00001
00002
00003
00004
00005
00006
00007
00008
00009
00010
00011 #ifndef __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
00012 #define __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
00013
00014 #include "IpSparseSymLinearSolverInterface.hpp"
00015 #include "IpInexactCq.hpp"
00016 #include "IpIterativeSolverTerminationTester.hpp"
00017
00018 namespace Ipopt
00019 {
00020
00025 class IterativePardisoSolverInterface: public SparseSymLinearSolverInterface
00026 {
00027 public:
00031 IterativePardisoSolverInterface(IterativeSolverTerminationTester& normal_tester,
00032 IterativeSolverTerminationTester& pd_tester);
00033
00035 virtual ~IterativePardisoSolverInterface();
00037
00039 bool InitializeImpl(const OptionsList& options,
00040 const std::string& prefix);
00041
00042
00046 virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros,
00047 const Index *ia,
00048 const Index *ja);
00049
00052 virtual double* GetValuesArrayPtr();
00053
00055 virtual ESymSolverStatus MultiSolve(bool new_matrix,
00056 const Index* ia,
00057 const Index* ja,
00058 Index nrhs,
00059 double* rhs_vals,
00060 bool check_NegEVals,
00061 Index numberOfNegEVals);
00062
00066 virtual Index NumberOfNegEVals() const;
00068
00069
00071
00073 virtual bool IncreaseQuality();
00074
00078 virtual bool ProvidesInertia() const
00079 {
00080 return true;
00081 }
00085 EMatrixFormat MatrixFormat() const
00086 {
00087 return CSR_Format_1_Offset;
00088 }
00090
00093 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
00095
00096 private:
00106 IterativePardisoSolverInterface();
00107
00109 IterativePardisoSolverInterface(const IterativePardisoSolverInterface&);
00110
00112 void operator=(const IterativePardisoSolverInterface&);
00114
00118 Index dim_;
00119
00121 Index nonzeros_;
00122
00124 double* a_;
00126
00130 Index negevals_;
00132
00136 enum PardisoMatchingStrategy
00137 {
00138 COMPLETE,
00139 COMPLETE2x2,
00140 CONSTRAINT
00141 };
00143 PardisoMatchingStrategy match_strat_;
00146 bool have_symbolic_factorization_;
00149 bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_;
00153 bool pardiso_repeated_perturbation_means_singular_;
00156 bool skip_inertia_check_;
00158
00161 Index pardiso_max_iter_;
00162 Index pardiso_dropping_schur_exponent_;
00163 Index pardiso_dropping_factor_exponent_;
00164 Index pardiso_inverse_norm_factor_;
00165
00166 Index normal_pardiso_max_iter_;
00167 Index normal_pardiso_dropping_schur_exponent_;
00168 Index normal_pardiso_dropping_factor_exponent_;
00169 Index normal_pardiso_inverse_norm_factor_;
00171
00176 bool initialized_;
00178
00182 void** PT_;
00185 ipfint MAXFCT_;
00187 ipfint MNUM_;
00189 ipfint MTYPE_;
00191 ipfint* IPARM_;
00193 ipfint MSGLVL_;
00195
00198 Index debug_last_iter_;
00199 Index debug_cnt_;
00201
00206 ESymSolverStatus SymbolicFactorization(const Index* ia,
00207 const Index* ja);
00208
00211 ESymSolverStatus Factorization(const Index* ia,
00212 const Index* ja,
00213 bool check_NegEVals,
00214 Index numberOfNegEVals);
00215
00218 ESymSolverStatus Solve(const Index* ia,
00219 const Index* ja,
00220 Index nrhs,
00221 double *rhs_vals);
00223
00225 InexactData& InexData()
00226 {
00227 InexactData& inexact_data =
00228 static_cast<InexactData&>(IpData().AdditionalData());
00229 DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
00230 return inexact_data;
00231 }
00232
00234 InexactCq& InexCq()
00235 {
00236 InexactCq& inexact_cq =
00237 static_cast<InexactCq&>(IpCq().AdditionalCq());
00238 DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
00239 return inexact_cq;
00240 }
00241
00243 SmartPtr<IterativeSolverTerminationTester> normal_tester_;
00244
00246 SmartPtr<IterativeSolverTerminationTester> pd_tester_;
00247
00248 };
00249
00250 }
00251 #endif