Ipopt 3.12.10

- Main Page
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
IpAugSystemSolver.hpp
Go to the documentation of this file.
1 // Copyright (C) 2004, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpAugSystemSolver.hpp 2269 2013-05-05 11:32:40Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IP_AUGSYSTEMSOLVER_HPP__
10 #define __IP_AUGSYSTEMSOLVER_HPP__
11
12 #include "IpSymMatrix.hpp"
13 #include "IpSymLinearSolver.hpp"
14 #include "IpAlgStrategy.hpp"
15
16 namespace Ipopt
17 {
18 DECLARE_STD_EXCEPTION(FATAL_ERROR_IN_LINEAR_SOLVER);
19
37 class AugSystemSolver: public AlgorithmStrategyObject
38 {
39 public:
43 AugSystemSolver()
44 {}
46 virtual ~AugSystemSolver()
47 {}
49
51 virtual bool InitializeImpl(const OptionsList& options,
52 const std::string& prefix) = 0;
53
61 virtual ESymSolverStatus Solve(
62 const SymMatrix* W,
63 double W_factor,
64 const Vector* D_x,
65 double delta_x,
66 const Vector* D_s,
67 double delta_s,
68 const Matrix* J_c,
69 const Vector* D_c,
70 double delta_c,
71 const Matrix* J_d,
72 const Vector* D_d,
73 double delta_d,
74 const Vector& rhs_x,
75 const Vector& rhs_s,
76 const Vector& rhs_c,
77 const Vector& rhs_d,
78 Vector& sol_x,
79 Vector& sol_s,
80 Vector& sol_c,
81 Vector& sol_d,
82 bool check_NegEVals,
83 Index numberOfNegEVals)
84 {
85 std::vector<SmartPtr<const Vector> > rhs_xV(1);
86 rhs_xV[0] = &rhs_x;
87 std::vector<SmartPtr<const Vector> > rhs_sV(1);
88 rhs_sV[0] = &rhs_s;
89 std::vector<SmartPtr<const Vector> > rhs_cV(1);
90 rhs_cV[0] = &rhs_c;
91 std::vector<SmartPtr<const Vector> > rhs_dV(1);
92 rhs_dV[0] = &rhs_d;
93 std::vector<SmartPtr<Vector> > sol_xV(1);
94 sol_xV[0] = &sol_x;
95 std::vector<SmartPtr<Vector> > sol_sV(1);
96 sol_sV[0] = &sol_s;
97 std::vector<SmartPtr<Vector> > sol_cV(1);
98 sol_cV[0] = &sol_c;
99 std::vector<SmartPtr<Vector> > sol_dV(1);
100 sol_dV[0] = &sol_d;
101 return MultiSolve(W, W_factor, D_x, delta_x, D_s, delta_s, J_c, D_c, delta_c,
102 J_d, D_d, delta_d, rhs_xV, rhs_sV, rhs_cV, rhs_dV,
103 sol_xV, sol_sV, sol_cV, sol_dV, check_NegEVals,
104 numberOfNegEVals);
105 }
106
110 virtual ESymSolverStatus MultiSolve(
111 const SymMatrix* W,
112 double W_factor,
113 const Vector* D_x,
114 double delta_x,
115 const Vector* D_s,
116 double delta_s,
117 const Matrix* J_c,
118 const Vector* D_c,
119 double delta_c,
120 const Matrix* J_d,
121 const Vector* D_d,
122 double delta_d,
123 std::vector<SmartPtr<const Vector> >& rhs_xV,
124 std::vector<SmartPtr<const Vector> >& rhs_sV,
125 std::vector<SmartPtr<const Vector> >& rhs_cV,
126 std::vector<SmartPtr<const Vector> >& rhs_dV,
127 std::vector<SmartPtr<Vector> >& sol_xV,
128 std::vector<SmartPtr<Vector> >& sol_sV,
129 std::vector<SmartPtr<Vector> >& sol_cV,
130 std::vector<SmartPtr<Vector> >& sol_dV,
131 bool check_NegEVals,
132 Index numberOfNegEVals)
133 {
134 // Solve for one right hand side after the other
135 Index nrhs = (Index)rhs_xV.size();
136 DBG_ASSERT(nrhs>0);
137 DBG_ASSERT(nrhs==(Index)rhs_sV.size());
