Ipopt
3.11.9
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Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More...
#include <IpMa97SolverInterface.hpp>
Public Member Functions | |
Ma97SolverInterface () | |
~Ma97SolverInterface () | |
bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
overloaded from AlgorithmStrategyObject More... | |
Methods for requesting solution of the linear system. | |
ESymSolverStatus | InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja) |
Method for initializing internal stuctures. More... | |
double * | GetValuesArrayPtr () |
Method returing an internal array into which the nonzero elements (in the same order as ja) will be stored by the calling routine before a call to MultiSolve with a new_matrix=true (or after a return of MultiSolve with SYMSOLV_CALL_AGAIN). More... | |
ESymSolverStatus | MultiSolve (bool new_matrix, const Index *ia, const Index *ja, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals) |
Solve operation for multiple right hand sides. More... | |
Index | NumberOfNegEVals () const |
Number of negative eigenvalues detected during last factorization. More... | |
bool | IncreaseQuality () |
Request to increase quality of solution for next solve. More... | |
bool | ProvidesInertia () const |
Query whether inertia is computed by linear solver. More... | |
EMatrixFormat | MatrixFormat () const |
Query of requested matrix type that the linear solver understands. More... | |
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SparseSymLinearSolverInterface () | |
virtual | ~SparseSymLinearSolverInterface () |
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AlgorithmStrategyObject () | |
Default Constructor. More... | |
virtual | ~AlgorithmStrategyObject () |
Default Destructor. More... | |
bool | Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix) |
This method is called every time the algorithm starts again - it is used to reset any internal state. More... | |
bool | ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
Reduced version of the Initialize method, which does not require special Ipopt information. More... | |
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ReferencedObject () | |
virtual | ~ReferencedObject () |
Index | ReferenceCount () const |
void | AddRef (const Referencer *referencer) const |
void | ReleaseRef (const Referencer *referencer) const |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Private Types | |
enum | order_opts { ORDER_AUTO , ORDER_BEST , ORDER_AMD , ORDER_METIS , ORDER_MATCHED_AUTO , ORDER_MATCHED_AMD , ORDER_MATCHED_METIS } |
enum | scale_opts { SWITCH_NEVER , SWITCH_AT_START , SWITCH_AT_START_REUSE , SWITCH_ON_DEMAND , SWITCH_ON_DEMAND_REUSE , SWITCH_NDELAY , SWITCH_NDELAY_REUSE , SWITCH_OD_ND , SWITCH_OD_ND_REUSE } |
Private Attributes | |
int | ndim_ |
double * | val_ |
int | numneg_ |
int | numdelay_ |
void * | akeep_ |
void * | fkeep_ |
bool | pivtol_changed_ |
bool | rescale_ |
double * | scaling_ |
int | fctidx_ |
struct ma97_control | control_ |
double | umax_ |
int | ordering_ |
int | scaling_type_ |
enum scale_opts | switch_ [3] |
int | scaling_val_ [3] |
int | current_level_ |
bool | dump_ |
Methods related to the detection of linearly dependent | |
bool | ProvidesDegeneracyDetection () const |
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver. More... | |
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. More... | |
static int | ScaleNameToNum (const std::string &name) |
converts a scalign optoin name to its ma97 option number More... | |
Additional Inherited Members | |
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enum | EMatrixFormat { Triplet_Format , CSR_Format_0_Offset , CSR_Format_1_Offset , CSR_Full_Format_0_Offset , CSR_Full_Format_1_Offset } |
Enum to specify sparse matrix format. More... | |
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const Journalist & | Jnlst () const |
IpoptNLP & | IpNLP () const |
IpoptData & | IpData () const |
IpoptCalculatedQuantities & | IpCq () const |
bool | HaveIpData () const |
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
This defines the general interface to linear solvers for sparse symmetric indefinite matrices. The matrices can be provided either in "triplet format" (like for Harwell's MA27 solver), or in compressed sparse row (CSR) format for the lower triangular part of the symmetric matrix.
The solver should be able to compute the interia of the matrix, or more specifically, the number of negative eigenvalues in the factorized matrix.
This interface is used by the calling objective in the following way:
Note that the GetValuesArrayPtr method will be called before every call of MultiSolve with new_matrix=true, or before a renewed call of MultiSolve if the most previous return value was SYMSOLV_CALL_AGAIN.
Note, if the matrix is given in triplet format, entries might be listed multiple times, in which case the corresponsing elements have to be added.
