/usr/include/trilinos/ROL_Minimax2.hpp is in libtrilinos-rol-dev 12.12.1-5.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
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#ifndef ROL_MINIMAX2_HPP
#define ROL_MINIMAX2_HPP
#include "ROL_Objective.hpp"
#include "ROL_Vector.hpp"
#include "ROL_StdVector.hpp"
#include "Teuchos_RCP.hpp"
namespace ROL {
template<class Real>
class Minimax2 : public Objective<Real> {
typedef std::vector<Real> vector;
typedef Vector<Real> V;
typedef StdVector<Real> SV;
private:
Teuchos::RCP<const vector> getVector( const V& x ) {
using Teuchos::dyn_cast;
return dyn_cast<const SV>(x).getVector();
}
Teuchos::RCP<vector> getVector( V& x ) {
using Teuchos::dyn_cast;
return dyn_cast<SV>(x).getVector();
}
public:
Minimax2(void) {}
Real value(const Vector<Real> &x, Real &tol) {
using Teuchos::RCP;
RCP<const vector> xp = getVector(x);
Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
return std::max(f1,std::max(f2,f3));
}
void gradient(Vector<Real> &g, const Vector<Real> &x, Real &tol) {
using Teuchos::RCP;
RCP<const vector> xp = getVector(x);
RCP<vector> gp = getVector(g);
Real f1 = std::pow((*xp)[0],4.0) + std::pow((*xp)[1],2.0);
Real f2 = std::pow(2.0-(*xp)[0],2.0) + std::pow(2.0-(*xp)[1],2.0);
Real f3 = 2.0*std::exp(-(*xp)[0] + (*xp)[1]);
if ( f1 >= std::max(f2,f3) ) {
(*gp)[0] = 4.0*std::pow((*xp)[0],3.0);
(*gp)[1] = 2.0*(*xp)[1];
}
else if ( f2 >= std::max(f1,f3) ) {
(*gp)[0] = 2.0*(*xp)[0]-4.0;
(*gp)[1] = 2.0*(*xp)[1]-4.0;
}
else if ( f3 >= std::max(f1,f2) ) {
(*gp)[0] = -2.0*std::exp(-(*xp)[0]+(*xp)[1]);
(*gp)[1] = 2.0*std::exp(-(*xp)[0]+(*xp)[1]);
}
}
}; // class Minimax2
} // namespace ROL
#endif
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