
82  return dyn_cast<SV>(x).getVector();
83  }
84 
85  public:
86  Objective_HS3(void) {}
87 
88  Real value( const Vector<Real> &x, Real &tol ) {
89 
90  using Teuchos::RCP;
91  RCP<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  using Teuchos::RCP;
98  RCP<const vector> ex = getVector(x);
99  RCP<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  using Teuchos::RCP;
107  RCP<const vector> ex = getVector(x);
108  RCP<const vector> ev = getVector(v);
109  RCP<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  using Teuchos::RCP;
122  RCP<const vector> ex = getVector(x);
123  RCP<const vector> ev = getVector(v);
124  RCP<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 
136 template<class Real>
137 void getHS3( Teuchos::RCP<Objective<Real> > &obj,
138  Teuchos::RCP<BoundConstraint<Real> > &con,
139  Teuchos::RCP<Vector<Real> > &x0,
140  Teuchos::RCP<Vector<Real> > &x ) {
141  // Problem dimension
142  int n = 2;
143 
144  // Get Initial Guess
145  Teuchos::RCP<std::vector<Real> > x0p = Teuchos::rcp(new std::vector<Real>(n,0.0));
146  (*x0p)[0] = 10.0; (*x0p)[1] = 1.0;
147  x0 = Teuchos::rcp(new StdVector<Real>(x0p));
148 
149  // Get Solution
150  Teuchos::RCP<std::vector<Real> > xp = Teuchos::rcp(new std::vector<Real>(n,0.0));
151  (*xp)[0] = 0.0; (*xp)[1] = 0.0;
152  x = Teuchos::rcp(new StdVector<Real>(xp));
153 
154  // Instantiate Objective Function
155  obj = Teuchos::rcp(new Objective_HS3<Real>);
156 
157  // Instantiate BoundConstraint
158  Teuchos::RCP<std::vector<Real> > lp = Teuchos::rcp(new std::vector<Real>(n,0.0));
159  (*lp)[0] = ROL_NINF<Real>(); (*lp)[1] = 0.0;
160  Teuchos::RCP<Vector<Real> > l = Teuchos::rcp( new StdVector<Real>(lp) );
161  Teuchos::RCP<std::vector<Real> > up = Teuchos::rcp(new std::vector<Real>(n,0.0));
162  (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
163  Teuchos::RCP<Vector<Real> > u = Teuchos::rcp( new StdVector<Real>(up) );
164  con = Teuchos::rcp(new BoundConstraint<Real>(l,u));
165 }
166 
167 } // End ZOO Namespace
168 } // End ROL Namespace
169 
170 #endif
Provides the interface to evaluate objective functions.
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
Teuchos::RCP< const vector > getVector(const V &x)
Definition: ROL_HS3.hpp:75
Teuchos::RCP< vector > getVector(V &x)
Definition: ROL_HS3.hpp:80
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS3.hpp:88
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Contains definitions of custom data types in ROL.
void getHS3(Teuchos::RCP< Objective< Real > > &obj, Teuchos::RCP< BoundConstraint< Real > > &con, Teuchos::RCP< Vector< Real > > &x0, Teuchos::RCP< Vector< Real > > &x)
Definition: ROL_HS3.hpp:137
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
Vector< Real > V
Definition: ROL_HS3.hpp:70
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS3.hpp:95
Provides the interface to apply upper and lower bound constraints.
StdVector< Real > SV
Definition: ROL_HS3.hpp:71
std::vector< Real > vector
Definition: ROL_HS3.hpp:69
W. Hock and K. Schittkowski 3rd test function.
Definition: ROL_HS3.hpp:67