ROL
ROL_HS45.hpp
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
49#ifndef USE_HESSVEC
50#define USE_HESSVEC 1
51#endif
52
53#ifndef ROL_HS45_HPP
54#define ROL_HS45_HPP
55
56#include "ROL_StdVector.hpp"
57#include "ROL_TestProblem.hpp"
58#include "ROL_Bounds.hpp"
59#include "ROL_Types.hpp"
60
61namespace ROL {
62namespace ZOO {
63
66 template<class Real>
67 class Objective_HS45 : public Objective<Real> {
68
69 typedef std::vector<Real> vector;
70 typedef Vector<Real> V;
72
73 typedef typename vector::size_type uint;
74
75 private:
77 Real fact_;
78
79 ROL::Ptr<const vector> getVector( const V& x ) {
80
81 return dynamic_cast<const SV&>(x).getVector();
82 }
83
84 ROL::Ptr<vector> getVector( V& x ) {
85
86 return dynamic_cast<SV&>(x).getVector();
87 }
88
89 public:
91 fact_ = 1.0;
92 for ( uint i = 0; i < dim_; i++ ) {
93 fact_ *= (Real)(i+1);
94 }
95 }
96
97 Real value( const Vector<Real> &x, Real &tol ) {
98
99 ROL::Ptr<const vector> ex = getVector(x);
100 Real prod = 1.0;
101 for ( uint i = 0; i < dim_; i++ ) {
102 prod *= (*ex)[i];
103 }
104 return 2.0 - prod/fact_;
105 }
106
107 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
108
109 ROL::Ptr<const vector> ex = getVector(x);
110 ROL::Ptr<vector> eg = getVector(g);
111
112 Real prod = 1.0;
113 for ( uint j = 0; j < dim_; j++ ) {
114 for ( uint i = 0; i < dim_; i++ ) {
115 if ( j != i ) {
116 prod *= (*ex)[i];
117 }
118 }
119 (*eg)[j] = -prod/fact_;
120 prod = 1.0;
121 }
122 }
123#if USE_HESSVEC
124 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
125
126
127 ROL::Ptr<const vector> ex = getVector(x);
128 ROL::Ptr<const vector> ev = getVector(v);
129 ROL::Ptr<vector> ehv = getVector(hv);
130
131 hv.zero();
132 Real prod = 1.0;
133 for ( uint l = 0; l < dim_; l++ ) {
134 for ( uint j = 0; j < dim_; j++ ) {
135 if ( l != j ) {
136 for ( uint i = 0; i < dim_; i++ ) {
137 if ( j != i && l != i ) {
138 prod *= (*ex)[i];
139 }
140 }
141 (*ehv)[l] += -prod/fact_*(*ev)[j];
142 }
143 prod = 1.0;
144 }
145 }
146 }
147#endif
148 };
149
150template<class Real>
151class getHS45 : public TestProblem<Real> {
152public:
153 getHS45(void) {}
154
155 Ptr<Objective<Real>> getObjective(void) const {
156 // Problem dimension
157 int n = 10;
158 // Instantiate Objective Function
159 return ROL::makePtr<Objective_HS45<Real>>(n);
160 }
161
162 Ptr<Vector<Real>> getInitialGuess(void) const {
163 // Problem dimension
164 int n = 10;
165 // Get Initial Guess
166 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0);
167 for ( int i = 0; i < n; i++ ) {
168 (*x0p)[i] = 2.0;
169 }
170 return ROL::makePtr<StdVector<Real>>(x0p);
171 }
172
173 Ptr<Vector<Real>> getSolution(const int i = 0) const {
174 // Problem dimension
175 int n = 10;
176 // Get Solution
177 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0);
178 for ( int i = 0; i < n; i++ ) {
179 (*xp)[i] = (Real)(i+1);
180 }
181 return ROL::makePtr<StdVector<Real>>(xp);
182 }
183
184 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
185 // Problem dimension
186 int n = 10;
187 // Instantiate BoundConstraint
188 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0);
189 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0);
190 for ( int i = 0; i < n; i++ ) {
191 (*lp)[i] = 0.0;
192 (*up)[i] = static_cast<Real>(i+1);
193 }
194 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp);
195 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up);
196 return ROL::makePtr<Bounds<Real>>(l,u);
197 }
198};
199
200
201} // End ZOO Namespace
202} // End ROL Namespace
203
204#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
Provides the interface to evaluate objective functions.
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
W. Hock and K. Schittkowski 45th test function.
Definition: ROL_HS45.hpp:67
Objective_HS45(int dim=5)
Definition: ROL_HS45.hpp:90
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS45.hpp:107
ROL::Ptr< const vector > getVector(const V &x)
Definition: ROL_HS45.hpp:79
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS45.hpp:97
std::vector< Real > vector
Definition: ROL_HS45.hpp:69
ROL::Ptr< vector > getVector(V &x)
Definition: ROL_HS45.hpp:84
StdVector< Real > SV
Definition: ROL_HS45.hpp:71
vector::size_type uint
Definition: ROL_HS45.hpp:73
Vector< Real > V
Definition: ROL_HS45.hpp:70
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS45.hpp:173
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition: ROL_HS45.hpp:184
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS45.hpp:155
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS45.hpp:162
constexpr auto dim