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IpLowRankAugSystemSolver.hpp
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1 // Copyright (C) 2005, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpLowRankAugSystemSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-27
8 
9 #ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
10 #define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
11 
12 #include "IpAugSystemSolver.hpp"
13 #include "IpDenseGenMatrix.hpp"
14 #include "IpMultiVectorMatrix.hpp"
15 #include "IpDiagMatrix.hpp"
16 
17 namespace Ipopt
18 {
19 
25  {
26  public:
30  LowRankAugSystemSolver(AugSystemSolver& aug_system_solver);
31 
33  virtual ~LowRankAugSystemSolver();
35 
37  bool InitializeImpl(const OptionsList& options,
38  const std::string& prefix);
39 
43  virtual ESymSolverStatus Solve(
44  const SymMatrix* W,
45  double W_factor,
46  const Vector* D_x,
47  double delta_x,
48  const Vector* D_s,
49  double delta_s,
50  const Matrix* J_c,
51  const Vector* D_c,
52  double delta_c,
53  const Matrix* J_d,
54  const Vector* D_d,
55  double delta_d,
56  const Vector& rhs_x,
57  const Vector& rhs_s,
58  const Vector& rhs_c,
59  const Vector& rhs_d,
60  Vector& sol_x,
61  Vector& sol_s,
62  Vector& sol_c,
63  Vector& sol_d,
64  bool check_NegEVals,
65  Index numberOfNegEVals);
66 
73  virtual Index NumberOfNegEVals() const;
74 
78  virtual bool ProvidesInertia() const;
79 
86  virtual bool IncreaseQuality();
87 
88  private:
101 
103  void operator=(const LowRankAugSystemSolver&);
105 
111 
122  double w_factor_;
128  double delta_x_;
134  double delta_s_;
144  double delta_c_;
154  double delta_d_;
156 
172 
181 
187  const SymMatrix* W,
188  double W_factor,
189  const Vector* D_x,
190  double delta_x,
191  const Vector* D_s,
192  double delta_s,
193  const Matrix& J_c,
194  const Vector* D_c,
195  double delta_c,
196  const Matrix& J_d,
197  const Vector* D_d,
198  double delta_d,
199  const Vector& proto_rhs_x,
200  const Vector& proto_rhs_s,
201  const Vector& proto_rhs_c,
202  const Vector& proto_rhs_d,
203  bool check_NegEVals,
204  Index numberOfNegEVals);
205 
212  const Vector* D_x,
213  double delta_x,
214  const Vector* D_s,
215  double delta_s,
216  const Matrix& J_c,
217  const Vector* D_c,
218  double delta_c,
219  const Matrix& J_d,
220  const Vector* D_d,
221  double delta_d,
222  const Vector& proto_rhs_x,
223  const Vector& proto_rhs_s,
224  const Vector& proto_rhs_c,
225  const Vector& proto_rhs_d,
226  const MultiVectorMatrix& V,
227  const SmartPtr<const Matrix>& P_LM,
230  SmartPtr<MultiVectorMatrix>& Vtilde1_x,
231  bool check_NegEVals,
232  Index numberOfNegEVals);
233 
238  const SymMatrix* W,
239  double W_factor,
240  const Vector* D_x,
241  double delta_x,
242  const Vector* D_s,
243  double delta_s,
244  const Matrix& J_c,
245  const Vector* D_c,
246  double delta_c,
247  const Matrix& J_d,
248  const Vector* D_d,
249  double delta_d);
251 
252  };
253 
254 } // namespace Ipopt
255 
256 #endif