ROL
ROL_HS52.hpp
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50#ifndef ROL_HS52_HPP
51#define ROL_HS52_HPP
52
53#include "ROL_StdVector.hpp"
54#include "ROL_TestProblem.hpp"
55#include "ROL_Types.hpp"
56#include "ROL_StdObjective.hpp"
57#include "ROL_StdConstraint.hpp"
58
59namespace ROL {
60namespace ZOO {
61
68template<class Real>
69class Objective_HS52 : public StdObjective<Real> {
70public:
71 Real value( const std::vector<Real> &x, Real &tol ) {
72 const Real c1(1), c2(2), c4(4);
73 return std::pow(c4*x[0]-x[1],c2) + std::pow(x[1]+x[2]-c2,c2)
74 + std::pow(x[3]-c1,c2) + std::pow(x[4]-c1,c2);
75 }
76
77 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
78 const Real c1(1), c2(2), c4(4);
79 g[0] = c2*c4*(c4*x[0]-x[1]);
80 g[1] = c2*(x[1]-c4*x[0]) + c2*(x[1]+x[2]-c2);
81 g[2] = c2*(x[1]+x[2]-c2);
82 g[3] = c2*(x[3]-c1);
83 g[4] = c2*(x[4]-c1);
84 }
85
86 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
87 const Real c2(2), c4(4);
88 hv[0] = c2*c4*c4*v[0] - c2*c4*v[1];
89 hv[1] = (c2+c2)*v[1] - c2*c4*v[0] + c2*v[2];
90 hv[2] = c2*v[2] + c2*v[1];
91 hv[3] = c2*v[3];
92 hv[4] = c2*v[4];
93 }
94};
95
96template<class Real>
97class Constraint_HS52 : public StdConstraint<Real> {
98public:
100
101 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
102 const Real c2(2), c3(3);
103 c[0] = x[0]+c3*x[1];
104 c[1] = x[2]+x[3]-c2*x[4];
105 c[2] = x[1]-x[4];
106 }
107
108 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
109 const std::vector<Real> &x, Real &tol) {
110 const Real c2(2), c3(3);
111 jv[0] = v[0]+c3*v[1];
112 jv[1] = v[2]+v[3]-c2*v[4];
113 jv[2] = v[1]-v[4];
114 }
115
116 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
117 const std::vector<Real> &x, Real &tol ) {
118 const Real c2(2), c3(3);
119 ajv[0] = v[0];
120 ajv[1] = c3*v[0] + v[2];
121 ajv[2] = v[1];
122 ajv[3] = v[1];
123 ajv[4] = -c2*v[1] - v[2];
124 }
125
126 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
127 const std::vector<Real> &v, const std::vector<Real> &x,
128 Real &tol) {
129 ahuv.assign(ahuv.size(),static_cast<Real>(0));
130 }
131
132
133};
134
135template<class Real>
136class getHS52 : public TestProblem<Real> {
137public:
138 getHS52(void) {}
139
140 Ptr<Objective<Real>> getObjective(void) const {
141 return ROL::makePtr<Objective_HS52<Real>>();
142 }
143
144 Ptr<Vector<Real>> getInitialGuess(void) const {
145 int n = 5;
146 return ROL::makePtr<StdVector<Real>>(n,2.0);
147 }
148
149 Ptr<Vector<Real>> getSolution(const int i = 0) const {
150 int n = 5;
151 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
152 (*xp)[0] = static_cast<Real>(-33.0/349.0);
153 (*xp)[1] = static_cast<Real>(11.0/349.0);
154 (*xp)[2] = static_cast<Real>(180.0/349.0);
155 (*xp)[3] = static_cast<Real>(-158.0/349.0);
156 (*xp)[4] = static_cast<Real>(11.0/349.0);
157 return ROL::makePtr<StdVector<Real>>(xp);
158 }
159
160 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
161 return ROL::makePtr<Constraint_HS52<Real>>();
162 }
163
164 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
165 int n = 3;
166 return ROL::makePtr<StdVector<Real>>(n,0.0);
167 }
168};
169
170} // End ZOO Namespace
171} // End ROL Namespace
172
173#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_HS52.hpp:101
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_HS52.hpp:126
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS52.hpp:116
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS52.hpp:108
W. Hock and K. Schittkowski 52nd test function.
Definition ROL_HS52.hpp:69
Real value(const std::vector< Real > &x, Real &tol)
Definition ROL_HS52.hpp:71
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS52.hpp:86
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition ROL_HS52.hpp:77
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS52.hpp:149
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS52.hpp:144
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS52.hpp:164
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS52.hpp:140
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS52.hpp:160