ROL
burgers-control/example_03.cpp
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43
49#include "example_03.hpp"
50
51typedef double RealT;
52
53int main(int argc, char *argv[]) {
54
55 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
56
57 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
58 int iprint = argc - 1;
59 ROL::Ptr<std::ostream> outStream;
60 ROL::nullstream bhs; // outputs nothing
61 if (iprint > 0)
62 outStream = ROL::makePtrFromRef(std::cout);
63 else
64 outStream = ROL::makePtrFromRef(bhs);
65
66 int errorFlag = 0;
67
68 // *** Example body.
69
70 try {
71 // Initialize full objective function.
72 int nx = 80; // Set spatial discretization.
73 int nt = 80; // Set temporal discretization.
74 RealT T = 1.0; // Set end time.
75 RealT alpha = 5e-2; // Set penalty parameter.
76 RealT nu = 1e-2; // Set viscosity parameter.
77 Objective_BurgersControl<RealT> obj(alpha,nx,nt,T);
78 // Initialize equality constraints
79 Constraint_BurgersControl<RealT> con(nx, nt, T, nu);
80 // Initialize iteration vectors.
81 ROL::Ptr<std::vector<RealT> > z_ptr = ROL::makePtr<std::vector<RealT>>((nx+2)*(nt+1), 1.0);
82 ROL::Ptr<std::vector<RealT> > gz_ptr = ROL::makePtr<std::vector<RealT>>((nx+2)*(nt+1), 1.0);
83 ROL::Ptr<std::vector<RealT> > yz_ptr = ROL::makePtr<std::vector<RealT>>((nx+2)*(nt+1), 1.0);
84 for (int i=0; i<(nx+2)*(nt+1); i++) {
85 (*z_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
86 (*yz_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
87 }
88 ROL::StdVector<RealT> z(z_ptr);
89 ROL::StdVector<RealT> gz(gz_ptr);
90 ROL::StdVector<RealT> yz(yz_ptr);
91 ROL::Ptr<ROL::Vector<RealT> > zp = ROL::makePtrFromRef(z);
92 ROL::Ptr<ROL::Vector<RealT> > gzp = ROL::makePtrFromRef(gz);
93 ROL::Ptr<ROL::Vector<RealT> > yzp = ROL::makePtrFromRef(yz);
94
95 ROL::Ptr<std::vector<RealT> > u_ptr = ROL::makePtr<std::vector<RealT>>(nx*nt, 1.0);
96 ROL::Ptr<std::vector<RealT> > gu_ptr = ROL::makePtr<std::vector<RealT>>(nx*nt, 1.0);
97 ROL::Ptr<std::vector<RealT> > yu_ptr = ROL::makePtr<std::vector<RealT>>(nx*nt, 1.0);
98 for (int i=0; i<nx*nt; i++) {
99 (*u_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
100 (*yu_ptr)[i] = (RealT)rand()/(RealT)RAND_MAX;
101 }
102 ROL::StdVector<RealT> u(u_ptr);
103 ROL::StdVector<RealT> gu(gu_ptr);
104 ROL::StdVector<RealT> yu(yu_ptr);
105 ROL::Ptr<ROL::Vector<RealT> > up = ROL::makePtrFromRef(u);
106 ROL::Ptr<ROL::Vector<RealT> > gup = ROL::makePtrFromRef(gu);
107 ROL::Ptr<ROL::Vector<RealT> > yup = ROL::makePtrFromRef(yu);
108
109 ROL::Ptr<std::vector<RealT> > c_ptr = ROL::makePtr<std::vector<RealT>>(nx*nt, 1.0);
110 ROL::Ptr<std::vector<RealT> > l_ptr = ROL::makePtr<std::vector<RealT>>(nx*nt, 1.0);
111 ROL::StdVector<RealT> c(c_ptr);
112 ROL::StdVector<RealT> l(l_ptr);
113
115 ROL::Vector_SimOpt<RealT> g(gup,gzp);
116 ROL::Vector_SimOpt<RealT> y(yup,yzp);
117 // Check derivatives.
118 obj.checkGradient(x,x,y,true,*outStream);
119 obj.checkHessVec(x,x,y,true,*outStream);
120 con.checkApplyJacobian(x,y,c,true,*outStream);
121 //con.checkApplyAdjointJacobian(x,yu,c,x,true,*outStream);
122 con.checkApplyAdjointHessian(x,yu,y,x,true,*outStream);
123 // Check consistency of Jacobians and adjoint Jacobians.
124 con.checkAdjointConsistencyJacobian_1(c,yu,u,z,true,*outStream);
125 con.checkAdjointConsistencyJacobian_2(c,yz,u,z,true,*outStream);
126 // Check consistency of solves.
127 con.checkSolve(u,z,c,true,*outStream);
128 con.checkInverseJacobian_1(c,yu,u,z,true,*outStream);
129 con.checkInverseAdjointJacobian_1(yu,c,u,z,true,*outStream);
130
131 // Initialize reduced objective function.
