/usr/include/trilinos/ROL_HS24.hpp is in libtrilinos-rol-dev 12.12.1-5.
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/** \file
* \brief Contains definitions for W. Hock and K. Schittkowski 24th test problem
* which contains bound and inequality constraints.
*/
#ifndef ROL_HS24_HPP
#define ROL_HS24_HPP
#include "ROL_StdVector.hpp"
#include "ROL_Objective.hpp"
#include "ROL_InequalityConstraint.hpp"
#include "ROL_BoundConstraint.hpp"
namespace ROL {
namespace ZOO {
template<class Real>
class Objective_HS24 : public Objective<Real> {
typedef std::vector<Real> vector;
typedef Vector<Real> V;
typedef StdVector<Real> SV;
private:
const Real rt3_;
public:
Objective_HS24() : rt3_(std::sqrt(3)) {}
Real value( const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<const vector> xp = Teuchos::dyn_cast<const SV>(x).getVector();
return rt3_*(*xp)[0]*std::pow((*xp)[1],3)*((*xp)[0]-6)/81.0;
}
void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<const vector> xp = Teuchos::dyn_cast<const SV>(x).getVector();
Teuchos::RCP<vector> gp = Teuchos::dyn_cast<SV>(g).getVector();
(*gp)[0] = 2*rt3_*std::pow((*xp)[1],3)*((*xp)[0]-3)/81.0;
(*gp)[1] = rt3_*(*xp)[0]*std::pow((*xp)[1],2)*((*xp)[0]-6)/27.0;
}
void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<const vector> xp = Teuchos::dyn_cast<const SV>(x).getVector();
Teuchos::RCP<const vector> vp = Teuchos::dyn_cast<const SV>(v).getVector();
Teuchos::RCP<vector> hvp = Teuchos::dyn_cast<SV>(hv).getVector();
Real a00 = pow((*xp)[1],3)/81.0;
Real a01 = pow((*xp)[1],2)*((*xp)[0]-3)/27.0;
Real a11 = (*xp)[1]*(std::pow((*xp)[0]-3,2)-9)/27.0;
(*hvp)[0] = a00*(*vp)[0] + a01*(*vp)[1];
(*hvp)[1] = a01*(*vp)[0] + a11*(*vp)[1];
hv.scale(2*rt3_);
}
}; // class Objective_HS24
template<class Real>
class InequalityConstraint_HS24 : public InequalityConstraint<Real> {
typedef std::vector<Real> vector;
typedef Vector<Real> V;
typedef StdVector<Real> SV;
private:
const Real rt3_;
public:
InequalityConstraint_HS24() : rt3_(std::sqrt(3)) {}
void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<const vector> xp = Teuchos::dyn_cast<const SV>(x).getVector();
Teuchos::RCP<vector> cp = Teuchos::dyn_cast<SV>(c).getVector();
(*cp)[0] = (*xp)[0]/rt3_ - (*xp)[1];
(*cp)[1] = (*xp)[0] + rt3_*(*xp)[1];
(*cp)[2] = -(*xp)[0] - rt3_*(*xp)[1] + 6;
}
void applyJacobian( Vector<Real> &jv, const Vector<Real> &v,
const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<const vector> vp = Teuchos::dyn_cast<const SV>(v).getVector();
Teuchos::RCP<vector> jvp = Teuchos::dyn_cast<SV>(jv).getVector();
(*jvp)[0] = (*vp)[0]/rt3_ - (*vp)[1];
(*jvp)[1] = (*vp)[0] + rt3_*(*vp)[1];
(*jvp)[2] = -(*vp)[0] - rt3_*(*vp)[1];
}
void applyAdjointJacobian( Vector<Real> &ajv, const Vector<Real> &v,
const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<const vector> vp = Teuchos::dyn_cast<const SV>(v).getVector();
Teuchos::RCP<vector> ajvp = Teuchos::dyn_cast<SV>(ajv).getVector();
(*ajvp)[0] = rt3_*(*vp)[0]/3 + (*vp)[1] - (*vp)[2];
(*ajvp)[1] = -(*vp)[0] + rt3_*(*vp)[1] - rt3_*(*vp)[2];
}
void applyAdjointHessian( Vector<Real> &ahuv, const Vector<Real> &u,
const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
ahuv.zero();
}
}; // class InequalityConstraint_HS32
template<class Real>
Teuchos::RCP<Objective<Real> > getObjective_HS24( void ) {
return Teuchos::rcp( new Objective_HS24<Real>() );
}
template<class Real>
Teuchos::RCP<InequalityConstraint<Real> > getInequalityConstraint_HS24( void ) {
return Teuchos::rcp( new InequalityConstraint_HS24<Real>() );
}
template<class Real>
Teuchos::RCP<BoundConstraint<Real> > getBoundConstraint_HS24( void ) {
// Lower bound is zero
Teuchos::RCP<std::vector<Real> > lp = Teuchos::rcp( new std::vector<Real>(2,0.0) );
// No upper bound
Teuchos::RCP<std::vector<Real> > up = Teuchos::rcp( new std::vector<Real>(2,ROL_INF<Real>()) );
Teuchos::RCP<Vector<Real> > l = Teuchos::rcp( new StdVector<Real>(lp) );
Teuchos::RCP<Vector<Real> > u = Teuchos::rcp( new StdVector<Real>(up) );
return Teuchos::rcp( new BoundConstraint<Real>(l,u) );
}
template<class Real>
Teuchos::RCP<Vector<Real> > getInitialGuess_HS24( void ) {
Teuchos::RCP<std::vector<Real> > x0p = Teuchos::rcp( new std::vector<Real>(2) );
(*x0p)[0] = 1.0;
(*x0p)[1] = 0.5;
return Teuchos::rcp( new StdVector<Real>(x0p) );
}
template<class Real>
Teuchos::RCP<Vector<Real> > getSolution_HS24( void ) {
Teuchos::RCP<std::vector<Real> > xp = Teuchos::rcp( new std::vector<Real>(2) );
(*xp)[0] = 3.0;
(*xp)[1] = std::sqrt(3.0);
return Teuchos::rcp( new StdVector<Real>(xp) );
}
template<class Real>
Teuchos::RCP<Vector<Real> > getInequalityMultiplier_HS24( void ) {
Teuchos::RCP<std::vector<Real> > lp = Teuchos::rcp( new std::vector<Real>(3,0.0) );
return Teuchos::rcp( new StdVector<Real>(lp) );
}
} // namespace ZOO
} // namespace ROL
#endif // ROL_HS24_HPP
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