Ipopt  3.12.10
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Ipopt::AugSystemSolver Class Referenceabstract

Base class for Solver for the augmented system. More...

#include <IpAugSystemSolver.hpp>

+ Inheritance diagram for Ipopt::AugSystemSolver:

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)=0
 overloaded from AlgorithmStrategyObject More...
 
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)
 Set up the augmented system and solve it for a given right hand side. More...
 
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)
 Like Solve, but for multiple right hand sides. More...
 
virtual Index NumberOfNegEVals () const =0
 Number of negative eigenvalues detected during last solve. More...
 
virtual bool ProvidesInertia () const =0
 Query whether inertia is computed by linear solver. More...
 
virtual bool IncreaseQuality ()=0
 Request to increase quality of solution for next solve. More...
 
Constructors/Destructors
 AugSystemSolver ()
 Default constructor. More...
 
virtual ~AugSystemSolver ()
 Default destructor. More...
 
- Public Member Functions inherited from Ipopt::AlgorithmStrategyObject
bool Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix)
 This method is called every time the algorithm starts again - it is used to reset any internal state. More...
 
bool ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 Reduced version of the Initialize method, which does not require special Ipopt information. More...
 
 AlgorithmStrategyObject ()
 Default Constructor. More...
 
virtual ~AlgorithmStrategyObject ()
 Default Destructor. More...
 
- Public Member Functions inherited from Ipopt::ReferencedObject
 ReferencedObject ()
 
virtual ~ReferencedObject ()
 
Index ReferenceCount () const
 
void AddRef (const Referencer *referencer) const
 
void ReleaseRef (const Referencer *referencer) const
 

Private Member Functions

Default Compiler Generated Methods

(Hidden to avoid implicit creation/calling).

These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.

 AugSystemSolver (const AugSystemSolver &)
 Copy Constructor. More...
 
void operator= (const AugSystemSolver &)
 Overloaded Equals Operator. More...
 

Additional Inherited Members

- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Base class for Solver for the augmented system.

This is the base class for linear solvers that solve the augmented system, which is defined as

$\left[\begin{array}{cccc} W + D_x + \delta_xI & 0 & J_c^T & J_d^T\\ 0 & D_s + \delta_sI & 0 & -I \\ J_c & 0 & D_c - \delta_cI & 0\\ J_d & -I & 0 & D_d - \delta_dI \end{array}\right] \left(\begin{array}{c}sol_x\\sol_s\\sol_c\\sol_d\end{array}\right)= \left(\begin{array}{c}rhs_x\\rhs_s\\rhs_c\\rhs_d\end{array}\right)$

Since this system might be solved repeatedly for different right hand sides, it is desirable to step the factorization of a direct linear solver if possible.

Definition at line 37 of file IpAugSystemSolver.hpp.

Constructor & Destructor Documentation

Ipopt::AugSystemSolver::AugSystemSolver ( )
inline

Default constructor.

Definition at line 43 of file IpAugSystemSolver.hpp.

virtual Ipopt::AugSystemSolver::~AugSystemSolver ( )
inlinevirtual

Default destructor.

Definition at line 46 of file IpAugSystemSolver.hpp.

Ipopt::AugSystemSolver::AugSystemSolver ( const AugSystemSolver )
private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::AugSystemSolver::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
)
pure virtual
virtual ESymSolverStatus Ipopt::AugSystemSolver::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 
)
inlinevirtual

Set up the augmented system and solve it for a given right hand side.

If desired (i.e. if check_NegEVals is true), then the solution is only computed if the number of negative eigenvalues matches numberOfNegEVals.

The return value is the return value of the linear solver object.

Reimplemented in Ipopt::AugRestoSystemSolver, Ipopt::LowRankSSAugSystemSolver, and Ipopt::LowRankAugSystemSolver.

Definition at line 61 of file IpAugSystemSolver.hpp.

virtual ESymSolverStatus Ipopt::AugSystemSolver::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 
)
inlinevirtual

Like Solve, but for multiple right hand sides.

The inheriting class has to be overload at least one of Solve and MultiSolve.

Reimplemented in Ipopt::StdAugSystemSolver, and Ipopt::GenAugSystemSolver.

Definition at line 110 of file IpAugSystemSolver.hpp.

virtual Index Ipopt::AugSystemSolver::NumberOfNegEVals ( ) const
pure virtual

Number of negative eigenvalues detected during last solve.

Returns the number of negative eigenvalues of the most recent factorized matrix. This must not be called if the linear solver does not compute this quantities (see ProvidesInertia).

Implemented in Ipopt::LowRankSSAugSystemSolver, Ipopt::StdAugSystemSolver, Ipopt::AugRestoSystemSolver, Ipopt::LowRankAugSystemSolver, and Ipopt::GenAugSystemSolver.

virtual bool Ipopt::AugSystemSolver::ProvidesInertia ( ) const
pure virtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implemented in Ipopt::AugRestoSystemSolver, Ipopt::LowRankSSAugSystemSolver, Ipopt::StdAugSystemSolver, Ipopt::LowRankAugSystemSolver, and Ipopt::GenAugSystemSolver.

virtual bool Ipopt::AugSystemSolver::IncreaseQuality ( )
pure virtual

Request to increase quality of solution for next solve.

Ask underlying linear solver to increase quality of solution for the next solve (e.g. increase pivot tolerance). Returns false, if this is not possible (e.g. maximal pivot tolerance already used.)

Implemented in Ipopt::AugRestoSystemSolver, Ipopt::LowRankSSAugSystemSolver, Ipopt::StdAugSystemSolver, Ipopt::LowRankAugSystemSolver, and Ipopt::GenAugSystemSolver.

void Ipopt::AugSystemSolver::operator= ( const AugSystemSolver )
private

Overloaded Equals Operator.


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