1 // @HEADER 2 // ************************************************************************ 3 // 4 // Rapid Optimization Library (ROL) Package 5 // Copyright (2014) Sandia Corporation 6 // 7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 8 // license for use of this work by or on behalf of the U.S. Government. 9 // 10 // Redistribution and use in source and binary forms, with or without 11 // modification, are permitted provided that the following conditions are 12 // met: 13 // 14 // 1. Redistributions of source code must retain the above copyright 15 // notice, this list of conditions and the following disclaimer. 16 // 17 // 2. Redistributions in binary form must reproduce the above copyright 18 // notice, this list of conditions and the following disclaimer in the 19 // documentation and/or other materials provided with the distribution. 20 // 21 // 3. Neither the name of the Corporation nor the names of the 22 // contributors may be used to endorse or promote products derived from 23 // this software without specific prior written permission. 24 // 25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 36 // 37 // Questions? Contact lead developers: 38 // Drew Kouri (dpkouri@sandia.gov) and 39 // Denis Ridzal (dridzal@sandia.gov) 40 // 41 // ************************************************************************ 42 // @HEADER 43 44 /** \file 45 \brief Contains definitions for W. Hock and K. Schittkowski 5th test function. 46 \author Created by D. Ridzal and D. Kouri. 47 */ 48 49 #ifndef USE_HESSVEC 50 #define USE_HESSVEC 1 51 #endif 52 53 #ifndef ROL_HS5_HPP 54 #define ROL_HS5_HPP 55 56 #include "ROL_StdVector.hpp" 57 #include "ROL_TestProblem.hpp" 58 #include "ROL_Bounds.hpp" 59 #include "ROL_Types.hpp" 60 61 namespace ROL { 62 namespace ZOO { 63 64 /** \brief W. Hock and K. Schittkowski 5th test function. 65 */ 66 template<class Real> 67 class Objective_HS5 : public Objective<Real> { 68 69 typedef std::vector<Real> vector; 70 typedef Vector<Real> V; 71 typedef StdVector<Real> SV; 72 73 private: 74 getVector(const V & x)75 ROL::Ptr<const vector> getVector( const V& x ) { 76 77 return dynamic_cast<const SV&>(x).getVector(); 78 } 79 getVector(V & x)80 ROL::Ptr<vector> getVector( V& x ) { 81 82 return dynamic_cast<SV&>(x).getVector(); 83 } 84 85 public: Objective_HS5(void)86 Objective_HS5(void) {} 87 value(const Vector<Real> & x,Real & tol)88 Real value( const Vector<Real> &x, Real &tol ) { 89 90 ROL::Ptr<const vector> ex = getVector(x); 91 92 return std::sin((*ex)[0] + (*ex)[1]) + std::pow((*ex)[0]-(*ex)[1],2.0) - 1.5*(*ex)[0] + 2.5*(*ex)[1] + 1.0; 93 } 94 gradient(Vector<Real> & g,const Vector<Real> & x,Real & tol)95 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) { 96 97 98 ROL::Ptr<const vector> ex = getVector(x); 99 ROL::Ptr<vector> eg = getVector(g); 100 101 (*eg)[0] = std::cos((*ex)[0] + (*ex)[1]) + 2.0*((*ex)[0]-(*ex)[1]) - 1.5; 102 (*eg)[1] = std::cos((*ex)[0] + (*ex)[1]) - 2.0*((*ex)[0]-(*ex)[1]) + 2.5;; 103 } 104 #if USE_HESSVEC hessVec(Vector<Real> & hv,const Vector<Real> & v,const Vector<Real> & x,Real & tol)105 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) { 106 107 108 ROL::Ptr<const vector> ex = getVector(x); 109 ROL::Ptr<const vector> ev = getVector(v); 110 ROL::Ptr<vector> ehv = getVector(hv); 111 112 Real h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0; 113 Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0; 114 Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0; 115 Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0; 116 117 (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1]; 118 (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1]; 119 } 120 #endif invHessVec(Vector<Real> & hv,const Vector<Real> & v,const Vector<Real> & x,Real & tol)121 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) { 122 123 124 ROL::Ptr<const vector> ex = getVector(x); 125 ROL::Ptr<const vector> ev = getVector(v); 126 ROL::Ptr<vector> ehv = getVector(hv); 127 128 Real h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0; 129 Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0; 130 Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0; 131 Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0; 132 133 (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]); 134 (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]); 135 } 136 }; 137 138 template<class Real> 139 class getHS5 : public TestProblem<Real> { 140 public: getHS5(void)141 getHS5(void) {} 142 getObjective(void) const143 Ptr<Objective<Real>> getObjective(void) const { 144 // Instantiate Objective Function 145 return ROL::makePtr<Objective_HS5<Real>>(); 146 } 147 getInitialGuess(void) const148 Ptr<Vector<Real>> getInitialGuess(void) const { 149 // Problem dimension 150 int n = 2; 151 // Get Initial Guess 152 ROL::Ptr<std::vector<Real> > x0p = ROL::makePtr<std::vector<Real>>(n,0.0); 153 (*x0p)[0] = 0.0; (*x0p)[1] = 0.0; 154 return ROL::makePtr<StdVector<Real>>(x0p); 155 } 156 getSolution(const int i=0) const157 Ptr<Vector<Real>> getSolution(const int i = 0) const { 158 // Problem dimension 159 int n = 2; 160 // Get Solution 161 ROL::Ptr<std::vector<Real> > xp = ROL::makePtr<std::vector<Real>>(n,0.0); 162 (*xp)[0] = -ROL::ScalarTraits<Real>::pi()/3.0 + 1.0/2.0; (*xp)[1] = -ROL::ScalarTraits<Real>::pi()/3.0 - 1.0/2.0; 163 return ROL::makePtr<StdVector<Real>>(xp); 164 } 165 getBoundConstraint(void) const166 Ptr<BoundConstraint<Real>> getBoundConstraint(void) const { 167 // Problem dimension 168 int n = 2; 169 // Instantiate BoundConstraint 170 ROL::Ptr<std::vector<Real> > lp = ROL::makePtr<std::vector<Real>>(n,0.0); 171 (*lp)[0] = -1.5; (*lp)[1] = -3.0; 172 ROL::Ptr<Vector<Real> > l = ROL::makePtr<StdVector<Real>>(lp); 173 ROL::Ptr<std::vector<Real> > up = ROL::makePtr<std::vector<Real>>(n,0.0); 174 (*up)[0] = 4.0; (*up)[1] = 3.0; 175 ROL::Ptr<Vector<Real> > u = ROL::makePtr<StdVector<Real>>(up); 176 return ROL::makePtr<Bounds<Real>>(l,u); 177 } 178 }; 179 180 } // End ZOO Namespace 181 } // End ROL Namespace 182 183 #endif 184