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

#include <IpMumpsSolverInterface.hpp>

Inheritance diagram for Ipopt::MumpsSolverInterface:

Public Member Functions
bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject More...

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...

Constructor/Destructor
	MumpsSolverInterface ()
	Constructor. More...

virtual	~MumpsSolverInterface ()
	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...

Public Member Functions inherited from Ipopt::SparseSymLinearSolverInterface
	SparseSymLinearSolverInterface ()

virtual	~SparseSymLinearSolverInterface ()

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

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

Internal functions
ESymSolverStatus	SymbolicFactorization ()
	Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory. More...

ESymSolverStatus	Factorization (bool check_NegEVals, Index numberOfNegEVals)
	Call MUMPS (job=2) to factorize the Matrix. More...

ESymSolverStatus	Solve (Index nrhs, double *rhs_vals)
	Call MUMPS (job=3) to do the solve. More...

Private Attributes
bool	have_symbolic_factorization_
	Flag indicating if symbolic factorization has already been called. More...

Information about the matrix
void *	mumps_ptr_
	Primary MUMP data structure. More...

Information about most recent factorization/solve
Index	negevals_
	Number of negative eigenvalues. More...

Solver specific data/options
Number	pivtol_
	Pivol tolerance. More...

Number	pivtolmax_
	Maximal pivot tolerance. More...

Index	mem_percent_
	Percent increase in memory. More...

Index	mumps_permuting_scaling_
	Permution and scaling method in MUMPS. More...

Index	mumps_pivot_order_
	Pivot order in MUMPS. More...

Index	mumps_scaling_
	Scaling in MUMPS. More...

Number	mumps_dep_tol_
	Threshold in MUMPS to stay that a constraint is linearly dependent. More...

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

static int	instancecount_mpi
	Counter on number of alive Mumps interface objects, if we have called MPI_Initialize. 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 Mumps, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 26 of file IpMumpsSolverInterface.hpp.

Constructor & Destructor Documentation

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( )

Constructor.

virtual Ipopt::MumpsSolverInterface::~MumpsSolverInterface ( )

virtual

Destructor.

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( const MumpsSolverInterface & )

private

Copy Constructor.

Member Function Documentation

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::InitializeStructure	(	Index	dim,
		Index	nonzeros,
		const Index *	airn,
		const Index *	ajcn
	)

virtual

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.

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

virtual

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.

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::MultiSolve	(	bool	new_matrix,
		const Index *	airn,
		const Index *	ajcn,
		Index	nrhs,
		double *	rhs_vals,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)

virtual

Solve operation for multiple right hand sides.

Overloaded from SparseSymLinearSolverInterface.

Implements Ipopt::SparseSymLinearSolverInterface.

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

virtual

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.

virtual bool Ipopt::MumpsSolverInterface::IncreaseQuality ( )

virtual

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.

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

inlinevirtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 92 of file IpMumpsSolverInterface.hpp.

EMatrixFormat Ipopt::MumpsSolverInterface::MatrixFormat ( ) const

inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 99 of file IpMumpsSolverInterface.hpp.

static void Ipopt::MumpsSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

Methods for IpoptType.

virtual bool Ipopt::MumpsSolverInterface::ProvidesDegeneracyDetection ( ) const

virtual

Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::DetermineDependentRows	(	const Index *	ia,
		const Index *	ja,
		std::list< Index > &	c_deps
	)

virtual

This method determines the list of row indices of the linearly dependent rows.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

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

private

Overloaded Equals Operator.

ESymSolverStatus Ipopt::MumpsSolverInterface::SymbolicFactorization ( )

private

Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.

ESymSolverStatus Ipopt::MumpsSolverInterface::Factorization	(	bool	check_NegEVals,
		Index	numberOfNegEVals
	)

private

Call MUMPS (job=2) to factorize the Matrix.

It is assumed that the first nonzeros_ element of a_ contain the values of the matrix to be factorized.

ESymSolverStatus Ipopt::MumpsSolverInterface::Solve	(	Index	nrhs,
		double *	rhs_vals
	)

private

Call MUMPS (job=3) to do the solve.

Member Data Documentation

void* Ipopt::MumpsSolverInterface::mumps_ptr_

private

Primary MUMP data structure.

Definition at line 139 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::negevals_

private

Number of negative eigenvalues.

Definition at line 145 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::initialized_

private

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 152 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::pivtol_changed_

private

Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.

Definition at line 155 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::refactorize_

private

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 159 of file IpMumpsSolverInterface.hpp.

int Ipopt::MumpsSolverInterface::instancecount_mpi

staticprivate

Counter on number of alive Mumps interface objects, if we have called MPI_Initialize.

When the last object is destroyed, we will call MPI_Finalize.

Definition at line 164 of file IpMumpsSolverInterface.hpp.

Number Ipopt::MumpsSolverInterface::pivtol_

private

Pivol tolerance.

Definition at line 170 of file IpMumpsSolverInterface.hpp.

Number Ipopt::MumpsSolverInterface::pivtolmax_

private

Maximal pivot tolerance.

Definition at line 173 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mem_percent_

private

Percent increase in memory.

Definition at line 176 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mumps_permuting_scaling_

private

Permution and scaling method in MUMPS.

Definition at line 179 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mumps_pivot_order_

private

Pivot order in MUMPS.

Definition at line 182 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mumps_scaling_

private

Scaling in MUMPS.

Definition at line 185 of file IpMumpsSolverInterface.hpp.

Number Ipopt::MumpsSolverInterface::mumps_dep_tol_

private

Threshold in MUMPS to stay that a constraint is linearly dependent.

Definition at line 189 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::warm_start_same_structure_

private

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

Definition at line 193 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::have_symbolic_factorization_

private

Flag indicating if symbolic factorization has already been called.

Definition at line 198 of file IpMumpsSolverInterface.hpp.

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

src/Algorithm/LinearSolvers/IpMumpsSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Initialization flags

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation