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Ipopt::IterativePardisoSolverInterface Class Reference

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More...

#include <IpIterativePardisoSolverInterface.hpp>

+ Inheritance diagram for Ipopt::IterativePardisoSolverInterface:

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject More...
 
Constructor/Destructor
 IterativePardisoSolverInterface (IterativeSolverTerminationTester &normal_tester, IterativeSolverTerminationTester &pd_tester)
 Constructor. More...
 
virtual ~IterativePardisoSolverInterface ()
 Destructor. More...
 
Methods for requesting solution of the linear system.
virtual ESymSolverStatus InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja)
 Method for initializing internal stuctures. More...
 
virtual double * GetValuesArrayPtr ()
 Method returing an internal array into which the nonzero elements are to be stored. More...
 
virtual ESymSolverStatus MultiSolve (bool new_matrix, const Index *ia, const Index *ja, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
 Solve operation for multiple right hand sides. More...
 
virtual Index NumberOfNegEVals () const
 Number of negative eigenvalues detected during last factorization. More...
 
virtual bool IncreaseQuality ()
 Request to increase quality of solution for next solve. More...
 
virtual bool ProvidesInertia () const
 Query whether inertia is computed by linear solver. More...
 
EMatrixFormat MatrixFormat () const
 Query of requested matrix type that the linear solver understands. More...
 
- Public Member Functions inherited from Ipopt::SparseSymLinearSolverInterface
 SparseSymLinearSolverInterface ()
 
virtual ~SparseSymLinearSolverInterface ()
 
virtual bool ProvidesDegeneracyDetection () const
 Query whether the indices of linearly dependent rows/columns can be determined by this linear solver. More...
 
virtual ESymSolverStatus DetermineDependentRows (const Index *ia, const Index *ja, std::list< Index > &c_deps)
 This method determines the list of row indices of the linearly dependent rows. 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
 

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType. More...
 

Private Member Functions

InexactDataInexData ()
 Method to easily access Inexact data. More...
 
InexactCqInexCq ()
 Method to easily access Inexact calculated quantities. More...
 
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.

 IterativePardisoSolverInterface ()
 Default Constructor. More...
 
 IterativePardisoSolverInterface (const IterativePardisoSolverInterface &)
 Copy Constructor. More...
 
void operator= (const IterativePardisoSolverInterface &)
 Overloaded Equals Operator. More...
 
Internal functions
ESymSolverStatus SymbolicFactorization (const Index *ia, const Index *ja)
 Call Pardiso to do the analysis phase. More...
 
ESymSolverStatus Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
 Call Pardiso to factorize the Matrix. More...
 
ESymSolverStatus Solve (const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
 Call Pardiso to do the Solve. More...
 

Private Attributes

Number decr_factor_
 Decrease factor for dropping tolerances. More...
 
SmartPtr
< IterativeSolverTerminationTester
normal_tester_
 Termination tester for normal step computation. More...
 
SmartPtr
< IterativeSolverTerminationTester
pd_tester_
 Termination tester for primal-dual step computation. More...
 
Information about the matrix
Index dim_
 Number of rows and columns of the matrix. More...
 
Index nonzeros_
 Number of nonzeros of the matrix in triplet representation. More...
 
double * a_
 Array for storing the values of the matrix. More...
 
Information about most recent factorization/solve
Index negevals_
 Number of negative eigenvalues. More...
 
Index pardiso_max_iter_
 Options for the preconditioner. More...
 
Number pardiso_iter_relative_tol_
 
Index pardiso_iter_coarse_size_
 
Index pardiso_iter_max_levels_
 
Number pardiso_iter_dropping_factor_
 
Number pardiso_iter_dropping_schur_
 
Index pardiso_iter_max_row_fill_
 
Number pardiso_iter_inverse_norm_factor_
 
Index normal_pardiso_max_iter_
 
Number normal_pardiso_iter_relative_tol_
 
Index normal_pardiso_iter_coarse_size_
 
Index normal_pardiso_iter_max_levels_
 
Number normal_pardiso_iter_dropping_factor_
 
Number normal_pardiso_iter_dropping_schur_
 
Index normal_pardiso_iter_max_row_fill_
 
Number normal_pardiso_iter_inverse_norm_factor_
 
Number pardiso_iter_dropping_factor_used_
 Actualy used dropping tolerances. More...
 
Number pardiso_iter_dropping_schur_used_
 
Number normal_pardiso_iter_dropping_factor_used_
 
Number normal_pardiso_iter_dropping_schur_used_
 
Initialization flags
bool initialized_
 Flag indicating if internal data is initialized. More...
 
