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
InexactData &	InexData ()
	Method to easily access Inexact data. More...

InexactCq &	InexCq ()
	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...

ipfint *	IPARM_
	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 Journalist &	Jnlst () const

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () 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

enum Ipopt::IterativePardisoSolverInterface::PardisoMatchingStrategy

private

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

overloaded from AlgorithmStrategyObject

Implements Ipopt::SparseSymLinearSolverInterface.

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:

src/Algorithm/Inexact/IpIterativePardisoSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Solver specific options

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation