54 int main(
int argc,
char *argv[]) {
59 typedef std::vector<RealT> vec;
61 typedef RCP<ROL::Vector<RealT> > RCPV;
63 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
65 int iprint = argc - 1;
66 RCP<std::ostream> outStream;
67 Teuchos::oblackholestream bhs;
69 outStream = rcp(&std::cout,
false);
71 outStream = rcp(&bhs,
false);
80 RCP<vec> xopt_rcp = rcp(
new vec(xopt_dim,1.0) );
82 RCP<vec> li_rcp = rcp(
new vec(ci_dim,0.0) );
84 RCPV xopt = rcp(
new SV(xopt_rcp) );
85 RCPV li = rcp(
new SV(li_rcp) );
91 RCP<ROL::Objective<RealT> > obj_hs29 = rcp(
new Objective_HS29<RealT> );
92 RCP<ROL::InequalityConstraint<RealT> > incon_hs29 = rcp(
new InequalityConstraint_HS29<RealT> );
94 RCP<Teuchos::ParameterList> parlist = rcp(
new Teuchos::ParameterList);
95 std::string stepname =
"Interior Point";
101 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Initial Barrier Penalty",mu);
102 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Minimium Barrier Penalty",1e-8);
103 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Barrier Penalty Reduction Factor",factor);
104 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Subproblem Iteration Limit",30);
106 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Optimality System Solver").set(
"Nominal Relative Tolerance",1.e-4);
107 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Optimality System Solver").set(
"Fix Tolerance",
true);
108 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Tangential Subproblem Solver").set(
"Iteration Limit",20);
109 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Tangential Subproblem Solver").set(
"Relative Tolerance",1e-2);
110 parlist->sublist(
"Step").sublist(
"Composite Step").set(
"Output Level",0);
112 parlist->sublist(
"Status Test").set(
"Gradient Tolerance",1.e-12);
113 parlist->sublist(
"Status Test").set(
"Constraint Tolerance",1.e-8);
114 parlist->sublist(
"Status Test").set(
"Step Tolerance",1.e-8);
115 parlist->sublist(
"Status Test").set(
"Iteration Limit",100);
120 RCP<ROL::Algorithm<RealT> > algo;
123 algo->run(problem,
true,*outStream);
127 *outStream << std::endl << std::setw(20) <<
"Computed Minimizer" << std::endl;
128 for(
int i=0;i<xopt_dim;++i ) {
129 *outStream << std::setw(20) << (*xopt_rcp)[i] << std::endl;
132 *outStream <<
"Exact minimizers: x* = (a,b,c), (a,-b,-c), (-a,b,-c), (-a,-b,c)" << std::endl;
133 *outStream <<
"Where a=4, b=" << 2*std::sqrt(2) <<
", and c=2" << std::endl;
136 catch (std::logic_error err) {
137 *outStream << err.what() <<
"\n";
142 std::cout <<
"End Result: TEST FAILED\n";
144 std::cout <<
"End Result: TEST PASSED\n";
Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains only inequality...
Provides the std::vector implementation of the ROL::Vector interface.
int main(int argc, char *argv[])
Provides an interface to run optimization algorithms.