ROL
step/test_01.cpp
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43 
48 #define USE_HESSVEC 0
49 
50 #include "ROL_TestObjectives.hpp"
51 #include "ROL_Algorithm.hpp"
52 #include "ROL_LineSearchStep.hpp"
53 #include "ROL_StatusTest.hpp"
54 #include "Teuchos_oblackholestream.hpp"
55 #include "Teuchos_GlobalMPISession.hpp"
56 #include "Teuchos_XMLParameterListHelpers.hpp"
57 
58 #include <iostream>
59 
60 typedef double RealT;
61 
62 int main(int argc, char *argv[]) {
63 
64  Teuchos::GlobalMPISession mpiSession(&argc, &argv);
65 
66  // This little trick lets us print to std::cout only if a (dummy) command-line argument is provided.
67  int iprint = argc - 1;
68  Teuchos::RCP<std::ostream> outStream;
69  Teuchos::oblackholestream bhs; // outputs nothing
70  if (iprint > 0)
71  outStream = Teuchos::rcp(&std::cout, false);
72  else
73  outStream = Teuchos::rcp(&bhs, false);
74 
75  int errorFlag = 0;
76 
77  // *** Test body.
78 
79  try {
80 
81  std::string filename = "input.xml";
82  Teuchos::RCP<Teuchos::ParameterList> parlist = Teuchos::rcp( new Teuchos::ParameterList() );
83  Teuchos::updateParametersFromXmlFile( filename, parlist.ptr() );
84  parlist->sublist("General").sublist("Secant").set("Inexact Hessian-Times-A-Vector",true);
85 #if USE_HESSVEC
86  parlist->sublist("General").sublist("Secant").set("Inexact Hessian-Times-A-Vector",false);
87 #endif
88 
89  // Define Status Test
90  Teuchos::RCP<ROL::StatusTest<RealT> > status = Teuchos::rcp(new ROL::StatusTest<RealT>(*parlist));
91 
92  for ( ROL::ETestObjectives objFunc = ROL::TESTOBJECTIVES_ROSENBROCK; objFunc < ROL::TESTOBJECTIVES_LAST; objFunc++ ) {
93  *outStream << "\n\n" << ROL::ETestObjectivesToString(objFunc) << "\n\n";
94 
95  // Initial Guess Vector
96  Teuchos::RCP<std::vector<RealT> > x0_rcp = Teuchos::rcp( new std::vector<RealT> );
97  ROL::StdVector<RealT> x0(x0_rcp);
98 
99  // Exact Solution Vector
100  Teuchos::RCP<std::vector<RealT> > z_rcp = Teuchos::rcp( new std::vector<RealT> );
101  ROL::StdVector<RealT> z(z_rcp);
102 
103  // Get Objective Function
104  Teuchos::RCP<ROL::Objective<RealT> > obj = Teuchos::null;
105  ROL::getTestObjectives<RealT>(obj,x0,z,objFunc);
106 
107  // Get Dimension of Problem
108  int dim =
109  Teuchos::rcp_const_cast<std::vector<RealT> >((Teuchos::dyn_cast<ROL::StdVector<RealT> >(x0)).getVector())->size();
110  parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);
111 
112  // Iteration Vector
113  Teuchos::RCP<std::vector<RealT> > x_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
114  ROL::StdVector<RealT> x(x_rcp);
115  x.set(x0);
116 
117  // Error Vector
118  Teuchos::RCP<std::vector<RealT> > e_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
119  ROL::StdVector<RealT> e(e_rcp);
120  e.zero();
121 
122  for ( ROL::EDescent desc = ROL::DESCENT_STEEPEST; desc < ROL::DESCENT_LAST; desc++ ) {
123  parlist->sublist("Step").sublist("Line Search").sublist("Descent Method").set("Type", ROL::EDescentToString(desc));
124  if ( desc == ROL::DESCENT_NEWTON &&
125  ((objFunc == ROL::TESTOBJECTIVES_LEASTSQUARES) ||
126  (objFunc == ROL::TESTOBJECTIVES_POISSONCONTROL) ||
127  (objFunc == ROL::TESTOBJECTIVES_POISSONINVERSION)) ) {
128  parlist->sublist("Step").sublist("Line Search").sublist("Descent Method").set("Type", ROL::EDescentToString(ROL::DESCENT_NEWTONKRYLOV));
129  }
130  else {
131  *outStream << "\n\n" << ROL::EDescentToString(desc) << "\n\n";
132 
133  // Define Step
134  Teuchos::RCP<ROL::LineSearchStep<RealT> > step = Teuchos::rcp(new ROL::LineSearchStep<RealT>(*parlist));
135 
136  // Define Algorithm
137  ROL::Algorithm<RealT> algo(step,status,false);
138 
139  // Run Algorithm
140  x.set(x0);
141  algo.run(x, *obj, true, *outStream);
142 
143  // Compute Error
144  e.set(x);
145  e.axpy(-1.0,z);
146  *outStream << "\nNorm of Error: " << e.norm() << "\n";
147  //errorFlag += (int)(e.norm() < std::sqrt(ROL::ROL_EPSILON));
148  }
149  }
150  }
151  }
152  catch (std::logic_error err) {
153  *outStream << err.what() << "\n";
154  errorFlag = -1000;
155  }; // end try
156 
157  if (errorFlag != 0)
158  std::cout << "End Result: TEST FAILED\n";
159  else
160  std::cout << "End Result: TEST PASSED\n";
161 
162  return 0;
163 
164 }
165 
double RealT
int main(int argc, char *argv[])
void axpy(const Real alpha, const Vector< Real > &x)
Compute where .
Contains definitions of test objective functions.
std::string EDescentToString(EDescent tr)
Definition: ROL_Types.hpp:315
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:157
Provides the interface to compute optimization steps with line search.
Real norm() const
Returns where .
Provides the std::vector implementation of the ROL::Vector interface.
Provides an interface to run optimization algorithms.
Provides an interface to check status of optimization algorithms.
ETestObjectives
Enumeration of test objective functions.
Definition: ROL_Types.hpp:850
void set(const Vector< Real > &x)
Set where .
std::string ETestObjectivesToString(ETestObjectives to)
Definition: ROL_Types.hpp:863
virtual std::vector< std::string > run(Vector< Real > &x, Objective< Real > &obj, bool print=false, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
EDescent
Enumeration of descent direction types.
Definition: ROL_Types.hpp:306