/usr/include/trilinos/ROL

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//               Rapid Optimization Library (ROL) Package
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/** \file
    \brief  Contains definitions for W. Hock and K. Schittkowski 4th test function.
    \author Created by D. Ridzal and D. Kouri.
 */

#ifndef USE_HESSVEC 
#define USE_HESSVEC 1
#endif

#ifndef ROL_HS4_HPP
#define ROL_HS4_HPP

#include "ROL_StdVector.hpp"
#include "ROL_Objective.hpp"
#include "ROL_BoundConstraint.hpp"
#include "ROL_Types.hpp"

namespace ROL {
namespace ZOO {

  /** \brief W. Hock and K. Schittkowski 4th test function.
   */
  template<class Real>
  class Objective_HS4 : public Objective<Real> {

    typedef std::vector<Real> vector;
    typedef Vector<Real>      V;
    typedef StdVector<Real>   SV;

  private:

    Teuchos::RCP<const vector> getVector( const V& x ) {
      using Teuchos::dyn_cast;
      return dyn_cast<const SV>(x).getVector(); 
    }
   
    Teuchos::RCP<vector> getVector( V& x ) {
      using Teuchos::dyn_cast;
      return dyn_cast<SV>(x).getVector();
    }

  public:
    Objective_HS4(void) {}

    Real value( const Vector<Real> &x, Real &tol ) {
      using Teuchos::RCP;
      RCP<const vector> ex = getVector(x);    

      return 1.0/3.0 * std::pow((*ex)[0] + 1.0,3.0) + (*ex)[1];
    }

    void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
      using Teuchos::RCP;
      RCP<const vector> ex = getVector(x);
      RCP<vector> eg = getVector(g);

      (*eg)[0] = std::pow((*ex)[0] + 1.0,2.0);
      (*eg)[1] = 1.0;
    }
#if USE_HESSVEC
    void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
      using Teuchos::RCP;
      RCP<const vector> ex = getVector(x);
      RCP<const vector> ev = getVector(v);
      RCP<vector> ehv = getVector(hv);

      Real alpha = 0.0;
      (*ehv)[0] = 2.0*((*ex)[0] + 1.0)*(*ev)[0] + alpha*(*ev)[0];
      (*ehv)[1] = 0.0 + alpha*(*ev)[1];
    }
#endif
  };

template<class Real>
void getHS4( Teuchos::RCP<Objective<Real> >       &obj,
             Teuchos::RCP<BoundConstraint<Real> > &con, 
             Teuchos::RCP<Vector<Real> >          &x0,
             Teuchos::RCP<Vector<Real> >          &x ) {
  // Problem dimension
  int n = 2;

  // Get Initial Guess
  Teuchos::RCP<std::vector<Real> > x0p = Teuchos::rcp(new std::vector<Real>(n,0.0));
  (*x0p)[0] = 1.125; (*x0p)[1] = 0.125;
  x0 = Teuchos::rcp(new StdVector<Real>(x0p));

  // Get Solution
  Teuchos::RCP<std::vector<Real> > xp = Teuchos::rcp(new std::vector<Real>(n,0.0));
  (*xp)[0] = 1.0; (*xp)[1] = 0.0;
  x = Teuchos::rcp(new StdVector<Real>(xp));

  // Instantiate Objective Function
  obj = Teuchos::rcp(new Objective_HS4<Real>);
 
  // Instantiate BoundConstraint
  Teuchos::RCP<std::vector<Real> > lp = Teuchos::rcp(new std::vector<Real>(n,0.0));
  (*lp)[0] = 1.0; (*lp)[1] = 0.0;
  Teuchos::RCP<Vector<Real> > l = Teuchos::rcp(new StdVector<Real>(lp));
  Teuchos::RCP<std::vector<Real> > up = Teuchos::rcp(new std::vector<Real>(n,0.0));
  (*up)[0] = ROL_INF<Real>(); (*up)[1] = ROL_INF<Real>();
  Teuchos::RCP<Vector<Real> > u = Teuchos::rcp(new StdVector<Real>(up));
  con = Teuchos::rcp(new BoundConstraint<Real>(l,u));
}

} // End ZOO Namespace
} // End ROL Namespace

#endif
libtrilinos-rol-dev 12.10.1-3 / usr / include / trilinos / ROL_HS4.hpp
