ROL
function/test_14.cpp
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1// @HEADER
2// *****************************************************************************
3// Rapid Optimization Library (ROL) Package
4//
5// Copyright 2014 NTESS and the ROL contributors.
6// SPDX-License-Identifier: BSD-3-Clause
7// *****************************************************************************
8// @HEADER
9
15#include "ROL_HS41.hpp"
16#include "ROL_HS53.hpp"
17#include "ROL_HS55.hpp"
18#include "ROL_Bounds.hpp"
19#include "ROL_PolyhedralProjectionFactory.hpp"
20
21#include "ROL_Stream.hpp"
22#include "Teuchos_GlobalMPISession.hpp"
23
24typedef double RealT;
25
26int main(int argc, char *argv[]) {
27
28 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
29
30 // This little trick lets us print to std::cout only if a
31 // (dummy) command-line argument is provided.
32 int iprint = argc - 1;
33 ROL::Ptr<std::ostream> outStream;
34 ROL::nullstream bhs; // outputs nothing
35 if (iprint > 0)
36 outStream = ROL::makePtrFromRef(std::cout);
37 else
38 outStream = ROL::makePtrFromRef(bhs);
39
40 int errorFlag = 0;
41
42 try {
43 RealT tol = std::sqrt(ROL::ROL_EPSILON<RealT>());
44 RealT cnorm(0);
45 ROL::Ptr<ROL::Vector<RealT>> sol, mul, x, lam, l, u, c;
46 ROL::Ptr<ROL::Objective<RealT>> obj;
47 ROL::Ptr<ROL::Constraint<RealT>> con;
48 ROL::Ptr<ROL::BoundConstraint<RealT>> bnd;
49 ROL::Ptr<ROL::PolyhedralProjection<RealT>> proj;
50 ROL::ParameterList list;
51 list.sublist("General").set("Output Level",2);
52 std::vector<RealT> data;
53
54 *outStream << std::endl << "Hock and Schittkowski Problem #41" << std::endl << std::endl;
55 ROL::ZOO::getHS41<RealT> HS41;
56 obj = HS41.getObjective();
57 sol = HS41.getInitialGuess();
58 con = HS41.getEqualityConstraint();
59 mul = HS41.getEqualityMultiplier();
60 bnd = HS41.getBoundConstraint();
61
62 lam = mul->clone(); lam->set(*mul);
63 x = sol->clone(); x->set(*sol);
64 l = sol->clone(); l->zero();
65 u = sol->clone(); u->setScalar(static_cast<RealT>(1));
66 c = mul->dual().clone();
67
68 list.sublist("General").sublist("Polyhedral Projection").set("Type","Dai-Fletcher");
69 proj = ROL::PolyhedralProjectionFactory<RealT>(*sol,sol->dual(),bnd,con,*lam,*c,list);
70 proj->project(*x,*outStream);
71
72 con->value(*c,*x,tol);
73 cnorm = c->norm();
74
75 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(sol)->getVector();
76 *outStream << " Initial: x1 = " << data[0] << " x2 = " << data[1]
77 << " x3 = " << data[2] << std::endl;
78 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(x)->getVector();
79 *outStream << " Result: x1 = " << data[0] << " x2 = " << data[1]
80 << " x3 = " << data[2] << std::endl;
81 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(lam)->getVector();
82 *outStream << " Multiplier: l1 = " << data[0] << std::endl;
83
84 *outStream << std::endl;
85 *outStream << " is equality feasible = " << (cnorm<=tol) << std::endl
86 << " are bounds feasible = " << bnd->isFeasible(*x) << std::endl;
87
88 errorFlag += !bnd->isFeasible(*x);
89 errorFlag += (cnorm > tol);
90
91 *outStream << std::endl << "Hock and Schittkowski Problem #41" << std::endl << std::endl;
92 ROL::ZOO::getHS41<RealT> HS41a;
93 obj = HS41a.getObjective();
94 sol = HS41a.getInitialGuess();
95 con = HS41a.getEqualityConstraint();
96 mul = HS41a.getEqualityMultiplier();
97 bnd = HS41a.getBoundConstraint();
98
99 lam = mul->clone(); lam->set(*mul);
100 x = sol->clone(); x->set(*sol);
101 l = sol->clone(); l->zero();
102 u = sol->clone(); u->setScalar(static_cast<RealT>(1));
