Ipopt::LowRankAugSystemSolver Class Reference

Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices. More...

#include <IpLowRankAugSystemSolver.hpp>

Collaboration diagram for Ipopt::LowRankAugSystemSolver:

Public Member Functions
bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject
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.
virtual Index	NumberOfNegEVals () const
	Number of negative eigenvalues detected during last solve.
virtual bool	ProvidesInertia () const
	Query whether inertia is computed by linear solver.
virtual bool	IncreaseQuality ()
	Request to increase quality of solution for next solve.
Constructors/Destructors

	LowRankAugSystemSolver (AugSystemSolver &aug_system_solver)
	Constructor using only a linear solver object.
virtual	~LowRankAugSystemSolver ()
	Default destructor.
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.
	LowRankAugSystemSolver ()
	Default constructor.
	LowRankAugSystemSolver (const LowRankAugSystemSolver &)
	Copy Constructor.
void	operator= (const LowRankAugSystemSolver &)
	Overloaded Equals Operator.
Internal functions

ESymSolverStatus	UpdateFactorization (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_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, bool check_NegEVals, Index numberOfNegEVals)
	Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_, compound_sol_vecspace_.
ESymSolverStatus	SolveMultiVector (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_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, const MultiVectorMatrix &V, const SmartPtr< const Matrix > &P_LM, SmartPtr< MultiVectorMatrix > &V_x, SmartPtr< MultiVectorMatrix > &Vtilde1, SmartPtr< MultiVectorMatrix > &Vtilde1_x, bool check_NegEVals, Index numberOfNegEVals)
	Method for solving the augmented system without low-rank update for multiple right hand sides that are provided as MultiVectorMatrix.
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)
	Method that compares the tags of the data for the matrix with those from the previous call.
Private Attributes
SmartPtr< AugSystemSolver >	aug_system_solver_
	The augmented system solver object that should be used for the factorization of the augmented system without the low-rank update.
Index	num_neg_evals_
	Stores the number of negative eigenvalues detected during most recent factorization.
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.
double	w_factor_
	Most recent value of W_factor.
TaggedObject::Tag	d_x_tag_
	Tag for D_x vector, representing the diagonal matrix D_x.
double	delta_x_
	Most recent value of delta_x from Set method.
TaggedObject::Tag	d_s_tag_
	Tag for D_s vector, representing the diagonal matrix D_s.
double	delta_s_
	Most recent value of delta_s from Set method.
TaggedObject::Tag	j_c_tag_
	Tag for J_c matrix.
TaggedObject::Tag	d_c_tag_
	Tag for D_c vector, representing the diagonal matrix D_c.
double	delta_c_
	Most recent value of delta_c from Set method.
TaggedObject::Tag	j_d_tag_
	Tag for J_d matrix.
TaggedObject::Tag	d_d_tag_
	Tag for D_d vector, representing the diagonal matrix D_d.
double	delta_d_
	Most recent value of delta_d from Set method.
Information to be stored in order to resolve for the
same matrix with a different right hand side.
bool	first_call_
	Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
SmartPtr< DenseGenMatrix >	J1_
	Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
SmartPtr< DenseGenMatrix >	J2_
	Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
SmartPtr< MultiVectorMatrix >	Vtilde1_
	Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
SmartPtr< MultiVectorMatrix >	Utilde2_
	Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
SmartPtr< DiagMatrix >	Wdiag_
	Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
SmartPtr< const CompoundVectorSpace >	compound_sol_vecspace_
	Vector space for Compound vectors that capture the entire right hand side and solution vectors .

Detailed Description

Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices.

Definition at line 23 of file IpLowRankAugSystemSolver.hpp.

Constructor & Destructor Documentation

Ipopt::LowRankAugSystemSolver::LowRankAugSystemSolver ( AugSystemSolver & aug_system_solver )

Constructor using only a linear solver object.

virtual Ipopt::LowRankAugSystemSolver::~LowRankAugSystemSolver ( ) [virtual]

Default destructor.

Ipopt::LowRankAugSystemSolver::LowRankAugSystemSolver ( ) [private]

Default constructor.

Ipopt::LowRankAugSystemSolver::LowRankAugSystemSolver ( const LowRankAugSystemSolver & ) [private]

Copy Constructor.

Member Function Documentation

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

overloaded from AlgorithmStrategyObject

virtual ESymSolverStatus Ipopt::LowRankAugSystemSolver::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
	)			`[virtual]`

Set up the augmented system and solve it for a given right hand side.

virtual Index Ipopt::LowRankAugSystemSolver::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).

virtual bool Ipopt::LowRankAugSystemSolver::ProvidesInertia ( ) const [virtual]

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

virtual bool Ipopt::LowRankAugSystemSolver::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.)

void Ipopt::LowRankAugSystemSolver::operator= ( const LowRankAugSystemSolver & ) [private]

Overloaded Equals Operator.

ESymSolverStatus Ipopt::LowRankAugSystemSolver::UpdateFactorization	(	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_rhs_x,
		const Vector &	proto_rhs_s,
		const Vector &	proto_rhs_c,
		const Vector &	proto_rhs_d,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)			`[private]`

Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_, compound_sol_vecspace_.

ESymSolverStatus Ipopt::LowRankAugSystemSolver::SolveMultiVector	(	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_rhs_x,
		const Vector &	proto_rhs_s,
		const Vector &	proto_rhs_c,
		const Vector &	proto_rhs_d,
		const MultiVectorMatrix &	V,
		const SmartPtr< const Matrix > &	P_LM,
		SmartPtr< MultiVectorMatrix > &	V_x,
		SmartPtr< MultiVectorMatrix > &	Vtilde1,
		SmartPtr< MultiVectorMatrix > &	Vtilde1_x,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)			`[private]`

Method for solving the augmented system without low-rank update for multiple right hand sides that are provided as MultiVectorMatrix.

The result is returned as a MultiVectorMatrix in Vtilde1. V_x and Vtilde1_x are V and Vtilde1 in the x-space.

bool Ipopt::LowRankAugSystemSolver::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]`

Method that compares the tags of the data for the matrix with those from the previous call.

Returns true, if there was a change and the factorization has to be updated.

Member Data Documentation

SmartPtr<AugSystemSolver> Ipopt::LowRankAugSystemSolver::aug_system_solver_ [private]

The augmented system solver object that should be used for the factorization of the augmented system without the low-rank update.

Definition at line 109 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 119 of file IpLowRankAugSystemSolver.hpp.

double Ipopt::LowRankAugSystemSolver::w_factor_ [private]

Most recent value of W_factor.

Definition at line 121 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 125 of file IpLowRankAugSystemSolver.hpp.

double Ipopt::LowRankAugSystemSolver::delta_x_ [private]

Most recent value of delta_x from Set method.

Definition at line 127 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 131 of file IpLowRankAugSystemSolver.hpp.

double Ipopt::LowRankAugSystemSolver::delta_s_ [private]

Most recent value of delta_s from Set method.

Definition at line 133 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 137 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 141 of file IpLowRankAugSystemSolver.hpp.

double Ipopt::LowRankAugSystemSolver::delta_c_ [private]

Most recent value of delta_c from Set method.

Definition at line 143 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 147 of file IpLowRankAugSystemSolver.hpp.

TaggedObject::Tag Ipopt::LowRankAugSystemSolver::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 151 of file IpLowRankAugSystemSolver.hpp.

double Ipopt::LowRankAugSystemSolver::delta_d_ [private]

Most recent value of delta_d from Set method.

Definition at line 153 of file IpLowRankAugSystemSolver.hpp.

bool Ipopt::LowRankAugSystemSolver::first_call_ [private]