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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