Solver for the augmented system using GenKKTSolverInterfaces. More...

#include <IpGenAugSystemSolver.hpp>

Inheritance diagram for Ipopt::GenAugSystemSolver:

Public Member Functions
bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject 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)
	Set up the augmented system and solve it for a set of given right hand side - implementation for GenTMatrices and SymTMatrices. More...

virtual Index	NumberOfNegEVals () const
	Number of negative eigenvalues detected during last solve. More...

virtual bool	ProvidesInertia () const
	Query whether inertia is computed by linear solver. More...

virtual bool	IncreaseQuality ()
	Request to increase quality of solution for next solve. More...

Constructors/Destructors
	GenAugSystemSolver (GenKKTSolverInterface &SolverInterface)
	Constructor using only a linear solver object. More...

virtual	~GenAugSystemSolver ()
	Default destructor. More...

Public Member Functions inherited from Ipopt::AugSystemSolver
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...

	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
bool	AugmentedSystemChanged (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 augmented_system_. More...

void	UpdateTags (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)

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.
	GenAugSystemSolver ()
	Default constructor. More...

	GenAugSystemSolver (const GenAugSystemSolver &)
	Copy Constructor. More...

void	operator= (const GenAugSystemSolver &)
	Overloaded Equals Operator. More...

Private Attributes
SmartPtr< GenKKTSolverInterface >	solver_interface_
	The linear solver object that is to be used to solve the linear systems. More...

Tags and values to track in order to decide whether the
matrix has to be updated compared to the most recent call of the Set method.
TaggedObject::Tag	w_tag_
	Tag for W matrix. More...

double	w_factor_
	Most recent value of W_factor. More...

TaggedObject::Tag	d_x_tag_
	Tag for D_x vector, representing the diagonal matrix D_x. More...

double	delta_x_
	Most recent value of delta_x from Set method. More...

TaggedObject::Tag	d_s_tag_
	Tag for D_s vector, representing the diagonal matrix D_s. More...

double	delta_s_
	Most recent value of delta_s from Set method. More...

TaggedObject::Tag	j_c_tag_
	Tag for J_c matrix. More...

TaggedObject::Tag	d_c_tag_
	Tag for D_c vector, representing the diagonal matrix D_c. More...

double	delta_c_
	Most recent value of delta_c from Set method. More...

TaggedObject::Tag	j_d_tag_
	Tag for J_d matrix. More...

TaggedObject::Tag	d_d_tag_
	Tag for D_d vector, representing the diagonal matrix D_d. More...

double	delta_d_
	Most recent value of delta_d from Set method. More...

Space for storing the diagonal matrices. If the matrix
hasn't changed, we can use it from the last call.
Number *	dx_vals_copy_

Number *	ds_vals_copy_

Number *	dc_vals_copy_

Number *	dd_vals_copy_

Algorithmic parameters
bool	warm_start_same_structure_
	Flag indicating whether the TNLP with identical structure has already been solved before. More...

Additional Inherited Members
Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const Journalist &	Jnlst () const

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () const

bool	HaveIpData () const

Detailed Description

Solver for the augmented system using GenKKTSolverInterfaces.

This takes any Vector values out and provides Number*'s, but Matrices are provided as given from the NLP.

Definition at line 22 of file IpGenAugSystemSolver.hpp.

Constructor & Destructor Documentation

Ipopt::GenAugSystemSolver::GenAugSystemSolver ( GenKKTSolverInterface & SolverInterface )

Constructor using only a linear solver object.

virtual Ipopt::GenAugSystemSolver::~GenAugSystemSolver ( )

virtual

Default destructor.

Ipopt::GenAugSystemSolver::GenAugSystemSolver ( )

private

Default constructor.

Ipopt::GenAugSystemSolver::GenAugSystemSolver ( const GenAugSystemSolver & )

private

Copy Constructor.

Member Function Documentation

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::AugSystemSolver.

virtual ESymSolverStatus Ipopt::GenAugSystemSolver::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
	)

virtual

Set up the augmented system and solve it for a set of given right hand side - implementation for GenTMatrices and SymTMatrices.

