Ipopt
3.12.12
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Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface. More...
#include <IpMa27TSolverInterface.hpp>
Public Member Functions | |
bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
overloaded from AlgorithmStrategyObject More... | |
Constructor/Destructor | |
Ma27TSolverInterface () | |
Constructor. More... | |
virtual | ~Ma27TSolverInterface () |
Destructor. More... | |
Methods for requesting solution of the linear system. | |
virtual ESymSolverStatus | InitializeStructure (Index dim, Index nonzeros, const Index *airn, const Index *ajcn) |
Method for initializing internal stuctures. More... | |
virtual double * | GetValuesArrayPtr () |
Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn) are to be stored by the calling routine before a call to MultiSolve with a new_matrix=true. More... | |
virtual ESymSolverStatus | MultiSolve (bool new_matrix, const Index *airn, const Index *ajcn, 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... | |
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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... | |
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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... | |
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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 | |
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. | |
Ma27TSolverInterface (const Ma27TSolverInterface &) | |
Copy Constructor. More... | |
void | operator= (const Ma27TSolverInterface &) |
Overloaded Equals Operator. More... | |
Internal functions | |
ESymSolverStatus | SymbolicFactorization (const Index *airn, const Index *ajcn) |
Call MA27AD and reserve memory for MA27 data. More... | |
ESymSolverStatus | Factorization (const Index *airn, const Index *ajcn, bool check_NegEVals, Index numberOfNegEVals) |
Call MA27BD to factorize the Matrix. More... | |
ESymSolverStatus | Backsolve (Index nrhs, double *rhs_vals) |
Call MA27CD to do the backsolve. More... | |
Private Attributes | |
Information about the matrix | |
Index | dim_ |
Number of rows and columns of the matrix. More... | |
Index | nonzeros_ |
Number of nonzeros of the matrix. More... | |
Information about most recent factorization/solve | |
Index | negevals_ |
Number of negative eigenvalues. More... | |
Initialization flags | |
bool | initialized_ |
Flag indicating if internal data is initialized. More... | |
bool | pivtol_changed_ |
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed. More... | |
bool | refactorize_ |
Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again. More... | |
Solver specific data/options | |
Number | pivtol_ |
Pivol tolerance. More... | |
Number | pivtolmax_ |
Maximal pivot tolerance. More... | |
Number | liw_init_factor_ |
Factor for estimating initial value of liw. More... | |
Number | la_init_factor_ |
Factor for estimating initial value of la. More... | |
Number | meminc_factor_ |
Factor for increaseing memory. More... | |
bool | warm_start_same_structure_ |
Flag indicating whether the TNLP with identical structure has already been solved before. More... | |
bool | skip_inertia_check_ |
Flag indicating if the interia is always assumed to be correct. More... | |
bool | ignore_singularity_ |
Flag indicating if MA27 should continue if a singular matrix is detected, but right hands sides are still accepted. More... | |
Data for the linear solver. | |
Storing factorization and other solver specific data structure. | |
ipfint | icntl_ [30] |
integer control values More... | |
double | cntl_ [5] |
real control values More... | |
ipfint | liw_ |
length of integer work space More... | |
ipfint * | iw_ |
integer work space More... | |
ipfint * | ikeep_ |
MA27's IKEEP. More... | |
ipfint | nsteps_ |
MA27's NSTEPS. More... | |
ipfint | maxfrt_ |
MA27's MAXFRT. More... | |
ipfint | la_ |
length LA of A More... | |
double * | a_ |
factor A of matrix More... | |
bool | la_increase_ |
flag indicating that la should be increased before next factorization More... | |
bool | liw_increase_ |
flag indicating that liw should be increased before next factorization More... | |
Additional Inherited Members | |
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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... | |
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const Journalist & | Jnlst () const |
IpoptNLP & | IpNLP () const |
IpoptData & | IpData () const |
IpoptCalculatedQuantities & | IpCq () const |
bool | HaveIpData () const |
Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface.
Definition at line 19 of file IpMa27TSolverInterface.hpp.
Ipopt::Ma27TSolverInterface::Ma27TSolverInterface | ( | ) |
Constructor.
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Destructor.
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Copy Constructor.
