ROL_HS5.hpp

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#ifndef USE_HESSVEC 
#define USE_HESSVEC 1
#endif

#ifndef ROL_HS5_HPP
#define ROL_HS5_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_HS5 : 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_HS5(void) {}

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

      return std::sin((*ex)[0] + (*ex)[1]) + std::pow((*ex)[0]-(*ex)[1],2.0) - 1.5*(*ex)[0] + 2.5*(*ex)[1] + 1.0;
    }

    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::cos((*ex)[0] + (*ex)[1]) + 2.0*((*ex)[0]-(*ex)[1]) - 1.5;
      (*eg)[1] = std::cos((*ex)[0] + (*ex)[1]) - 2.0*((*ex)[0]-(*ex)[1]) + 2.5;;
    }
#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 h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
      Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
      Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
      Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;

      (*ehv)[0] = h11 * (*ev)[0] + h12 * (*ev)[1];
      (*ehv)[1] = h21 * (*ev)[0] + h22 * (*ev)[1];
    }
#endif
    void invHessVec( 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 h11 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
      Real h22 = -std::sin((*ex)[0] + (*ex)[1]) + 2.0;
      Real h12 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;
      Real h21 = -std::sin((*ex)[0] + (*ex)[1]) - 2.0;

      (*ehv)[0] = 1.0/(h11*h22 - h12*h21) * (h22 * (*ev)[0] - h12 * (*ev)[1]);
      (*ehv)[1] = 1.0/(h11*h22 - h12*h21) * (-h21 * (*ev)[0] + h11 * (*ev)[1]);
    }
  };

  template<class Real>
  void getHS5( 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_HS5<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->push_back(-1.5);
    l_rcp->push_back(-3.0);
    u_rcp->push_back(4.0);
    u_rcp->push_back(3.0);

    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] =  0.0;
    (*x0p)[1] =  0.0;
    // Get Solution
    (*xp)[0] = -M_PI/3.0 + 1.0/2.0;
    (*xp)[1] = -M_PI/3.0 - 1.0/2.0;
  }


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

#endif