ROL
test_05.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 
87  // Krylov parameters.
88  parlist->sublist("General").sublist("Krylov").set("Type", "Conjugate Residuals");
89  parlist->sublist("General").sublist("Krylov").set("Absolute Tolerance", 1.e-8);
90  parlist->sublist("General").sublist("Krylov").set("Relative Tolerance", 1.e-4);
91  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 50);
92 
94  if ( prob != ROL::TESTOPTPROBLEM_HS5 ) {
95  // PDAS parameters.
96  switch (prob) {
102  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Step Tolerance",1.e-10);
103  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Gradient Tolerance",1.e-8);
104  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Iteration Limit",1);
105  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Dual Scaling",1.e8);
106  break;
108  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Step Tolerance",1.e-10);
109  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Gradient Tolerance",1.e-8);
110  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Iteration Limit",10);
111  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Dual Scaling",1.e-2);
112  break;
114  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Step Tolerance",1.e-10);
115  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Gradient Tolerance",1.e-8);
116  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Iteration Limit",10);
117  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Dual Scaling",1.e10);
118  break;
120  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Step Tolerance",1.e-10);
121  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Gradient Tolerance",1.e-8);
122  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Iteration Limit",1);
123  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Dual Scaling",1.e-3);
124  break;
126  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Step Tolerance",1.e-10);
127  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Relative Gradient Tolerance",1.e-8);
128  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Iteration Limit",1);
129  parlist->sublist("Step").sublist("Primal Dual Active Set").set("Dual Scaling",1.e0);
130  break;
131  case ROL::TESTOPTPROBLEM_LAST: break;
132  }
133  *outStream << std::endl << std::endl << ROL:: ETestOptProblemToString(prob) << std::endl << std::endl;
134 
135  // Get Objective Function
136  Teuchos::RCP<ROL::Vector<RealT> > x0, z;
137  Teuchos::RCP<ROL::Objective<RealT> > obj;
138  Teuchos::RCP<ROL::BoundConstraint<RealT> > con;
139  ROL::getTestObjectives<RealT>(obj,con,x0,z,prob);
140  Teuchos::RCP<ROL::Vector<RealT> > x = x0->clone();
141 
142  // Get Dimension of Problem
143  int dim = x0->dimension();
144  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
145 
146  // Error Vector
147  Teuchos::RCP<ROL::Vector<RealT> > e = x0->clone();
148  e->zero();
149 
150  // Define Algorithm
151  ROL::Algorithm<RealT> algo("Primal Dual Active Set",*parlist,false);
152 
153  // Run Algorithm
154  x->set(*x0);
155  algo.run(*x, *obj, *con, true, *outStream);
156 
157  // Compute Error
158  e->set(*x);
159  e->axpy(-1.0,*z);
160  *outStream << std::endl << "Norm of Error: " << e->norm() << std::endl;
161 
162  // Update error flag
163  Teuchos::RCP<const ROL::AlgorithmState<RealT> > state = algo.getState();
164  errorFlag += ((e->norm() < std::max(1.e-6*z->norm(),1.e-8) || (state->gnorm < 1.e-6)) ? 0 : 1);
165  }
166  }
167  }
168  catch (std::logic_error err) {
169  *outStream << err.what() << std::endl;
170  errorFlag = -1000;
171  }; // end try
172 
173  if (errorFlag != 0)
174  std::cout << "End Result: TEST FAILED" << std::endl;
175  else
176  std::cout << "End Result: TEST PASSED" << std::endl;
177 
178  return 0;
179 
180 }
181 
ETestOptProblem
Enumeration of test optimization problems.
Definition: ROL_Types.hpp:948
Teuchos::RCP< const AlgorithmState< Real > > getState(void) const
Contains definitions of test objective functions.
double RealT
Definition: test_05.cpp:58
std::string ETestOptProblemToString(ETestOptProblem to)
Definition: ROL_Types.hpp:961
Provides an interface to run optimization algorithms.
int main(int argc, char *argv[])
Definition: test_05.cpp:60
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.