ROL
step/test_15.cpp
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43
48#define USE_HESSVEC 1
49
52#include "ROL_Stream.hpp"
53#include "Teuchos_GlobalMPISession.hpp"
54
55#include <iostream>
56//#include <fenv.h>
57
58typedef double RealT;
59
60int main(int argc, char *argv[]) {
61 //feenableexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW);
62
63 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
64
65 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
66 int iprint = argc - 1;
67 ROL::Ptr<std::ostream> outStream;
68 ROL::nullstream bhs; // outputs nothing
69 if (iprint > 0)
70 outStream = ROL::makePtrFromRef(std::cout);
71 else
72 outStream = ROL::makePtrFromRef(bhs);
73
74 int errorFlag = 0;
75
76 // *** Test body.
77
78 try {
79
80 std::string filename = "input.xml";
81 auto parlist = ROL::getParametersFromXmlFile( filename );
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 parlist->sublist("Step").set("Type","Trust Region");
87
89 // Get Objective Function
90 ROL::Ptr<ROL::Vector<RealT> > x0;
91 std::vector<ROL::Ptr<ROL::Vector<RealT> > > z;
92 ROL::Ptr<ROL::OptimizationProblem<RealT> > problem;
93 ROL::GetTestProblem<RealT>(problem,x0,z,prob);
94 if (problem->getProblemType() == ROL::TYPE_B) {
95 if ( prob == ROL::TESTOPTPROBLEM_HS2 || prob == ROL::TESTOPTPROBLEM_BVP ) {
96 parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.e-4);
97 parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",-1.e1);
98 parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e-4);
99 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-6);
100 }
101 else if ( prob == ROL::TESTOPTPROBLEM_HS25 ) {
102 parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.0);
103 parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",1.e3);
104 parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e4);
105 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-8);
106 }
107 else {
108 parlist->sublist("Step").sublist("Line Search").set("Initial Step Size",1.0);
109 parlist->sublist("Step").sublist("Trust Region").set("Initial Radius",-1.e1);
110 parlist->sublist("Step").sublist("Trust Region").set("Safeguard Size",1.e4);
111 parlist->sublist("Status Test").set("Gradient Tolerance",1.e-6);
112 }
113 parlist->sublist("General").set("Scale for Epsilon Active Sets",1.0);
114 if ( prob == ROL::TESTOPTPROBLEM_HS4 ) {
115 parlist->sublist("General").set("Scale for Epsilon Active Sets",1.e-2);
116 }
117 *outStream << std::endl << std::endl << ROL:: ETestOptProblemToString(prob) << std::endl << std::endl;
118
119 // Get Dimension of Problem
120 int dim = x0->dimension();
121 parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
122
123 // Error Vector
124 ROL::Ptr<ROL::Vector<RealT> > e = x0->clone();
125 e->zero();
126
127 parlist->sublist("Step").sublist("Trust Region").set("Subproblem Solver", "Lin-More");
128 parlist->sublist("Step").sublist("Trust Region").set("Subproblem Model", "Lin-More");
129 *outStream << std::endl << std::endl << "Lin-More" << std::endl << std::endl;
130
131 // Define Solver
132 ROL::OptimizationSolver<RealT> solver(*problem,*parlist);
133
134 // Run Solver
135 solver.solve(*outStream);
136
137 // Compute Error
138 RealT err(0);
139 for (int i = 0; i < static_cast<int>(z.size()); ++i) {
140 e->set(*x0);
141 e->axpy(-1.0,*z[i]);
142 if (i == 0) {
143 err = e->norm();
144 }
145 else {
146 err = std::min(err,e->norm());
147 }
148 }
149 *outStream << std::endl << "Norm of Error: " << err << std::endl;
150 }
151 }
152 }
153 catch (std::logic_error& err) {
154 *outStream << err.what() << std::endl;
155 errorFlag = -1000;
156 }; // end try
157
158 if (errorFlag != 0)
159 std::cout << "End Result: TEST FAILED" << std::endl;
160 else
161 std::cout << "End Result: TEST PASSED" << std::endl;
162
163 return 0;
164
165}
166
Contains definitions of test objective functions.
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
Provides a simplified interface for solving a wide range of optimization problems.
int solve(const ROL::Ptr< StatusTest< Real > > &status=ROL::nullPtr, const bool combineStatus=true)
Solve optimization problem with no iteration output.
std::string ETestOptProblemToString(ETestOptProblem to)
@ TESTOPTPROBLEM_ROSENBROCK
@ TYPE_B
Definition: ROL_Types.hpp:259
int main(int argc, char *argv[])
double RealT
constexpr auto dim