Ipopt  3.11.9
IpStdAugSystemSolver.hpp
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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: IpStdAugSystemSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IP_STDAUGSYSTEMSOLVER_HPP__
10 #define __IP_STDAUGSYSTEMSOLVER_HPP__
11 
12 #include "IpAugSystemSolver.hpp"
13 #include "IpCompoundMatrix.hpp"
14 #include "IpCompoundSymMatrix.hpp"
15 #include "IpCompoundVector.hpp"
16 #include "IpSumSymMatrix.hpp"
17 #include "IpDiagMatrix.hpp"
18 #include "IpIdentityMatrix.hpp"
19 
20 namespace Ipopt
21 {
28  {
29  public:
34 
38 
40  bool InitializeImpl(const OptionsList& options,
41  const std::string& prefix);
42 
48  const SymMatrix* W,
49  double W_factor,
50  const Vector* D_x,
51  double delta_x,
52  const Vector* D_s,
53  double delta_s,
54  const Matrix* J_c,
55  const Vector* D_c,
56  double delta_c,
57  const Matrix* J_d,
58  const Vector* D_d,
59  double delta_d,
60  std::vector<SmartPtr<const Vector> >& rhs_xV,
61  std::vector<SmartPtr<const Vector> >& rhs_sV,
62  std::vector<SmartPtr<const Vector> >& rhs_cV,
63  std::vector<SmartPtr<const Vector> >& rhs_dV,
64  std::vector<SmartPtr<Vector> >& sol_xV,
65  std::vector<SmartPtr<Vector> >& sol_sV,
66  std::vector<SmartPtr<Vector> >& sol_cV,
67  std::vector<SmartPtr<Vector> >& sol_dV,
68  bool check_NegEVals,
69  Index numberOfNegEVals);
70 
77  virtual Index NumberOfNegEVals() const;
78 
82  virtual bool ProvidesInertia() const;
83 
90  virtual bool IncreaseQuality();
91 
92  private:
105 
109 
110 
115  const Matrix& J_c,
116  const Matrix& J_d,
117  const Vector& proto_x,
118  const Vector& proto_s,
119  const Vector& proto_c,
120  const Vector& proto_d);
121 
122 
127  double W_factor,
128  const Vector* D_x,
129  double delta_x,
130  const Vector* D_s,
131  double delta_s,
132  const Matrix& J_c,
133  const Vector* D_c,
134  double delta_c,
135  const Matrix& J_d,
136  const Vector* D_d,
137  double delta_d,
138  const Vector& proto_x,
139  const Vector& proto_s,
140  const Vector& proto_c,
141  const Vector& proto_d);
142 
146  double W_factor,
147  const Vector* D_x,
148  double delta_x,
149  const Vector* D_s,
150  double delta_s,
151  const Matrix& J_c,
152  const Vector* D_c,
153  double delta_c,
154  const Matrix& J_d,
155  const Vector* D_d,
156  double delta_d);
157 
162 
171 
173 
184  double w_factor_;
190  double delta_x_;
196  double delta_s_;
206  double delta_c_;
216  double delta_d_;
217 
226 
234 
239 
246  };
247 
248 } // namespace Ipopt
249 
250 #endif
Base class for Solver for the augmented system.
Matrix Base Class.
Definition: IpMatrix.hpp:28
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
Solver for the augmented system for triple type matrices.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
StdAugSystemSolver()
Default constructor.
TaggedObject::Tag augsys_tag_
This is the tag of the matrix storing the augmented system.
SmartPtr< IdentityMatrixSpace > ident_space_ds_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual ~StdAugSystemSolver()
Default destructor.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
SmartPtr< CompoundSymMatrixSpace > augmented_system_space_
Spaces for piecing together the augmented system.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
SmartPtr< SymLinearSolver > linsolver_
The linear solver object that is to be used to solve the linear systems.
StdAugSystemSolver(const StdAugSystemSolver &)
Copy Constructor.
SmartPtr< CompoundSymMatrix > augmented_system_
The resulting augmented matrix.
SmartPtr< SumSymMatrixSpace > sumsym_space_x_
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
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)
Set up the augmented system and solve it for a set of given right hand side - implementation for GenT...
double w_factor_
Most recent value of W_factor.
double delta_d_
Most recent value of delta_d from Set method.
SmartPtr< DiagMatrixSpace > diag_space_d_
TaggedObject::Tag w_tag_
Tag for W matrix.
SmartPtr< DiagMatrixSpace > diag_space_c_
double delta_x_
Most recent value of delta_x from Set method.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
SmartPtr< const SymMatrix > old_w_
A copy of a previous W used in the augmented_system_.
SmartPtr< DiagMatrixSpace > diag_space_x_
void operator=(const StdAugSystemSolver &)
Overloaded Equals Operator.
bool AugmentedSystemRequiresChange(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)
Check the internal tags and decide if the passed variables are different from what is in the augmente...
void CreateAugmentedSystem(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 &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
Create the new compound sym matrix that represents the augmented system.
double delta_c_
Most recent value of delta_c from Set method.
SmartPtr< CompoundVectorSpace > augmented_vector_space_
double delta_s_
Most recent value of delta_s from Set method.
StdAugSystemSolver(SymLinearSolver &LinSolver)
Constructor using only a linear solver object.
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
void CreateAugmentedSpace(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Vector &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
Create the matrix space for the Compound Sym Matrix that represents the augmented system.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
SmartPtr< DiagMatrixSpace > diag_space_s_
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
Base class for all derived symmetric linear solvers.
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:24
unsigned int Tag
Type for the Tag values.
Vector Base Class.
Definition: IpVector.hpp:48
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19