ROL
step/test_03.cpp
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43 
48 #define USE_HESSVEC 1
49 
50 #include "ROL_TestObjectives.hpp"
51 #include "ROL_Algorithm.hpp"
52 #include "Teuchos_oblackholestream.hpp"
53 #include "Teuchos_GlobalMPISession.hpp"
54 #include "Teuchos_XMLParameterListHelpers.hpp"
55 
56 #include <iostream>
57 
58 typedef double RealT;
59 
60 int main(int argc, char *argv[]) {
61 
62  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
63 
64  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
65  int iprint = argc - 1;
66  Teuchos::RCP<std::ostream> outStream;
67  Teuchos::oblackholestream bhs; // outputs nothing
68  if (iprint > 0)
69  outStream = Teuchos::rcp(&std::cout, false);
70  else
71  outStream = Teuchos::rcp(&bhs, false);
72 
73  int errorFlag = 0;
74 
75  // *** Test body.
76 
77  try {
78 
79  std::string filename = "input.xml";
80  Teuchos::RCP<Teuchos::ParameterList> parlist = Teuchos::rcp( new Teuchos::ParameterList() );
81  Teuchos::updateParametersFromXmlFile( filename, parlist.ptr() );
82  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",true);
83 #if USE_HESSVEC
84  parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",false);
85 #endif
86 
88  *outStream << "\n\n" << ROL:: ETestOptProblemToString(prob) << "\n\n";
89 
90  // Get Objective Function
91  Teuchos::RCP<ROL::Vector<RealT> > x0, z;
92  Teuchos::RCP<ROL::Objective<RealT> > obj;
93  Teuchos::RCP<ROL::BoundConstraint<RealT> > con;
94  ROL::getTestObjectives<RealT>(obj,con,x0,z,prob);
95  Teuchos::RCP<ROL::Vector<RealT> > x = x0->clone();
96 
97  // Get Dimension of Problem
98  int dim = x0->dimension();
99  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
100 
101  // Check Derivatives
102  obj->checkGradient(*x0,*z);
103  obj->checkHessVec(*x0,*z);
104 
105  // Error Vector
106  Teuchos::RCP<ROL::Vector<RealT> > e = x0->clone();
107  e->zero();
108 
109  //ROL::EDescent desc = ROL::DESCENT_STEEPEST;
111  parlist->sublist("Step").sublist("Line Search").sublist("Descent Method").set("Type", ROL::EDescentToString(desc));
112  *outStream << std::endl << std::endl << ROL::EDescentToString(desc) << std::endl << std::endl;
113 
114  // Define Algorithm
115  ROL::Algorithm<RealT> algo("Line Search",*parlist,false);
116 
117  // Run Algorithm
118  x->set(*x0);
119  algo.run(*x, *obj, *con, true, *outStream);
120 
121  // Compute Error
122  e->set(*x);
123  e->axpy(-1.0,*z);
124  *outStream << std::endl << "Norm of Error: " << e->norm() << std::endl;
125  }
126  }
127  catch (std::logic_error err) {
128  *outStream << err.what() << std::endl;
129  errorFlag = -1000;
130  }; // end try
131 
132  if (errorFlag != 0)
133  std::cout << "End Result: TEST FAILED" << std::endl;
134  else
135  std::cout << "End Result: TEST PASSED" << std::endl;
136 
137  return 0;
138 
139 }
140 
ETestOptProblem
Enumeration of test optimization problems.
Definition: ROL_Types.hpp:948
Contains definitions of test objective functions.
int main(int argc, char *argv[])
std::string EDescentToString(EDescent tr)
Definition: ROL_Types.hpp:321
double RealT
std::string ETestOptProblemToString(ETestOptProblem to)
Definition: ROL_Types.hpp:961
Provides an interface to run optimization algorithms.
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
EDescent
Enumeration of descent direction types.
Definition: ROL_Types.hpp:312