Ipopt  3.11.9
IpMumpsSolverInterface.hpp
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1 // Copyright (C) 2006, 2007 Damien Hocking, KBC Advanced Technologies
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Damien Hocking KBC 2006-03-20
6 // (included his original contribution into Ipopt package on 2006-03-25)
7 // Andreas Waechter IBM 2006-03-25
8 // (minor changes and corrections)
9 // Scott Turnberg CMU 2006-05-12
10 // (major revision)
11 // (incorporated by AW on 2006-11-11 into Ipopt package)
12 
13 
14 #ifndef __IPMUMPSSOLVERINTERFACE_HPP__
15 #define __IPMUMPSSOLVERINTERFACE_HPP__
16 
18 
19 namespace Ipopt
20 {
21 
27  {
28  public:
33 
37 
39  bool InitializeImpl(const OptionsList& options,
40  const std::string& prefix);
41 
50  const Index *airn,
51  const Index *ajcn);
52 
58  virtual double* GetValuesArrayPtr();
59 
63  virtual ESymSolverStatus MultiSolve(bool new_matrix,
64  const Index* airn,
65  const Index* ajcn,
66  Index nrhs,
67  double* rhs_vals,
68  bool check_NegEVals,
69  Index numberOfNegEVals);
70 
77  virtual Index NumberOfNegEVals() const;
79 
80  //* @name Options of Linear solver */
82 
87  virtual bool IncreaseQuality();
88 
92  virtual bool ProvidesInertia() const
93  {
94  return true;
95  }
100  {
101  return Triplet_Format;
102  }
104 
109 
112  virtual bool ProvidesDegeneracyDetection() const;
113 
117  const Index* ja,
118  std::list<Index>& c_deps);
119 
120  private:
131 
135 
139  void* mumps_ptr_;
141 
147 
164  static int instancecount_mpi;
166 
171 
174 
177 
180 
183 
186 
190 
195 
199 
206 
211  ESymSolverStatus Factorization(bool check_NegEVals,
212  Index numberOfNegEVals);
213 
216  ESymSolverStatus Solve(Index nrhs, double *rhs_vals);
218  };
219 
220 } // namespace Ipopt
221 #endif
Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface.
MumpsSolverInterface()
Constructor.
virtual ~MumpsSolverInterface()
Destructor.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
ESymSolverStatus Factorization(bool check_NegEVals, Index numberOfNegEVals)
Call MUMPS (job=2) to factorize the Matrix.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
bool have_symbolic_factorization_
Flag indicating if symbolic factorization has already been called.
virtual double * GetValuesArrayPtr()
Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn...
Index mumps_scaling_
Scaling in MUMPS.
Index mumps_permuting_scaling_
Permution and scaling method in MUMPS.
ESymSolverStatus SymbolicFactorization()
Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.
static int instancecount_mpi
Counter on number of alive Mumps interface objects, if we have called MPI_Initialize.
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.
bool refactorize_
Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have...
void * mumps_ptr_
Primary MUMP data structure.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *airn, const Index *ajcn)
Method for initializing internal stuctures.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
MumpsSolverInterface(const MumpsSolverInterface &)
Copy Constructor.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Index negevals_
Number of negative eigenvalues.
bool pivtol_changed_
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
void operator=(const MumpsSolverInterface &)
Overloaded Equals Operator.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
ESymSolverStatus Solve(Index nrhs, double *rhs_vals)
Call MUMPS (job=3) to do the solve.
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.
Index mem_percent_
Percent increase in memory.
Number pivtolmax_
Maximal pivot tolerance.
Number mumps_dep_tol_
Threshold in MUMPS to stay that a constraint is linearly dependent.
bool initialized_
Flag indicating if internal data is initialized.
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual bool ProvidesDegeneracyDetection() const
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
Index mumps_pivot_order_
Pivot order in MUMPS.
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
EMatrixFormat
Enum to specify sparse matrix format.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
double Number
Type of all numbers.
Definition: IpTypes.hpp:17