ROL
ROL_HS48.hpp
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50#ifndef ROL_HS48_HPP
51#define ROL_HS48_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_HS48 : public StdObjective<Real> {
70public:
71 Real value( const std::vector<Real> &x, Real &tol ) {
72 const Real one(1), two(2);
73 return std::pow(x[0]-one,two) + std::pow(x[1]-x[2],two) + std::pow(x[3]-x[4],two);
74 }
75
76 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
77 const Real one(1), two(2);
78 g[0] = two*(x[0]-one);
79 g[1] = two*(x[1]-x[2]);
80 g[2] = two*(x[2]-x[1]);
81 g[3] = two*(x[3]-x[4]);
82 g[4] = two*(x[4]-x[3]);
83 }
84
85 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
86 const Real two(2);
87 hv[0] = two*v[0];
88 hv[1] = two*v[1] - two*v[2];
89 hv[2] = two*v[2] - two*v[1];
90 hv[3] = two*v[3] - two*v[4];
91 hv[4] = two*v[4] - two*v[3];
92 }
93};
94
95template<class Real>
96class Constraint_HS48 : public StdConstraint<Real> {
97public:
99
100 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
101 const Real c2(2), c3(3), c5(5);
102 c[0] = x[0]+x[1]+x[2]+x[3]+x[4]-c5;
103 c[1] = x[2]-c2*(x[3]+x[4])+c3;
104 }
105
106 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
107 const std::vector<Real> &x, Real &tol) {
108 const Real c2(2);
109 jv[0] = v[0]+v[1]+v[2]+v[3]+v[4];
110 jv[1] = v[2]-c2*(v[3]+v[4]);
111 }
112
113 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
114 const std::vector<Real> &x, Real &tol ) {
115 const Real c2(2);
116 ajv[0] = v[0];
117 ajv[1] = v[0];
118 ajv[2] = v[0] + v[1];
119 ajv[3] = v[0] - c2*v[1];
120 ajv[4] = v[0] - c2*v[1];
121 }
122
123 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
124 const std::vector<Real> &v, const std::vector<Real> &x,
125 Real &tol) {
126 ahuv.assign(ahuv.size(),static_cast<Real>(0));
127 }
128
129
130};
131
132template<class Real>
133class getHS48 : public TestProblem<Real> {
134public:
135 getHS48(void) {}
136
137 Ptr<Objective<Real>> getObjective(void) const {
138 return ROL::makePtr<Objective_HS48<Real>>();
139 }
140
141 Ptr<Vector<Real>> getInitialGuess(void) const {
142 int n = 5;
143 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
144 (*xp)[0] = static_cast<Real>(3);
145 (*xp)[1] = static_cast<Real>(5);
146 (*xp)[2] = static_cast<Real>(-3);
147 (*xp)[3] = static_cast<Real>(2);
148 (*xp)[4] = static_cast<Real>(-2);
149 return ROL::makePtr<StdVector<Real>>(xp);
150 }
151
152 Ptr<Vector<Real>> getSolution(const int i = 0) const {
153 int n = 5;
154 return ROL::makePtr<StdVector<Real>>(n,1.0);
155 }
156
157 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
158 return ROL::makePtr<Constraint_HS48<Real>>();
159 }
160
161 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
162 int n = 2;
163 return ROL::makePtr<StdVector<Real>>(n,0.0);
164 }
165};
166
167} // End ZOO Namespace
168} // End ROL Namespace
169
170#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_HS48.hpp:106
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS48.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_HS48.hpp:123
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition ROL_HS48.hpp:100
W. Hock and K. Schittkowski 48th test function.
Definition ROL_HS48.hpp:69
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition ROL_HS48.hpp:76
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS48.hpp:85
Real value(const std::vector< Real > &x, Real &tol)
Definition ROL_HS48.hpp:71
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS48.hpp:137
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS48.hpp:161
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS48.hpp:157
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS48.hpp:152
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS48.hpp:141