Ipopt  3.12.11
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Ipopt::WsmpSolverInterface Class Reference

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

#include <IpWsmpSolverInterface.hpp>

+ Inheritance diagram for Ipopt::WsmpSolverInterface:

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
 WsmpSolverInterface ()
 Constructor. More...
 
virtual ~WsmpSolverInterface ()
 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 ()
 
- 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.

 WsmpSolverInterface (const WsmpSolverInterface &)
 Copy Constructor. More...
 
void operator= (const WsmpSolverInterface &)
 Overloaded Equals Operator. More...
 
Internal functions
ESymSolverStatus SymbolicFactorization (const Index *ia, const Index *ja)
 Call Wsmp to do the analysis phase. More...
 
ESymSolverStatus InternalSymFact (const Index *ia, const Index *ja, Index numberOfNegEVals)
 Call Wsmp to really do the analysis phase. More...
 
ESymSolverStatus Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
 Call Wsmp to factorize the Matrix. More...
 
ESymSolverStatus Solve (const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
 Call Wsmpx to do the Solve. More...
 

Private Attributes

Index matrix_file_number_
 Counter for matrix file numbers. 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...
 
Solver specific options
Index wsmp_num_threads_
 Option that controls the matching strategy. More...
 
Number wsmp_pivtol_
 Pivol tolerance. More...
 
Number wsmp_pivtolmax_
 Maximal pivot tolerance. More...
 
Index wsmp_scaling_
 Indicating which of WSMP's scaling methods should be used. More...
 
Number wsmp_singularity_threshold_
 WSMP's singularity threshold. More...
 
Index wsmp_write_matrix_iteration_
 iteration number in which matrices are to be written out More...
 
bool skip_inertia_check_
 Flag indicating if the interia is always assumed to be correct. More...
 
bool wsmp_no_pivoting_
 Flag indicating whether the positive definite version of WSMP should be used. 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 printed_num_threads_
 Flag indicating if we already printed how many threads are used by WSMP. More...
 
bool pivtol_changed_
 Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed, or the computation of the ordering has been triggered with DPARNM[14]. More...
 
bool have_symbolic_factorization_
 Flag indicating whether symbolic factorization and order has already been performed. More...
 
Index factorizations_since_recomputed_ordering_
 Counter indicating how many factorizations have been done sine the last recomputation of the ordering. More...
 
Solver specific information
ipfintIPARM_
 Integer parameter array for WSSMP. More...
 
double * DPARM_
 Double precision parameter array for WSSMP. More...
 
ipfintPERM_
 WSSMP's permutation vector. More...
 
ipfintINVP_
 WSSMP's inverse permutation vector. More...
 
ipfintMRP_
 WSSMP's internal MRP array. 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 JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Interface to the linear solver Wsmp, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 24 of file IpWsmpSolverInterface.hpp.

Constructor & Destructor Documentation

Ipopt::WsmpSolverInterface::WsmpSolverInterface ( )

Constructor.

virtual Ipopt::WsmpSolverInterface::~WsmpSolverInterface ( )
virtual

Destructor.

Ipopt::WsmpSolverInterface::WsmpSolverInterface ( const WsmpSolverInterface )
private

Copy Constructor.

Member Function Documentation

bool Ipopt::WsmpSolverInterface::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
)
virtual
virtual ESymSolverStatus Ipopt::WsmpSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index ia,
const Index ja 
)
virtual

Method for initializing internal stuctures.

Implements Ipopt::SparseSymLinearSolverInterface.

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

Method returing an internal array into which the nonzero elements are to be stored.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::WsmpSolverInterface::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::WsmpSolverInterface::NumberOfNegEVals ( ) const
virtual

Number of negative eigenvalues detected during last factorization.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::WsmpSolverInterface::IncreaseQuality ( )
virtual

Request to increase quality of solution for next solve.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::WsmpSolverInterface::ProvidesInertia ( ) const
inlinevirtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 76 of file IpWsmpSolverInterface.hpp.

EMatrixFormat Ipopt::WsmpSolverInterface::MatrixFormat ( ) const
inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 83 of file IpWsmpSolverInterface.hpp.

static void Ipopt::WsmpSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

Methods for IpoptType.

virtual bool Ipopt::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::operator= ( const WsmpSolverInterface )
private

Overloaded Equals Operator.

ESymSolverStatus Ipopt::WsmpSolverInterface::SymbolicFactorization ( const Index ia,
const Index ja 
)
private

Call Wsmp to do the analysis phase.

