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IpPDFullSpaceSolver.hpp
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1 // Copyright (C) 2004, 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpPDFullSpaceSolver.hpp 2594 2015-08-09 14:31:05Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPPDFULLSPACESOLVER_HPP__
10 #define __IPPDFULLSPACESOLVER_HPP__
11 
12 #include "IpPDSystemSolver.hpp"
13 #include "IpAugSystemSolver.hpp"
15 
16 namespace Ipopt
17 {
18 
33  {
34  public:
40  PDFullSpaceSolver(AugSystemSolver& augSysSolver,
41  PDPerturbationHandler& perturbHandler);
42 
44  virtual ~PDFullSpaceSolver();
46 
47  /* overloaded from AlgorithmStrategyObject */
48  bool InitializeImpl(const OptionsList& options,
49  const std::string& prefix);
50 
53  virtual bool Solve(Number alpha,
54  Number beta,
55  const IteratesVector& rhs,
56  IteratesVector& res,
57  bool allow_inexact=false,
58  bool improve_solution=false);
59 
62  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
64 
65  private:
79 
87 
96 
117 
119 
126  bool SolveOnce(bool resolve_unmodified,
127  bool pretend_singular,
128  const SymMatrix& W,
129  const Matrix& J_c,
130  const Matrix& J_d,
131  const Matrix& Px_L,
132  const Matrix& Px_U,
133  const Matrix& Pd_L,
134  const Matrix& Pd_U,
135  const Vector& z_L,
136  const Vector& z_U,
137  const Vector& v_L,
138  const Vector& v_U,
139  const Vector& slack_x_L,
140  const Vector& slack_x_U,
141  const Vector& slack_s_L,
142  const Vector& slack_s_U,
143  const Vector& sigma_x,
144  const Vector& sigma_s,
145  Number alpha,
146  Number beta,
147  const IteratesVector& rhs,
148  IteratesVector& res);
149 
153  void ComputeResiduals(const SymMatrix& W,
154  const Matrix& J_c,
155  const Matrix& J_d,
156  const Matrix& Px_L,
157  const Matrix& Px_U,
158  const Matrix& Pd_L,
159  const Matrix& Pd_U,
160  const Vector& z_L,
161  const Vector& z_U,
162  const Vector& v_L,
163  const Vector& v_U,
164  const Vector& slack_x_L,
165  const Vector& slack_x_U,
166  const Vector& slack_s_L,
167  const Vector& slack_s_U,
168  const Vector& sigma_x,
169  const Vector& sigma_s,
170  Number alpha,
171  Number beta,
172  const IteratesVector& rhs,
173  const IteratesVector& res,
174  IteratesVector& resid);
175 
180  const IteratesVector& res,
181  const IteratesVector& resid);
182 
186  void SinvBlrmZPTdBr(Number alpha, const Vector& S,
187  const Vector& R, const Vector& Z,
188  const Matrix& P, const Vector&g, Vector& X);
190  };
191 
192 } // namespace Ipopt
193 
194 #endif
Number ComputeResidualRatio(const IteratesVector &rhs, const IteratesVector &res, const IteratesVector &resid)
Internal function for computing the ratio of the residual compared to the right hand side and solutio...
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Specialized CompoundVector class specifically for the algorithm iterates.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
PDFullSpaceSolver()
Default Constructor.
virtual ~PDFullSpaceSolver()
Default destructor.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number residual_ratio_singular_
If the residual_ratio is larger than this value after trying to improve the solution, the linear system is assumed to be singular and modified.
Pure Primal Dual System Solver Base Class.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Vector Base Class.
Definition: IpVector.hpp:47
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
SmartPtr< PDPerturbationHandler > perturbHandler_
Pointer to the Perturbation Handler.
void SinvBlrmZPTdBr(Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Matrix &P, const Vector &g, Vector &X)
Compute .
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:23
bool augsys_improved_
Flag indicating if for the current matrix the solution quality of the augmented system solver has alr...
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
void ComputeResiduals(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Px_L, const Matrix &Px_U, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_x, const Vector &sigma_s, Number alpha, Number beta, const IteratesVector &rhs, const IteratesVector &res, IteratesVector &resid)
Internal function for computing the residual (resid) given the right hand side (rhs) and the solution...
This class stores a list of user set options.
Base class for Solver for the augmented system.
virtual bool Solve(Number alpha, Number beta, const IteratesVector &rhs, IteratesVector &res, bool allow_inexact=false, bool improve_solution=false)
Solve the primal dual system, given one right hand side.
CachedResults< void * > dummy_cache_
A dummy cache to figure out if the deltas are still up to date.
Matrix Base Class.
Definition: IpMatrix.hpp:27
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Number neg_curv_test_tol_
Tolernace for heuristic to ignore wrong inertia.
This is the implemetation of the Primal-Dual System, using the full space approach with a direct line...
SmartPtr< AugSystemSolver > augSysSolver_
Pointer to the Solver for the augmented system.
bool SolveOnce(bool resolve_unmodified, bool pretend_singular, const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Px_L, const Matrix &Px_U, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_x, const Vector &sigma_s, Number alpha, Number beta, const IteratesVector &rhs, IteratesVector &res)
Internal function for a single backsolve (which will be used for iterative refinement on the outside)...
bool neg_curv_test_reg_
Do curvature test with primal regularization.
Number residual_ratio_max_
Maximal allowed ratio of the norm of the residual over the norm of the right hand side and solution...
Number residual_improvement_factor_
Factor defining require improvement to consider iterative refinement successful.
PDFullSpaceSolver & operator=(const PDFullSpaceSolver &)
Overloaded Equals Operator.
Index max_refinement_steps_
Maximal number of iterative refinement performed per backsolve.
Index min_refinement_steps_
Minimal number of iterative refinement performed per backsolve.