test_08.cpp

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#include "Teuchos_getConst.hpp"
#include "ROL_HS29.hpp"
#include "ROL_LogBarrierObjective.hpp"
#include "ROL_InteriorPoint.hpp"

typedef double RealT;

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

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

  typedef std::vector<RealT>            vec;
  typedef ROL::StdVector<RealT>         SV;
  typedef RCP<ROL::Vector<RealT> >      RCPV;

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

  int iprint     = argc - 1;
  RCP<std::ostream> outStream;
  Teuchos::oblackholestream bhs; // outputs nothing
  if (iprint > 0)
    outStream = rcp(&std::cout, false);
  else
    outStream = rcp(&bhs, false);

  int errorFlag = 0;

  try {

    int xopt_dim  = 3; // Dimension of optimization vectors
    int ci_dim    = 1; // Dimension of inequality constraint

    RCP<vec> xopt_rcp = rcp( new vec(xopt_dim,1.0) ); // Feasible initial guess
    RCP<vec> dopt_rcp = rcp( new vec(xopt_dim,0.0) );
    RCP<vec> vopt_rcp = rcp( new vec(xopt_dim,0.0) );

    RCP<vec> vic_rcp  = rcp( new vec(ci_dim,0.0) );
    RCP<vec> vil_rcp  = rcp( new vec(ci_dim,0.0) );

    // Slack variables
    RCP<vec> xs_rcp = rcp( new vec(ci_dim,1.0) );    
    RCP<vec> vs_rcp = rcp( new vec(ci_dim,0.0) );
    RCP<vec> ds_rcp = rcp( new vec(ci_dim,0.0) );

    RealT left = -1e0, right = 1e0;
    for (int i=0; i<xopt_dim; i++) {
      (*dopt_rcp)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*vopt_rcp)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
    }    

    for (int i=0; i<ci_dim; i++) {
      (*vic_rcp)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*vil_rcp)[i] = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*vs_rcp)[i]  = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
      (*ds_rcp)[i]  = ( (RealT)rand() / (RealT)RAND_MAX ) * (right - left) + left;
    }   

    RCPV xopt = rcp( new SV(xopt_rcp) );
    RCPV dopt = rcp( new SV(dopt_rcp) );
    RCPV vopt = rcp( new SV(vopt_rcp) );
    RCPV vic  = rcp( new SV(vic_rcp) );
    RCPV vil  = rcp( new SV(vil_rcp) );
    RCPV xs   = rcp( new SV(xs_rcp) );
    RCPV vs   = rcp( new SV(vs_rcp) );
    RCPV ds   = rcp( new SV(ds_rcp) );

    // Partitioned vectors of optimization and slack variables
    RCPV x  = CreatePartitionedVector(xopt,xs);
    RCPV v  = CreatePartitionedVector(vopt,vs);
    RCPV d  = CreatePartitionedVector(dopt,ds);
    RCPV vc = CreatePartitionedVector(vic);
    RCPV vl = CreatePartitionedVector(vil);

    // Original obective
    RCP<ROL::Objective<RealT> > obj_hs29 = rcp( new ROL::ZOO::Objective_HS29<RealT> );

    // Barrier objective
    RCP<ROL::Objective<RealT> > barrier = rcp( new ROL::LogBarrierObjective<RealT> );

    // Interior Point objective
    RCP<ROL::Objective<RealT> > ipobj = 
      rcp( new ROL::InteriorPointObjective<RealT>(obj_hs29,barrier,1.0) );

    RCP<ROL::EqualityConstraint<RealT> > incon_hs29 = 
      rcp( new ROL::ZOO::InequalityConstraint_HS29<RealT> );

    // Interior point constraint
    RCP<ROL::EqualityConstraint<RealT> > ipcon = 
      rcp( new ROL::InteriorPointEqualityConstraint<RealT>(incon_hs29) );

    *outStream << "\nChecking individual objectives and constraints separately\n" << std::endl;

    *outStream << "\nObjective\n" << std::endl;
    obj_hs29->checkGradient(*xopt,*dopt,true,*outStream);
    obj_hs29->checkHessVec(*xopt,*vopt,true,*outStream);

    *outStream << "\nInequality Constraint\n" << std::endl;
    incon_hs29->checkApplyJacobian(*xopt,*vopt,*vic,true,*outStream); 
    incon_hs29->checkApplyAdjointJacobian(*xopt,*vil,*vic,*xopt,true,*outStream); 
    incon_hs29->checkApplyAdjointHessian(*xopt,*vil,*dopt,*xopt,true,*outStream);     

    *outStream << "\nCheck Interior Point objective\n" << std::endl;
    ipobj->checkGradient(*x,*d,true,*outStream);
    ipobj->checkHessVec(*x,*v,true,*outStream);

    *outStream << "\nCheck Interior Point constraints\n" << std::endl;
    ipcon->checkApplyJacobian(*x,*v,*vc,true,*outStream);
    ipcon->checkApplyAdjointJacobian(*x,*vl,*vc,*x,true,*outStream);
    ipcon->checkApplyAdjointHessian(*x,*vl,*d,*x,true,*outStream);    

  }
  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;

   

}