step/test_08.cpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER

 
#include "ROL_GlobalMPISession.hpp"
 
#include "ROL_HS29.hpp"
#include "ROL_Algorithm.hpp"
 
typedef double RealT;
 
int main(int argc, char *argv[]) {
 
  
   
 
  typedef std::vector<RealT>            vec;
  typedef ROL::StdVector<RealT>         SV;
 
  ROL::GlobalMPISession mpiSession(&argc, &argv);
 
  int iprint     = argc - 1;
  ROL::Ptr<std::ostream> outStream;
  ROL::nullstream bhs; // outputs nothing
  if (iprint > 0)
    outStream = ROL::makePtrFromRef(std::cout);
  else
    outStream = ROL::makePtrFromRef(bhs);
 
  int errorFlag = 0;
 
  try {
 
    int xopt_dim  = 3; // Dimension of optimization vectors
    int ci_dim    = 1; // Dimension of inequality constraint
 
    ROL::Ptr<vec> xopt_ptr = ROL::makePtr<vec>(xopt_dim,1.0); // Feasible initial guess
 
    ROL::Ptr<vec> li_ptr  = ROL::makePtr<vec>(ci_dim,0.0);
 
    ROL::PtrV xopt = ROL::makePtr<SV>(xopt_ptr);
    ROL::PtrV li   = ROL::makePtr<SV>(li_ptr);
 
    // Original obective
    using ROL::ZOO::Objective_HS29;
    using ROL::ZOO::InequalityConstraint_HS29;
    
    auto obj_hs29 = ROL::makePtr<Objective_HS29<RealT>>();
    auto incon_hs29 = ROL::makePtr<InequalityConstraint_HS29<RealT>>();
 
    
    std::string stepname = "Interior Point"; 
 
    RealT mu = 0.1;            // Initial penalty parameter
    RealT factor = 0.1;        // Penalty reduction factor
 
    // Set solver parameters
    parlist->sublist("General").set("Print Verbosity",1);
    
    parlist->sublist("Step").sublist("Interior Point").set("Initial Barrier Penalty",mu);
    parlist->sublist("Step").sublist("Interior Point").set("Minimium Barrier Penalty",1e-8);
    parlist->sublist("Step").sublist("Interior Point").set("Barrier Penalty Reduction Factor",factor);
    parlist->sublist("Step").sublist("Interior Point").set("Subproblem Iteration Limit",30);
 
    parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Nominal Relative Tolerance",1.e-4);
    parlist->sublist("Step").sublist("Composite Step").sublist("Optimality System Solver").set("Fix Tolerance",true);
    parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Iteration Limit",20);
    parlist->sublist("Step").sublist("Composite Step").sublist("Tangential Subproblem Solver").set("Relative Tolerance",1e-2);
    parlist->sublist("Step").sublist("Composite Step").set("Output Level",0);
 
    parlist->sublist("Status Test").set("Gradient Tolerance",1.e-12);
    parlist->sublist("Status Test").set("Constraint Tolerance",1.e-8);
    parlist->sublist("Status Test").set("Step Tolerance",1.e-8);
    parlist->sublist("Status Test").set("Iteration Limit",100);
 
    ROL::OptimizationProblem<RealT> problem( obj_hs29, xopt, incon_hs29, li, parlist);  
    
    // Define algorithm.
    ROL::Ptr<ROL::Algorithm<RealT> > algo;    
    algo = ROL::makePtr<ROL::Algorithm<RealT>>(stepname,*parlist);
 
    algo->run(problem,true,*outStream);   
 
 
 
    *outStream << std::endl << std::setw(20) << "Computed Minimizer" << std::endl;
    for( int i=0;i<xopt_dim;++i ) {   
      *outStream << std::setw(20) << (*xopt_ptr)[i] << std::endl;
    }
 
    *outStream << "Exact minimizers: x* = (a,b,c), (a,-b,-c), (-a,b,-c), (-a,-b,c)" << std::endl;
    *outStream << "Where a=4, b=" << 2*std::sqrt(2) << ", and c=2" << std::endl;
 
  }
  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;
 
   
 
}