Ipopt  3.11.9
IpGenAugSystemSolver.hpp
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1 // Copyright (C) 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpGenAugSystemSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2007-03-01
8 
9 #ifndef __IP_STDAUGSYSTEMSOLVER_HPP__
10 #define __IP_STDAUGSYSTEMSOLVER_HPP__
11 
12 #include "IpAugSystemSolver.hpp"
14 
15 namespace Ipopt
16 {
23  {
24  public:
29 
33 
35  bool InitializeImpl(const OptionsList& options,
36  const std::string& prefix);
37 
43  const SymMatrix* W,
44  double W_factor,
45  const Vector* D_x,
46  double delta_x,
47  const Vector* D_s,
48  double delta_s,
49  const Matrix* J_c,
50  const Vector* D_c,
51  double delta_c,
52  const Matrix* J_d,
53  const Vector* D_d,
54  double delta_d,
55  std::vector<SmartPtr<const Vector> >& rhs_xV,
56  std::vector<SmartPtr<const Vector> >& rhs_sV,
57  std::vector<SmartPtr<const Vector> >& rhs_cV,
58  std::vector<SmartPtr<const Vector> >& rhs_dV,
59  std::vector<SmartPtr<Vector> >& sol_xV,
60  std::vector<SmartPtr<Vector> >& sol_sV,
61  std::vector<SmartPtr<Vector> >& sol_cV,
62  std::vector<SmartPtr<Vector> >& sol_dV,
63  bool check_NegEVals,
64  Index numberOfNegEVals);
65 
72  virtual Index NumberOfNegEVals() const;
73 
77  virtual bool ProvidesInertia() const;
78 
85  virtual bool IncreaseQuality();
86 
87  private:
100 
104 
108  double W_factor,
109  const Vector* D_x,
110  double delta_x,
111  const Vector* D_s,
112  double delta_s,
113  const Matrix& J_c,
114  const Vector* D_c,
115  double delta_c,
116  const Matrix& J_d,
117  const Vector* D_d,
118  double delta_d);
119 
120  void UpdateTags(const SymMatrix* W,
121  double W_factor,
122  const Vector* D_x,
123  double delta_x,
124  const Vector* D_s,
125  double delta_s,
126  const Matrix& J_c,
127  const Vector* D_c,
128  double delta_c,
129  const Matrix& J_d,
130  const Vector* D_d,
131  double delta_d);
132 
137 
148  double w_factor_;
154  double delta_x_;
160  double delta_s_;
170  double delta_c_;
180  double delta_d_;
182 
191 
198  };
199 
200 } // namespace Ipopt
201 
202 #endif
Base class for Solver for the augmented system.
Solver for the augmented system using GenKKTSolverInterfaces.
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
double delta_c_
Most recent value of delta_c from Set method.
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.
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual ~GenAugSystemSolver()
Default destructor.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
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...
bool AugmentedSystemChanged(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...
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
double delta_x_
Most recent value of delta_x from Set method.
GenAugSystemSolver()
Default constructor.
GenAugSystemSolver(GenKKTSolverInterface &SolverInterface)
Constructor using only a linear solver object.
GenAugSystemSolver(const GenAugSystemSolver &)
Copy Constructor.
TaggedObject::Tag w_tag_
Tag for W matrix.
void UpdateTags(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)
double delta_d_
Most recent value of delta_d from Set method.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
SmartPtr< GenKKTSolverInterface > solver_interface_
The linear solver object that is to be used to solve the linear systems.
void operator=(const GenAugSystemSolver &)
Overloaded Equals Operator.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
double delta_s_
Most recent value of delta_s from Set method.
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
double w_factor_
Most recent value of W_factor.
Base class for interfaces to symmetric indefinite linear solvers for generic matrices
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
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
double Number
Type of all numbers.
Definition: IpTypes.hpp:17