IpLowRankSSAugSystemSolver.hpp

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// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpLowRankSSAugSystemSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Andreas Waechter                IBM    2009-11-05
//              (based on IpLowRankAugSystemSolver.hpp rev 1324)

#ifndef __IP_LOWRANKSSAUGSYSTEMSOLVER_HPP__
#define __IP_LOWRANKSSAUGSYSTEMSOLVER_HPP__

#include "IpAugSystemSolver.hpp"
#include "IpDiagMatrix.hpp"
#include "IpCompoundMatrix.hpp"
#include "IpCompoundVector.hpp"
#include "IpExpandedMultiVectorMatrix.hpp"

namespace Ipopt
{

  class LowRankSSAugSystemSolver : public AugSystemSolver
  {
  public:
    LowRankSSAugSystemSolver(AugSystemSolver& aug_system_solver,
                 Index max_rank);

    virtual ~LowRankSSAugSystemSolver();

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

    virtual ESymSolverStatus Solve(
      const SymMatrix* W,
      double W_factor,
      const Vector* D_x,
      double delta_x,
      const Vector* D_s,
      double delta_s,
      const Matrix* J_c,
      const Vector* D_c,
      double delta_c,
      const Matrix* J_d,
      const Vector* D_d,
      double delta_d,
      const Vector& rhs_x,
      const Vector& rhs_s,
      const Vector& rhs_c,
      const Vector& rhs_d,
      Vector& sol_x,
      Vector& sol_s,
      Vector& sol_c,
      Vector& sol_d,
      bool check_NegEVals,
      Index numberOfNegEVals);

    virtual Index NumberOfNegEVals() const;

    virtual bool ProvidesInertia() const;

    virtual bool IncreaseQuality();

  private:
    LowRankSSAugSystemSolver();
    LowRankSSAugSystemSolver(const LowRankSSAugSystemSolver&);

    void operator=(const LowRankSSAugSystemSolver&);

    SmartPtr<AugSystemSolver> aug_system_solver_;

    Index max_rank_;

    TaggedObject::Tag w_tag_;
    double w_factor_;
    TaggedObject::Tag d_x_tag_;
    double delta_x_;
    TaggedObject::Tag d_s_tag_;
    double delta_s_;
    TaggedObject::Tag j_c_tag_;
    TaggedObject::Tag d_c_tag_;
    double delta_c_;
    TaggedObject::Tag j_d_tag_;
    TaggedObject::Tag d_d_tag_;
    double delta_d_;

    bool first_call_;

    SmartPtr<DiagMatrix> Wdiag_;
    SmartPtr<ExpandedMultiVectorMatrix> expanded_vu_;
    SmartPtr<CompoundMatrix> J_c_ext_;
    SmartPtr<CompoundVector> D_c_ext_;
    SmartPtr<CompoundVectorSpace> y_c_ext_space_;
    Index negEvalsCorrection_;

    Index num_neg_evals_;

    ESymSolverStatus UpdateExtendedData(
      const SymMatrix* W,
      double W_factor,
      const Vector* D_x,
      double delta_x,
      const Vector* D_s,
      double delta_s,
      const Matrix& J_c,
      const Vector* D_c,
      double delta_c,
      const Matrix& J_d,
      const Vector* D_d,
      double delta_d,
      const Vector& proto_rhs_x,
      const Vector& proto_rhs_s,
      const Vector& proto_rhs_c,
      const Vector& proto_rhs_d);

    bool AugmentedSystemRequiresChange(
      const SymMatrix* W,
      double W_factor,
      const Vector* D_x,
      double delta_x,
      const Vector* D_s,
      double delta_s,
      const Matrix& J_c,
      const Vector* D_c,
      double delta_c,
      const Matrix& J_d,
      const Vector* D_d,
      double delta_d);

  };

} // namespace Ipopt

#endif