Solver for the augmented system for triple type matrices. More...

#include <IpStdAugSystemSolver.hpp>

Inheritance diagram for Ipopt::StdAugSystemSolver:

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

virtual ESymSolverStatus	MultiSolve (const SymMatrix W, double W_factor, const Vector D_x, double delta_x, const Vector D_s, double delta_s, const Matrix J_c, const Vector D_c, double delta_c, const Matrix J_d, const Vector *D_d, double delta_d, std::vector< SmartPtr< const Vector > > &rhs_xV, std::vector< SmartPtr< const Vector > > &rhs_sV, std::vector< SmartPtr< const Vector > > &rhs_cV, std::vector< SmartPtr< const Vector > > &rhs_dV, std::vector< SmartPtr< Vector > > &sol_xV, std::vector< SmartPtr< Vector > > &sol_sV, std::vector< SmartPtr< Vector > > &sol_cV, std::vector< SmartPtr< Vector > > &sol_dV, bool check_NegEVals, Index numberOfNegEVals)
	Set up the augmented system and solve it for a set of given right hand side - implementation for GenTMatrices and SymTMatrices. More...

virtual Index	NumberOfNegEVals () const
	Number of negative eigenvalues detected during last solve. More...

virtual bool	ProvidesInertia () const
	Query whether inertia is computed by linear solver. More...

virtual bool	IncreaseQuality ()
	Request to increase quality of solution for next solve. More...

Constructors/Destructors
	StdAugSystemSolver (SymLinearSolver &LinSolver)
	Constructor using only a linear solver object. More...

virtual	~StdAugSystemSolver ()
	Default destructor. More...

Public Member Functions inherited from Ipopt::AugSystemSolver
virtual ESymSolverStatus	Solve (const SymMatrix W, double W_factor, const Vector D_x, double delta_x, const Vector D_s, double delta_s, const Matrix J_c, const Vector D_c, double delta_c, const Matrix J_d, const Vector *D_d, double delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
	Set up the augmented system and solve it for a given right hand side. More...

	AugSystemSolver ()
	Default constructor. More...

virtual	~AugSystemSolver ()
	Default destructor. 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

Private Member Functions
void	CreateAugmentedSpace (const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Vector &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
	Create the matrix space for the Compound Sym Matrix that represents the augmented system. More...

void	CreateAugmentedSystem (const SymMatrix W, double W_factor, const Vector D_x, double delta_x, const Vector D_s, double delta_s, const Matrix &J_c, const Vector D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
	Create the new compound sym matrix that represents the augmented system. More...

bool	AugmentedSystemRequiresChange (const SymMatrix W, double W_factor, const Vector D_x, double delta_x, const Vector D_s, double delta_s, const Matrix &J_c, const Vector D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d)
	Check the internal tags and decide if the passed variables are different from what is in the augmented_system_. 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.
	StdAugSystemSolver ()
	Default constructor. More...

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

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

Private Attributes
SmartPtr< SymLinearSolver >	linsolver_
	The linear solver object that is to be used to solve the linear systems. More...

SmartPtr< CompoundSymMatrixSpace >	augmented_system_space_
	Spaces for piecing together the augmented system. More...

SmartPtr< SumSymMatrixSpace >	sumsym_space_x_

SmartPtr< DiagMatrixSpace >	diag_space_x_

SmartPtr< DiagMatrixSpace >	diag_space_s_

SmartPtr< DiagMatrixSpace >	diag_space_c_

SmartPtr< IdentityMatrixSpace >	ident_space_ds_

SmartPtr< DiagMatrixSpace >	diag_space_d_

SmartPtr< CompoundVectorSpace >	augmented_vector_space_

SmartPtr< CompoundSymMatrix >	augmented_system_
	The resulting augmented matrix. More...

SmartPtr< const SymMatrix >	old_w_
	A copy of a previous W used in the augmented_system_. More...

Tags and values to track in order to decide whether the
matrix has to be updated compared to the most recent call of the Set method.
TaggedObject::Tag	w_tag_
	Tag for W matrix. More...

double	w_factor_
	Most recent value of W_factor. More...

TaggedObject::Tag	d_x_tag_
	Tag for D_x vector, representing the diagonal matrix D_x. More...

double	delta_x_
	Most recent value of delta_x from Set method. More...

TaggedObject::Tag	d_s_tag_
	Tag for D_s vector, representing the diagonal matrix D_s. More...

double	delta_s_
	Most recent value of delta_s from Set method. More...

TaggedObject::Tag	j_c_tag_
	Tag for J_c matrix. More...

TaggedObject::Tag	d_c_tag_
	Tag for D_c vector, representing the diagonal matrix D_c. More...

double	delta_c_
	Most recent value of delta_c from Set method. More...

