ROL
ROL_HS49.hpp
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50#ifndef ROL_HS49_HPP
51#define ROL_HS49_HPP
52
53#include "ROL_StdVector.hpp"
54#include "ROL_TestProblem.hpp"
55#include "ROL_Types.hpp"
56#include "ROL_StdObjective.hpp"
57#include "ROL_StdConstraint.hpp"
58
59namespace ROL {
60namespace ZOO {
61
68template<class Real>
69class Objective_HS49 : public StdObjective<Real> {
70public:
71 Real value( const std::vector<Real> &x, Real &tol ) {
72 const Real c1(1), c2(2), c4(4), c6(6);
73 return std::pow(x[0]-x[1],c2) + std::pow(x[2]-c1,c2)
74 + std::pow(x[3]-c1,c4) + std::pow(x[4]-c1,c6);
75 }
76
77 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
78 const Real c1(1), c2(2), c3(3), c4(4), c5(5), c6(6);
79 g[0] = c2*(x[0]-x[1]);
80 g[1] = c2*(x[1]-x[0]);
81 g[2] = c2*(x[2]-c1);
82 g[3] = c4*std::pow(x[3]-c1,c3);
83 g[4] = c6*std::pow(x[4]-c1,c5);
84 }
85
86 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
87 const Real c1(1), c2(2), c3(3), c4(4), c5(5), c6(6);
88 hv[0] = c2*v[0] - c2*v[1];
89 hv[1] = c2*v[1] - c2*v[0];
90 hv[2] = c2*v[2];
91 hv[3] = c4*c3*std::pow(x[3]-c1,c2)*v[3];
92 hv[4] = c6*c5*std::pow(x[4]-c1,c4)*v[4];
93 }
94};
95
96template<class Real>
97class Constraint_HS49 : public StdConstraint<Real> {
98public:
100
101 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
102 const Real c4(4), c5(5), c6(6), c7(7);
103 c[0] = x[0]+x[1]+x[2]+c4*x[3]-c7;
104 c[1] = x[2]+c5*x[4]-c6;
105 }
106
107 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
108 const std::vector<Real> &x, Real &tol) {
109 const Real c4(4), c5(5);
110 jv[0] = v[0]+v[1]+v[2]+c4*v[3];
111 jv[1] = v[2]+c5*v[4];
112 }
113
114 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
115 const std::vector<Real> &x, Real &tol ) {
116 const Real c4(4), c5(5);
117 ajv[0] = v[0];
118 ajv[1] = v[0];
119 ajv[2] = v[0] + v[1];
120 ajv[3] = c4*v[0];
121 ajv[4] = c5*v[1];
122 }
123
124 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
125 const std::vector<Real> &v, const std::vector<Real> &x,
126 Real &tol) {
127 ahuv.assign(ahuv.size(),static_cast<Real>(0));
128 }
129
130
131};
132
133template<class Real>
134class getHS49 : public TestProblem<Real> {
135public:
136 getHS49(void) {}
137
138 Ptr<Objective<Real>> getObjective(void) const {
139 return ROL::makePtr<Objective_HS49<Real>>();
140 }
141
142 Ptr<Vector<Real>> getInitialGuess(void) const {
143 int n = 5;
144 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
145 (*xp)[0] = static_cast<Real>(10);
146 (*xp)[1] = static_cast<Real>(7);
147 (*xp)[2] = static_cast<Real>(2);
148 (*xp)[3] = static_cast<Real>(-3);
149 (*xp)[4] = static_cast<Real>(0.8);
150 return ROL::makePtr<StdVector<Real>>(xp);
151 }
152
153 Ptr<Vector<Real>> getSolution(const int i = 0) const {
154 int n = 5;
155 return ROL::makePtr<StdVector<Real>>(n,1.0);
156 }
157
158 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
159 return ROL::makePtr<Constraint_HS49<Real>>();
160 }
161
162 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
163 int n = 2;
164 return ROL::makePtr<StdVector<Real>>(n,0.0);
165 }
166};
167
168} // End ZOO Namespace
169} // End ROL Namespace
170
171#endif
Contains definitions of test objective functions.
Contains definitions of custom data types in ROL.
Defines the equality constraint operator interface for StdVectors.
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:107
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:101
void applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:124
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:114
W. Hock and K. Schittkowski 49th test function.
Definition: ROL_HS49.hpp:69
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:86
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:77
Real value(const std::vector< Real > &x, Real &tol)
Definition: ROL_HS49.hpp:71
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition: ROL_HS49.hpp:158
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition: ROL_HS49.hpp:153
Ptr< Objective< Real > > getObjective(void) const
Definition: ROL_HS49.hpp:138
Ptr< Vector< Real > > getInitialGuess(void) const
Definition: ROL_HS49.hpp:142
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition: ROL_HS49.hpp:162