ROL
ROL_HS9.hpp
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50#ifndef ROL_HS9_HPP
51#define ROL_HS9_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_HS9 : public StdObjective<Real> {
70public:
71 Real value( const std::vector<Real> &x, Real &tol ) {
72 const Real pi(M_PI), c12(12), c16(16);
73 return std::sin(x[0]*pi/c12)*std::cos(x[1]*pi/c16);
74 }
75
76 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
77 const Real pi(M_PI), c12(12), c16(16);
78 g[0] = pi/c12*std::cos(x[0]*pi/c12)*std::cos(x[1]*pi/c16);
79 g[1] = -pi/c16*std::sin(x[0]*pi/c12)*std::sin(x[1]*pi/c16);
80 }
81
82 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
83 const Real pi(M_PI), c12(12), c16(16);
84 Real h11 = -pi/c12*pi/c12*std::sin(x[0]*pi/c12)*std::cos(x[1]*pi/c16);
85 Real h12 = -pi/c12*pi/c16*std::cos(x[0]*pi/c12)*std::sin(x[1]*pi/c16);
86 Real h22 = -pi/c16*pi/c16*std::sin(x[0]*pi/c12)*std::cos(x[1]*pi/c16);
87 hv[0] = h11*v[0] + h12*v[1];
88 hv[1] = h12*v[0] + h22*v[1];
89 }
90};
91
92template<class Real>
93class Constraint_HS9 : public StdConstraint<Real> {
94public:
96
97 void value( std::vector<Real> &c, const std::vector<Real> &x, Real &tol ) {
98 const Real c3(3), c4(4);
99 c[0] = c4*x[0] - c3*x[1];
100 }
101
102 void applyJacobian(std::vector<Real> &jv, const std::vector<Real> &v,
103 const std::vector<Real> &x, Real &tol) {
104 const Real c3(3), c4(4);
105 jv[0] = c4*v[0] - c3*v[1];
106 }
107
108 void applyAdjointJacobian( std::vector<Real> &ajv, const std::vector<Real> &v,
109 const std::vector<Real> &x, Real &tol ) {
110 const Real c3(3), c4(4);
111 ajv[0] = c4*v[0];
112 ajv[1] = -c3*v[0];
113 }
114
115 void applyAdjointHessian(std::vector<Real> &ahuv, const std::vector<Real> &u,
116 const std::vector<Real> &v, const std::vector<Real> &x,
117 Real &tol) {
118 ahuv.assign(ahuv.size(),static_cast<Real>(0));
119 }
120
121
122};
123
124template<class Real>
125class getHS9 : public TestProblem<Real> {
126public:
127 getHS9(void) {}
128
129 Ptr<Objective<Real>> getObjective(void) const {
130 // Instantiate Objective Function
131 return ROL::makePtr<Objective_HS9<Real>>();
132 }
133
134 Ptr<Vector<Real>> getInitialGuess(void) const {
135 // Problem dimension
136 int n = 2;
137 return ROL::makePtr<StdVector<Real>>(n,0.0);
138 }
139
140 Ptr<Vector<Real>> getSolution(const int i = 0) const {
141 // Problem dimension
142 int n = 2;
143 // Get Solution
144 ROL::Ptr<std::vector<Real>> xp = ROL::makePtr<std::vector<Real>>(n,0.0);
145 (*xp)[0] = static_cast<Real>(-3);
146 (*xp)[1] = static_cast<Real>(-4);
147 return ROL::makePtr<StdVector<Real>>(xp);
148 }
149
150 Ptr<Constraint<Real>> getEqualityConstraint(void) const {
151 return ROL::makePtr<Constraint_HS9<Real>>();
152 }
153
154 Ptr<Vector<Real>> getEqualityMultiplier(void) const {
155 // Problem dimension
156 int n = 1;
157 return ROL::makePtr<StdVector<Real>>(n,0.0);
158 }
159};
160
161
162
163} // End ZOO Namespace
164} // End ROL Namespace
165
166#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 applyAdjointHessian(std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:115
void value(std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:97
void applyJacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:102
void applyAdjointJacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:108
W. Hock and K. Schittkowski 9th test function.
Definition ROL_HS9.hpp:69
Real value(const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:71
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:82
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
Definition ROL_HS9.hpp:76
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS9.hpp:150
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS9.hpp:129
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS9.hpp:134
Ptr< Vector< Real > > getSolution(const int i=0) const
Definition ROL_HS9.hpp:140
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS9.hpp:154