TaggedObject::Tag	j_d_tag_
	Tag for J_d matrix. More...

TaggedObject::Tag	d_d_tag_
	Tag for D_d vector, representing the diagonal matrix D_d. More...

double	delta_d_
	Most recent value of delta_d from Set method. More...

TaggedObject::Tag	augsys_tag_
	This is the tag of the matrix storing the augmented system. More...

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

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

Detailed Description

Solver for the augmented system for triple type matrices.

The current implemetation assumes that all matrices are of the type SymTMatrix, and all vectors are of the type DenseVector.

Definition at line 27 of file IpStdAugSystemSolver.hpp.

Constructor & Destructor Documentation

Ipopt::StdAugSystemSolver::StdAugSystemSolver ( SymLinearSolver & LinSolver )

Constructor using only a linear solver object.

virtual Ipopt::StdAugSystemSolver::~StdAugSystemSolver ( )

virtual

Default destructor.

Ipopt::StdAugSystemSolver::StdAugSystemSolver ( )

private

Default constructor.

Ipopt::StdAugSystemSolver::StdAugSystemSolver ( const StdAugSystemSolver & )

private

Copy Constructor.

Member Function Documentation

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::AugSystemSolver.

virtual ESymSolverStatus Ipopt::StdAugSystemSolver::MultiSolve	(	const SymMatrix *	W,
		double	W_factor,
		const Vector *	D_x,
		double	delta_x,
		const Vector *	D_s,
		double	delta_s,
		const Matrix *	J_c,
		const Vector *	D_c,
		double	delta_c,
		const Matrix *	J_d,
		const Vector *	D_d,
		double	delta_d,
		std::vector< SmartPtr< const Vector > > &	rhs_xV,
		std::vector< SmartPtr< const Vector > > &	rhs_sV,
		std::vector< SmartPtr< const Vector > > &	rhs_cV,
		std::vector< SmartPtr< const Vector > > &	rhs_dV,
		std::vector< SmartPtr< Vector > > &	sol_xV,
		std::vector< SmartPtr< Vector > > &	sol_sV,
		std::vector< SmartPtr< Vector > > &	sol_cV,
		std::vector< SmartPtr< Vector > > &	sol_dV,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)

virtual

Set up the augmented system and solve it for a set of given right hand side - implementation for GenTMatrices and SymTMatrices.

Reimplemented from Ipopt::AugSystemSolver.

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

virtual

Number of negative eigenvalues detected during last solve.

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::AugSystemSolver.

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

virtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::AugSystemSolver.

virtual bool Ipopt::StdAugSystemSolver::IncreaseQuality ( )

virtual

Request to increase quality of solution for next solve.

Ask underlying 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::AugSystemSolver.

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

private

Overloaded Equals Operator.

void Ipopt::StdAugSystemSolver::CreateAugmentedSpace	(	const SymMatrix &	W,
		const Matrix &	J_c,
		const Matrix &	J_d,
		const Vector &	proto_x,
		const Vector &	proto_s,
		const Vector &	proto_c,
		const Vector &	proto_d
	)

private

Create the matrix space for the Compound Sym Matrix that represents the augmented system.

This signifies the "first" time through and requires all structural knowledge

void Ipopt::StdAugSystemSolver::CreateAugmentedSystem	(	const SymMatrix *	W,
		double	W_factor,
		const Vector *	D_x,
		double	delta_x,
		const Vector *	D_s,
		double	delta_s,
		const Matrix &	J_c,
		const Vector *	D_c,
		double	delta_c,
		const Matrix &	J_d,
		const Vector *	D_d,
		double	delta_d,
		const Vector &	proto_x,
		const Vector &	proto_s,
		const Vector &	proto_c,
		const Vector &	proto_d
	)

private

Create the new compound sym matrix that represents the augmented system.

This is done EVERY time Solve is called with ANY different information

bool Ipopt::StdAugSystemSolver::AugmentedSystemRequiresChange	(	const SymMatrix *	W,
		double	W_factor,
		const Vector *	D_x,
		double	delta_x,
		const Vector *	D_s,
		double	delta_s,
		const Matrix &	J_c,
		const Vector *	D_c,
		double	delta_c,
		const Matrix &	J_d,
		const Vector *	D_d,
		double	delta_d
	)

private

Check the internal tags and decide if the passed variables are different from what is in the augmented_system_.

Member Data Documentation

SmartPtr<SymLinearSolver> Ipopt::StdAugSystemSolver::linsolver_

private

The linear solver object that is to be used to solve the linear systems.

Definition at line 161 of file IpStdAugSystemSolver.hpp.

