ROL
step/test_04.cpp
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 
48 #define USE_HESSVEC 1
49 
50 #include "ROL_TestObjectives.hpp"
51 #include "ROL_Algorithm.hpp"
52 #include "Teuchos_oblackholestream.hpp"
53 #include "Teuchos_GlobalMPISession.hpp"
54 #include "Teuchos_XMLParameterListHelpers.hpp"
55 
56 #include <iostream>
57 //#include <fenv.h>
58 
59 typedef double RealT;
60 
61 int main(int argc, char *argv[]) {
62 // feenableexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW);
63 
64  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
65 
66  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
67  int iprint = argc - 1;
68  Teuchos::RCP<std::ostream> outStream;
69  Teuchos::oblackholestream bhs; // outputs nothing
70  if (iprint > 0)
71  outStream = Teuchos::rcp(&std::cout, false);
72  else
73  outStream = Teuchos::rcp(&bhs, false);
74 
75  int errorFlag = 0;
76 
77  // *** Test body.
78 
79  try {
80 
81  std::string filename = "input.xml";
82  Teuchos::RCP<Teuchos::ParameterList> parlist = Teuchos::rcp( new Teuchos::ParameterList() );
83  Teuchos::updateParametersFromXmlFile( filename, parlist.ptr() );
84  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",true);
85 #if USE_HESSVEC
86  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",false);
87 #endif
88 
90  if ( prob == ROL::TESTOPTPROBLEM_HS2 || prob == ROL::TESTOPTPROBLEM_BVP ) {
91  parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.e-4);
92  parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",-1.e1);
93  parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e-4);
94  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-6);
95  }
96  else if ( prob == ROL::TESTOPTPROBLEM_HS25 ) {
97  parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.0);
98  parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",1.e3);
99  parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e4);
100  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-8);
101  }
102  else {
103  parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.0);
104  parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",-1.e1);
105  parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e4);
106  parlist->sublist("Status Test").set("Gradient Tolerance",1.e-6);
107  }
108  parlist->sublist("General").set("Scale for Epsilon Active Sets",1.0);
109  if ( prob == ROL::TESTOPTPROBLEM_HS4 ) {
110  parlist->sublist("General").set("Scale for Epsilon Active Sets",1.e-2);
111  }
112  *outStream << std::endl << std::endl << ROL:: ETestOptProblemToString(prob) << std::endl << std::endl;
113 
114  // Get Objective Function
115  Teuchos::RCP<ROL::Vector<RealT> > x0, z;
116  Teuchos::RCP<ROL::Objective<RealT> > obj;
117  Teuchos::RCP<ROL::BoundConstraint<RealT> > con;
118  ROL::getTestObjectives<RealT>(obj,con,x0,z,prob);
119  Teuchos::RCP<ROL::Vector<RealT> > x = x0->clone();;
120 
121  // Get Dimension of Problem
122  int dim = x0->dimension();
123  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
124 
125  // Error Vector
126  Teuchos::RCP<ROL::Vector<RealT> > e = x0->clone();;
127  e->zero();
128 
129  //ROL::ETrustRegion tr = ROL::TRUSTREGION_CAUCHYPOINT;
130  //ROL::ETrustRegion tr = ROL::TRUSTREGION_DOGLEG;
131  //ROL::ETrustRegion tr = ROL::TRUSTREGION_DOUBLEDOGLEG;
133  parlist->sublist("Step").sublist("Trust Region").set("Subproblem Solver", ROL::ETrustRegionToString(tr));
134  *outStream << std::endl << std::endl << ROL::ETrustRegionToString(tr) << std::endl << std::endl;
135 
136  // Define Algorithm
137  ROL::Algorithm<RealT> algo("Trust Region",*parlist,false);
138 
139  // Run Algorithm
140  x->set(*x0);
141  algo.run(*x, *obj, *con, true, *outStream);
142 
143  // Compute Error
144  e->set(*x);
145  e->axpy(-1.0,*z);
146  *outStream << std::endl << "Norm of Error: " << e->norm() << std::endl;
147  }
148  }
149  catch (std::logic_error err) {
150  *outStream << err.what() << std::endl;
151  errorFlag = -1000;
152  }; // end try
153 
154  if (errorFlag != 0)
155  std::cout << "End Result: TEST FAILED" << std::endl;
156  else
157  std::cout << "End Result: TEST PASSED" << std::endl;
158 
159  return 0;
160 
161 }
162 
ETestOptProblem
Enumeration of test optimization problems.
Definition: ROL_Types.hpp:952
double RealT
int main(int argc, char *argv[])
Contains definitions of test objective functions.
std::string ETestOptProblemToString(ETestOptProblem to)
Definition: ROL_Types.hpp:965
Provides an interface to run optimization algorithms.
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
ETrustRegion
Enumeration of trust-region solver types.
std::string ETrustRegionToString(ETrustRegion tr)