Ipopt  3.11.9
IpIterativePardisoSolverInterface.hpp
Go to the documentation of this file.
1 // Copyright (C) 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpIterativePardisoSolverInterface.hpp 2442 2013-11-26 11:32:00Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2008-09-18
8 // based on IpPardisoSolverInterface.hpp rev 1119
9 
10 
11 #ifndef __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
12 #define __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
13 
15 #include "IpInexactCq.hpp"
17 
18 namespace Ipopt
19 {
20 
26  {
27  public:
33 
37 
39  bool InitializeImpl(const OptionsList& options,
40  const std::string& prefix);
41 
42 
47  const Index *ia,
48  const Index *ja);
49 
52  virtual double* GetValuesArrayPtr();
53 
55  virtual ESymSolverStatus MultiSolve(bool new_matrix,
56  const Index* ia,
57  const Index* ja,
58  Index nrhs,
59  double* rhs_vals,
60  bool check_NegEVals,
61  Index numberOfNegEVals);
62 
66  virtual Index NumberOfNegEVals() const;
68 
69  //* @name Options of Linear solver */
71 
73  virtual bool IncreaseQuality();
74 
78  virtual bool ProvidesInertia() const
79  {
80  return true;
81  }
86  {
87  return CSR_Format_1_Offset;
88  }
90 
95 
96  private:
107 
110 
114 
119 
122 
124  double* a_;
126 
132 
137  {
140  CONSTRAINT
141  };
160 
171 
181 
184 
192 
199 
203  void** PT_;
214  double* DPARM_;
218 
224 
230  const Index* ja);
231 
235  const Index* ja,
236  bool check_NegEVals,
237  Index numberOfNegEVals);
238 
242  const Index* ja,
243  Index nrhs,
244  double *rhs_vals);
246 
249  {
250  InexactData& inexact_data =
251  static_cast<InexactData&>(IpData().AdditionalData());
252  DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
253  return inexact_data;
254  }
255 
258  {
259  InexactCq& inexact_cq =
260  static_cast<InexactCq&>(IpCq().AdditionalCq());
261  DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
262  return inexact_cq;
263  }
264 
267 
270 
271  };
272 
273 } // namespace Ipopt
274 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
FORTRAN_INTEGER_TYPE ipfint
Definition: IpTypes.hpp:26
IpoptCalculatedQuantities & IpCq() const
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpInexactCq.hpp:23
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.
SmartPtr< IterativeSolverTerminationTester > normal_tester_
Termination tester for normal step computation.
ipfint MAXFCT_
Maximal number of factors with identical nonzero structure.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number pardiso_iter_dropping_factor_used_
Actualy used dropping tolerances.
InexactData & InexData()
Method to easily access Inexact data.
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 performed.
IterativePardisoSolverInterface(const IterativePardisoSolverInterface &)
Copy Constructor.
IterativePardisoSolverInterface()
Default Constructor.
double * DPARM_
Parameter and info array for Pardiso.
bool skip_inertia_check_
Flag indicating if the interia is always assumed to be correct.
ESymSolverStatus Factorization(const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
Call Pardiso to factorize the Matrix.
void operator=(const IterativePardisoSolverInterface &)
Overloaded Equals Operator.
virtual double * GetValuesArrayPtr()
Method returing an internal array into which the nonzero elements are to be stored.
SmartPtr< IterativeSolverTerminationTester > pd_tester_
Termination tester for primal-dual step computation.
Number decr_factor_
Decrease factor for dropping tolerances.
ipfint MTYPE_
Matrix type; real and symmetric indefinite.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Index pardiso_max_iter_
Options for the preconditioner.
virtual 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.
ipfint MNUM_
Actual matrix for the solution phase.
double * a_
Array for storing the values of the matrix.
Index dim_
Number of rows and columns of the matrix.
Index pardiso_max_droptol_corrections_
Maximal number of decreases of drop tolerance during one solve.
ipfint * IPARM_
Parameter and info array for Pardiso.
InexactCq & InexCq()
Method to easily access Inexact calculated quantities.
PardisoMatchingStrategy match_strat_
Option that controls the matching strategy.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
ESymSolverStatus SymbolicFactorization(const Index *ia, const Index *ja)
Call Pardiso to do the analysis phase.
ESymSolverStatus Solve(const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
Call Pardiso to do the Solve.
bool initialized_
Flag indicating if internal data is initialized.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *ia, const Index *ja)
Method for initializing internal stuctures.
bool pardiso_repeated_perturbation_means_singular_
Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be...
Index nonzeros_
Number of nonzeros of the matrix in triplet representation.
bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_
Flag indicating whether the symbolic factorization should only be done after perturbed elements,...
IterativePardisoSolverInterface(IterativeSolverTerminationTester &normal_tester, IterativeSolverTerminationTester &pd_tester)
Constructor.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
virtual ~IterativePardisoSolverInterface()
Destructor.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
This base class is for the termination tests for the iterative linear solver in the inexact version o...
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.
@ CSR_Format_1_Offset
Compressed sparse row format for lower triangular part, with 1 offset.
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