138 DBG_ASSERT(nrhs==(Index)rhs_cV.size());
139 DBG_ASSERT(nrhs==(Index)rhs_dV.size());
140 DBG_ASSERT(nrhs==(Index)sol_xV.size());
141 DBG_ASSERT(nrhs==(Index)sol_sV.size());
142 DBG_ASSERT(nrhs==(Index)sol_cV.size());
143 DBG_ASSERT(nrhs==(Index)sol_dV.size());
144
145 ESymSolverStatus retval=SYMSOLVER_SUCCESS;
146 for (Index i=0; i<nrhs; i++) {
147 retval = Solve(W, W_factor, D_x, delta_x, D_s, delta_s, J_c, D_c, delta_c,
148 J_d, D_d, delta_d,
149 *rhs_xV[i], *rhs_sV[i], *rhs_cV[i], *rhs_dV[i],
150 *sol_xV[i], *sol_sV[i], *sol_cV[i], *sol_dV[i],
151 check_NegEVals, numberOfNegEVals);
152 if (retval!=SYMSOLVER_SUCCESS) {
153 break;
154 }
155 }
156 return retval;
157 }
158
165 virtual Index NumberOfNegEVals() const =0;
166
170 virtual bool ProvidesInertia() const =0;
171
178 virtual bool IncreaseQuality() =0;
179
180 private:
190 AugSystemSolver(const AugSystemSolver&);
191
193 void operator=(const AugSystemSolver&);
195
196 };
197
198 } // namespace Ipopt
199
200 #endif
Ipopt::AugSystemSolver::AugSystemSolver
AugSystemSolver()
Default constructor.
Definition: IpAugSystemSolver.hpp:43
Ipopt::AugSystemSolver::~AugSystemSolver
virtual ~AugSystemSolver()
Default destructor.
Definition: IpAugSystemSolver.hpp:46
Ipopt::ESymSolverStatus
ESymSolverStatus
Enum to report outcome of a linear solve.
Definition: IpSymLinearSolver.hpp:21
IpAlgStrategy.hpp
IpSymLinearSolver.hpp
Ipopt::AlgorithmStrategyObject
This is the base class for all algorithm strategy objects.
Definition: IpAlgStrategy.hpp:35
IpSymMatrix.hpp
Ipopt::AugSystemSolver::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)=0
overloaded from AlgorithmStrategyObject
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::AugSystemSolver::Solve
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.
Definition: IpAugSystemSolver.hpp:61
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:23
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::AugSystemSolver
Base class for Solver for the augmented system.
Definition: IpAugSystemSolver.hpp:37
Ipopt::AugSystemSolver::MultiSolve
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)
Like Solve, but for multiple right hand sides.
Definition: IpAugSystemSolver.hpp:110
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:27
Ipopt::AugSystemSolver::IncreaseQuality
virtual bool IncreaseQuality()=0
Request to increase quality of solution for next solve.
Ipopt::AugSystemSolver::operator=
void operator=(const AugSystemSolver &)
Overloaded Equals Operator.
Ipopt::AugSystemSolver::ProvidesInertia
virtual bool ProvidesInertia() const =0
Query whether inertia is computed by linear solver.
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
Ipopt::DECLARE_STD_EXCEPTION
DECLARE_STD_EXCEPTION(SUFFIX_EMPTY)
Ipopt::SYMSOLVER_SUCCESS
Successful solve.
Definition: IpSymLinearSolver.hpp:23
Ipopt::AugSystemSolver::NumberOfNegEVals
virtual Index NumberOfNegEVals() const =0
Number of negative eigenvalues detected during last solve.