Ipopt::MumpsSolverInterface Class Reference

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

#include <IpMumpsSolverInterface.hpp>

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List of all members.

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
virtual bool ProvidesDegeneracyDetection () const
 Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
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.
Constructor/Destructor



 MumpsSolverInterface ()
 Constructor.
virtual ~MumpsSolverInterface ()
 Destructor.
Methods for requesting solution of the linear system.



virtual ESymSolverStatus InitializeStructure (Index dim, Index nonzeros, const Index *airn, const Index *ajcn)
 Method for initializing internal stuctures.
virtual double * GetValuesArrayPtr ()
 Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn) are to be stored by the calling routine before a call to MultiSolve with a new_matrix=true.
virtual ESymSolverStatus MultiSolve (bool new_matrix, const Index *airn, const Index *ajcn, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
 Solve operation for multiple right hand sides.
virtual Index NumberOfNegEVals () const
 Number of negative eigenvalues detected during last factorization.

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.



 MumpsSolverInterface (const MumpsSolverInterface &)
 Copy Constructor.
void operator= (const MumpsSolverInterface &)
 Overloaded Equals Operator.
Internal functions



ESymSolverStatus SymbolicFactorization ()
 Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.
ESymSolverStatus Factorization (bool check_NegEVals, Index numberOfNegEVals)
 Call MUMPS (job=2) to factorize the Matrix.
ESymSolverStatus Solve (Index nrhs, double *rhs_vals)
 Call MUMPS (job=3) to do the solve.

Private Attributes

bool have_symbolic_factorization_
 Flag indicating if symbolic factorization has already been called.
Information about the matrix



void * mumps_ptr_
 Primary MUMP data structure.
Information about most recent factorization/solve



Index negevals_
 Number of negative eigenvalues.
Initialization flags



bool initialized_
 Flag indicating if internal data is initialized.
bool pivtol_changed_
 Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
bool refactorize_
 Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again.
Solver specific data/options



Number pivtol_
 Pivol tolerance.
Number pivtolmax_
 Maximal pivot tolerance.
Index mem_percent_
 Percent increase in memory.
Index mumps_permuting_scaling_
 Permution and scaling method in MUMPS.
Index mumps_pivot_order_
 Pivot order in MUMPS.
Index mumps_scaling_
 Scaling in MUMPS.
Number mumps_dep_tol_
 Threshold in MUMPS to stay that a constraint is linearly dependent.
bool warm_start_same_structure_
 Flag indicating whether the TNLP with identical structure has already been solved before.



virtual bool IncreaseQuality ()
 Request to increase quality of solution for next solve.
virtual bool ProvidesInertia () const
 Query whether inertia is computed by linear solver.
EMatrixFormat MatrixFormat () const
 Query of requested matrix type that the linear solver understands.
static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Detailed Description

Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 26 of file IpMumpsSolverInterface.hpp.


Constructor & Destructor Documentation

Ipopt::MumpsSolverInterface::MumpsSolverInterface (  ) 

Constructor.

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

Destructor.

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( const MumpsSolverInterface  )  [private]

Copy Constructor.


Member Function Documentation

bool Ipopt::MumpsSolverInterface::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
) [virtual]
virtual ESymSolverStatus Ipopt::MumpsSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index airn,
const Index ajcn 
) [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 airn and acjn give the positions of the nonzero elements.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual double* Ipopt::MumpsSolverInterface::GetValuesArrayPtr (  )  [virtual]

Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn) are to be stored by the calling routine before a call to MultiSolve with a new_matrix=true.

The returned array must have space for at least nonzero elements.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::MultiSolve ( bool  new_matrix,
const Index airn,
const Index ajcn,
Index  nrhs,
double *  rhs_vals,
bool  check_NegEVals,
Index  numberOfNegEVals 
) [virtual]

Solve operation for multiple right hand sides.

Overloaded from SparseSymLinearSolverInterface.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual Index Ipopt::MumpsSolverInterface::NumberOfNegEVals (  )  const [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).

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::MumpsSolverInterface::IncreaseQuality (  )  [virtual]

Request to increase quality of solution for next solve.

Ask 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::SparseSymLinearSolverInterface.

virtual bool Ipopt::MumpsSolverInterface::ProvidesInertia (  )  const [inline, virtual]

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 92 of file IpMumpsSolverInterface.hpp.

EMatrixFormat Ipopt::MumpsSolverInterface::MatrixFormat (  )  const [inline, virtual]

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 99 of file IpMumpsSolverInterface.hpp.

static void Ipopt::MumpsSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions roptions  )  [static]

Methods for IpoptType.

virtual bool Ipopt::MumpsSolverInterface::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::MumpsSolverInterface::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::MumpsSolverInterface::operator= ( const MumpsSolverInterface  )  [private]

Overloaded Equals Operator.

Reimplemented from Ipopt::AlgorithmStrategyObject.

ESymSolverStatus Ipopt::MumpsSolverInterface::SymbolicFactorization (  )  [private]

Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.

ESymSolverStatus Ipopt::MumpsSolverInterface::Factorization ( bool  check_NegEVals,
Index  numberOfNegEVals 
) [private]

Call MUMPS (job=2) to factorize the Matrix.

It is assumed that the first nonzeros_ element of a_ contain the values of the matrix to be factorized.

ESymSolverStatus Ipopt::MumpsSolverInterface::Solve ( Index  nrhs,
double *  rhs_vals 
) [private]

Call MUMPS (job=3) to do the solve.


Member Data Documentation

Primary MUMP data structure.

Definition at line 139 of file IpMumpsSolverInterface.hpp.

Number of negative eigenvalues.

Definition at line 145 of file IpMumpsSolverInterface.hpp.

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 152 of file IpMumpsSolverInterface.hpp.

Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.

Definition at line 155 of file IpMumpsSolverInterface.hpp.

Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again.

Definition at line 159 of file IpMumpsSolverInterface.hpp.

Pivol tolerance.

Definition at line 165 of file IpMumpsSolverInterface.hpp.

Maximal pivot tolerance.

Definition at line 168 of file IpMumpsSolverInterface.hpp.

Percent increase in memory.

Definition at line 171 of file IpMumpsSolverInterface.hpp.

Permution and scaling method in MUMPS.

Definition at line 174 of file IpMumpsSolverInterface.hpp.

Pivot order in MUMPS.

Definition at line 177 of file IpMumpsSolverInterface.hpp.

Scaling in MUMPS.

Definition at line 180 of file IpMumpsSolverInterface.hpp.

Threshold in MUMPS to stay that a constraint is linearly dependent.

Definition at line 184 of file IpMumpsSolverInterface.hpp.

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

Definition at line 188 of file IpMumpsSolverInterface.hpp.

Flag indicating if symbolic factorization has already been called.

Definition at line 193 of file IpMumpsSolverInterface.hpp.


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

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