132 ROL::Ptr<std::vector<RealT> > p_ptr = ROL::makePtr<std::vector<RealT>>(nx*nt, 1.0);
133 ROL::StdVector<RealT> p(p_ptr);
134 ROL::Ptr<ROL::Vector<RealT> > pp = ROL::makePtrFromRef(p);
135 ROL::Ptr<ROL::Objective_SimOpt<RealT> > pobj = ROL::makePtrFromRef(obj);
136 ROL::Ptr<ROL::Constraint_SimOpt<RealT> > pcon = ROL::makePtrFromRef(con);
137 ROL::Reduced_Objective_SimOpt<RealT> robj(pobj,pcon,up,zp,pp);
138 // Check derivatives.
139 robj.checkGradient(z,z,yz,true,*outStream);
140 robj.checkHessVec(z,z,yz,true,*outStream);
141 // Get input parameter list.
142 std::string filename = "input.xml";
143 auto parlist = ROL::getParametersFromXmlFile( filename );
144 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-10);
145 parlist->sublist("Status Test").set("Constraint Tolerance",1.e-10);
146 parlist->sublist("Status Test").set("Step Tolerance",1.e-16);
147 parlist->sublist("Status Test").set("Iteration Limit",100);
148 // Build Algorithm pointer.
149 ROL::Ptr<ROL::Algorithm<RealT>> algo;
150 ROL::Ptr<ROL::Step<RealT>> step;
151 ROL::Ptr<ROL::StatusTest<RealT>> status;
152
153 // Solve using trust regions.
154 step = ROL::makePtr<ROL::TrustRegionStep<RealT>>(*parlist);
155 status = ROL::makePtr<ROL::StatusTest<RealT>>(*parlist);
156 algo = ROL::makePtr<ROL::Algorithm<RealT>>(step,status,false);
157 z.zero();
158 std::clock_t timer_tr = std::clock();
159 algo->run(z,robj,true,*outStream);
160 *outStream << "Trust-Region Newton required " << (std::clock()-timer_tr)/(RealT)CLOCKS_PER_SEC
161 << " seconds.\n";
162 ROL::Ptr<ROL::Vector<RealT> > zTR = z.clone();
163 zTR->set(z);
164
165 // Solve using a composite step method.
166 step = ROL::makePtr<ROL::CompositeStep<RealT>>(*parlist);
167 status = ROL::makePtr<ROL::ConstraintStatusTest<RealT>>(*parlist);
168 algo = ROL::makePtr<ROL::Algorithm<RealT>>(step,status,false);
169 x.zero();
170 ROL::Elementwise::Fill<RealT> setFunc(0.25);
171 x.applyUnary(setFunc);
172 std::clock_t timer_cs = std::clock();
173 algo->run(x,g,l,c,obj,con,true,*outStream);
174 *outStream << "Composite Step required " << (std::clock()-timer_cs)/(RealT)CLOCKS_PER_SEC
175 << " seconds.\n";
176
177 // Compute error between solutions
178 ROL::Ptr<ROL::Vector<RealT> > err = z.clone();
179 err->set(*zTR); err->axpy(-1.,z);
180 errorFlag += (err->norm() > 1.e-4) ? 1 : 0;
181 if (errorFlag) {
182 *outStream << "\n\nControl error = " << err->norm() << "\n";
183 }
184
185// std::ofstream control;
186// control.open("control.txt");
187// for (int t = 0; t < nt+1; t++) {
188// for (int n = 0; n < nx+2; n++) {
189// control << (RealT)t/(RealT)nt << " "
190// << (RealT)n/((RealT)(nx+1)) << " "
191// << (*z_ptr)[t*(nx+2)+n] << "\n";
192// }
193// }
194// control.close();
195//
196// std::ofstream state;
197// state.open("state.txt");
198// for (int t = 0; t < nt; t++) {
199// for (int n = 0; n < nx; n++) {
200// state << (RealT)(t+1)/(RealT)nt << " "
201// << (RealT)(n+1)/((RealT)(nx+1)) << " "
202// << (*u_ptr)[t*nx+n] << "\n";
203// }
204// }
205// state.close();
206 }
207 catch (std::logic_error& err) {
208 *outStream << err.what() << "\n";
209 errorFlag = -1000;
210 }; // end try
211
212 if (errorFlag != 0)
213 std::cout << "End Result: TEST FAILED\n";
214 else
215 std::cout << "End Result: TEST PASSED\n";
216
217 return 0;
218
219}
220
int main(int argc, char *argv[])
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)
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.
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.
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)
virtual Real checkSolve(const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout)
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.
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.
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.
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.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
virtual Ptr< Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Defines the linear algebra or vector space interface for simulation-based optimization.
void applyUnary(const Elementwise::UnaryFunction< Real > &f)
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167