55 int main(
int argc,
char *argv[]) {
60 typedef std::vector<RealT> vec;
62 typedef RCP<ROL::Vector<RealT> > RCPV;
67 Teuchos::GlobalMPISession mpiSession(&argc, &argv);
69 int iprint = argc - 1;
70 RCP<std::ostream> outStream;
71 Teuchos::oblackholestream bhs;
73 outStream = rcp(&std::cout,
false);
75 outStream = rcp(&bhs,
false);
86 RCP<vec> x_exact_rcp = rcp(
new vec(xopt_dim,0.0) );
87 (*x_exact_rcp)[xopt_dim-1] = 1.0;
89 RCP<vec> xopt_rcp = rcp(
new vec(xopt_dim,0.0) );
91 RCP<vec> le_rcp = rcp(
new vec(ce_dim,0.0) );
92 RCP<vec> li_rcp = rcp(
new vec(ci_dim,0.0) );
99 RCPV xopt = rcp(
new SV(xopt_rcp) );
100 RCPV le = rcp(
new SV(le_rcp) );
101 RCPV li = rcp(
new SV(li_rcp) );
107 RCP<ROL::Objective<RealT> > obj_hs32 = rcp(
new Objective_HS32<RealT> );
108 RCP<ROL::EqualityConstraint<RealT> > eqcon_hs32 = rcp(
new EqualityConstraint_HS32<RealT> );
109 RCP<ROL::InequalityConstraint<RealT> > incon_hs32 = rcp(
new InequalityConstraint_HS32<RealT> );
111 RCP<Teuchos::ParameterList> parlist = rcp(
new Teuchos::ParameterList);
112 std::string stepname =
"Interior Point";
118 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Initial Barrier Penalty",mu);
119 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Minimium Barrier Penalty",1e-8);
120 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Barrier Penalty Reduction Factor",factor);
121 parlist->sublist(
"Step").sublist(
"Interior Point").set(
"Subproblem Iteration Limit",30);
123 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Optimality System Solver").set(
"Nominal Relative Tolerance",1.e-4);
124 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Optimality System Solver").set(
"Fix Tolerance",
true);
125 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Tangential Subproblem Solver").set(
"Iteration Limit",20);
126 parlist->sublist(
"Step").sublist(
"Composite Step").sublist(
"Tangential Subproblem Solver").set(
"Relative Tolerance",1e-2);
127 parlist->sublist(
"Step").sublist(
"Composite Step").set(
"Output Level",0);
129 parlist->sublist(
"Status Test").set(
"Gradient Tolerance",1.e-12);
130 parlist->sublist(
"Status Test").set(
"Constraint Tolerance",1.e-8);
131 parlist->sublist(
"Status Test").set(
"Step Tolerance",1.e-8);
132 parlist->sublist(
"Status Test").set(
"Iteration Limit",100);
137 RCP<ROL::Algorithm<RealT> > algo;
140 algo->run(problem,
true,*outStream);
142 *outStream << std::endl << std::setw(20) <<
"Computed Minimizer" << std::setw(20) <<
"Exact Minimizer" << std::endl;
143 for(
int i=0;i<xopt_dim;++i ) {
144 *outStream << std::setw(20) << (*xopt_rcp)[i] << std::setw(20) << (*x_exact_rcp)[i] << std::endl;
147 catch (std::logic_error err) {
148 *outStream << err.what() <<
"\n";
153 std::cout <<
"End Result: TEST FAILED\n";
155 std::cout <<
"End Result: TEST PASSED\n";
int main(int argc, char *argv[])
Provides the std::vector implementation of the ROL::Vector interface.
Provides an interface to run optimization algorithms.
Contains definitions for W. Hock and K. Schittkowski 32nd test problem which contains both inequality...