Solver specific information
void ** PT_
 Internal data address pointers. More...
 
ipfint MAXFCT_
 Maximal number of factors with identical nonzero structure. More...
 
ipfint MNUM_
 Actual matrix for the solution phase. More...
 
ipfint MTYPE_
 Matrix type; real and symmetric indefinite. More...
 
ipfintIPARM_
 Parameter and info array for Pardiso. More...
 
double * DPARM_
 Parameter and info array for Pardiso. More...
 
ipfint MSGLVL_
 Message level. More...
 
Some counters for debugging
Index debug_last_iter_
 
Index debug_cnt_
 

Solver specific options

enum  PardisoMatchingStrategy { COMPLETE, COMPLETE2x2, CONSTRAINT }
 Type for mathcing strategies. More...
 
PardisoMatchingStrategy match_strat_
 Option that controls the matching strategy. More...
 
bool have_symbolic_factorization_
 Flag indicating if symbolic factorization has already been performed. More...
 
bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_
 Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong. More...
 
bool pardiso_repeated_perturbation_means_singular_
 Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix. More...
 
bool skip_inertia_check_
 Flag indicating if the interia is always assumed to be correct. More...
 
Index pardiso_max_droptol_corrections_
 Maximal number of decreases of drop tolerance during one solve. More...
 

Additional Inherited Members

- Public Types inherited from Ipopt::SparseSymLinearSolverInterface
enum  EMatrixFormat {
  Triplet_Format, CSR_Format_0_Offset, CSR_Format_1_Offset, CSR_Full_Format_0_Offset,
  CSR_Full_Format_1_Offset
}
 Enum to specify sparse matrix format. More...
 
- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 25 of file IpIterativePardisoSolverInterface.hpp.

Member Enumeration Documentation

Type for mathcing strategies.

Enumerator
COMPLETE 
COMPLETE2x2 
CONSTRAINT 

Definition at line 136 of file IpIterativePardisoSolverInterface.hpp.

Constructor & Destructor Documentation

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( IterativeSolverTerminationTester normal_tester,
IterativeSolverTerminationTester pd_tester 
)

Constructor.

virtual Ipopt::IterativePardisoSolverInterface::~IterativePardisoSolverInterface ( )
virtual

Destructor.

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( )
private

Default Constructor.

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( const IterativePardisoSolverInterface )
private

Copy Constructor.

Member Function Documentation

bool Ipopt::IterativePardisoSolverInterface::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
)
virtual
virtual ESymSolverStatus Ipopt::IterativePardisoSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index ia,
const Index ja 
)
virtual

Method for initializing internal stuctures.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual double* Ipopt::IterativePardisoSolverInterface::GetValuesArrayPtr ( )
virtual

Method returing an internal array into which the nonzero elements are to be stored.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::IterativePardisoSolverInterface::MultiSolve ( bool  new_matrix,
const Index ia,
const Index ja,
Index  nrhs,
double *  rhs_vals,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
virtual

Solve operation for multiple right hand sides.

Implements Ipopt::SparseSymLinearSolverInterface.

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

Number of negative eigenvalues detected during last factorization.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::IterativePardisoSolverInterface::IncreaseQuality ( )
virtual

Request to increase quality of solution for next solve.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::IterativePardisoSolverInterface::ProvidesInertia ( ) const
inlinevirtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 78 of file IpIterativePardisoSolverInterface.hpp.

EMatrixFormat Ipopt::IterativePardisoSolverInterface::MatrixFormat ( ) const
inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 85 of file IpIterativePardisoSolverInterface.hpp.

static void Ipopt::IterativePardisoSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

Methods for IpoptType.

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

Overloaded Equals Operator.

ESymSolverStatus Ipopt::IterativePardisoSolverInterface::SymbolicFactorization ( const Index ia,
const Index ja 
)
private

Call Pardiso to do the analysis phase.

ESymSolverStatus Ipopt::IterativePardisoSolverInterface::Factorization ( const Index ia,
const Index ja,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
private

Call Pardiso to factorize the Matrix.

ESymSolverStatus Ipopt::IterativePardisoSolverInterface::Solve ( const Index ia,
const Index ja,
Index  nrhs,
double *  rhs_vals 
)
private

Call Pardiso to do the Solve.

InexactData& Ipopt::IterativePardisoSolverInterface::InexData ( )
inlineprivate

Method to easily access Inexact data.

Definition at line 248 of file IpIterativePardisoSolverInterface.hpp.

InexactCq& Ipopt::IterativePardisoSolverInterface::InexCq ( )
inlineprivate

Method to easily access Inexact calculated quantities.

Definition at line 257 of file IpIterativePardisoSolverInterface.hpp.

Member Data Documentation

Index Ipopt::IterativePardisoSolverInterface::dim_
private

Number of rows and columns of the matrix.

Definition at line 118 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::nonzeros_
private

Number of nonzeros of the matrix in triplet representation.

Definition at line 121 of file IpIterativePardisoSolverInterface.hpp.

double* Ipopt::IterativePardisoSolverInterface::a_
private

Array for storing the values of the matrix.

