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4 // Rapid Optimization Library (ROL) Package
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41 // ************************************************************************
42 // @HEADER
43
44 /*! \file example_07.cpp
45 \brief Shows how to solve a steady Burgers' optimal control problem using
46 full-space methods.
47 */
48
49 #include "ROL_OptimizationSolver.hpp"
50 #include "ROL_Reduced_Objective_SimOpt.hpp"
51 #include "ROL_MonteCarloGenerator.hpp"
52 #include "ROL_ParameterList.hpp"
53
54 #include "ROL_Stream.hpp"
55 #include "Teuchos_GlobalMPISession.hpp"
56 #include "Teuchos_Comm.hpp"
57 #include "Teuchos_DefaultComm.hpp"
58 #include "Teuchos_CommHelpers.hpp"
59
60 #include <iostream>
61 #include <fstream>
62 #include <algorithm>
63
64 #include "example_07.hpp"
65
66 typedef double RealT;
67 typedef H1VectorPrimal<RealT> PrimalStateVector;
68 typedef H1VectorDual<RealT> DualStateVector;
69 typedef L2VectorPrimal<RealT> PrimalControlVector;
70 typedef L2VectorDual<RealT> DualControlVector;
71 typedef H1VectorDual<RealT> PrimalConstraintVector;
72 typedef H1VectorPrimal<RealT> DualConstraintVector;
73
main(int argc,char * argv[])74 int main(int argc, char *argv[]) {
75
76 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
77 ROL::Ptr<const Teuchos::Comm<int>> comm
78 = ROL::toPtr(Teuchos::DefaultComm<int>::getComm());
79
80 // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
81 int iprint = argc - 1;
82 bool print = (iprint>0);
83 ROL::Ptr<std::ostream> outStream;
84 ROL::nullstream bhs; // outputs nothing
85 if (print)
86 outStream = ROL::makePtrFromRef(std::cout);
87 else
88 outStream = ROL::makePtrFromRef(bhs);
89
90 bool print0 = print && !(comm->getRank());
91 ROL::Ptr<std::ostream> outStream0;
92 if (print0)
93 outStream0 = ROL::makePtrFromRef(std::cout);
94 else
95 outStream0 = ROL::makePtrFromRef(bhs);
96
97 int errorFlag = 0;
98
99 // *** Example body.
100
101 try {
102 /*************************************************************************/
103 /************* INITIALIZE BURGERS FEM CLASS ******************************/
104 /*************************************************************************/
105 int nx = 512; // Set spatial discretization.
106 RealT x = 0.0; // Set penalty parameter.
107 RealT nl = 1.0; // Nonlinearity parameter (1 = Burgers, 0 = linear).
108 RealT cH1 = 1.0; // Scale for derivative term in H1 norm.
109 RealT cL2 = 0.0; // Scale for mass term in H1 norm.
110 ROL::Ptr<BurgersFEM<RealT>> fem
111 = ROL::makePtr<BurgersFEM<RealT>>(nx,nl,cH1,cL2);
112 fem->test_inverse_mass(*outStream0);
113 fem->test_inverse_H1(*outStream0);
114 /*************************************************************************/
115 /************* INITIALIZE SIMOPT OBJECTIVE FUNCTION **********************/
116 /*************************************************************************/
117 ROL::Ptr<ROL::Objective_SimOpt<RealT>> pobj
118 = ROL::makePtr<Objective_BurgersControl<RealT>>(fem,x);
119 /*************************************************************************/
120 /************* INITIALIZE SIMOPT EQUALITY CONSTRAINT *********************/
121 /*************************************************************************/
122 bool hess = true;
123 ROL::Ptr<ROL::Constraint_SimOpt<RealT>> pcon
124 = ROL::makePtr<Constraint_BurgersControl<RealT>>(fem,hess);
125 /*************************************************************************/
126 /************* INITIALIZE VECTOR STORAGE *********************************/
127 /*************************************************************************/
128 ROL::Ptr<std::vector<RealT>> z_ptr, u_ptr, c_ptr, l_ptr;
129 z_ptr = ROL::makePtr<std::vector<RealT>>(nx+2, 0.0);
130 u_ptr = ROL::makePtr<std::vector<RealT>>(nx, 1.0);
131 c_ptr = ROL::makePtr<std::vector<RealT>>(nx, 0.0);
132 l_ptr = ROL::makePtr<std::vector<RealT>>(nx, 0.0);
133 ROL::Ptr<ROL::Vector<RealT>> zp, up, cp, lp;
134 zp = ROL::makePtr<PrimalControlVector>(z_ptr,fem);
135 up = ROL::makePtr<PrimalStateVector>(u_ptr,fem);
136 cp = ROL::makePtr<PrimalConstraintVector>(c_ptr,fem);
137 lp = ROL::makePtr<DualConstraintVector>(l_ptr,fem);
