9 #ifndef __IP_STDAUGSYSTEMSOLVER_HPP__
10 #define __IP_STDAUGSYSTEMSOLVER_HPP__
41 const std::string& prefix);
69 Index numberOfNegEVals);
ESymSolverStatus
Enum to report outcome of a linear solve.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
double w_factor_
Most recent value of W_factor.
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
void CreateAugmentedSpace(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Vector &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
Create the matrix space for the Compound Sym Matrix that represents the augmented system...
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before...
StdAugSystemSolver()
Default constructor.
SmartPtr< DiagMatrixSpace > diag_space_x_
SmartPtr< IdentityMatrixSpace > ident_space_ds_
SmartPtr< SumSymMatrixSpace > sumsym_space_x_
SmartPtr< DiagMatrixSpace > diag_space_d_
SmartPtr< CompoundVectorSpace > augmented_vector_space_
double delta_c_
Most recent value of delta_c from Set method.
double delta_x_
Most recent value of delta_x from Set method.
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
This is the base class for all derived symmetric matrix types.
Template class for Smart Pointers.
void CreateAugmentedSystem(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_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
Create the new compound sym matrix that represents the augmented system.
void operator=(const StdAugSystemSolver &)
Overloaded Equals Operator.
This class stores a list of user set options.
Base class for Solver for the augmented system.
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)
Check the internal tags and decide if the passed variables are different from what is in the augmente...
TaggedObject::Tag augsys_tag_
This is the tag of the matrix storing the augmented system.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
SmartPtr< CompoundSymMatrixSpace > augmented_system_space_
Spaces for piecing together the augmented system.
SmartPtr< DiagMatrixSpace > diag_space_s_
int Index
Type of all indices of vectors, matrices etc.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
TaggedObject::Tag w_tag_
Tag for W matrix.
SmartPtr< DiagMatrixSpace > diag_space_c_
unsigned int Tag
Type for the Tag values.
double delta_s_
Most recent value of delta_s from Set method.
double delta_d_
Most recent value of delta_d from Set method.
Solver for the augmented system for triple type matrices.
Base class for all derived symmetric linear solvers.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
SmartPtr< CompoundSymMatrix > augmented_system_
The resulting augmented matrix.
virtual ~StdAugSystemSolver()
Default destructor.
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
virtual ESymSolverStatus MultiSolve(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, std::vector< SmartPtr< const Vector > > &rhs_xV, std::vector< SmartPtr< const Vector > > &rhs_sV, std::vector< SmartPtr< const Vector > > &rhs_cV, std::vector< SmartPtr< const Vector > > &rhs_dV, std::vector< SmartPtr< Vector > > &sol_xV, std::vector< SmartPtr< Vector > > &sol_sV, std::vector< SmartPtr< Vector > > &sol_cV, std::vector< SmartPtr< Vector > > &sol_dV, bool check_NegEVals, Index numberOfNegEVals)
Set up the augmented system and solve it for a set of given right hand side - implementation for GenT...
SmartPtr< SymLinearSolver > linsolver_
The linear solver object that is to be used to solve the linear systems.
SmartPtr< const SymMatrix > old_w_
A copy of a previous W used in the augmented_system_.