step/test_03.cpp

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#define USE_HESSVEC 1

#include "ROL_TestObjectives.hpp"
#include "ROL_Algorithm.hpp"
#include "ROL_LineSearchStep.hpp"
#include "ROL_StatusTest.hpp"
#include "Teuchos_oblackholestream.hpp"
#include "Teuchos_GlobalMPISession.hpp"
#include "Teuchos_XMLParameterListHelpers.hpp"

#include <iostream>

typedef double RealT;

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

  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);

  int errorFlag  = 0;

  // *** Test body.

  try {

    std::string filename = "input.xml";
    Teuchos::RCP<Teuchos::ParameterList> parlist = Teuchos::rcp( new Teuchos::ParameterList() );
    Teuchos::updateParametersFromXmlFile( filename, parlist.ptr() );
    parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",true);
#if USE_HESSVEC
    parlist->sublist("General").set("Inexact Hessian-Times-A-Vector",false);
#endif

    // Define Status Test
    Teuchos::RCP<ROL::StatusTest<RealT> > status = Teuchos::rcp(new ROL::StatusTest<RealT>(*parlist));

    for ( ROL::ETestOptProblem prob = ROL::TESTOPTPROBLEM_HS1; prob < ROL::TESTOPTPROBLEM_LAST; prob++ ) { 
      *outStream << "\n\n" << ROL:: ETestOptProblemToString(prob)  << "\n\n";

      // Initial Guess Vector 
      Teuchos::RCP<std::vector<RealT> > x0_rcp = Teuchos::rcp( new std::vector<RealT> );
      ROL::StdVector<RealT> x0(x0_rcp);

      // Exact Solution Vector
      Teuchos::RCP<std::vector<RealT> > z_rcp  = Teuchos::rcp( new std::vector<RealT> );
      ROL::StdVector<RealT> z(z_rcp);

      // Get Objective Function
      Teuchos::RCP<ROL::Objective<RealT> >       obj = Teuchos::null;
      Teuchos::RCP<ROL::BoundConstraint<RealT> > con = Teuchos::null;
      ROL::getTestObjectives<RealT>(obj,con,x0,z,prob);

      // Get Dimension of Problem
      int dim = 
        Teuchos::rcp_const_cast<std::vector<RealT> >((Teuchos::dyn_cast<ROL::StdVector<RealT> >(x0)).getVector())->size();
      parlist->sublist("General").sublist("Krylov").set("Iteration Limit", 2*dim);

      // Check Derivatives
      Teuchos::RCP<std::vector<RealT> > d_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 1.0) );
      ROL::StdVector<RealT> d(d_rcp);
      obj->checkGradient(x0,d);
      obj->checkHessVec(x0,d);

      // Iteration Vector
      Teuchos::RCP<std::vector<RealT> > x_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
      ROL::StdVector<RealT> x(x_rcp);
      x.set(x0);

      // Error Vector
      Teuchos::RCP<std::vector<RealT> > e_rcp = Teuchos::rcp( new std::vector<RealT> (dim, 0.0) );
      ROL::StdVector<RealT> e(e_rcp);
      e.zero();

      //ROL::EDescent desc = ROL::DESCENT_STEEPEST; 
      ROL::EDescent desc = ROL::DESCENT_NEWTONKRYLOV; 
      parlist->sublist("Step").sublist("Line Search").sublist("Descent Method").set("Type", ROL::EDescentToString(desc));
      *outStream << "\n\n" << ROL::EDescentToString(desc) << "\n\n";

      // Define Step
      Teuchos::RCP<ROL::LineSearchStep<RealT> > step = Teuchos::rcp(new ROL::LineSearchStep<RealT>(*parlist));
      
      // Define Algorithm
      ROL::Algorithm<RealT> algo(step,status,false);

      // Run Algorithm
      x.set(x0);
      algo.run(x, *obj, *con, true, *outStream);

      // Compute Error
      e.set(x);
      e.axpy(-1.0,z);
      *outStream << "\nNorm of Error: " << e.norm() << "\n";
    }
  }
  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;

}