function/test_02.cpp

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#include "ROL_StdVector.hpp"
#include "ROL_LogBarrierObjective.hpp"
#include "Teuchos_oblackholestream.hpp"
#include "Teuchos_GlobalMPISession.hpp"

typedef double RealT; 

int main(int argc, char *argv[]) {

  using Teuchos::RCP;
  using Teuchos::rcp;

  typedef std::vector<RealT>                vector;
  typedef ROL::StdVector<RealT>             StdVector;
  typedef Teuchos::RCP<ROL::Vector<RealT> > PVector;

  Teuchos::GlobalMPISession mpiSession(&argc, &argv);

  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
  int iprint     = argc - 1;
  Teuchos::RCP<std::ostream> outStream;
  Teuchos::oblackholestream bhs; // outputs nothing
  if (iprint > 0)
    outStream = Teuchos::rcp(&std::cout, false);
  else
    outStream = Teuchos::rcp(&bhs, false);

  // Save the format state of the original std::cout.
  Teuchos::oblackholestream oldFormatState;
  oldFormatState.copyfmt(std::cout);

  int errorFlag  = 0;

  // Specify interval on which to generate uniform random numbers.
  RealT left = 0.1, right = 1.1;

  // *** Test body.

  try {

    int dim = 1;
    RCP<vector>  x_rcp = rcp( new vector(dim,0.0) );
    RCP<vector>  y_rcp = rcp( new vector(dim,0.0) );
    RCP<vector>  v_rcp = rcp( new vector(dim,0.0) );
    RCP<vector>  d_rcp = rcp( new vector(dim,0.0) );
    RCP<vector> gx_rcp = rcp( new vector(dim,0.0) );    
    RCP<vector> gy_rcp = rcp( new vector(dim,0.0) );
    RCP<vector> hv_rcp = rcp( new vector(dim,0.0) );

    for( int i=0; i<dim; ++i ) {
      (*x_rcp)[i] = 2+( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*d_rcp)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*v_rcp)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
    }

    StdVector  x( x_rcp);
    StdVector  y( y_rcp);
    StdVector  v( v_rcp);
    StdVector  d( d_rcp);
    StdVector gx(gx_rcp);
    StdVector gy(gy_rcp); 
    StdVector hv(hv_rcp);

    // Fixed difference step size
    RealT delta = 1.e-7; 

    y.set(x);         // y = x
    y.axpy(delta,d);  // y = x+delta*d

    ROL::LogBarrierObjective<RealT> obj;
 
    // Do step size sweep
    obj.checkGradient(x, d, true, *outStream);                             *outStream << "\n"; 
    obj.checkHessVec(x, v, true, *outStream);                              *outStream << "\n";



    RealT tol = 0;

    // Compute objective at x and y
    RealT fx = obj.value(x,tol);
    RealT fy = obj.value(y,tol);
    
    // Compute gradient at x and y
    obj.gradient(gx,x,tol);
    obj.gradient(gy,y,tol);

    // Compute action of Hessian on v at x
    obj.hessVec(hv,v,x,tol);

    // FD gradient error 
    RealT graderr = (fy - fx)/delta - gx.dot(d);

    // FD Hessian error
    PVector dg = gx.clone();
    dg->set(gy);
    dg->axpy(-1.0,gx);
    
    RealT hesserr = ( dg->dot(v) )/delta - hv.dot(d);

    if( std::abs(graderr) > 1e-8 ) {
      ++errorFlag;
    }

    if( std::abs(hesserr) > 1e-8 ) {
      ++errorFlag;
    }

  }   
  catch (std::logic_error err) {
    *outStream << err.what() << "\n";
    errorFlag = -1000;
  }; // end try

  if (errorFlag != 0)
    std::cout << "End Result: TEST FAILED\n";
  else
    std::cout << "End Result: TEST PASSED\n";

  return 0;


}