Ipopt Documentation  
IpIterativePardisoSolverInterface.hpp
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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 // Authors: Andreas Waechter IBM 2008-09-18
6 // based on IpPardisoSolverInterface.hpp rev 1119
7 
8 #ifndef __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
9 #define __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
10 
12 #include "IpInexactCq.hpp"
14 
15 namespace Ipopt
16 {
17 
22 {
23 public:
28  IterativeSolverTerminationTester& normal_tester,
30  );
31 
35 
37  const OptionsList& options,
38  const std::string& prefix
39  );
40 
45  Index dim,
46  Index nonzeros,
47  const Index* ia,
48  const Index* ja
49  );
50 
54  virtual double* GetValuesArrayPtr();
55 
58  bool new_matrix,
59  const Index* ia,
60  const Index* ja,
61  Index nrhs,
62  double* rhs_vals,
63  bool check_NegEVals,
64  Index numberOfNegEVals
65  );
66 
70  virtual Index NumberOfNegEVals() const;
72 
73  //* @name Options of Linear solver */
75 
77  virtual bool IncreaseQuality();
78 
83  virtual bool ProvidesInertia() const
84  {
85  return true;
86  }
87 
92  {
93  return CSR_Format_1_Offset;
94  }
96 
97  static void RegisterOptions(
99  );
100 
101 private:
114 
118  );
119 
121  void operator=(
123  );
125 
130 
133 
135  double* a_;
137 
143 
148  {
151  CONSTRAINT
152  };
173 
184 
194 
197 
205 
214 
218  void** PT_;
231  double* DPARM_;
235 
241 
246  const Index* ia,
247  const Index* ja
248  );
249 
252  const Index* ia,
253  const Index* ja,
254  bool check_NegEVals,
255  Index numberOfNegEVals
256  );
257 
261  const Index* ia,
262  const Index* ja,
263  Index nrhs,
264  double* rhs_vals
265  );
267 
270  {
271  InexactData& inexact_data = static_cast<InexactData&>(IpData().AdditionalData());
272  DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
273  return inexact_data;
274  }
275 
278  {
279  InexactCq& inexact_cq = static_cast<InexactCq&>(IpCq().AdditionalCq());
280  DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
281  return inexact_cq;
282  }
283 
286 
289 
290 };
291 
292 } // namespace Ipopt
293 
294 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:28
FORTRAN_INTEGER_TYPE ipfint
Definition: IpTypes.hpp:24
IpoptCalculatedQuantities & IpCq() const
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpInexactCq.hpp:21
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)
Number pardiso_iter_dropping_factor_used_
Actually 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 inertia 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 Assignment Operator.
virtual double * GetValuesArrayPtr()
Method returning 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)
Implementation of the initialization method that has to be overloaded by for each derived class.
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 structures.
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:172
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.
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