ROL
ROL_Minimax2.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_MINIMAX2_HPP
45 #define ROL_MINIMAX2_HPP
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_Vector.hpp"
49 #include "ROL_StdVector.hpp"
50 
51 #include "Teuchos_RCP.hpp"
52 
53 namespace ROL {
54 
55 template<class Real>
56 class Minimax2 : public Objective<Real> {
57 
58  typedef std::vector<Real> vector;
59  typedef Vector<Real> V;
61 
62 private:
63 
64  Teuchos::RCP<const vector> getVector( const V& x ) {
65  using Teuchos::dyn_cast;
66  return dyn_cast<const SV>(x).getVector();
67  }
68 
69  Teuchos::RCP<vector> getVector( V& x ) {
70  using Teuchos::dyn_cast;
71  return dyn_cast<SV>(x).getVector();
72  }
73 
74 
75 
76 public:
77  Minimax2(void) {}
78 
79  Real value(const Vector<Real> &x, Real &tol) {
80 
81  using Teuchos::RCP;
82  RCP<const vector> xp = getVector(x);
83  Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
84  Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
85  Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
86  return std::max(f1,std::max(f2,f3));
87  }
88 
89  void gradient(Vector<Real> &g, const Vector<Real> &x, Real &tol) {
90 
91  using Teuchos::RCP;
92  RCP<const vector> xp = getVector(x);
93  RCP<vector> gp = getVector(g);
94 
95  Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
96  Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
97  Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
98 
99  if ( f1 >= std::max(f2,f3) ) {
100  (*gp)[0] = 4.0*std::pow((*xp)[0],3.0);
101  (*gp)[1] = 2.0*(*xp)[1];
102  }
103  else if ( f2 >= std::max(f1,f3) ) {
104  (*gp)[0] = 2.0*(*xp)[0]-4.0;
105  (*gp)[1] = 2.0*(*xp)[1]-4.0;
106  }
107  else if ( f3 >= std::max(f1,f2) ) {
108  (*gp)[0] = -2.0*std::exp(-(*xp)[0]+(*xp)[1]);
109  (*gp)[1] = 2.0*std::exp(-(*xp)[0]+(*xp)[1]);
110  }
111  }
112 }; // class Minimax2
113 
114 } // namespace ROL
115 
116 #endif
Provides the interface to evaluate objective functions.
Teuchos::RCP< const vector > getVector(const V &x)
StdVector< Real > SV
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Teuchos::RCP< vector > getVector(V &x)
Real value(const Vector< Real > &x, Real &tol)
Compute value.
std::vector< Real > vector
Vector< Real > V