ROL
ROL_HS55.hpp
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50#ifndef ROL_HS55_HPP
51#define ROL_HS55_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#include "ROL_Bounds.hpp"
59
60namespace ROL {
61namespace ZOO {
62
69template<class Real>
70class Objective_HS55 : public StdObjective<Real> {
71public:
72 Real value( const std::vector<Real> &x, Real &tol ) {
73 const Real c2(2), c4(4);
74 return x[0] + c2*x[1] + c4*x[4] + std::exp(x[0]*x[3]);
75 }
76
77 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
78 const Real c0(0), c1(1), c2(2), c4(4);
79 Real exp03 = std::exp(x[0]*x[3]);
80 g[0] = c1 + x[3]*exp03;
81 g[1] = c2;
82 g[2] = c0;
83 g[3] = x[0]*exp03;
84 g[4] = c4;
85 g[5] = c0;
86 }
87
88 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
89 const Real c0(0), c1(1);
90 Real exp03 = std::exp(x[0]*x[3]);
91 hv[0] = x[3]*x[3]*exp03*v[0] + (c1 + x[3]*x[0])*exp03*v[3];
92 hv[1] = c0;
93 hv[2] = c0;
94 hv[3] = (c1 + x[0]*x[3])*exp03*v[0] + x[0]*x[0]*exp03*v[3];
95 hv[4] = c0;
96 hv[5] = c0;
97 }
98};
99
100template<class Real>
101class Constraint_HS55 : public StdConstraint<Real> {
102public:
103 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
104 const Real c1(1), c2(2), c3(3), c5(5), c6(6);
105 c[0] = x[0] + c2*x[1] + c5*x[4] - c6;
106 c[1] = x[0] + x[1] + x[2] - c3;
107 c[2] = x[3] + x[4] + x[5] - c2;
108 c[3] = x[0] + x[3] - c1;
109 c[4] = x[1] + x[4] - c2;
110 c[5] = x[2] + x[5] - c2;
111 }
112
113 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
114 const std::vector<Real> &x, Real &tol) {
115 const Real c2(2), c5(5);
116 jv[0] = v[0] + c2*v[1] + c5*v[4];
117 jv[1] = v[0] + v[1] + v[2];
118 jv[2] = v[3] + v[4] + v[5];
119 jv[3] = v[0] + v[3];
120 jv[4] = v[1] + v[4];
121 jv[5] = v[2] + v[5];
122 }
123
124 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
125 const std::vector<Real> &x, Real &tol ) {
126 const Real c2(2), c5(5);
127 ajv[0] = v[0] + v[1] + v[3];
128 ajv[1] = c2*v[0] + v[1] + v[4];
129 ajv[2] = v[1] + v[5];
130 ajv[3] = v[2] + v[3];
131 ajv[4] = c5*v[0] + v[2] + v[4];
132 ajv[5] = v[2] + v[5];
133 }
134
135 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
136 const std::vector<Real> &v, const std::vector<Real> &x,
137 Real &tol) {
138 ahuv.assign(ahuv.size(),static_cast<Real>(0));
139 }
140};
141
142template<class Real>
143class getHS55 : public TestProblem<Real> {
144public:
145 getHS55(void) {}
146
147 Ptr<Objective<Real>> getObjective(void) const {
148 return ROL::makePtr<Objective_HS55<Real>>();
149 }
150
151 Ptr<Vector<Real>> getInitialGuess(void) const {
152 int n = 6;
153 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n);
154 (*xp)[0] = static_cast<Real>(1.0);
155 (*xp)[1] = static_cast<Real>(2.0);
156 (*xp)[2] = static_cast<Real>(0.0);
157 (*xp)[3] = static_cast<Real>(0.0);
158 (*xp)[4] = static_cast<Real>(0.0);
159 (*xp)[5] = static_cast<Real>(2.0);
160 return ROL::makePtr<StdVector<Real>>(xp);
161 }
162
163 Ptr<Vector<Real>> getSolution(const int i = 0) const {
164 int n = 6;
165 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n);
166 (*xp)[0] = static_cast<Real>(0.0);
167 (*xp)[1] = static_cast<Real>(4.0/3.0);
168 (*xp)[2] = static_cast<Real>(5.0/3.0);
169 (*xp)[3] = static_cast<Real>(1.0);
170 (*xp)[4] = static_cast<Real>(2.0/3.0);
171 (*xp)[5] = static_cast<Real>(1.0/3.0);
172 return ROL::makePtr<StdVector<Real>>(xp);
173 }
174
175 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
176 return ROL::makePtr<Constraint_HS55<Real>>();
177 }
178
179 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
180 int n = 6;
181 return ROL::makePtr<StdVector<Real>>(n,0.0);
182 }
183
184 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
185 int n = 6;
186 Ptr<Vector<Real>> l = makePtr<StdVector<Real>>(n,0.0);
187 ROL::Ptr<std::vector<Real>> up = ROL::makePtr<std::vector<Real>>(n,ROL_INF<Real>());
188 (*up)[0] = static_cast<Real>(1);
189 (*up)[3] = static_cast<Real>(1);
190 Ptr<Vector<Real>> u = makePtr<StdVector<Real>>(up);
191 return makePtr<Bounds<Real>>(l,u);
192 }
193};
194
195} // End ZOO Namespace
196} // End ROL Namespace
197
198#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 applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS55.hpp:113
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_HS55.hpp:135
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition ROL_HS55.hpp:103
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS55.hpp:124
W. Hock and K. Schittkowski 55th test function.
Definition ROL_HS55.hpp:70
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS55.hpp:88
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition ROL_HS55.hpp:77
Real value(const std::vector< Real > &x, Real &tol)
Definition ROL_HS55.hpp:72
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS55.hpp:163
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS55.hpp:175
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS55.hpp:184
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS55.hpp:179
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS55.hpp:147
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS55.hpp:151