SmartPtr<CompoundSymMatrixSpace> Ipopt::StdAugSystemSolver::augmented_system_space_

private

Spaces for piecing together the augmented system.

Definition at line 164 of file IpStdAugSystemSolver.hpp.

SmartPtr<SumSymMatrixSpace> Ipopt::StdAugSystemSolver::sumsym_space_x_

private

Definition at line 165 of file IpStdAugSystemSolver.hpp.

SmartPtr<DiagMatrixSpace> Ipopt::StdAugSystemSolver::diag_space_x_

private

Definition at line 166 of file IpStdAugSystemSolver.hpp.

SmartPtr<DiagMatrixSpace> Ipopt::StdAugSystemSolver::diag_space_s_

private

Definition at line 167 of file IpStdAugSystemSolver.hpp.

SmartPtr<DiagMatrixSpace> Ipopt::StdAugSystemSolver::diag_space_c_

private

Definition at line 168 of file IpStdAugSystemSolver.hpp.

SmartPtr<IdentityMatrixSpace> Ipopt::StdAugSystemSolver::ident_space_ds_

private

Definition at line 169 of file IpStdAugSystemSolver.hpp.

SmartPtr<DiagMatrixSpace> Ipopt::StdAugSystemSolver::diag_space_d_

private

Definition at line 170 of file IpStdAugSystemSolver.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::StdAugSystemSolver::augmented_vector_space_

private

Definition at line 172 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::w_tag_

private

Tag for W matrix.

If W has been given to Set as NULL, then this tag is set to 0

Definition at line 182 of file IpStdAugSystemSolver.hpp.

double Ipopt::StdAugSystemSolver::w_factor_

private

Most recent value of W_factor.

Definition at line 184 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::d_x_tag_

private

Tag for D_x vector, representing the diagonal matrix D_x.

If D_x has been given to Set as NULL, then this tag is set to 0

Definition at line 188 of file IpStdAugSystemSolver.hpp.

double Ipopt::StdAugSystemSolver::delta_x_

private

Most recent value of delta_x from Set method.

Definition at line 190 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::d_s_tag_

private

Tag for D_s vector, representing the diagonal matrix D_s.

If D_s has been given to Set as NULL, then this tag is set to 0

Definition at line 194 of file IpStdAugSystemSolver.hpp.

double Ipopt::StdAugSystemSolver::delta_s_

private

Most recent value of delta_s from Set method.

Definition at line 196 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::j_c_tag_

private

Tag for J_c matrix.

If J_c has been given to Set as NULL, then this tag is set to 0

Definition at line 200 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::d_c_tag_

private

Tag for D_c vector, representing the diagonal matrix D_c.

If D_c has been given to Set as NULL, then this tag is set to 0

Definition at line 204 of file IpStdAugSystemSolver.hpp.

double Ipopt::StdAugSystemSolver::delta_c_

private

Most recent value of delta_c from Set method.

Definition at line 206 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::j_d_tag_

private

Tag for J_d matrix.

If J_d has been given to Set as NULL, then this tag is set to 0

Definition at line 210 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::d_d_tag_

private

Tag for D_d vector, representing the diagonal matrix D_d.

If D_d has been given to Set as NULL, then this tag is set to 0

Definition at line 214 of file IpStdAugSystemSolver.hpp.

double Ipopt::StdAugSystemSolver::delta_d_

private

Most recent value of delta_d from Set method.

Definition at line 216 of file IpStdAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::StdAugSystemSolver::augsys_tag_

private

This is the tag of the matrix storing the augmented system.

Since this object owns this matrix, no changes should happen outside. However, since it is given away as a smart pointer, someone outside might change it. For debugging purposes, we now track its tag as well.

Definition at line 224 of file IpStdAugSystemSolver.hpp.

SmartPtr<CompoundSymMatrix> Ipopt::StdAugSystemSolver::augmented_system_

private

The resulting augmented matrix.

This matrix is stored as follows: First we have the diagonal elements for the upper left block (for D_W and delta_W), then the elements for the Hessian W, then the Jacobian A, and finally the diagonal elements for the lower right block (for D_C and delta_C).

Definition at line 233 of file IpStdAugSystemSolver.hpp.

SmartPtr<const SymMatrix> Ipopt::StdAugSystemSolver::old_w_

private

A copy of a previous W used in the augmented_system_.

Since Solve can be called with a NULL W, we keep a copy of the last W passed to keep the nonzero structure of the augmented_system_ consistent

Definition at line 238 of file IpStdAugSystemSolver.hpp.

bool Ipopt::StdAugSystemSolver::warm_start_same_structure_

private

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

Definition at line 244 of file IpStdAugSystemSolver.hpp.

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

src/Algorithm/IpStdAugSystemSolver.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation