Ipopt::GenKKTSolverInterface Class Reference

Base class for interfaces to symmetric indefinite linear solvers for generic matrices. More...

#include <IpGenKKTSolverInterface.hpp>

Inheritance diagram for Ipopt::GenKKTSolverInterface:

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Collaboration diagram for Ipopt::GenKKTSolverInterface:

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List of all members.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)=0
	overloaded from AlgorithmStrategyObject
Constructor/Destructor
	GenKKTSolverInterface ()
virtual	~GenKKTSolverInterface ()
Methods for requesting solution of the linear system.
virtual ESymSolverStatus	MultiSolve (bool new_matrix, Index n_x, Index n_c, Index n_d, SmartPtr< const SymMatrix > W, SmartPtr< const Matrix > Jac_c, SmartPtr< const Matrix > Jac_d, const Number *D_x, const Number *D_s, const Number *D_c, const Number *D_d, Number delta_x, Number delta_s, Number delta_c, Number delta_d, Index n_rhs, Number *rhssol, bool check_NegEVals, Index numberOfNegEVals)=0
	Solve operation for multiple right hand sides.
virtual Index	NumberOfNegEVals () const =0
	Number of negative eigenvalues detected during last factorization.
virtual bool	IncreaseQuality ()=0
	Request to increase quality of solution for next solve.
virtual bool	ProvidesInertia () const =0
	Query whether inertia is computed by linear solver.

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Detailed Description

Base class for interfaces to symmetric indefinite linear solvers for generic matrices.

Definition at line 20 of file IpGenKKTSolverInterface.hpp.

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Constructor & Destructor Documentation

Ipopt::GenKKTSolverInterface::GenKKTSolverInterface

(

)

[inline]

Definition at line 25 of file IpGenKKTSolverInterface.hpp.

virtual Ipopt::GenKKTSolverInterface::~GenKKTSolverInterface

(

)

[inline, virtual]

Definition at line 28 of file IpGenKKTSolverInterface.hpp.

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Member Function Documentation

virtual bool Ipopt::GenKKTSolverInterface::InitializeImpl	(	const OptionsList &	options,
		const std::string &	prefix
	)			[pure virtual]

overloaded from AlgorithmStrategyObject

Implements Ipopt::AlgorithmStrategyObject.

virtual ESymSolverStatus Ipopt::GenKKTSolverInterface::MultiSolve	(	bool	new_matrix,
		Index	n_x,
		Index	n_c,
		Index	n_d,
		SmartPtr< const SymMatrix >	W,
		SmartPtr< const Matrix >	Jac_c,
		SmartPtr< const Matrix >	Jac_d,
		const Number *	D_x,
		const Number *	D_s,
		const Number *	D_c,
		const Number *	D_d,
		Number	delta_x,
		Number	delta_s,
		Number	delta_c,
		Number	delta_d,
		Index	n_rhs,
		Number *	rhssol,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)			[pure virtual]

Solve operation for multiple right hand sides.

The linear system is of the form

(see also AugSystemSolver).

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 right-hand 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 right-hand sides is given by nrhs, the values of the right-hand sides are given in rhs_vals (one full right-hand 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.

Parameters:

	new_matrix	If this flag is false, the same matrix as in the most recent call is given to the solver again
	n_x	Dimension of D_x
	n_c	Dimension of D_s and D_c
	n_d	Dimension of D_d
	W	Hessian of Lagrangian (as given by NLP)
	Jac_c	Jacobian of equality constraints (as given by NLP)
	Jac_d	Jacobian of inequality constraints (as given by NLP)
	D_x	Array with the elements D_x (if NULL, assume all zero)
	D_s	Array with the elements D_s (if NULL, assume all zero)
	D_c	Array with the elements D_c (if NULL, assume all zero)
	D_d	Array with the elements D_d (if NULL, assume all zero)
	delta_x	/f$ $
	delta_s	/f$ $
	delta_c	/f$ $
	delta_d	/f$ $
	n_rhs	Number of right hand sides
	rhssol	On input, this containts the right hand sides, and on successful termination of the solver, the solutions are expected in there on return. At the moment, the order is x,d,c,s, but this can be made flexible and chosen according to an option.
	check_NegEVals	if true, we want to ensure that the inertia is correct
	numberOfNegEVals	Required number of negative eigenvalues if check_NegEVals is true

virtual Index Ipopt::GenKKTSolverInterface::NumberOfNegEVals

(

)

const [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).

virtual bool Ipopt::GenKKTSolverInterface::IncreaseQuality

(

)

[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.)

virtual bool Ipopt::GenKKTSolverInterface::ProvidesInertia

(

)

const [pure virtual]

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

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

• /home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/Algorithm/LinearSolvers/IpGenKKTSolverInterface.hpp