ROL
step/fletcher/test_02.cpp
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44
49#include "ROL_HS29.hpp"
50#include "ROL_Algorithm.hpp"
51#include "ROL_BoundFletcher.hpp"
52#include "ROL_Bounds.hpp"
53#include "ROL_Constraint.hpp"
55
56#include "ROL_Stream.hpp"
57#include "Teuchos_GlobalMPISession.hpp"
58
59
60typedef double RealT;
61
62int main(int argc, char *argv[]) {
63
64
65 typedef std::vector<RealT> vec;
66 typedef ROL::StdVector<RealT> SV;
67 typedef ROL::Ptr<ROL::Vector<RealT> > PtrV;
68
69 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
70
71 std::string filename = "input_ex02.xml";
72
73 auto parlist = ROL::getParametersFromXmlFile( filename );
74
75 int iprint = argc - 1;
76 ROL::Ptr<std::ostream> outStream;
77 ROL::nullstream bhs; // outputs nothing
78 if (iprint > 0)
79 outStream = ROL::makePtrFromRef(std::cout);
80 else
81 outStream = ROL::makePtrFromRef(bhs);
82
83 int errorFlag = 0;
84
85 try {
86
87 int xopt_dim = 3; // Dimension of optimization vectors
88 int ci_dim = 1; // Dimension of inequality constraint
89
90 ROL::Ptr<vec> xopt_ptr = ROL::makePtr<vec>(xopt_dim,1.0); // Feasible initial guess
91 ROL::Ptr<vec> li_ptr = ROL::makePtr<vec>(ci_dim,0.0);
92
93 PtrV xopt = ROL::makePtr<SV>(xopt_ptr);
94 PtrV li = ROL::makePtr<SV>(li_ptr);
95
96 // Original obective
99
100 ROL::Ptr<ROL::Objective<RealT> > obj_hs29 = ROL::makePtr<Objective_HS29<RealT>>();
101 ROL::Ptr<ROL::Constraint<RealT> > incon_hs29 = ROL::makePtr<InequalityConstraint_HS29<RealT>>();
102
103 ROL::Ptr<ROL::Vector<RealT> > bndc = li->clone();
104 ROL::Ptr<ROL::BoundConstraint<RealT> > bndcon = ROL::makePtr<ROL::Bounds<RealT> >(*bndc);
105
106 ROL::Ptr<vec> low_ptr = ROL::makePtr<vec>(xopt_dim, ROL::ROL_NINF<RealT>());
107 ROL::Ptr<vec> upp_ptr = ROL::makePtr<vec>(xopt_dim, ROL::ROL_INF<RealT>());
108 PtrV low = ROL::makePtr<SV>(low_ptr);
109 PtrV upp = ROL::makePtr<SV>(upp_ptr);
110 ROL::Ptr<ROL::BoundConstraint<RealT> > bndx = ROL::makePtr<ROL::Bounds<RealT> >(low, upp);
111
112 std::string stepname = "Trust Region";
113
114 ROL::OptimizationProblem<RealT> problem( obj_hs29, xopt, bndx, incon_hs29, li, bndcon );
115
116 ROL::Ptr<ROL::Objective<RealT> > obj = problem.getObjective();
117 ROL::Ptr<ROL::Constraint<RealT> > con = problem.getConstraint();
118 ROL::Ptr<ROL::BoundConstraint<RealT> > bndxs = problem.getBoundConstraint();
119 ROL::Ptr<ROL::Vector<RealT> > xs = problem.getSolutionVector();
120 ROL::Ptr<ROL::Vector<RealT> > lis = problem.getMultiplierVector();
121
122 ROL::Ptr<ROL::BoundFletcher<RealT> > fletcher_penalty = ROL::makePtr<ROL::BoundFletcher<RealT> >(obj, con, bndxs, *xs, *lis, *parlist);
123
124 ROL::Ptr<ROL::Vector<RealT> > v = xs->clone(); v->randomize();
125 std::vector<std::vector<RealT> > gCheck = fletcher_penalty->checkGradient(*xs, *v, true );
126
127 ROL::Ptr<ROL::Vector<RealT> > w = xs->clone(); w->randomize();
128 std::vector<RealT> hCheck = fletcher_penalty->checkHessSym( *xs, *v, *w, true, *outStream);
129
130 // Define algorithm.
131 // ROL::Ptr<ROL::Algorithm<RealT> > algo;
132 // algo = ROL::makePtr<ROL::Algorithm<RealT>>(stepname, *parlist);
133 // algo->run(*xs, *fletcher_penalty, *bndxs, true, *outStream);
134
135 ROL::OptimizationSolver<RealT> optSolver(problem, *parlist);
136 optSolver.solve(*outStream);
137
138 *outStream << std::endl << std::setw(20) << "Computed Minimizer" << std::endl;
139 for( int i=0;i<xopt_dim;++i ) {
140 *outStream << std::setw(20) << (*xopt_ptr)[i] << std::endl;
141 }
142
143 *outStream << "Exact minimizers: x* = (a,b,c), (a,-b,-c), (-a,b,-c), (-a,-b,c)" << std::endl;
144 *outStream << "Where a=4, b=" << 2*std::sqrt(2) << ", and c=2" << std::endl;
145
146 }
147 catch (std::logic_error& err) {
148 *outStream << err.what() << "\n";
149 errorFlag = -1000;
150 }; // end try
151
152 if (errorFlag != 0)
153 std::cout << "End Result: TEST FAILED\n";
154 else
155 std::cout << "End Result: TEST PASSED\n";
156
157 return 0;
158
159
160
161}
Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains only inequality...
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
virtual Ptr< Vector< Real > > getMultiplierVector(void)
virtual Ptr< Vector< Real > > getSolutionVector(void)
virtual Ptr< BoundConstraint< Real > > getBoundConstraint(void)
virtual Ptr< Constraint< Real > > getConstraint(void)
virtual Ptr< Objective< Real > > getObjective(void)
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.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
int main(int argc, char *argv[])
double RealT