ROL
ROL_HS39.hpp
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43 
50 #ifndef ROL_HS39_HPP
51 #define ROL_HS39_HPP
52 
53 #include "ROL_StdVector.hpp"
54 #include "ROL_TestProblem.hpp"
55 #include "ROL_Bounds.hpp"
56 #include "ROL_Constraint_Partitioned.hpp"
57 #include "ROL_Types.hpp"
58 
59 namespace ROL {
60 namespace ZOO {
61 
68 template<class Real>
69 class Objective_HS39 : public Objective<Real> {
70 
71  typedef std::vector<Real> vector;
72 
73  typedef StdVector<Real> SV;
74 
75 
76 
77 public:
78 
79  Real value( const Vector<Real> &x, Real &tol ) {
80  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
81  return -(*xp)[0];
82  }
83 
84  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
85  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
86  ROL::Ptr<vector> gp = dynamic_cast<SV&>(g).getVector();
87 
88  (*gp)[0] = -1.0;
89  (*gp)[1] = 0.0;
90  (*gp)[2] = 0.0;
91  (*gp)[3] = 0.0;
92 
93  }
94 
95  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
96  hv.zero();
97  }
98 };
99 
100 // First of two equality constraints
101 template<class Real>
102 class Constraint_HS39a : public Constraint<Real> {
103 
104  typedef std::vector<Real> vector;
105  typedef StdVector<Real> SV;
106 
107 public:
108  Constraint_HS39a(void) {}
109 
110  void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {
111 
112  ROL::Ptr<vector> cp = dynamic_cast<SV&>(c).getVector();
113  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
114 
115  (*cp)[0] = (*xp)[1]-std::pow((*xp)[0],3)-std::pow((*xp)[2],2);
116  }
117 
118  void applyJacobian(Vector<Real> &jv, const Vector<Real> &v,
119  const Vector<Real> &x, Real &tol) {
120 
121  ROL::Ptr<vector> jvp = dynamic_cast<SV&>(jv).getVector();
122  ROL::Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
123  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
124 
125  (*jvp)[0] = (*vp)[1] - 3.0*(*xp)[0]*(*xp)[0]*(*vp)[0] - 2.0*(*xp)[2]*(*vp)[2];
126 
127  }
128 
129  void applyAdjointJacobian( Vector<Real> &ajv, const Vector<Real> &v,
130  const Vector<Real> &x, Real &tol ) {
131 
132  ROL::Ptr<vector> ajvp = dynamic_cast<SV&>(ajv).getVector();
133  ROL::Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
134  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
135 
136  (*ajvp)[0] = -3.0*(*xp)[0]*(*xp)[0]*(*vp)[0];
137  (*ajvp)[1] = (*vp)[0];
138  (*ajvp)[2] = -2.0*(*xp)[2]*(*vp)[0];
139  (*ajvp)[3] = 0.0;
140  }
141 
142  void applyAdjointHessian(Vector<Real> &ahuv, const Vector<Real> &u,
143  const Vector<Real> &v, const Vector<Real> &x,
144  Real &tol) {
145 
146  ROL::Ptr<vector> ahuvp = dynamic_cast<SV&>(ahuv).getVector();
147  ROL::Ptr<const vector> up = dynamic_cast<const SV&>(u).getVector();
148  ROL::Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
149  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
150 
151  (*ahuvp)[0] = -6.0*(*up)[0]*(*xp)[0]*(*vp)[0];
152  (*ahuvp)[1] = 0.0;
153  (*ahuvp)[2] = -2.0*(*up)[0]*(*vp)[2];
154  (*ahuvp)[3] = 0.0;
155 
156  }
157 
158 
159 };
160 
161 // Second of two equality constraints
162 template<class Real>
163 class Constraint_HS39b : public Constraint<Real> {
164 
165  typedef std::vector<Real> vector;
166  typedef StdVector<Real> SV;
167 
168 public:
169  Constraint_HS39b(void) {}
170 
171  void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {
172  ROL::Ptr<vector> cp = dynamic_cast<SV&>(c).getVector();
173  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
174 
175  (*cp)[0] = std::pow((*xp)[0],2)-(*xp)[1]-std::pow((*xp)[3],2);
176  }
177 
178  void applyJacobian(Vector<Real> &jv, const Vector<Real> &v,
179  const Vector<Real> &x, Real &tol) {
180 
181  ROL::Ptr<vector> jvp = dynamic_cast<SV&>(jv).getVector();
182  ROL::Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
183  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
184 
185  (*jvp)[0] = 2.0*(*xp)[0]*(*vp)[0] - (*vp)[1] - 2.0*(*xp)[3]*(*vp)[3];
186 
187  }
188 
189  void applyAdjointJacobian( Vector<Real> &ajv, const Vector<Real> &v,
190  const Vector<Real> &x, Real &tol ) {
191 
192  ROL::Ptr<vector> ajvp = dynamic_cast<SV&>(ajv).getVector();
193  ROL::Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
194  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
195 
196  (*ajvp)[0] = 2.0*(*xp)[0]*(*vp)[0];
197  (*ajvp)[1] = -(*vp)[0];
198  (*ajvp)[2] = 0.0;
199  (*ajvp)[3] = -2.0*(*vp)[0]*(*xp)[3];
200  }
201 
202  void applyAdjointHessian(Vector<Real> &ahuv, const Vector<Real> &u,
203  const Vector<Real> &v, const Vector<Real> &x,
204  Real &tol) {
205 
206  ROL::Ptr<vector> ahuvp = dynamic_cast<SV&>(ahuv).getVector();
207  ROL::Ptr<const vector> up = dynamic_cast<const SV&>(u).getVector();
208  ROL::Ptr<const vector> vp = dynamic_cast<const SV&>(v).getVector();
209  ROL::Ptr<const vector> xp = dynamic_cast<const SV&>(x).getVector();
210 
211  // (*cp)[0] = std::pow((*xp)[0],2)-(*xp)[1]-std::pow((*xp)[3],2);
212 
213  (*ahuvp)[0] = 2.0*(*up)[0]*(*vp)[0];
214  (*ahuvp)[1] = 0.0;
215  (*ahuvp)[2] = 0.0;
216  (*ahuvp)[3] = -2.0*(*up)[0]*(*vp)[3];
217  }
218 
219 
220 };
221 
222 template<class Real>
223 class getHS39 : public TestProblem<Real> {
224 public:
225  getHS39(void) {}
226 
227  Ptr<Objective<Real>> getObjective(void) const {
228  // Instantiate Objective Function
229  return ROL::makePtr<Objective_HS39<Real>>();
230  }
231 
232  Ptr<Vector<Real>> getInitialGuess(void) const {
233  // Problem dimension
234  int n = 4;
235  // Get Initial Guess
236  ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,2.0);
237  return ROL::makePtr<StdVector<Real>>(x0p);
238  }
239 
240  Ptr<Vector<Real>> getSolution(const int i = 0) const {
241  // Problem dimension
242  int n = 4;
243  // Get Solution
244  ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
245  (*xp)[0] = static_cast<Real>(1);
246  (*xp)[1] = static_cast<Real>(1);
247  (*xp)[2] = static_cast<Real>(0);
248  (*xp)[3] = static_cast<Real>(0);
249  return ROL::makePtr<StdVector<Real>>(xp);
250  }
251 
252  Ptr<Constraint<Real>> getEqualityConstraint(void) const {
253  std::vector<Ptr<Constraint<Real>>> cvec(2);
254  cvec[0] = makePtr<Constraint_HS39a<Real>>();
255  cvec[1] = makePtr<Constraint_HS39b<Real>>();
256  return ROL::makePtr<Constraint_Partitioned<Real>>(cvec);
257  }
258 
259  Ptr<Vector<Real>> getEqualityMultiplier(void) const {
260  std::vector<Ptr<Vector<Real>>> lvec(2);
261  lvec[0] = makePtr<StdVector<Real>>(makePtr<std::vector<Real>>(1,0.0));
262  lvec[1] = makePtr<StdVector<Real>>(makePtr<std::vector<Real>>(1,0.0));
263  return ROL::makePtr<PartitionedVector<Real>>(lvec);
264  }
265 };
266 
267 
268 
269 } // End ZOO Namespace
270 } // End ROL Namespace
271 
272 #endif
ROL_Bounds.hpp
ROL::ZOO::Constraint_HS39a::value
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Evaluate the constraint operator at .
Definition: ROL_HS39.hpp:110
ROL::ZOO::Constraint_HS39a::applyJacobian
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the constraint Jacobian at , , to vector .
Definition: ROL_HS39.hpp:118
ROL::ZOO::Constraint_HS39b
Definition: ROL_HS39.hpp:163
ROL::ZOO::Constraint_HS39a::SV
StdVector< Real > SV
Definition: ROL_HS39.hpp:105
ROL::ZOO::Objective_HS39::hessVec
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Definition: ROL_HS39.hpp:95
ROL::ZOO::Constraint_HS39b::vector
std::vector< Real > vector
Definition: ROL_HS39.hpp:165
ROL::Vector::zero
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
ROL::ZOO::Constraint_HS39b::value
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Evaluate the constraint operator at .
Definition: ROL_HS39.hpp:171
ROL::ZOO::Constraint_HS39b::applyAdjointJacobian
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
Definition: ROL_HS39.hpp:189
ROL::ZOO::Objective_HS39::vector
std::vector< Real > vector
Definition: ROL_HS39.hpp:71
ROL::ZOO::Constraint_HS39a
Definition: ROL_HS39.hpp:102
ROL::ZOO::Objective_HS39::gradient
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS39.hpp:84
ROL::ZOO::Objective_HS39
W. Hock and K. Schittkowski 39th test function.
Definition: ROL_HS39.hpp:69
ROL::ZOO::Constraint_HS39a::applyAdjointHessian
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ,...
Definition: ROL_HS39.hpp:142
ROL::ZOO::getHS39
Definition: ROL_HS39.hpp:223
ROL::ZOO::getHS39::getObjective
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS39.hpp:227
ROL::ZOO::getHS39::getSolution
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS39.hpp:240
ROL::ZOO::Constraint_HS39b::applyJacobian
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the constraint Jacobian at , , to vector .
Definition: ROL_HS39.hpp:178
ROL::ZOO::Constraint_HS39a::applyAdjointJacobian
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
Definition: ROL_HS39.hpp:129
ROL::Vector
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
ROL::ZOO::getHS39::getEqualityConstraint
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS39.hpp:252
ROL::Constraint
Defines the general constraint operator interface.
Definition: ROL_Constraint.hpp:85
ROL_Types.hpp
Contains definitions of custom data types in ROL.
ROL::TestProblem
Definition: ROL_TestProblem.hpp:57
ROL
Definition: ROL_ElementwiseVector.hpp:61
ROL::ZOO::getHS39::getEqualityMultiplier
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS39.hpp:259
ROL::ZOO::Objective_HS39::SV
StdVector< Real > SV
Definition: ROL_HS39.hpp:73
ROL::ZOO::getHS39::getHS39
getHS39(void)
Definition: ROL_HS39.hpp:225
ROL::ZOO::Constraint_HS39b::applyAdjointHessian
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ,...
Definition: ROL_HS39.hpp:202
ROL::ZOO::Constraint_HS39b::Constraint_HS39b
Constraint_HS39b(void)
Definition: ROL_HS39.hpp:169
ROL::ZOO::Constraint_HS39a::vector
std::vector< Real > vector
Definition: ROL_HS39.hpp:104
ROL::ZOO::getHS39::getInitialGuess
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS39.hpp:232
ROL::ZOO::Constraint_HS39b::SV
StdVector< Real > SV
Definition: ROL_HS39.hpp:166
ROL_Constraint_Partitioned.hpp
ROL::StdVector< Real >
ROL::Objective
Provides the interface to evaluate objective functions.
Definition: ROL_Objective.hpp:77
ROL::ZOO::Objective_HS39::value
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS39.hpp:79
ROL::ZOO::Constraint_HS39a::Constraint_HS39a
Constraint_HS39a(void)
Definition: ROL_HS39.hpp:108
ROL_StdVector.hpp
ROL_TestProblem.hpp
Contains definitions of test objective functions.
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