138 /*************************************************************************/
139 /************* INITIALIZE SAMPLE GENERATOR *******************************/
140 /*************************************************************************/
141 int dim = 4, nSamp = 1000;
142 std::vector<RealT> tmp(2,0.0); tmp[0] = -1.0; tmp[1] = 1.0;
143 std::vector<std::vector<RealT>> bounds(dim,tmp);
144 ROL::Ptr<ROL::BatchManager<RealT>> bman
145 = ROL::makePtr<L2VectorBatchManager<RealT,int>>(comm);
146 ROL::Ptr<ROL::SampleGenerator<RealT>> sampler
147 = ROL::makePtr<ROL::MonteCarloGenerator<RealT>>(
148 nSamp,bounds,bman,false,false,100);
149 /*************************************************************************/
150 /************* INITIALIZE OBJECTIVE FUNCTION *****************************/
151 /*************************************************************************/
152 bool storage = true, fdhess = false;
153 ROL::Ptr<ROL::Objective<RealT>> robj
154 = ROL::makePtr<ROL::Reduced_Objective_SimOpt<RealT>>(
155 pobj,pcon,up,zp,lp,storage,fdhess);
156 /*************************************************************************/
157 /************* INITIALIZE BOUND CONSTRAINTS ******************************/
158 /*************************************************************************/
159 std::vector<RealT> Zlo(nx+2,0.0), Zhi(nx+2,10.0);
160 for (int i = 0; i < nx+2; i++) {
161 if ( i < (int)((nx+2)/3) ) {
162 Zlo[i] = -1.0;
163 Zhi[i] = 1.0;
164 }
165 if ( i >= (int)((nx+2)/3) && i < (int)(2*(nx+2)/3) ) {
166 Zlo[i] = 1.0;
167 Zhi[i] = 5.0;
168 }
169 if ( i >= (int)(2*(nx+2)/3) ) {
170 Zlo[i] = 5.0;
171 Zhi[i] = 10.0;
172 }
173 }
174 ROL::Ptr<ROL::BoundConstraint<RealT>> bnd
175 = ROL::makePtr<L2BoundConstraint<RealT>>(Zlo,Zhi,fem);
176 /*************************************************************************/
177 /************* INITIALIZE RISK-AVERSE OPTIMIZATION PROBLEM ***************/
178 /*************************************************************************/
179 RealT order = 2.0, threshold = -0.85*(1.0-x);
180 ROL::Ptr<ROL::ParameterList> bpoelist = ROL::makePtr<ROL::ParameterList>();
181 bpoelist->sublist("SOL").set("Store Sampled Value and Gradient",true);
182 bpoelist->sublist("SOL").set("Stochastic Component Type","Probability");
183 bpoelist->sublist("SOL").sublist("Probability").set("Name","bPOE");
184 bpoelist->sublist("SOL").sublist("Probability").sublist("bPOE").set("Threshold",threshold);
185 bpoelist->sublist("SOL").sublist("Probability").sublist("bPOE").set("Moment Order",order);
186 ROL::OptimizationProblem<RealT> problem(robj,zp,bnd);
187 problem.setStochasticObjective(*bpoelist,sampler);
188 // CHECK OBJECTIVE DERIVATIVES
189 bool derivcheck = false;
190 if (derivcheck) {
191 problem.check(*outStream0);
192 }
193 /*************************************************************************/
194 /************* RUN OPTIMIZATION ******************************************/
195 /*************************************************************************/
196 // READ IN XML INPUT
197 std::string filename = "input.xml";
198 auto parlist = ROL::getParametersFromXmlFile( filename );
199 // RUN OPTIMIZATION
200 ROL::OptimizationSolver<RealT> solver(problem,*parlist);
201 solver.solve(*outStream);
202 /*************************************************************************/
203 /************* PRINT CONTROL AND STATE TO SCREEN *************************/
204 /*************************************************************************/
205 if ( print0 ) {
206 std::ofstream ofs;
207 ofs.open("output_example_09.txt",std::ofstream::out);
208 for ( int i = 0; i < nx+2; i++ ) {
209 ofs << std::scientific << std::setprecision(10);
210 ofs << std::setw(20) << std::left << (RealT)i/((RealT)nx+1.0);
211 ofs << std::setw(20) << std::left << (*z_ptr)[i];
212 ofs << "\n";
213 }
214 ofs.close();
215 }
216 *outStream0 << "Scalar Parameter: " << problem.getSolutionStatistic() << "\n\n";
217 }
218 catch (std::logic_error& err) {
219 *outStream << err.what() << "\n";
220 errorFlag = -1000;
221 }; // end try
222
223 comm->barrier();
224 if (errorFlag != 0)
225 std::cout << "End Result: TEST FAILED\n";
226 else
227 std::cout << "End Result: TEST PASSED\n";
228
229 return 0;
230 }
231