Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More...
#include <IpIterativePardisoSolverInterface.hpp>
Public Member Functions | |
Constructor/Destructor | |
IterativePardisoSolverInterface (IterativeSolverTerminationTester &normal_tester, IterativeSolverTerminationTester &pd_tester) | |
Constructor. More... | |
virtual | ~IterativePardisoSolverInterface () |
Destructor. More... | |
bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
Implementation of the initialization method that has to be overloaded by for each derived class. More... | |
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SparseSymLinearSolverInterface () | |
virtual | ~SparseSymLinearSolverInterface () |
virtual bool | ProvidesDegeneracyDetection () const |
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver. More... | |
virtual ESymSolverStatus | DetermineDependentRows (const Index *, const Index *, std::list< Index > &) |
This method determines the list of row indices of the linearly dependent rows. More... | |
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AlgorithmStrategyObject () | |
Default Constructor. More... | |
virtual | ~AlgorithmStrategyObject () |
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 |
Private Member Functions | |
Default Compiler Generated Methods | |
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called. | |
IterativePardisoSolverInterface () | |
Default Constructor. More... | |
IterativePardisoSolverInterface (const IterativePardisoSolverInterface &) | |
Copy Constructor. More... | |
void | operator= (const IterativePardisoSolverInterface &) |
Overloaded Assignment Operator. More... | |
Private Attributes | |
Information about the matrix | |
Index | dim_ |
Number of rows and columns of the matrix. More... | |
Index | nonzeros_ |
Number of nonzeros of the matrix in triplet representation. More... | |
double * | a_ |
Array for storing the values of the matrix. More... | |
Information about most recent factorization/solve | |
Index | negevals_ |
Number of negative eigenvalues. More... | |
Initialization flags | |
bool | initialized_ |
Flag indicating if internal data is initialized. More... | |
Solver specific information | |
void ** | PT_ |
Internal data address pointers. More... | |
ipfint | MAXFCT_ |
Maximal number of factors with identical nonzero structure. More... | |
ipfint | MNUM_ |
Actual matrix for the solution phase. More... | |
ipfint | MTYPE_ |
Matrix type; real and symmetric indefinite. More... | |
ipfint * | IPARM_ |
Parameter and info array for Pardiso. More... | |
double * | DPARM_ |
Parameter and info array for Pardiso. More... | |
ipfint | MSGLVL_ |
Message level. More... | |
Some counters for debugging | |
Index | debug_last_iter_ |
Index | debug_cnt_ |
Internal functions | |
SmartPtr< IterativeSolverTerminationTester > | normal_tester_ |
Termination tester for normal step computation. More... | |
SmartPtr< IterativeSolverTerminationTester > | pd_tester_ |
Termination tester for primal-dual step computation. More... | |
ESymSolverStatus | SymbolicFactorization (const Index *ia, const Index *ja) |
Call Pardiso to do the analysis phase. More... | |
ESymSolverStatus | Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals) |
Call Pardiso to factorize the Matrix. More... | |
ESymSolverStatus | Solve (const Index *ia, const Index *ja, Index nrhs, double *rhs_vals) |
Call Pardiso to do the Solve. More... | |
InexactData & | InexData () |
Method to easily access Inexact data. More... | |
InexactCq & | InexCq () |
Method to easily access Inexact calculated quantities. More... | |
Methods for requesting solution of the linear system. | |
virtual ESymSolverStatus | InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja) |
Method for initializing internal structures. More... | |
virtual double * | GetValuesArrayPtr () |
Method returning an internal array into which the nonzero elements are to be stored. More... | |
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. More... | |
virtual Index | NumberOfNegEVals () const |
Number of negative eigenvalues detected during last factorization. More... | |
virtual bool | IncreaseQuality () |
Request to increase quality of solution for next solve. More... | |
virtual 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... | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
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 |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.
Definition at line 21 of file IpIterativePardisoSolverInterface.hpp.
Type for matching strategies.
Enumerator | |
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COMPLETE | |
COMPLETE2x2 | |
CONSTRAINT |
Definition at line 147 of file IpIterativePardisoSolverInterface.hpp.
Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface | ( | IterativeSolverTerminationTester & | normal_tester, |
IterativeSolverTerminationTester & | pd_tester | ||
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Constructor.
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Destructor.
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Default Constructor.
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Copy Constructor.
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Implementation of the initialization method that has to be overloaded by for each derived class.
Implements Ipopt::SparseSymLinearSolverInterface.
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Method for initializing internal structures.
Implements Ipopt::SparseSymLinearSolverInterface.
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Method returning an internal array into which the nonzero elements are to be stored.
Implements Ipopt::SparseSymLinearSolverInterface.
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Solve operation for multiple right hand sides.
Implements Ipopt::SparseSymLinearSolverInterface.
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Number of negative eigenvalues detected during last factorization.
Implements Ipopt::SparseSymLinearSolverInterface.
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Request to increase quality of solution for next solve.
Implements Ipopt::SparseSymLinearSolverInterface.
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Query whether inertia is computed by linear solver.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 83 of file IpIterativePardisoSolverInterface.hpp.
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Query of requested matrix type that the linear solver understands.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 91 of file IpIterativePardisoSolverInterface.hpp.
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Overloaded Assignment Operator.
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Call Pardiso to do the analysis phase.
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Call Pardiso to factorize the Matrix.
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Call Pardiso to do the Solve.
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Method to easily access Inexact data.
Definition at line 269 of file IpIterativePardisoSolverInterface.hpp.
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Method to easily access Inexact calculated quantities.
Definition at line 277 of file IpIterativePardisoSolverInterface.hpp.
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Number of rows and columns of the matrix.
Definition at line 129 of file IpIterativePardisoSolverInterface.hpp.
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Number of nonzeros of the matrix in triplet representation.
Definition at line 132 of file IpIterativePardisoSolverInterface.hpp.
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Array for storing the values of the matrix.
Definition at line 135 of file IpIterativePardisoSolverInterface.hpp.
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Number of negative eigenvalues.
Definition at line 141 of file IpIterativePardisoSolverInterface.hpp.
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Option that controls the matching strategy.
Definition at line 154 of file IpIterativePardisoSolverInterface.hpp.
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Flag indicating if symbolic factorization has already been performed.
Definition at line 158 of file IpIterativePardisoSolverInterface.hpp.
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Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.
Definition at line 162 of file IpIterativePardisoSolverInterface.hpp.
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Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.
Definition at line 167 of file IpIterativePardisoSolverInterface.hpp.
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Flag indicating if the inertia is always assumed to be correct.
Definition at line 169 of file IpIterativePardisoSolverInterface.hpp.
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Maximal number of decreases of drop tolerance during one solve.
Definition at line 171 of file IpIterativePardisoSolverInterface.hpp.
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Options for the preconditioner.
Definition at line 176 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 177 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 178 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 179 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 180 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 181 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 182 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 183 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 185 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 186 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 187 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 188 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 189 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 190 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 191 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 192 of file IpIterativePardisoSolverInterface.hpp.
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Decrease factor for dropping tolerances.
Definition at line 196 of file IpIterativePardisoSolverInterface.hpp.
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Actually used dropping tolerances.
Definition at line 200 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 201 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 202 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 203 of file IpIterativePardisoSolverInterface.hpp.
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Flag indicating if internal data is initialized.
For initialization, this object needs to have seen a matrix.
Definition at line 212 of file IpIterativePardisoSolverInterface.hpp.
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Internal data address pointers.
Definition at line 218 of file IpIterativePardisoSolverInterface.hpp.
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Maximal number of factors with identical nonzero structure.
Here, we only store one factorization. Is always 1.
Definition at line 223 of file IpIterativePardisoSolverInterface.hpp.
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Actual matrix for the solution phase.
Is always 1.
Definition at line 225 of file IpIterativePardisoSolverInterface.hpp.
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Matrix type; real and symmetric indefinite.
Is always -2.
Definition at line 227 of file IpIterativePardisoSolverInterface.hpp.
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Parameter and info array for Pardiso.
Definition at line 229 of file IpIterativePardisoSolverInterface.hpp.
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Parameter and info array for Pardiso.
Definition at line 231 of file IpIterativePardisoSolverInterface.hpp.
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Message level.
Definition at line 233 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 238 of file IpIterativePardisoSolverInterface.hpp.
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Definition at line 239 of file IpIterativePardisoSolverInterface.hpp.
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Termination tester for normal step computation.
Definition at line 285 of file IpIterativePardisoSolverInterface.hpp.
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Termination tester for primal-dual step computation.
Definition at line 288 of file IpIterativePardisoSolverInterface.hpp.