Definition at line 124 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::negevals_
private

Number of negative eigenvalues.

Definition at line 130 of file IpIterativePardisoSolverInterface.hpp.

PardisoMatchingStrategy Ipopt::IterativePardisoSolverInterface::match_strat_
private

Option that controls the matching strategy.

Definition at line 143 of file IpIterativePardisoSolverInterface.hpp.

bool Ipopt::IterativePardisoSolverInterface::have_symbolic_factorization_
private

Flag indicating if symbolic factorization has already been performed.

Definition at line 146 of file IpIterativePardisoSolverInterface.hpp.

bool Ipopt::IterativePardisoSolverInterface::pardiso_redo_symbolic_fact_only_if_inertia_wrong_
private

Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.

Definition at line 149 of file IpIterativePardisoSolverInterface.hpp.

bool Ipopt::IterativePardisoSolverInterface::pardiso_repeated_perturbation_means_singular_
private

Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.

Definition at line 153 of file IpIterativePardisoSolverInterface.hpp.

bool Ipopt::IterativePardisoSolverInterface::skip_inertia_check_
private

Flag indicating if the interia is always assumed to be correct.

Definition at line 156 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::pardiso_max_droptol_corrections_
private

Maximal number of decreases of drop tolerance during one solve.

Definition at line 158 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::pardiso_max_iter_
private

Options for the preconditioner.

Definition at line 163 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_relative_tol_
private

Definition at line 164 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::pardiso_iter_coarse_size_
private

Definition at line 165 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::pardiso_iter_max_levels_
private

Definition at line 166 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_factor_
private

Definition at line 167 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_schur_
private

Definition at line 168 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::pardiso_iter_max_row_fill_
private

Definition at line 169 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_inverse_norm_factor_
private

Definition at line 170 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_max_iter_
private

Definition at line 172 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_relative_tol_
private

Definition at line 173 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_coarse_size_
private

Definition at line 174 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_max_levels_
private

Definition at line 175 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_factor_
private

Definition at line 176 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_schur_
private

Definition at line 177 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_max_row_fill_
private

Definition at line 178 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_inverse_norm_factor_
private

Definition at line 179 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::decr_factor_
private

Decrease factor for dropping tolerances.

Definition at line 183 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_factor_used_
private

Actualy used dropping tolerances.

Definition at line 187 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_schur_used_
private

Definition at line 188 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_factor_used_
private

Definition at line 189 of file IpIterativePardisoSolverInterface.hpp.

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_schur_used_
private

Definition at line 190 of file IpIterativePardisoSolverInterface.hpp.

bool Ipopt::IterativePardisoSolverInterface::initialized_
private

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 197 of file IpIterativePardisoSolverInterface.hpp.

void** Ipopt::IterativePardisoSolverInterface::PT_
private

Internal data address pointers.

Definition at line 203 of file IpIterativePardisoSolverInterface.hpp.

ipfint Ipopt::IterativePardisoSolverInterface::MAXFCT_
private

Maximal number of factors with identical nonzero structure.

Here, we only store one factorization. Is always 1.

Definition at line 206 of file IpIterativePardisoSolverInterface.hpp.

ipfint Ipopt::IterativePardisoSolverInterface::MNUM_
private

Actual matrix for the solution phase.

Is always 1.

Definition at line 208 of file IpIterativePardisoSolverInterface.hpp.

ipfint Ipopt::IterativePardisoSolverInterface::MTYPE_
private

Matrix type; real and symmetric indefinite.

Is always -2.

Definition at line 210 of file IpIterativePardisoSolverInterface.hpp.

ipfint* Ipopt::IterativePardisoSolverInterface::IPARM_
private

Parameter and info array for Pardiso.

Definition at line 212 of file IpIterativePardisoSolverInterface.hpp.

double* Ipopt::IterativePardisoSolverInterface::DPARM_
private

Parameter and info array for Pardiso.

Definition at line 214 of file IpIterativePardisoSolverInterface.hpp.

ipfint Ipopt::IterativePardisoSolverInterface::MSGLVL_
private

Message level.

Definition at line 216 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::debug_last_iter_
private

Definition at line 221 of file IpIterativePardisoSolverInterface.hpp.

Index Ipopt::IterativePardisoSolverInterface::debug_cnt_
private

Definition at line 222 of file IpIterativePardisoSolverInterface.hpp.

SmartPtr<IterativeSolverTerminationTester> Ipopt::IterativePardisoSolverInterface::normal_tester_
private

Termination tester for normal step computation.

Definition at line 266 of file IpIterativePardisoSolverInterface.hpp.

SmartPtr<IterativeSolverTerminationTester> Ipopt::IterativePardisoSolverInterface::pd_tester_
private

Termination tester for primal-dual step computation.

Definition at line 269 of file IpIterativePardisoSolverInterface.hpp.


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