ROL_HS4.hpp

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#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 {

  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, 
                Vector<Real> &x0, Vector<Real> &x ) {

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

    int n = xp->size();
    // Resize Vectors
    n = 2;
    x0p->resize(n);
    xp->resize(n);
    // Instantiate Objective Function
    obj = rcp( new Objective_HS4<Real> );
   
    // Instantiate BoundConstraint
    RCP<vector> l_rcp = rcp( new vector(n,0.0) );
    RCP<vector> u_rcp = rcp( new vector(n,0.0) );

    (*l_rcp)[0] = 1.0;
    (*l_rcp)[1] = 0.0;
    (*u_rcp)[0] = 0.1*ROL_OVERFLOW;
    (*u_rcp)[1] = 0.1*ROL_OVERFLOW;

    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
    (*x0p)[0] =  1.125;
    (*x0p)[1] =  0.125;
    // Get Solution
    (*xp)[0] = 1.0;
    (*xp)[1] = 0.0;
  }


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

#endif