ROL_HS45.hpp

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#ifndef USE_HESSVEC 
#define USE_HESSVEC 1
#endif

#ifndef ROL_HS45_HPP
#define ROL_HS45_HPP

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

namespace ROL {
namespace ZOO {

  template<class Real>
  class Objective_HS45 : public Objective<Real> {

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

    typedef typename vector::size_type uint;

  private: 
    uint  dim_;
    Real fact_;

    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_HS45(uint dim = 5) : dim_(dim) {
      fact_ = 1.0;
      for ( uint i = 0; i < dim_; i++ ) {
        fact_ *= (Real)(i+1);
      } 
    }

    Real value( const Vector<Real> &x, Real &tol ) {
      using Teuchos::RCP;
      RCP<const vector> ex = getVector(x); 
      Real prod = 1.0;
      for ( uint i = 0; i < dim_; i++ ) {
        prod *= (*ex)[i];
      }
      return 2.0 - prod/fact_;
    }

    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);

      Real prod = 1.0;
      for ( uint j = 0; j < dim_; j++ ) {
        for ( uint i = 0; i < dim_; i++ ) {
          if ( j != i ) {
            prod *= (*ex)[i];
          }
        }
        (*eg)[j] = -prod/fact_;
        prod = 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);

      hv.zero();
      Real prod = 1.0;
      for ( uint l = 0; l < dim_; l++ ) {
        for ( uint j = 0; j < dim_; j++ ) {
          if ( l != j ) {
            for ( uint i = 0; i < dim_; i++ ) {
              if ( j != i && l != i ) { 
                prod *= (*ex)[i];
              }
            }
            (*ehv)[l] += -prod/fact_*(*ev)[j];
          }
          prod = 1.0;
        }
      }
    } 
#endif
  };

  template<class Real>
  void getHS45( Teuchos::RCP<Objective<Real> > &obj, Teuchos::RCP<BoundConstraint<Real> > &con, 
                Vector<Real> &x0, Vector<Real> &x ) {

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

    typedef typename vector::size_type uint;

    using Teuchos::RCP;
    using Teuchos::rcp;
    using Teuchos::dyn_cast;
    
    // Cast Initial Guess and Solution Vectors
    RCP<vector> x0p = dyn_cast<SV>(x0).getVector();
    RCP<vector> xp  = dyn_cast<SV>(x).getVector();

    uint n = xp->size();

    // Resize Vectors
    n = 5;
    x0p->resize(n);
    xp->resize(n);

    // Instantiate Objective Function
    obj = rcp( new Objective_HS45<Real>(n) );

    // Instantiate BoundConstraint
    RCP<vector> l_rcp = rcp( new vector(n,0.0) );
    RCP<vector> u_rcp = rcp( new vector(n,0.0) );

    for ( uint i = 0; i < n; i++ ) { 
      (*l_rcp)[i] = 0.0;
      (*u_rcp)[i] = static_cast<Real>(i+1);
    }

    RCP<V> l = rcp( new SV(l_rcp) );
    RCP<V> u = rcp( new SV(u_rcp) );
 
    con = rcp( new BoundConstraint<Real>(l,u) );

    // Get Initial Guess
    for ( uint i = 0; i < n; i++ ) {
      (*x0p)[i] =  2.0;
    }
    con->project(x0);
    // Get Solution
    for ( uint i = 0; i < n; i++ ) {
      (*xp)[i] = (Real)(i+1);
    }
  }


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

#endif