A note for warm starts: If the option "warm_start_same_structure" is specified with "yes", the algorithm assumes that a problem with the same sparsity structure is solved for a repeated time. In that case, the linear solver might reuse information from the previous optimization. See Ma27TSolverInterface for an example.
Definition at line 104 of file IpMa97SolverInterface.hpp.
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Enumerator | |
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ORDER_AUTO | |
ORDER_BEST | |
ORDER_AMD | |
ORDER_METIS | |
ORDER_MATCHED_AUTO | |
ORDER_MATCHED_AMD | |
ORDER_MATCHED_METIS |
Definition at line 107 of file IpMa97SolverInterface.hpp.
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Enumerator | |
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SWITCH_NEVER | |
SWITCH_AT_START | |
SWITCH_AT_START_REUSE | |
SWITCH_ON_DEMAND | |
SWITCH_ON_DEMAND_REUSE | |
SWITCH_NDELAY | |
SWITCH_NDELAY_REUSE | |
SWITCH_OD_ND | |
SWITCH_OD_ND_REUSE |
Definition at line 116 of file IpMa97SolverInterface.hpp.
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Definition at line 151 of file IpMa97SolverInterface.hpp.
Ipopt::Ma97SolverInterface::~Ma97SolverInterface | ( | ) |
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overloaded from AlgorithmStrategyObject
Implements Ipopt::SparseSymLinearSolverInterface.
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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 ia and ja give the positions of the nonzero elements, given in the matrix format determined by MatrixFormat.
Implements Ipopt::SparseSymLinearSolverInterface.
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Method returing an internal array into which the nonzero elements (in the same order as ja) will be stored by the calling routine before a call to MultiSolve with a new_matrix=true (or after a return of MultiSolve with SYMSOLV_CALL_AGAIN).
The returned array must have space for at least nonzero elements.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 181 of file IpMa97SolverInterface.hpp.
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Solve operation for multiple right hand sides.
Solves the linear system A * x = b with multiple right hand sides, where A is the symmtric indefinite matrix. Here, ia and ja give the positions of the values (in the required matrix data format). The actual values of the matrix will have been given to this object by copying them into the array provided by GetValuesArrayPtr. ia and ja are identical to the ones given to InitializeStructure. The flag new_matrix is set to true, if the values of the matrix has changed, and a refactorzation is required.
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.
Implements Ipopt::SparseSymLinearSolverInterface.
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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.
Definition at line 232 of file IpMa97SolverInterface.hpp.
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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.)
Implements Ipopt::SparseSymLinearSolverInterface.
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Query whether inertia is computed by linear solver.
Returns true, if linear solver provides inertia.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 251 of file IpMa97SolverInterface.hpp.
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Query of requested matrix type that the linear solver understands.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 259 of file IpMa97SolverInterface.hpp.
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Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
Reimplemented from Ipopt::SparseSymLinearSolverInterface.
Definition at line 270 of file IpMa97SolverInterface.hpp.
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This method determines the list of row indices of the linearly dependent rows.
Reimplemented from Ipopt::SparseSymLinearSolverInterface.
Definition at line 276 of file IpMa97SolverInterface.hpp.
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converts a scalign optoin name to its ma97 option number
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Definition at line 128 of file IpMa97SolverInterface.hpp.
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Definition at line 129 of file IpMa97SolverInterface.hpp.
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Definition at line 130 of file IpMa97SolverInterface.hpp.
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Definition at line 131 of file IpMa97SolverInterface.hpp.
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Definition at line 132 of file IpMa97SolverInterface.hpp.
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Definition at line 133 of file IpMa97SolverInterface.hpp.
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Definition at line 134 of file IpMa97SolverInterface.hpp.
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Definition at line 135 of file IpMa97SolverInterface.hpp.
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Definition at line 136 of file IpMa97SolverInterface.hpp.
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Definition at line 137 of file IpMa97SolverInterface.hpp.
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Definition at line 137 of file IpMa97SolverInterface.hpp.
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Definition at line 141 of file IpMa97SolverInterface.hpp.
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Definition at line 142 of file IpMa97SolverInterface.hpp.
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Definition at line 143 of file IpMa97SolverInterface.hpp.
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Definition at line 143 of file IpMa97SolverInterface.hpp.
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Definition at line 145 of file IpMa97SolverInterface.hpp.
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Definition at line 146 of file IpMa97SolverInterface.hpp.
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Definition at line 147 of file IpMa97SolverInterface.hpp.