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overloaded from AlgorithmStrategyObject
Implements Ipopt::SparseSymLinearSolverInterface.
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Method for initializing internal stuctures.
Here, ndim gives the number of rows and columns of the matrix, nonzeros give the number of nonzero elements, and airn and acjn give the positions of the nonzero elements.
Implements Ipopt::SparseSymLinearSolverInterface.
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Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn) are to be stored by the calling routine before a call to MultiSolve with a new_matrix=true.
The returned array must have space for at least nonzero elements.
Implements Ipopt::SparseSymLinearSolverInterface.
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Solve operation for multiple right hand sides.
Overloaded from SparseSymLinearSolverInterface.
Implements Ipopt::SparseSymLinearSolverInterface.
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Number of negative eigenvalues detected during last factorization.
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::SparseSymLinearSolverInterface.
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Request to increase quality of solution for next solve.
Ask 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::SparseSymLinearSolverInterface.
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Query whether inertia is computed by linear solver.
Returns true, if linear solver provides inertia.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 86 of file IpMa27TSolverInterface.hpp.
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Query of requested matrix type that the linear solver understands.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 93 of file IpMa27TSolverInterface.hpp.
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Methods for IpoptType.
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Overloaded Equals Operator.
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Call MA27AD and reserve memory for MA27 data.
Reserve memory for iw_ and ikeep_, call MA27AD to perform symbolic manipulations, and reserve all the remaining data memory
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Call MA27BD to factorize the Matrix.
It is assumed that the first nonzeros_ element of a_ contain the values of the matrix to be factorized.
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Call MA27CD to do the backsolve.
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Number of rows and columns of the matrix.
Definition at line 123 of file IpMa27TSolverInterface.hpp.
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Number of nonzeros of the matrix.
Definition at line 126 of file IpMa27TSolverInterface.hpp.
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Number of negative eigenvalues.
Definition at line 132 of file IpMa27TSolverInterface.hpp.
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Flag indicating if internal data is initialized.
For initialization, this object needs to have seen a matrix
Definition at line 139 of file IpMa27TSolverInterface.hpp.
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Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
Definition at line 142 of file IpMa27TSolverInterface.hpp.
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Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again.
Definition at line 146 of file IpMa27TSolverInterface.hpp.
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Pivol tolerance.
Definition at line 152 of file IpMa27TSolverInterface.hpp.
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Maximal pivot tolerance.
Definition at line 155 of file IpMa27TSolverInterface.hpp.
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Factor for estimating initial value of liw.
Definition at line 158 of file IpMa27TSolverInterface.hpp.
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Factor for estimating initial value of la.
Definition at line 160 of file IpMa27TSolverInterface.hpp.
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Factor for increaseing memory.
Definition at line 162 of file IpMa27TSolverInterface.hpp.
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Flag indicating whether the TNLP with identical structure has already been solved before.
Definition at line 165 of file IpMa27TSolverInterface.hpp.
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Flag indicating if the interia is always assumed to be correct.
Definition at line 168 of file IpMa27TSolverInterface.hpp.
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Flag indicating if MA27 should continue if a singular matrix
is detected, but right hands sides are still accepted.
Definition at line 171 of file IpMa27TSolverInterface.hpp.
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integer control values
Definition at line 179 of file IpMa27TSolverInterface.hpp.
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real control values
Definition at line 181 of file IpMa27TSolverInterface.hpp.
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length of integer work space
Definition at line 184 of file IpMa27TSolverInterface.hpp.
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integer work space
Definition at line 186 of file IpMa27TSolverInterface.hpp.
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MA27's IKEEP.
Definition at line 189 of file IpMa27TSolverInterface.hpp.
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MA27's NSTEPS.
Definition at line 191 of file IpMa27TSolverInterface.hpp.
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MA27's MAXFRT.
Definition at line 193 of file IpMa27TSolverInterface.hpp.
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length LA of A
Definition at line 196 of file IpMa27TSolverInterface.hpp.
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factor A of matrix
Definition at line 198 of file IpMa27TSolverInterface.hpp.
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flag indicating that la should be increased before next factorization
Definition at line 202 of file IpMa27TSolverInterface.hpp.
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flag indicating that liw should be increased before next factorization
Definition at line 205 of file IpMa27TSolverInterface.hpp.