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_Objective.hpp"
58 #include "ROL_BoundConstraint.hpp"
59 #include "ROL_Types.hpp"
60 
61 namespace ROL {
62 namespace 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:
76  uint dim_;
77  Real fact_;
78 
79  Teuchos::RCP<const vector> getVector( const V& x ) {
80  using Teuchos::dyn_cast;
81  return dyn_cast<const SV>(x).getVector();
82  }
83 
84  Teuchos::RCP<vector> getVector( V& x ) {
85  using Teuchos::dyn_cast;
86  return dyn_cast<SV>(x).getVector();
87  }
88 
89  public:
90  Objective_HS45(int dim = 5) : dim_((uint)dim) {
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  using Teuchos::RCP;
99  RCP<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  using Teuchos::RCP;
109  RCP<const vector> ex = getVector(x);
110  RCP<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  using Teuchos::RCP;
127  RCP<const vector> ex = getVector(x);
128  RCP<const vector> ev = getVector(v);
129  RCP<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 
150 template<class Real>
151 void getHS45( Teuchos::RCP<Objective<Real> > &obj,
152  Teuchos::RCP<BoundConstraint<Real> > &con,
153  Teuchos::RCP<Vector<Real> > &x0,
154  Teuchos::RCP<Vector<Real> > &x ) {
155  // Problem dimension
156  int n = 5;
157 
158  // Get Initial Guess
159  Teuchos::RCP<std::vector<Real> > x0p = Teuchos::rcp(new std::vector<Real>(n,0.0));
160  for ( int i = 0; i < n; i++ ) {
161  (*x0p)[i] = 2.0;
162  }
163  x0 = Teuchos::rcp(new StdVector<Real>(x0p));
164 
165  // Get Solution
166  Teuchos::RCP<std::vector<Real> > xp = Teuchos::rcp(new std::vector<Real>(n,0.0));
167  for ( int i = 0; i < n; i++ ) {
168  (*xp)[i] = (Real)(i+1);
169  }
170  x = Teuchos::rcp(new StdVector<Real>(xp));
171 
172  // Instantiate Objective Function
173  obj = Teuchos::rcp(new Objective_HS45<Real>(n));
174 
175  // Instantiate BoundConstraint
176  Teuchos::RCP<std::vector<Real> > lp = Teuchos::rcp(new std::vector<Real>(n,0.0));
177  Teuchos::RCP<std::vector<Real> > up = Teuchos::rcp(new std::vector<Real>(n,0.0));
178  for ( int i = 0; i < n; i++ ) {
179  (*lp)[i] = 0.0;
180  (*up)[i] = static_cast<Real>(i+1);
181  }
182  Teuchos::RCP<Vector<Real> > l = Teuchos::rcp(new StdVector<Real>(lp));
183  Teuchos::RCP<Vector<Real> > u = Teuchos::rcp(new StdVector<Real>(up));
184  con = Teuchos::rcp(new BoundConstraint<Real>(l,u));
185  con->project(*x0);
186 }
187 
188 
189 } // End ZOO Namespace
190 } // End ROL Namespace
191 
192 #endif
Provides the interface to evaluate objective functions.
Teuchos::RCP< const vector > getVector(const V &x)
Definition: ROL_HS45.hpp:79
std::vector< Real > vector
Definition: ROL_HS45.hpp:69
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Definition: ROL_HS45.hpp:97
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Contains definitions of custom data types in ROL.
vector::size_type uint
Definition: ROL_HS45.hpp:73
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:157
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
Provides the interface to apply upper and lower bound constraints.
W. Hock and K. Schittkowski 45th test function.
Definition: ROL_HS45.hpp:67
StdVector< Real > SV
Definition: ROL_HS45.hpp:71
void getHS45(Teuchos::RCP< Objective< Real > > &obj, Teuchos::RCP< BoundConstraint< Real > > &con, Teuchos::RCP< Vector< Real > > &x0, Teuchos::RCP< Vector< Real > > &x)
Definition: ROL_HS45.hpp:151
Vector< Real > V
Definition: ROL_HS45.hpp:70
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Definition: ROL_HS45.hpp:107
Teuchos::RCP< vector > getVector(V &x)
Definition: ROL_HS45.hpp:84
Objective_HS45(int dim=5)
Definition: ROL_HS45.hpp:90