Reimplemented from Ipopt::AugSystemSolver.

virtual Index Ipopt::GenAugSystemSolver::NumberOfNegEVals ( ) const

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).

Implements Ipopt::AugSystemSolver.

virtual bool Ipopt::GenAugSystemSolver::ProvidesInertia ( ) const

virtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::AugSystemSolver.

virtual bool Ipopt::GenAugSystemSolver::IncreaseQuality ( )

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.)

Implements Ipopt::AugSystemSolver.

void Ipopt::GenAugSystemSolver::operator= ( const GenAugSystemSolver & )

private

Overloaded Equals Operator.

bool Ipopt::GenAugSystemSolver::AugmentedSystemChanged	(	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
	)

private

Check the internal tags and decide if the passed variables are different from what is in the augmented_system_.

void Ipopt::GenAugSystemSolver::UpdateTags	(	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
	)

private

Member Data Documentation

SmartPtr<GenKKTSolverInterface> Ipopt::GenAugSystemSolver::solver_interface_

private

The linear solver object that is to be used to solve the linear systems.

Definition at line 136 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::w_tag_

private

Tag for W matrix.

If W has been given to Set as NULL, then this tag is set to 0

Definition at line 146 of file IpGenAugSystemSolver.hpp.

double Ipopt::GenAugSystemSolver::w_factor_

private

Most recent value of W_factor.

Definition at line 148 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::d_x_tag_

private

Tag for D_x vector, representing the diagonal matrix D_x.

If D_x has been given to Set as NULL, then this tag is set to 0

Definition at line 152 of file IpGenAugSystemSolver.hpp.

double Ipopt::GenAugSystemSolver::delta_x_

private

Most recent value of delta_x from Set method.

Definition at line 154 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::d_s_tag_

private

Tag for D_s vector, representing the diagonal matrix D_s.

If D_s has been given to Set as NULL, then this tag is set to 0

Definition at line 158 of file IpGenAugSystemSolver.hpp.

double Ipopt::GenAugSystemSolver::delta_s_

private

Most recent value of delta_s from Set method.

Definition at line 160 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::j_c_tag_

private

Tag for J_c matrix.

If J_c has been given to Set as NULL, then this tag is set to 0

Definition at line 164 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::d_c_tag_

private

Tag for D_c vector, representing the diagonal matrix D_c.

If D_c has been given to Set as NULL, then this tag is set to 0

Definition at line 168 of file IpGenAugSystemSolver.hpp.

double Ipopt::GenAugSystemSolver::delta_c_

private

Most recent value of delta_c from Set method.

Definition at line 170 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::j_d_tag_

private

Tag for J_d matrix.

If J_d has been given to Set as NULL, then this tag is set to 0

Definition at line 174 of file IpGenAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::GenAugSystemSolver::d_d_tag_

private

Tag for D_d vector, representing the diagonal matrix D_d.

If D_d has been given to Set as NULL, then this tag is set to 0

Definition at line 178 of file IpGenAugSystemSolver.hpp.

double Ipopt::GenAugSystemSolver::delta_d_

private

Most recent value of delta_d from Set method.

Definition at line 180 of file IpGenAugSystemSolver.hpp.

Number* Ipopt::GenAugSystemSolver::dx_vals_copy_

private

Definition at line 186 of file IpGenAugSystemSolver.hpp.

Number* Ipopt::GenAugSystemSolver::ds_vals_copy_

private

Definition at line 187 of file IpGenAugSystemSolver.hpp.

Number* Ipopt::GenAugSystemSolver::dc_vals_copy_

private

Definition at line 188 of file IpGenAugSystemSolver.hpp.

Number* Ipopt::GenAugSystemSolver::dd_vals_copy_

private

Definition at line 189 of file IpGenAugSystemSolver.hpp.

bool Ipopt::GenAugSystemSolver::warm_start_same_structure_

private

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 196 of file IpGenAugSystemSolver.hpp.

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

src/Algorithm/IpGenAugSystemSolver.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation