Ipopt Documentation  
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 // Authors: Andreas Waechter IBM 2007-03-01
6 
7 #ifndef __IP_STDAUGSYSTEMSOLVER_HPP__
8 #define __IP_STDAUGSYSTEMSOLVER_HPP__
9 
10 #include "IpAugSystemSolver.hpp"
12 
13 namespace Ipopt
14 {
15 
22 {
23 public:
28  GenKKTSolverInterface& SolverInterface
29  );
30 
34 
37  const OptionsList& options,
38  const std::string& prefix
39  );
40 
46  const SymMatrix* W,
47  double W_factor,
48  const Vector* D_x,
49  double delta_x,
50  const Vector* D_s,
51  double delta_s,
52  const Matrix* J_c,
53  const Vector* D_c,
54  double delta_c,
55  const Matrix* J_d,
56  const Vector* D_d,
57  double delta_d,
58  std::vector<SmartPtr<const Vector> >& rhs_xV,
59  std::vector<SmartPtr<const Vector> >& rhs_sV,
60  std::vector<SmartPtr<const Vector> >& rhs_cV,
61  std::vector<SmartPtr<const Vector> >& rhs_dV,
62  std::vector<SmartPtr<Vector> >& sol_xV,
63  std::vector<SmartPtr<Vector> >& sol_sV,
64  std::vector<SmartPtr<Vector> >& sol_cV,
65  std::vector<SmartPtr<Vector> >& sol_dV,
66  bool check_NegEVals,
67  Index numberOfNegEVals
68  );
69 
77  virtual Index NumberOfNegEVals() const;
78 
83  virtual bool ProvidesInertia() const;
84 
93  virtual bool IncreaseQuality();
94 
95 private:
110  const GenAugSystemSolver&
111  );
112 
114  void operator=(
115  const GenAugSystemSolver&
116  );
118 
123  const SymMatrix* W,
124  double W_factor,
125  const Vector* D_x,
126  double delta_x,
127  const Vector* D_s,
128  double delta_s,
129  const Matrix& J_c,
130  const Vector* D_c,
131  double delta_c,
132  const Matrix& J_d,
133  const Vector* D_d,
134  double delta_d
135  );
136 
138  const SymMatrix* W,
139  double W_factor,
140  const Vector* D_x,
141  double delta_x,
142  const Vector* D_s,
143  double delta_s,
144  const Matrix& J_c,
145  const Vector* D_c,
146  double delta_c,
147  const Matrix& J_d,
148  const Vector* D_d,
149  double delta_d
150  );
151 
156 
168  double w_factor_;
175  double delta_x_;
182  double delta_s_;
194  double delta_c_;
206  double delta_d_;
208 
219 
227 };
228 
229 } // namespace Ipopt
230 
231 #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()
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 &)
Default Assignment 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:172
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:21
unsigned int Tag
Type for the Tag values.
Vector Base Class.
Definition: IpVector.hpp:48
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
double Number
Type of all numbers.
Definition: IpTypes.hpp:15