ESymSolverStatus Ipopt::WsmpSolverInterface::InternalSymFact ( const Index ia,
const Index ja,
Index  numberOfNegEVals 
)
private

Call Wsmp to really do the analysis phase.

ESymSolverStatus Ipopt::WsmpSolverInterface::Factorization ( const Index ia,
const Index ja,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
private

Call Wsmp to factorize the Matrix.

ESymSolverStatus Ipopt::WsmpSolverInterface::Solve ( const Index ia,
const Index ja,
Index  nrhs,
double *  rhs_vals 
)
private

Call Wsmpx to do the Solve.

Member Data Documentation

Index Ipopt::WsmpSolverInterface::dim_
private

Number of rows and columns of the matrix.

Definition at line 123 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::nonzeros_
private

Number of nonzeros of the matrix in triplet representation.

Definition at line 126 of file IpWsmpSolverInterface.hpp.

double* Ipopt::WsmpSolverInterface::a_
private

Array for storing the values of the matrix.

Definition at line 129 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::wsmp_num_threads_
private

Option that controls the matching strategy.

Definition at line 149 of file IpWsmpSolverInterface.hpp.

Number Ipopt::WsmpSolverInterface::wsmp_pivtol_
private

Pivol tolerance.

Definition at line 151 of file IpWsmpSolverInterface.hpp.

Number Ipopt::WsmpSolverInterface::wsmp_pivtolmax_
private

Maximal pivot tolerance.

Definition at line 153 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::wsmp_scaling_
private

Indicating which of WSMP's scaling methods should be used.

Definition at line 155 of file IpWsmpSolverInterface.hpp.

Number Ipopt::WsmpSolverInterface::wsmp_singularity_threshold_
private

WSMP's singularity threshold.

The smaller this value the less likely a matrix is declared singular.

Definition at line 158 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::wsmp_write_matrix_iteration_
private

iteration number in which matrices are to be written out

Definition at line 160 of file IpWsmpSolverInterface.hpp.

bool Ipopt::WsmpSolverInterface::skip_inertia_check_
private

Flag indicating if the interia is always assumed to be correct.

Definition at line 163 of file IpWsmpSolverInterface.hpp.

bool Ipopt::WsmpSolverInterface::wsmp_no_pivoting_
private

Flag indicating whether the positive definite version of WSMP should be used.

Definition at line 166 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::matrix_file_number_
private

Counter for matrix file numbers.

Definition at line 170 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::negevals_
private

Number of negative eigenvalues.

Definition at line 175 of file IpWsmpSolverInterface.hpp.

bool Ipopt::WsmpSolverInterface::initialized_
private

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 182 of file IpWsmpSolverInterface.hpp.

bool Ipopt::WsmpSolverInterface::printed_num_threads_
private

Flag indicating if we already printed how many threads are used by WSMP.

Definition at line 185 of file IpWsmpSolverInterface.hpp.

bool Ipopt::WsmpSolverInterface::pivtol_changed_
private

Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed, or the computation of the ordering has been triggered with DPARNM[14].

Definition at line 189 of file IpWsmpSolverInterface.hpp.

bool Ipopt::WsmpSolverInterface::have_symbolic_factorization_
private

Flag indicating whether symbolic factorization and order has already been performed.

Definition at line 192 of file IpWsmpSolverInterface.hpp.

Index Ipopt::WsmpSolverInterface::factorizations_since_recomputed_ordering_
private

Counter indicating how many factorizations have been done sine the last recomputation of the ordering.

Definition at line 195 of file IpWsmpSolverInterface.hpp.

ipfint* Ipopt::WsmpSolverInterface::IPARM_
private

Integer parameter array for WSSMP.

Definition at line 201 of file IpWsmpSolverInterface.hpp.

double* Ipopt::WsmpSolverInterface::DPARM_
private

Double precision parameter array for WSSMP.

Definition at line 203 of file IpWsmpSolverInterface.hpp.

ipfint* Ipopt::WsmpSolverInterface::PERM_
private

WSSMP's permutation vector.

Definition at line 205 of file IpWsmpSolverInterface.hpp.

ipfint* Ipopt::WsmpSolverInterface::INVP_
private

WSSMP's inverse permutation vector.

Definition at line 207 of file IpWsmpSolverInterface.hpp.

ipfint* Ipopt::WsmpSolverInterface::MRP_
private

WSSMP's internal MRP array.

Definition at line 209 of file IpWsmpSolverInterface.hpp.


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