ROL
example_04.cpp
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43 
49 #include "ROL_Algorithm.hpp"
50 #include "ROL_BoundConstraint_SimOpt.hpp"
51 #include "ROL_Vector_SimOpt.hpp"
52 #include "ROL_ParameterList.hpp"
53 
54 #include "ROL_Stream.hpp"
55 #include "Teuchos_GlobalMPISession.hpp"
56 
57 #include <iostream>
58 #include <algorithm>
59 
60 #include "example_04.hpp"
61 
62 typedef double RealT;
63 typedef H1VectorPrimal<RealT> PrimalStateVector;
64 typedef H1VectorDual<RealT> DualStateVector;
65 typedef L2VectorPrimal<RealT> PrimalControlVector;
66 typedef L2VectorDual<RealT> DualControlVector;
67 typedef H1VectorDual<RealT> PrimalConstraintVector;
68 typedef H1VectorPrimal<RealT> DualConstraintVector;
69 
70 int main(int argc, char *argv[]) {
71 
72  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
73  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
74  int iprint = argc - 1;
75  ROL::Ptr<std::ostream> outStream;
76  ROL::nullstream bhs; // outputs nothing
77  if (iprint > 0)
78  outStream = ROL::makePtrFromRef(std::cout);
79  else
80  outStream = ROL::makePtrFromRef(bhs);
81 
82  int errorFlag = 0;
83 
84  // *** Example body.
85  try {
86  /*************************************************************************/
87  /************* INITIALIZE BURGERS FEM CLASS ******************************/
88  /*************************************************************************/
89  int nx = 128; // Set spatial discretization.
90  RealT alpha = 1.e-3; // Set penalty parameter.
91  RealT nu = 1e-2; // Viscosity parameter.
92  RealT nl = 1.0; // Nonlinearity parameter (1 = Burgers, 0 = linear).
93  RealT u0 = 1.0; // Dirichlet boundary condition at x=0.
94  RealT u1 = 0.0; // Dirichlet boundary condition at x=1.
95  RealT f = 0.0; // Constant volumetric force.
96  RealT cH1 = 1.0; // Scale for derivative term in H1 norm.
97  RealT cL2 = 0.0; // Scale for mass term in H1 norm.
98  ROL::Ptr<BurgersFEM<RealT> > fem
99  = ROL::makePtr<BurgersFEM<RealT>>(nx,nu,nl,u0,u1,f,cH1,cL2);
100  fem->test_inverse_mass(*outStream);
101  fem->test_inverse_H1(*outStream);
102  /*************************************************************************/
103  /************* INITIALIZE SIMOPT OBJECTIVE FUNCTION **********************/
104  /*************************************************************************/
105  ROL::Ptr<std::vector<RealT> > ud_ptr
106  = ROL::makePtr<std::vector<RealT>>(nx, 1.);
107  ROL::Ptr<ROL::Vector<RealT> > ud
108  = ROL::makePtr<L2VectorPrimal<RealT>>(ud_ptr,fem);
109  Objective_BurgersControl<RealT> obj(fem,ud,alpha);
110  /*************************************************************************/
111  /************* INITIALIZE SIMOPT EQUALITY CONSTRAINT *********************/
112  /*************************************************************************/
113  bool useEChessian = true;
114  Constraint_BurgersControl<RealT> con(fem, useEChessian);
115  /*************************************************************************/
116  /************* INITIALIZE BOUND CONSTRAINTS ******************************/
117  /*************************************************************************/
118  // INITIALIZE STATE CONSTRAINTS
119  std::vector<RealT> Ulo(nx, 0.), Uhi(nx, 1.);
120  //std::vector<RealT> Ulo(nx, -1.e8), Uhi(nx, 1.e8);
121  ROL::Ptr<ROL::BoundConstraint<RealT> > Ubnd
122  = ROL::makePtr<H1BoundConstraint<RealT>>(Ulo,Uhi,fem);
123  //Ubnd->deactivate();
124  // INITIALIZE CONTROL CONSTRAINTS
125  //std::vector<RealT> Zlo(nx+2, -1.e8), Zhi(nx+2, 1.e8);
126  std::vector<RealT> Zlo(nx+2,0.), Zhi(nx+2,2.);
127  ROL::Ptr<ROL::BoundConstraint<RealT> > Zbnd
128  = ROL::makePtr<L2BoundConstraint<RealT>>(Zlo,Zhi,fem);
129  //Zbnd->deactivate();
130  // INITIALIZE SIMOPT BOUND CONSTRAINTS
131  ROL::BoundConstraint_SimOpt<RealT> bnd(Ubnd,Zbnd);
132  bnd.deactivate();
133  /*************************************************************************/
134  /************* INITIALIZE VECTOR STORAGE *********************************/
135  /*************************************************************************/
136  // INITIALIZE CONTROL VECTORS
137  ROL::Ptr<std::vector<RealT> > z_ptr
138  = ROL::makePtr<std::vector<RealT>>(nx+2, 0.);
139  ROL::Ptr<std::vector<RealT> > zrand_ptr
140  = ROL::makePtr<std::vector<RealT>>(nx+2, 1.);
141  ROL::Ptr<std::vector<RealT> > gz_ptr
142  = ROL::makePtr<std::vector<RealT>>(nx+2, 1.);
143  ROL::Ptr<std::vector<RealT> > yz_ptr
144  = ROL::makePtr<std::vector<RealT>>(nx+2, 1.);
145  for (int i=0; i<nx+2; i++) {
146  (*zrand_ptr)[i] = 10.*(RealT)rand()/(RealT)RAND_MAX-5.;
147  (*yz_ptr)[i] = 10.*(RealT)rand()/(RealT)RAND_MAX-5.;
148  }
149  ROL::Ptr<ROL::Vector<RealT> > zp
150  = ROL::makePtr<PrimalControlVector>(z_ptr,fem);
151  ROL::Ptr<ROL::Vector<RealT> > zrandp
152  = ROL::makePtr<PrimalControlVector>(zrand_ptr,fem);
153  ROL::Ptr<ROL::Vector<RealT> > gzp
154  = ROL::makePtr<DualControlVector>(gz_ptr,fem);
155  ROL::Ptr<ROL::Vector<RealT> > yzp
156  = ROL::makePtr<PrimalControlVector>(yz_ptr,fem);
157  // INITIALIZE STATE VECTORS
158  ROL::Ptr<std::vector<RealT> > u_ptr
159  = ROL::makePtr<std::vector<RealT>>(nx, 1.);
160  ROL::Ptr<std::vector<RealT> > gu_ptr
161  = ROL::makePtr<std::vector<RealT>>(nx, 1.);
162  ROL::Ptr<std::vector<RealT> > yu_ptr
163  = ROL::makePtr<std::vector<RealT>>(nx, 1.);
164  for (int i=0; i<nx; i++) {
165  (*yu_ptr)[i] = 10.*(RealT)rand()/(RealT)RAND_MAX-5.;
166  }
167  ROL::Ptr<ROL::Vector<RealT> > up
168  = ROL::makePtr<PrimalStateVector>(u_ptr,fem);
169  ROL::Ptr<ROL::Vector<RealT> > gup
170  = ROL::makePtr<DualStateVector>(gu_ptr,fem);
171  ROL::Ptr<ROL::Vector<RealT> > yup
172  = ROL::makePtr<PrimalStateVector>(yu_ptr,fem);
173  // INITIALIZE CONSTRAINT VECTORS
174  ROL::Ptr<std::vector<RealT> > c_ptr
175  = ROL::makePtr<std::vector<RealT>>(nx, 1.);
176  ROL::Ptr<std::vector<RealT> > l_ptr
177  = ROL::makePtr<std::vector<RealT>>(nx, 1.);
178  for (int i=0; i<nx; i++) {
179  (*l_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
180  }
181  PrimalConstraintVector c(c_ptr,fem);
182  DualConstraintVector l(l_ptr,fem);
183  // INITIALIZE SIMOPT VECTORS
184  ROL::Vector_SimOpt<RealT> x(up,zp);
185  ROL::Vector_SimOpt<RealT> g(gup,gzp);
186  ROL::Vector_SimOpt<RealT> y(yup,yzp);
187  // READ IN XML INPUT
188  std::string filename = "input.xml";
189  auto parlist = ROL::getParametersFromXmlFile( filename );
190 
191  /*************************************************************************/
192  /************* CHECK DERIVATIVES AND CONSISTENCY *************************/
193  /*************************************************************************/
194  zp->set(*zrandp);
195  // CHECK OBJECTIVE DERIVATIVES
196  obj.checkGradient(x,g,y,true,*outStream);
197  obj.checkHessVec(x,g,y,true,*outStream);
198  // CHECK EQUALITY CONSTRAINT DERIVATIVES
199  con.checkApplyJacobian(x,y,c,true,*outStream);
200  con.checkApplyAdjointHessian(x,*yup,y,g,true,*outStream);
201  // CHECK EQUALITY CONSTRAINT CONSISTENCY
202  con.checkSolve(*up,*zp,c,true,*outStream);
203  con.checkAdjointConsistencyJacobian_1(l,*yup,*up,*zp,true,*outStream);
204  con.checkAdjointConsistencyJacobian_2(l,*yzp,*up,*zp,true,*outStream);
205  con.checkInverseJacobian_1(c,*yup,*up,*zp,true,*outStream);
206  con.checkInverseAdjointJacobian_1(c,*yup,*up,*zp,true,*outStream);
207  *outStream << "\n";
208  // CHECK PENALTY OBJECTIVE DERIVATIVES
209  ROL::Ptr<ROL::Objective<RealT> > obj_ptr = ROL::makePtrFromRef(obj);
210  ROL::Ptr<ROL::Constraint<RealT> > con_ptr = ROL::makePtrFromRef(con);
211  ROL::Ptr<ROL::BoundConstraint<RealT> > bnd_ptr = ROL::makePtrFromRef(bnd);
212  ROL::MoreauYosidaPenalty<RealT> myPen(obj_ptr,bnd_ptr,x,*parlist);
213  myPen.checkGradient(x, y, true, *outStream);
214  myPen.checkHessVec(x, g, y, true, *outStream);
215  ROL::AugmentedLagrangian<RealT> myAugLag(obj_ptr,con_ptr,l,1.,x,c,*parlist);
216  myAugLag.checkGradient(x, y, true, *outStream);
217  myAugLag.checkHessVec(x, g, y, true, *outStream);
218  /*************************************************************************/
219  /************* RUN OPTIMIZATION ******************************************/
220  /*************************************************************************/
221  // SOLVE USING MOREAU-YOSIDA PENALTY
222  ROL::Algorithm<RealT> algoMY("Moreau-Yosida Penalty",*parlist,false);
223  zp->set(*zrandp);
224  RealT zerotol = std::sqrt(ROL::ROL_EPSILON<RealT>());
225  con.solve(c,*up,*zp,zerotol);
226  obj.gradient_1(*gup,*up,*zp,zerotol);
227  gup->scale(-1.0);
228  con.applyInverseAdjointJacobian_1(l,*gup,*up,*zp,zerotol);
229  gup->zero(); c.zero();
230  algoMY.run(x, g, l, c, myPen, con, bnd, true, *outStream);
231  ROL::Ptr<ROL::Vector<RealT> > xMY = x.clone();
232  xMY->set(x);
233  // SOLVE USING AUGMENTED LAGRANGIAN
234  ROL::Algorithm<RealT> algoAL("Augmented Lagrangian",*parlist,false);
235  zp->set(*zrandp);
236  con.solve(c,*up,*zp,zerotol);
237  obj.gradient_1(*gup,*up,*zp,zerotol);
238  gup->scale(-1.0);
239  con.applyInverseAdjointJacobian_1(l,*gup,*up,*zp,zerotol);
240  gup->zero(); c.zero();
241  algoAL.run(x, g, l, c, myAugLag, con, bnd, true, *outStream);
242  // COMPARE SOLUTIONS
243  ROL::Ptr<ROL::Vector<RealT> > err = x.clone();
244  err->set(x); err->axpy(-1.,*xMY);
245  errorFlag += ((err->norm() > 1.e-7*x.norm()) ? 1 : 0);
246  }
247  catch (std::logic_error err) {
248  *outStream << err.what() << "\n";
249  errorFlag = -1000;
250  }; // end try
251 
252  if (errorFlag != 0)
253  std::cout << "End Result: TEST FAILED\n";
254  else
255  std::cout << "End Result: TEST PASSED\n";
256 
257  return 0;
258 }
L2VectorPrimal
Definition: test_04.hpp:57
PrimalConstraintVector
H1VectorDual< RealT > PrimalConstraintVector
Definition: example_04.cpp:67
RealT
double RealT
Definition: function/constraint/test_01.cpp:63
H1VectorDual
Definition: test_04.hpp:66
ROL::Constraint_SimOpt::checkSolve
virtual Real checkSolve(const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, const ROL::Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout)
Definition: ROL_Constraint_SimOpt.hpp:965
ROL::Vector_SimOpt::norm
Real norm() const
Returns where .
Definition: ROL_Vector_SimOpt.hpp:97
ROL::Vector_SimOpt
Defines the linear algebra or vector space interface for simulation-based optimization.
Definition: ROL_Vector_SimOpt.hpp:57
ROL::Vector::zero
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
Constraint_BurgersControl
Definition: test_04.hpp:868
main
int main(int argc, char *argv[])
Definition: example_04.cpp:70
ROL::Objective::checkHessVec
virtual std::vector< std::vector< Real > > checkHessVec(const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
Finite-difference Hessian-applied-to-vector check.
Definition: ROL_Objective.hpp:311
ROL::details::nullstream
basic_nullstream< char, char_traits< char > > nullstream
Definition: ROL_Stream.hpp:72
H1VectorPrimal
Definition: test_04.hpp:63
Constraint_BurgersControl::solve
void solve(ROL::Vector< Real > &c, ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Given , solve for .
Definition: example_03.hpp:485
ROL::BoundConstraint_SimOpt
Definition: ROL_BoundConstraint_SimOpt.hpp:73
ROL::Constraint_SimOpt::checkInverseAdjointJacobian_1
virtual Real checkInverseAdjointJacobian_1(const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
Definition: ROL_Constraint_SimOpt.hpp:1160
example_04.hpp
Provides definitions of equality constraint and objective for example_04.
L2VectorDual
Definition: test_04.hpp:60
DualConstraintVector
H1VectorPrimal< RealT > DualConstraintVector
Definition: example_04.cpp:68
ROL::Constraint_SimOpt::checkAdjointConsistencyJacobian_1
virtual Real checkAdjointConsistencyJacobian_1(const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
Check the consistency of the Jacobian and its adjoint. This is the primary interface.
Definition: ROL_Constraint_SimOpt.hpp:1006
DualControlVector
L2VectorDual< RealT > DualControlVector
Definition: example_04.cpp:66
DualStateVector
H1VectorDual< RealT > DualStateVector
Definition: example_04.cpp:64
ROL_BoundConstraint_SimOpt.hpp
PrimalStateVector
H1VectorPrimal< RealT > PrimalStateVector
Definition: example_04.cpp:63
ROL::Constraint::checkApplyJacobian
virtual std::vector< std::vector< Real > > checkApplyJacobian(const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
Finite-difference check for the constraint Jacobian application.
Definition: ROL_ConstraintDef.hpp:383
ROL_Algorithm.hpp
Objective_BurgersControl
Definition: burgers-control/example_01.hpp:64
ROL::AugmentedLagrangian
Provides the interface to evaluate the augmented Lagrangian.
Definition: ROL_AugmentedLagrangian.hpp:86
RealT
double RealT
Definition: example_04.cpp:62
ROL::Algorithm
Provides an interface to run optimization algorithms.
Definition: ROL_Algorithm.hpp:72
ROL::Vector_SimOpt::clone
ROL::Ptr< Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: ROL_Vector_SimOpt.hpp:103
ROL::Constraint::checkApplyAdjointHessian
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian(const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1)
Finite-difference check for the application of the adjoint of constraint Hessian.
Definition: ROL_ConstraintDef.hpp:634
ROL::Constraint_SimOpt::checkAdjointConsistencyJacobian_2
virtual Real checkAdjointConsistencyJacobian_2(const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
Check the consistency of the Jacobian and its adjoint. This is the primary interface.
Definition: ROL_Constraint_SimOpt.hpp:1076
PrimalControlVector
L2VectorPrimal< RealT > PrimalControlVector
Definition: example_04.cpp:65
ROL::Algorithm::run
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout, bool printVectors=false, std::ostream &vectorStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
Definition: ROL_Algorithm.hpp:135
Constraint_BurgersControl::applyInverseAdjointJacobian_1
void applyInverseAdjointJacobian_1(ROL::Vector< Real > &iajv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the inverse of the adjoint of the partial constraint Jacobian at , , to the vector .
Definition: test_04.hpp:970
ROL::Objective::checkGradient
virtual std::vector< std::vector< Real > > checkGradient(const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
Finite-difference gradient check.
Definition: ROL_Objective.hpp:189
ROL_Vector_SimOpt.hpp
ROL::Constraint_SimOpt::checkInverseJacobian_1
virtual Real checkInverseJacobian_1(const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
Definition: ROL_Constraint_SimOpt.hpp:1130
ROL::MoreauYosidaPenalty
Provides the interface to evaluate the Moreau-Yosida penalty function.
Definition: ROL_MoreauYosidaPenalty.hpp:65
ROL_Stream.hpp
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
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