103 c = mul->dual().clone();
104
105 list.sublist("General").sublist("Polyhedral Projection").set("Type","Ridders");
106 proj = ROL::PolyhedralProjectionFactory<RealT>(*sol,sol->dual(),bnd,con,*lam,*c,list);
107 proj->project(*x,*outStream);
108
109 con->value(*c,*x,tol);
110 cnorm = c->norm();
111
112 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(sol)->getVector();
113 *outStream << " Initial: x1 = " << data[0] << " x2 = " << data[1]
114 << " x3 = " << data[2] << std::endl;
115 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(x)->getVector();
116 *outStream << " Result: x1 = " << data[0] << " x2 = " << data[1]
117 << " x3 = " << data[2] << std::endl;
118 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(lam)->getVector();
119 *outStream << " Multiplier: l1 = " << data[0] << std::endl;
120
121 *outStream << std::endl;
122 *outStream << " is equality feasible = " << (cnorm<=tol) << std::endl
123 << " are bounds feasible = " << bnd->isFeasible(*x) << std::endl;
124
125 errorFlag += !bnd->isFeasible(*x);
126 errorFlag += (cnorm > tol);
127
128 *outStream << std::endl << "Hock and Schittkowski Problem #41" << std::endl << std::endl;
129 ROL::ZOO::getHS41<RealT> HS41b;
130 obj = HS41b.getObjective();
131 sol = HS41b.getInitialGuess();
132 con = HS41b.getEqualityConstraint();
133 mul = HS41b.getEqualityMultiplier();
134 bnd = HS41b.getBoundConstraint();
135
136 lam = mul->clone(); lam->set(*mul);
137 x = sol->clone(); x->set(*sol);
138 l = sol->clone(); l->zero();
139 u = sol->clone(); u->setScalar(static_cast<RealT>(1));
140 c = mul->dual().clone();
141
142 list.sublist("General").sublist("Polyhedral Projection").set("Type","Brents");
143 proj = ROL::PolyhedralProjectionFactory<RealT>(*sol,sol->dual(),bnd,con,*lam,*c,list);
144 proj->project(*x,*outStream);
145
146 con->value(*c,*x,tol);
147 cnorm = c->norm();
148
149 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(sol)->getVector();
150 *outStream << " Initial: x1 = " << data[0] << " x2 = " << data[1]
151 << " x3 = " << data[2] << std::endl;
152 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(x)->getVector();
153 *outStream << " Result: x1 = " << data[0] << " x2 = " << data[1]
154 << " x3 = " << data[2] << std::endl;
155 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(lam)->getVector();
156 *outStream << " Multiplier: l1 = " << data[0] << std::endl;
157
158 *outStream << std::endl;
159 *outStream << " is equality feasible = " << (cnorm<=tol) << std::endl
160 << " are bounds feasible = " << bnd->isFeasible(*x) << std::endl;
161
162 errorFlag += !bnd->isFeasible(*x);
163 errorFlag += (cnorm > tol);
164
165 *outStream << std::endl << "Hock and Schittkowski Problem #53" << std::endl << std::endl;
166 ROL::ZOO::getHS53<RealT> HS53;
167 obj = HS53.getObjective();
168 sol = HS53.getInitialGuess();
169 con = HS53.getEqualityConstraint();
170 mul = HS53.getEqualityMultiplier();
171 bnd = HS53.getBoundConstraint();
172
173 lam = mul->clone(); lam->set(*mul);
174 x = sol->clone(); x->set(*sol);
175 l = sol->clone(); l->zero();
176 u = sol->clone(); u->setScalar(static_cast<RealT>(1));
177 c = mul->dual().clone();
178
179 list.sublist("General").sublist("Polyhedral Projection").set("Type","Dykstra");
180 proj = ROL::PolyhedralProjectionFactory<RealT>(*sol,sol->dual(),bnd,con,*lam,*c,list);
181 proj->project(*x,*outStream);
182
183 con->value(*c,*x,tol);
184 cnorm = c->norm();
185
186 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(sol)->getVector();
187 *outStream << " Initial: x1 = " << data[0] << " x2 = " << data[1]
188 << " x3 = " << data[2] << " x4 = " << data[3]
189 << " x5 = " << data[4] << std::endl;
190 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(x)->getVector();
191 *outStream << " Result: x1 = " << data[0] << " x2 = " << data[1]
192 << " x3 = " << data[2] << " x4 = " << data[3]
193 << " x5 = " << data[4] << std::endl;
194 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(lam)->getVector();
195 *outStream << " Multiplier: l1 = " << data[0] << " l2 = " << data[1]
196 << " l3 = " << data[2] << std::endl;
197
198 *outStream << std::endl;
199 *outStream << " is equality feasible = " << (cnorm<=tol) << std::endl
200 << " are bounds feasible = " << bnd->isFeasible(*x) << std::endl;
201
202 errorFlag += !bnd->isFeasible(*x);
203 errorFlag += (cnorm > tol);
204
205 *outStream << std::endl << "Hock and Schittkowski Problem #53" << std::endl << std::endl;
206 ROL::ZOO::getHS53<RealT> HS53a;
207 obj = HS53a.getObjective();
208 sol = HS53a.getInitialGuess();
209 con = HS53a.getEqualityConstraint();
210 mul = HS53a.getEqualityMultiplier();
211 bnd = HS53a.getBoundConstraint();
212
213 lam = mul->clone(); lam->set(*mul);
214 x = sol->clone(); x->set(*sol);
215 l = sol->clone(); l->zero();
216 u = sol->clone(); u->setScalar(static_cast<RealT>(1));
217 c = mul->dual().clone();
218
219 list.sublist("General").sublist("Polyhedral Projection").set("Type","Douglas-Rachford");
220 proj = ROL::PolyhedralProjectionFactory<RealT>(*sol,sol->dual(),bnd,con,*lam,*c,list);
221 proj->project(*x,*outStream);
222
223 con->value(*c,*x,tol);
224 cnorm = c->norm();
225
226 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(sol)->getVector();
227 *outStream << " Initial: x1 = " << data[0] << " x2 = " << data[1]
228 << " x3 = " << data[2] << " x4 = " << data[3]
229 << " x5 = " << data[4] << std::endl;
230 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(x)->getVector();
231 *outStream << " Result: x1 = " << data[0] << " x2 = " << data[1]
232 << " x3 = " << data[2] << " x4 = " << data[3]
233 << " x5 = " << data[4] << std::endl;
234 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(lam)->getVector();
235 *outStream << " Multiplier: l1 = " << data[0] << " l2 = " << data[1]
236 << " l3 = " << data[2] << std::endl;
237
238 *outStream << std::endl;
239 *outStream << " is equality feasible = " << (cnorm<=tol) << std::endl
240 << " are bounds feasible = " << bnd->isFeasible(*x) << std::endl;
241
242 errorFlag += !bnd->isFeasible(*x);
243 errorFlag += (cnorm > tol);
244
245 *outStream << std::endl << "Hock and Schittkowski Problem #55" << std::endl << std::endl;
246 ROL::ZOO::getHS55<RealT> HS55;
247 obj = HS55.getObjective();
248 sol = HS55.getInitialGuess();
249 con = HS55.getEqualityConstraint();
250 mul = HS55.getEqualityMultiplier();
251 bnd = HS55.getBoundConstraint();
252
253 //ROL::Ptr<ROL::OptimizationProblem<RealT>> problem;
254 //ROL::Ptr<ROL::Vector<RealT>> xt;
255 //std::vector<ROL::Ptr<ROL::Vector<RealT>>> xv;
256 //HS55.get(problem,xt,xv);
257 //problem->check(*outStream);
258
259 lam = mul->clone(); lam->set(*mul);
260 x = sol->clone(); x->set(*sol);
261 l = sol->clone(); l->zero();
262 u = sol->clone(); u->setScalar(static_cast<RealT>(1));
263 c = mul->dual().clone();
264
265 list.sublist("General").sublist("Polyhedral Projection").set("Type","Semismooth Newton");
266 proj = ROL::PolyhedralProjectionFactory<RealT>(*sol,sol->dual(),bnd,con,*lam,*c,list);
267 proj->project(*x,*outStream);
268
269 con->value(*c,*x,tol);
270 cnorm = c->norm();
271
272 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(sol)->getVector();
