IpIterativePardisoSolverInterface.hpp

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// Copyright (C) 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpIterativePardisoSolverInterface.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Andreas Waechter            IBM    2008-09-18
//            based on IpPardisoSolverInterface.hpp rev 1119


#ifndef __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
#define __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__

#include "IpSparseSymLinearSolverInterface.hpp"
#include "IpInexactCq.hpp"
#include "IpIterativeSolverTerminationTester.hpp"

namespace Ipopt
{

  class IterativePardisoSolverInterface: public SparseSymLinearSolverInterface
  {
  public:
    IterativePardisoSolverInterface(IterativeSolverTerminationTester& normal_tester,
                                    IterativeSolverTerminationTester& pd_tester);

    virtual ~IterativePardisoSolverInterface();

    bool InitializeImpl(const OptionsList& options,
                        const std::string& prefix);


    virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros,
        const Index *ia,
        const Index *ja);

    virtual double* GetValuesArrayPtr();

    virtual ESymSolverStatus MultiSolve(bool new_matrix,
                                        const Index* ia,
                                        const Index* ja,
                                        Index nrhs,
                                        double* rhs_vals,
                                        bool check_NegEVals,
                                        Index numberOfNegEVals);

    virtual Index NumberOfNegEVals() const;

    //* @name Options of Linear solver */

    virtual bool IncreaseQuality();

    virtual bool ProvidesInertia() const
    {
      return true;
    }
    EMatrixFormat MatrixFormat() const
    {
      return CSR_Format_1_Offset;
    }

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

  private:
    IterativePardisoSolverInterface();

    IterativePardisoSolverInterface(const IterativePardisoSolverInterface&);

    void operator=(const IterativePardisoSolverInterface&);

    Index dim_;

    Index nonzeros_;

    double* a_;

    Index negevals_;

    enum PardisoMatchingStrategy
    {
      COMPLETE,
      COMPLETE2x2,
      CONSTRAINT
    };
    PardisoMatchingStrategy match_strat_;
    bool have_symbolic_factorization_;
    bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_;
    bool pardiso_repeated_perturbation_means_singular_;
    bool skip_inertia_check_;
    Index pardiso_max_droptol_corrections_;

    Index pardiso_max_iter_;
    Number pardiso_iter_relative_tol_;
    Index pardiso_iter_coarse_size_;
    Index pardiso_iter_max_levels_;
    Number pardiso_iter_dropping_factor_;
    Number pardiso_iter_dropping_schur_;
    Index pardiso_iter_max_row_fill_;
    Number pardiso_iter_inverse_norm_factor_;

    Index normal_pardiso_max_iter_;
    Number normal_pardiso_iter_relative_tol_;
    Index normal_pardiso_iter_coarse_size_;
    Index normal_pardiso_iter_max_levels_;
    Number normal_pardiso_iter_dropping_factor_;
    Number normal_pardiso_iter_dropping_schur_;
    Index normal_pardiso_iter_max_row_fill_;
    Number normal_pardiso_iter_inverse_norm_factor_;

    Number decr_factor_;

    Number pardiso_iter_dropping_factor_used_;
    Number pardiso_iter_dropping_schur_used_;
    Number normal_pardiso_iter_dropping_factor_used_;
    Number normal_pardiso_iter_dropping_schur_used_;

    bool initialized_;

    void** PT_;
    ipfint MAXFCT_;
    ipfint MNUM_;
    ipfint MTYPE_;
    ipfint* IPARM_;
    double* DPARM_;
    ipfint MSGLVL_;

    Index debug_last_iter_;
    Index debug_cnt_;

    ESymSolverStatus SymbolicFactorization(const Index* ia,
                                           const Index* ja);

    ESymSolverStatus Factorization(const Index* ia,
                                   const Index* ja,
                                   bool check_NegEVals,
                                   Index numberOfNegEVals);

    ESymSolverStatus Solve(const Index* ia,
                           const Index* ja,
                           Index nrhs,
                           double *rhs_vals);

    InexactData& InexData()
    {
      InexactData& inexact_data =
        static_cast<InexactData&>(IpData().AdditionalData());
      DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
      return inexact_data;
    }

    InexactCq& InexCq()
    {
      InexactCq& inexact_cq =
        static_cast<InexactCq&>(IpCq().AdditionalCq());
      DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
      return inexact_cq;
    }

    SmartPtr<IterativeSolverTerminationTester> normal_tester_;

    SmartPtr<IterativeSolverTerminationTester> pd_tester_;

  };

} // namespace Ipopt
#endif