ROL
step/test_09.cpp
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44
49#include "Teuchos_GlobalMPISession.hpp"
50
51#include "ROL_HS32.hpp"
52#include "ROL_InteriorPointPrimalDualResidual.hpp"
53#include "ROL_RandomVector.hpp"
54#include "ROL_GMRES.hpp"
55
56//template<class Real>
57
58
59
60typedef double RealT;
61
62int main(int argc, char *argv[]) {
63
64 typedef std::vector<RealT> vector;
65 typedef ROL::Vector<RealT> V;
66 typedef ROL::StdVector<RealT> SV;
67// typedef ROL::PartitionedVector<RealT> PV;
68
69 typedef typename vector::size_type uint;
70
71
72
73
74
75 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
76
77 int iprint = argc - 1;
78 ROL::Ptr<std::ostream> outStream;
79 ROL::nullstream bhs; // outputs nothing
80 if (iprint > 0)
81 outStream = ROL::makePtrFromRef(std::cout);
82 else
83 outStream = ROL::makePtrFromRef(bhs);
84
85 int errorFlag = 0;
86
87 try {
88
89 uint xo_dim = 3; // Dimension of optimization vectors
90 uint ce_dim = 1; // Dimension of equality constraint
91 uint ci_dim = 4; // Dimension of inequality constraint
92
93 RealT left = -1.0;
94 RealT right = 1.0;
95
96 // ----[ Full primal-dual vector ]----------------
97
98 ROL::Ptr<vector> xo_ptr = ROL::makePtr<vector>(xo_dim,0.0); // opt
99 ROL::Ptr<vector> xs_ptr = ROL::makePtr<vector>(ci_dim,0.0); // slack
100 ROL::Ptr<vector> xe_ptr = ROL::makePtr<vector>(ce_dim,0.0); // equality multipliers
101 ROL::Ptr<vector> xi_ptr = ROL::makePtr<vector>(ci_dim,0.0); // inequality multipliers
102
103 ROL::Ptr<V> xo = ROL::makePtr<SV>(xo_ptr);
104 ROL::Ptr<V> xs = ROL::makePtr<SV>(xs_ptr);
105 ROL::Ptr<V> xe = ROL::makePtr<SV>(xe_ptr);
106 ROL::Ptr<V> xi = ROL::makePtr<SV>(xi_ptr);
107
108 ROL::RandomizeVector(*xo,left,right);
109 ROL::RandomizeVector(*xs,left,right);
110 ROL::RandomizeVector(*xe,left,right);
111 ROL::RandomizeVector(*xi,left,right);
112
113 ROL::Ptr<V> x = ROL::CreatePartitionedVector( xo, xs, xe, xi );
114
115
116 // ----[ Full primal-dual direction vector ]------
117
118 ROL::Ptr<vector> vo_ptr = ROL::makePtr<vector>(xo_dim,0.0); // opt
119 ROL::Ptr<vector> vs_ptr = ROL::makePtr<vector>(ci_dim,0.0); // slack
120 ROL::Ptr<vector> ve_ptr = ROL::makePtr<vector>(ce_dim,0.0); // equality multipliers
121 ROL::Ptr<vector> vi_ptr = ROL::makePtr<vector>(ci_dim,0.0); // inequality multipliers
122
123 ROL::Ptr<V> vo = ROL::makePtr<SV>(vo_ptr);
124 ROL::Ptr<V> vs = ROL::makePtr<SV>(vs_ptr);
125 ROL::Ptr<V> ve = ROL::makePtr<SV>(ve_ptr);
126 ROL::Ptr<V> vi = ROL::makePtr<SV>(vi_ptr);
127
128 ROL::RandomizeVector(*vo,left,right);
129 ROL::RandomizeVector(*vs,left,right);
130 ROL::RandomizeVector(*ve,left,right);
131 ROL::RandomizeVector(*vi,left,right);
132
133 ROL::Ptr<V> v = ROL::CreatePartitionedVector( vo, vs, ve, vi );
134
135
136 // ----[ Full primal-dual residual vector ]------
137
138 ROL::Ptr<vector> ro_ptr = ROL::makePtr<vector>(xo_dim,0.0); // opt
139 ROL::Ptr<vector> rs_ptr = ROL::makePtr<vector>(ci_dim,0.0); // slack
140 ROL::Ptr<vector> re_ptr = ROL::makePtr<vector>(ce_dim,0.0); // equality multipliers
141 ROL::Ptr<vector> ri_ptr = ROL::makePtr<vector>(ci_dim,0.0); // inequality multipliers
142
143 ROL::Ptr<V> ro = ROL::makePtr<SV>(vo_ptr);
144 ROL::Ptr<V> rs = ROL::makePtr<SV>(vs_ptr);
145 ROL::Ptr<V> re = ROL::makePtr<SV>(ve_ptr);
146 ROL::Ptr<V> ri = ROL::makePtr<SV>(vi_ptr);
147
148 ROL::RandomizeVector(*ro,left,right);
149 ROL::RandomizeVector(*rs,left,right);
150 ROL::RandomizeVector(*re,left,right);
151 ROL::RandomizeVector(*ri,left,right);
152
153 ROL::Ptr<V> r = ROL::CreatePartitionedVector( ro, rs, re, ri );
154
155 // ----[ Primal-dual constraint ]-------
156
157 ROL::Ptr<ROL::Objective<RealT> > obj_hs32 =
158 ROL::makePtr<ROL::ZOO::Objective_HS32<RealT>>();
159
160 ROL::Ptr<ROL::EqualityConstraint<RealT> > eqcon_hs32 =
161 ROL::makePtr<ROL::ZOO::EqualityConstraint_HS32<RealT>>();
162
163 ROL::Ptr<ROL::EqualityConstraint<RealT> > incon_hs32 =
164 ROL::makePtr<ROL::ZOO::InequalityConstraint_HS32<RealT>>();
165
166
167 *outStream << "Performing finite difference check on Primal-Dual KKT system"
168 << std::endl;
169
171
172 PrimalDualResidual<RealT> con(obj_hs32,eqcon_hs32,incon_hs32, *x);
173
174 con.checkApplyJacobian(*x,*v,*r,true,*outStream);
175
176 }
177
178 catch (std::logic_error& err) {
179 *outStream << err.what() << "\n";
180 errorFlag = -1000;
181 }; // end try
182
183 if (errorFlag != 0)
184 std::cout << "End Result: TEST FAILED\n";
185 else
186 std::cout << "End Result: TEST PASSED\n";
187
188
189 return 0;
190}
191
192
Vector< Real > V
Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains both inequality...
Express the Primal-Dual Interior Point gradient as an equality constraint.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
void RandomizeVector(Vector< Real > &x, const Real &lower=0.0, const Real &upper=1.0)
Fill a ROL::Vector with uniformly-distributed random numbers in the interval [lower,...
ROL::Ptr< Vector< Real > > CreatePartitionedVector(const ROL::Ptr< Vector< Real > > &a)
int main(int argc, char *argv[])
double RealT