Ipopt
3.12.9

Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More...
#include <IpSparseSymLinearSolverInterface.hpp>
Public Types  
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...  
Public Member Functions  
virtual bool  InitializeImpl (const OptionsList &options, const std::string &prefix)=0 
overloaded from AlgorithmStrategyObject More...  
Constructor/Destructor  
SparseSymLinearSolverInterface ()  
virtual  ~SparseSymLinearSolverInterface () 
Methods for requesting solution of the linear system.  
virtual ESymSolverStatus  InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja)=0 
Method for initializing internal stuctures. More...  
virtual double *  GetValuesArrayPtr ()=0 
Method returing an internal array into which the nonzero elements (in the same order as ja) will be stored by the calling routine before a call to MultiSolve with a new_matrix=true (or after a return of MultiSolve with SYMSOLV_CALL_AGAIN). More...  
virtual ESymSolverStatus  MultiSolve (bool new_matrix, const Index *ia, const Index *ja, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)=0 
Solve operation for multiple right hand sides. More...  
virtual Index  NumberOfNegEVals () const =0 
Number of negative eigenvalues detected during last factorization. More...  
virtual bool  IncreaseQuality ()=0 
Request to increase quality of solution for next solve. More...  
virtual bool  ProvidesInertia () const =0 
Query whether inertia is computed by linear solver. More...  
virtual EMatrixFormat  MatrixFormat () const =0 
Query of requested matrix type that the linear solver understands. More...  
Methods related to the detection of linearly dependent  
rows in a matrix  
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 
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 
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
This defines the general interface to linear solvers for sparse symmetric indefinite matrices. The matrices can be provided either in "triplet format" (like for Harwell's MA27 solver), or in compressed sparse row (CSR) format for the lower triangular part of the symmetric matrix.
The solver should be able to compute the interia of the matrix, or more specifically, the number of negative eigenvalues in the factorized matrix.
This interface is used by the calling objective in the following way:
Note that the GetValuesArrayPtr method will be called before every call of MultiSolve with new_matrix=true, or before a renewed call of MultiSolve if the most previous return value was SYMSOLV_CALL_AGAIN.
Note, if the matrix is given in triplet format, entries might be listed multiple times, in which case the corresponsing elements have to be added.
A note for warm starts: If the option "warm_start_same_structure" is specified with "yes", the algorithm assumes that a problem with the same sparsity structure is solved for a repeated time. In that case, the linear solver might reuse information from the previous optimization. See Ma27TSolverInterface for an example.
Definition at line 98 of file IpSparseSymLinearSolverInterface.hpp.
Enum to specify sparse matrix format.
Definition at line 102 of file IpSparseSymLinearSolverInterface.hpp.

inline 
Definition at line 120 of file IpSparseSymLinearSolverInterface.hpp.

inlinevirtual 
Definition at line 123 of file IpSparseSymLinearSolverInterface.hpp.

pure virtual 
overloaded from AlgorithmStrategyObject
Implements Ipopt::AlgorithmStrategyObject.
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, Ipopt::IterativeWsmpSolverInterface, and Ipopt::Ma27TSolverInterface.

pure 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 ia and ja give the positions of the nonzero elements, given in the matrix format determined by MatrixFormat.
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, Ipopt::IterativeWsmpSolverInterface, and Ipopt::Ma27TSolverInterface.

pure virtual 
Method returing an internal array into which the nonzero elements (in the same order as ja) will be stored by the calling routine before a call to MultiSolve with a new_matrix=true (or after a return of MultiSolve with SYMSOLV_CALL_AGAIN).
The returned array must have space for at least nonzero elements.
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, and Ipopt::IterativeWsmpSolverInterface.

pure virtual 
Solve operation for multiple right hand sides.
Solves the linear system A * x = b with multiple right hand sides, where A is the symmtric indefinite matrix. Here, ia and ja give the positions of the values (in the required matrix data format). The actual values of the matrix will have been given to this object by copying them into the array provided by GetValuesArrayPtr. ia and ja are identical to the ones given to InitializeStructure. The flag new_matrix is set to true, if the values of the matrix has changed, and a refactorzation is required.
The return code is SYMSOLV_SUCCESS if the factorization and solves were successful, SYMSOLV_SINGULAR if the linear system is singular, and SYMSOLV_WRONG_INERTIA if check_NegEVals is true and the number of negative eigenvalues in the matrix does not match numberOfNegEVals. If SYMSOLV_CALL_AGAIN is returned, then the calling function will request the pointer for the array for storing a again (with GetValuesPtr), write the values of the nonzero elements into it, and call this MultiSolve method again with the same righthand sides. (This can be done, for example, if the linear solver realized it does not have sufficient memory and needs to redo the factorization; e.g., for MA27.)
The number of righthand sides is given by nrhs, the values of the righthand sides are given in rhs_vals (one full righthand side stored immediately after the other), and solutions are to be returned in the same array.
check_NegEVals will not be chosen true, if ProvidesInertia() returns false.
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, and Ipopt::IterativeWsmpSolverInterface.

pure 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).
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, and Ipopt::IterativeWsmpSolverInterface.

pure virtual 
Request to increase quality of solution for next solve.
The calling class asks 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.)
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, and Ipopt::IterativeWsmpSolverInterface.

pure virtual 
Query whether inertia is computed by linear solver.
Returns true, if linear solver provides inertia.
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, and Ipopt::IterativeWsmpSolverInterface.

pure virtual 
Query of requested matrix type that the linear solver understands.
Implemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::WsmpSolverInterface, and Ipopt::IterativeWsmpSolverInterface.

inlinevirtual 
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
Reimplemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::MumpsSolverInterface, and Ipopt::WsmpSolverInterface.
Definition at line 226 of file IpSparseSymLinearSolverInterface.hpp.

inlinevirtual 
This method determines the list of row indices of the linearly dependent rows.
Reimplemented in Ipopt::Ma97SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma77SolverInterface, Ipopt::MumpsSolverInterface, and Ipopt::WsmpSolverInterface.
Definition at line 232 of file IpSparseSymLinearSolverInterface.hpp.