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ClpCholeskyWssmpKKT Class Reference

WssmpKKT class for Clp Cholesky factorization. More...

#include <ClpCholeskyWssmpKKT.hpp>

+ Inheritance diagram for ClpCholeskyWssmpKKT:
+ Collaboration diagram for ClpCholeskyWssmpKKT:

Public Member Functions

Virtual methods that the derived classes provides
virtual int order (ClpInterior *model)
 Orders rows and saves pointer to matrix.and model. More...
 
virtual int symbolic ()
 Does Symbolic factorization given permutation. More...
 
virtual int factorize (const double *diagonal, int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped. More...
 
virtual void solve (double *region)
 Uses factorization to solve. More...
 
virtual void solveKKT (double *region1, double *region2, const double *diagonal, double diagonalScaleFactor)
 Uses factorization to solve. More...
 
Constructors, destructor
 ClpCholeskyWssmpKKT (int denseThreshold=-1)
 Constructor which has dense columns activated. More...
 
virtual ~ClpCholeskyWssmpKKT ()
 Destructor. More...
 
 ClpCholeskyWssmpKKT (const ClpCholeskyWssmpKKT &)
 
ClpCholeskyWssmpKKToperator= (const ClpCholeskyWssmpKKT &)
 
virtual ClpCholeskyBaseclone () const
 Clone. More...
 
- Public Member Functions inherited from ClpCholeskyBase
int status () const
 status. Returns status More...
 
int numberRowsDropped () const
 numberRowsDropped. Number of rows gone More...
 
void resetRowsDropped ()
 reset numberRowsDropped and rowsDropped. More...
 
char * rowsDropped () const
 rowsDropped - which rows are gone More...
 
double choleskyCondition () const
 choleskyCondition. More...
 
double goDense () const
 goDense i.e. use dense factoriaztion if > this (default 0.7). More...
 
void setGoDense (double value)
 goDense i.e. use dense factoriaztion if > this (default 0.7). More...
 
int rank () const
 rank. Returns rank More...
 
int numberRows () const
 Return number of rows. More...
 
CoinBigIndex size () const
 Return size. More...
 
longDoublesparseFactor () const
 Return sparseFactor. More...
 
longDoublediagonal () const
 Return diagonal. More...
 
longDoubleworkDouble () const
 Return workDouble. More...
 
bool kkt () const
 If KKT on. More...
 
void setKKT (bool yesNo)
 Set KKT. More...
 
void setIntegerParameter (int i, int value)
 Set integer parameter. More...
 
int getIntegerParameter (int i)
 get integer parameter More...
 
void setDoubleParameter (int i, double value)
 Set double parameter. More...
 
double getDoubleParameter (int i)
 get double parameter More...
 
 ClpCholeskyBase (int denseThreshold=-1)
 Constructor which has dense columns activated. More...
 
virtual ~ClpCholeskyBase ()
 Destructor (has to be public) More...
 
 ClpCholeskyBase (const ClpCholeskyBase &)
 Copy. More...
 
ClpCholeskyBaseoperator= (const ClpCholeskyBase &)
 Assignment. More...
 
int type () const
 Returns type. More...
 

Additional Inherited Members

- Protected Member Functions inherited from ClpCholeskyBase
int symbolic1 (const CoinBigIndex *Astart, const int *Arow)
 Symbolic1 - works out size without clever stuff. More...
 
void symbolic2 (const CoinBigIndex *Astart, const int *Arow)
 Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc. More...
 
void factorizePart2 (int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped in integerParam. More...
 
void solve (CoinWorkDouble *region, int type)
 solve - 1 just first half, 2 just second half - 3 both. More...
 
int preOrder (bool lowerTriangular, bool includeDiagonal, bool doKKT)
 Forms ADAT - returns nonzero if not enough memory. More...
 
void updateDense (longDouble *d, int *first)
 Updates dense part (broken out for profiling) More...
 
void setType (int type)
 Sets type. More...
 
void setModel (ClpInterior *model)
 model. More...
 
- Protected Attributes inherited from ClpCholeskyBase
int type_
 type (may be useful) if > 20 do KKT More...
 
bool doKKT_
 Doing full KKT (only used if default symbolic and factorization) More...
 
double goDense_
 Go dense at this fraction. More...
 
double choleskyCondition_
 choleskyCondition. More...
 
ClpInteriormodel_
 model. More...
 
int numberTrials_
 numberTrials. Number of trials before rejection More...
 
int numberRows_
 numberRows. Number of Rows in factorization More...
 
int status_
 status. Status of factorization More...
 
char * rowsDropped_
 rowsDropped More...
 
int * permuteInverse_
 permute inverse. More...
 
int * permute_
 main permute. More...
 
int numberRowsDropped_
 numberRowsDropped. Number of rows gone More...
 
longDoublesparseFactor_
 sparseFactor. More...
 
CoinBigIndexcholeskyStart_
 choleskyStart - element starts More...
 
int * choleskyRow_
 choleskyRow (can be shorter than sparsefactor) More...
 
CoinBigIndexindexStart_
 Index starts. More...
 
longDoublediagonal_
 Diagonal. More...
 
longDoubleworkDouble_
 double work array More...
 
int * link_
 link array More...
 
CoinBigIndexworkInteger_
 
int * clique_
 
CoinBigIndex sizeFactor_
 sizeFactor. More...
 
CoinBigIndex sizeIndex_
 Size of index array. More...
 
int firstDense_
 First dense row. More...
 
int integerParameters_ [64]
 integerParameters More...
 
double doubleParameters_ [64]
 doubleParameters; More...
 
ClpMatrixBaserowCopy_
 Row copy of matrix. More...
 
char * whichDense_
 Dense indicators. More...
 
longDoubledenseColumn_
 Dense columns (updated) More...
 
ClpCholeskyDensedense_
 Dense cholesky. More...
 
int denseThreshold_
 Dense threshold (for taking out of Cholesky) More...
 

Detailed Description

WssmpKKT class for Clp Cholesky factorization.

Definition at line 17 of file ClpCholeskyWssmpKKT.hpp.

Constructor & Destructor Documentation

ClpCholeskyWssmpKKT::ClpCholeskyWssmpKKT ( int  denseThreshold = -1)

Constructor which has dense columns activated.

Default is off.

virtual ClpCholeskyWssmpKKT::~ClpCholeskyWssmpKKT ( )
virtual

Destructor.

ClpCholeskyWssmpKKT::ClpCholeskyWssmpKKT ( const ClpCholeskyWssmpKKT )

Member Function Documentation

virtual int ClpCholeskyWssmpKKT::order ( ClpInterior model)
virtual

Orders rows and saves pointer to matrix.and model.

Returns non-zero if not enough memory

Reimplemented from ClpCholeskyBase.

virtual int ClpCholeskyWssmpKKT::symbolic ( )
virtual

Does Symbolic factorization given permutation.

This is called immediately after order. If user provides this then user must provide factorize and solve. Otherwise the default factorization is used returns non-zero if not enough memory

Reimplemented from ClpCholeskyBase.

virtual int ClpCholeskyWssmpKKT::factorize ( const double *  diagonal,
int *  rowsDropped 
)
virtual

Factorize - filling in rowsDropped and returning number dropped.

If return code negative then out of memory

Reimplemented from ClpCholeskyBase.

virtual void ClpCholeskyWssmpKKT::solve ( double *  region)
virtual

Uses factorization to solve.

Reimplemented from ClpCholeskyBase.

virtual void ClpCholeskyWssmpKKT::solveKKT ( double *  region1,
double *  region2,
const double *  diagonal,
double  diagonalScaleFactor 
)
virtual

Uses factorization to solve.

  • given as if KKT. region1 is rows+columns, region2 is rows

Reimplemented from ClpCholeskyBase.

ClpCholeskyWssmpKKT& ClpCholeskyWssmpKKT::operator= ( const ClpCholeskyWssmpKKT )
virtual ClpCholeskyBase* ClpCholeskyWssmpKKT::clone ( ) const
virtual

Clone.

Reimplemented from ClpCholeskyBase.


The documentation for this class was generated from the following file: