ROL
ROL_Minimax3.hpp
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43 
44 #ifndef ROL_MINIMAX3_HPP
45 #define ROL_MINIMAX3_HPP
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_Vector.hpp"
49 #include "ROL_StdVector.hpp"
50 
51 #include "Teuchos_RCP.hpp"
52 
53 namespace ROL {
54 
55 template<class Real>
56 class Minimax3 : public Objective<Real> {
57 
58  typedef std::vector<Real> vector;
59  typedef Vector<Real> V;
60  typedef StdVector<Real> SV;
61 
62 private:
63 
64  Teuchos::RCP<const vector> getVector( const V& x ) {
65  using Teuchos::dyn_cast;
66  return dyn_cast<const SV>(x).getVector();
67  }
68 
69  Teuchos::RCP<vector> getVector( V& x ) {
70  using Teuchos::dyn_cast;
71  return dyn_cast<SV>(x).getVector();
72  }
73 
74 public:
75  Minimax3(void) {}
76 
77  Real value(const Vector<Real> &x, Real &tol) {
78 
79  using Teuchos::RCP;
80  RCP<const vector> xp = getVector(x);
81 
82  Real F = std::pow((*xp)[0],2.0) + std::pow((*xp)[1],2.0) + 2.0*std::pow((*xp)[2],2.0)
83  + std::pow((*xp)[3],2.0) - 5.0*(*xp)[0] - 5.0*(*xp)[1] - 21.0*(*xp)[2] + 7.0*(*xp)[3];
84  Real g2 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)-std::pow((*xp)[3],2.0)
85  -(*xp)[0]+(*xp)[1]-(*xp)[2]+(*xp)[3]+8.0;
86  Real g3 = -std::pow((*xp)[0],2.0)-2.0*std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
87  -2.0*std::pow((*xp)[3],2.0)+(*xp)[0]+(*xp)[3]+10.0;
88  Real g4 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
89  -2.0*(*xp)[0]+(*xp)[1]+(*xp)[3]+5.0;
90  Real a2 = 10.0, a3 = 10.0, a4 = 10.0;
91  return std::max(F,std::max(F-a2*g2,std::max(F-a3*g3,F-a4*g4)));
92  }
93 
94  void gradient(Vector<Real> &g, const Vector<Real> &x, Real &tol) {
95 
96  using Teuchos::RCP;
97  RCP<const vector> xp = getVector(x);
98  RCP<vector> gp = getVector(g);
99 
100  Real F = std::pow((*xp)[0],2.0) + std::pow((*xp)[1],2.0) + 2.0*std::pow((*xp)[2],2.0)
101  + std::pow((*xp)[3],2.0) - 5.0*(*xp)[0] - 5.0*(*xp)[1] - 21.0*(*xp)[2] + 7.0*(*xp)[3];
102  Real g2 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)-std::pow((*xp)[3],2.0)
103  -(*xp)[0]+(*xp)[1]-(*xp)[2]+(*xp)[3]+8.0;
104  Real g3 = -std::pow((*xp)[0],2.0)-2.0*std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
105  -2.0*std::pow((*xp)[3],2.0)+(*xp)[0]+(*xp)[3]+10.0;
106  Real g4 = -std::pow((*xp)[0],2.0)-std::pow((*xp)[1],2.0)-std::pow((*xp)[2],2.0)
107  -2.0*(*xp)[0]+(*xp)[1]+(*xp)[3]+5.0;
108  Real a2 = 10.0, a3 = 10.0, a4 = 10.0;
109 
110  (*gp)[0] = 2.0*(*xp)[0] - 5.0;
111  (*gp)[1] = 2.0*(*xp)[1] - 5.0;
112  (*gp)[2] = 4.0*(*xp)[2] - 21.0;
113  (*gp)[3] = 2.0*(*xp)[3] + 7.0;
114  if ( F-a2*g2 >= std::max(F,std::max(F-a3*g3,F-a4*g4)) ) {
115  (*gp)[0] += a2*(2.0*(*xp)[0] + 1.0);
116  (*gp)[1] += a2*(2.0*(*xp)[1] - 1.0);
117  (*gp)[2] += a2*(2.0*(*xp)[2] + 1.0);
118  (*gp)[3] += a2*(2.0*(*xp)[3] - 1.0);
119  }
120  else if ( F-a3*g3 >= std::max(F,std::max(F-a2*g2,F-a4*g4)) ) {
121  (*gp)[0] += a2*(2.0*(*xp)[0] - 1.0);
122  (*gp)[1] += a2*(4.0*(*xp)[1]);
123  (*gp)[2] += a2*(2.0*(*xp)[2]);
124  (*gp)[3] += a2*(4.0*(*xp)[3] - 1.0);
125  }
126  else if ( F-a4*g4 >= std::max(F,std::max(F-a2*g2,F-a3*g3)) ) {
127  (*gp)[0] += a2*(2.0*(*xp)[0] + 2.0);
128  (*gp)[1] += a2*(2.0*(*xp)[1] - 1.0);
129  (*gp)[2] += a2*(2.0*(*xp)[2]);
130  (*gp)[3] += a2*(-1.0);
131  }
132  }
133 }; // class Minimax3
134 
135 } // namespace ROL
136 
137 #endif
Provides the interface to evaluate objective functions.
std::vector< Real > vector
Vector< Real > V
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
StdVector< Real > SV
Teuchos::RCP< const vector > getVector(const V &x)
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Teuchos::RCP< vector > getVector(V &x)
Real value(const Vector< Real > &x, Real &tol)
Compute value.