ROL
step/test_01.cpp
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43 
48 #define USE_HESSVEC 0
49 
50 #include "ROL_TestObjectives.hpp"
51 #include "ROL_Algorithm.hpp"
52 #include "ROL_LineSearchStep.hpp"
53 #include "ROL_StatusTest.hpp"
54 #include "Teuchos_oblackholestream.hpp"
55 #include "Teuchos_GlobalMPISession.hpp"
56 #include "Teuchos_XMLParameterListHelpers.hpp"
57 
58 #include <iostream>
59 
60 typedef double RealT;
61 
62 int main(int argc, char *argv[]) {
63 
64  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
65 
66  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
67  int iprint = argc - 1;
68  Teuchos::RCP<std::ostream> outStream;
69  Teuchos::oblackholestream bhs; // outputs nothing
70  if (iprint > 0)
71  outStream = Teuchos::rcp(&std::cout, false);
72  else
73  outStream = Teuchos::rcp(&bhs, false);
74 
75  int errorFlag = 0;
76 
77  // *** Test body.
78 
79  try {
80 
81  std::string filename = "input.xml";
82  Teuchos::RCP<Teuchos::ParameterList> parlist = Teuchos::rcp( new Teuchos::ParameterList() );
83  Teuchos::updateParametersFromXmlFile( filename, parlist.ptr() );
84  parlist->sublist("General").sublist("Secant").set("Inexact Hessian-Times-A-Vector",true);
85 #if USE_HESSVEC
86  parlist->sublist("General").sublist("Secant").set("Inexact Hessian-Times-A-Vector",false);
87 #endif
88 
89  for ( ROL::ETestObjectives objFunc = ROL::TESTOBJECTIVES_ROSENBROCK; objFunc < ROL::TESTOBJECTIVES_LAST; objFunc++ ) {
90  *outStream << std::endl << std::endl << ROL::ETestObjectivesToString(objFunc) << std::endl << std::endl;
91 
92  // Set up optimization problem
93  Teuchos::RCP<ROL::Vector<RealT> > x0, z;
94  Teuchos::RCP<ROL::Objective<RealT> > obj;
95  ROL::getTestObjectives<RealT>(obj,x0,z,objFunc);
96  Teuchos::RCP<ROL::Vector<RealT> > x = x0->clone();
97 
98  // Get Dimension of Problem
99  int dim = x0->dimension();
100  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
101 
102  // Error Vector
103  Teuchos::RCP<ROL::Vector<RealT> > e = x0->clone();
104  e->zero();
105 
106  for ( ROL::EDescent desc = ROL::DESCENT_STEEPEST; desc < ROL::DESCENT_LAST; desc++ ) {
107  parlist->sublist("Step").sublist("Line Search").sublist("Descent Method").set("Type", ROL::EDescentToString(desc));
108  if ( desc == ROL::DESCENT_NEWTON &&
109  ((objFunc == ROL::TESTOBJECTIVES_LEASTSQUARES) ||
110  (objFunc == ROL::TESTOBJECTIVES_POISSONCONTROL) ||
111  (objFunc == ROL::TESTOBJECTIVES_POISSONINVERSION)) ) {
112  parlist->sublist("Step").sublist("Line Search").sublist("Descent Method").set("Type", ROL::EDescentToString(ROL::DESCENT_NEWTONKRYLOV));
113  }
114  else {
115  *outStream << std::endl << std::endl << ROL::EDescentToString(desc) << std::endl << std::endl;
116 
117  // Define Algorithm
118  ROL::Algorithm<RealT> algo("Line Search",*parlist,false);
119 
120  // Run Algorithm
121  x->set(*x0);
122  algo.run(*x, *obj, true, *outStream);
123 
124  // Compute Error
125  e->set(*x);
126  e->axpy(-1.0,*z);
127  *outStream << std::endl << "Norm of Error: " << e->norm() << std::endl;
128  //errorFlag += (int)(e.norm() < std::sqrt(ROL::ROL_EPSILON));
129  }
130  }
131  }
132  }
133  catch (std::logic_error err) {
134  *outStream << err.what() << std::endl;
135  errorFlag = -1000;
136  }; // end try
137 
138  if (errorFlag != 0)
139  std::cout << "End Result: TEST FAILED" << std::endl;
140  else
141  std::cout << "End Result: TEST PASSED" << std::endl;
142 
143  return 0;
144 
145 }
146 
double RealT
int main(int argc, char *argv[])
Contains definitions of test objective functions.
std::string EDescentToString(EDescent tr)
Definition: ROL_Types.hpp:321
Provides an interface to run optimization algorithms.
ETestObjectives
Enumeration of test objective functions.
Definition: ROL_Types.hpp:859
std::string ETestObjectivesToString(ETestObjectives to)
Definition: ROL_Types.hpp:872
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