273 *outStream << " Initial: x1 = " << data[0] << " x2 = " << data[1]
274 << " x3 = " << data[2] << " x4 = " << data[3]
275 << " x5 = " << data[4] << " x6 = " << data[5] << std::endl;
276 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(x)->getVector();
277 *outStream << " Result: x1 = " << data[0] << " x2 = " << data[1]
278 << " x3 = " << data[2] << " x4 = " << data[3]
279 << " x5 = " << data[4] << " x6 = " << data[5] << std::endl;
280 data = *ROL::staticPtrCast<ROL::StdVector<RealT>>(lam)->getVector();
281 *outStream << " Multiplier: l1 = " << data[0] << " l2 = " << data[1]
282 << " l3 = " << data[2] << " l4 = " << data[3]
283 << " l5 = " << data[4] << " l6 = " << data[5] << std::endl;
284
285 *outStream << std::endl;
286 *outStream << " is equality feasible = " << (cnorm<=tol) << std::endl
287 << " are bounds feasible = " << bnd->isFeasible(*x) << std::endl;
288 *outStream << std::endl;
289
290 errorFlag += !bnd->isFeasible(*x);
291 errorFlag += (cnorm > tol);
292 }
293
294 catch (std::logic_error& err) {
295 *outStream << err.what() << "\n";
296 errorFlag = -1000;
297 }; // end try
298
299 if (errorFlag != 0)
300 std::cout << "End Result: TEST FAILED\n";
301 else
302 std::cout << "End Result: TEST PASSED\n";
303
304 return 0;
305}
306
ROL_Bounds.hpp
ROL_HS41.hpp
Contains definitions for W. Hock and K. Schittkowski 41th test function.
ROL_HS53.hpp
Contains definitions for W. Hock and K. Schittkowski 53th test function.
ROL_HS55.hpp
Contains definitions for W. Hock and K. Schittkowski 55th test function.
ROL_PolyhedralProjectionFactory.hpp
ROL_Stream.hpp
Defines a no-output stream class ROL::NullStream and a function makeStreamPtr which either wraps a re...
ROL::ZOO::getHS41::getBoundConstraint
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS41.hpp:119
ROL::ZOO::getHS41::getEqualityConstraint
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS41.hpp:110
ROL::ZOO::getHS41::getInitialGuess
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS41.hpp:97
ROL::ZOO::getHS41::getObjective
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS41.hpp:93
ROL::ZOO::getHS41::getEqualityMultiplier
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS41.hpp:114
ROL::ZOO::getHS53::getBoundConstraint
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS53.hpp:132
ROL::ZOO::getHS53::getObjective
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS53.hpp:103
ROL::ZOO::getHS53::getEqualityConstraint
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS53.hpp:123
ROL::ZOO::getHS53::getInitialGuess
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS53.hpp:107
ROL::ZOO::getHS53::getEqualityMultiplier
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS53.hpp:127
ROL::ZOO::getHS55::getEqualityConstraint
Ptr< Constraint< Real > > getEqualityConstraint(void) const
Definition ROL_HS55.hpp:141
ROL::ZOO::getHS55::getBoundConstraint
Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Definition ROL_HS55.hpp:150
ROL::ZOO::getHS55::getEqualityMultiplier
Ptr< Vector< Real > > getEqualityMultiplier(void) const
Definition ROL_HS55.hpp:145
ROL::ZOO::getHS55::getObjective
Ptr< Objective< Real > > getObjective(void) const
Definition ROL_HS55.hpp:113
ROL::ZOO::getHS55::getInitialGuess
Ptr< Vector< Real > > getInitialGuess(void) const
Definition ROL_HS55.hpp:117
RealT
double RealT
Definition function/constraint/test_01.cpp:29
main
int main(int argc, char *argv[])
Definition function/test_14.cpp:26
RealT
double RealT
Definition function/test_14.cpp:24
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