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
Ipopt::GenAugSystemSolver::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::ESymSolverStatus
ESymSolverStatus
Enum to report outcome of a linear solve.
Definition: IpSymLinearSolver.hpp:20
Ipopt::GenAugSystemSolver::AugmentedSystemChanged
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...
Ipopt::GenAugSystemSolver::~GenAugSystemSolver
virtual ~GenAugSystemSolver()
Destructor.
Ipopt::GenAugSystemSolver::GenAugSystemSolver
GenAugSystemSolver(GenKKTSolverInterface &SolverInterface)
Constructor using only a linear solver object.
Ipopt::GenAugSystemSolver::delta_c_
double delta_c_
Most recent value of delta_c from Set method.
Definition: IpGenAugSystemSolver.hpp:194
IpGenKKTSolverInterface.hpp
Ipopt::GenAugSystemSolver::j_d_tag_
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
Definition: IpGenAugSystemSolver.hpp:199
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::GenAugSystemSolver::w_tag_
TaggedObject::Tag w_tag_
Tag for W matrix.
Definition: IpGenAugSystemSolver.hpp:166
Ipopt::GenAugSystemSolver::GenAugSystemSolver
GenAugSystemSolver(const GenAugSystemSolver &)
Copy Constructor.
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:28
Ipopt::GenAugSystemSolver::NumberOfNegEVals
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
Ipopt::GenAugSystemSolver::dc_vals_copy_
Number * dc_vals_copy_
Definition: IpGenAugSystemSolver.hpp:216
Ipopt::GenAugSystemSolver::delta_s_
double delta_s_
Most recent value of delta_s from Set method.
Definition: IpGenAugSystemSolver.hpp:182
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
IpAugSystemSolver.hpp
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::GenAugSystemSolver::d_c_tag_
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
Definition: IpGenAugSystemSolver.hpp:192
Ipopt::GenAugSystemSolver::w_factor_
double w_factor_
Most recent value of W_factor.
Definition: IpGenAugSystemSolver.hpp:168
Ipopt::GenAugSystemSolver::GenAugSystemSolver
GenAugSystemSolver()
Default constructor.
Ipopt::GenAugSystemSolver::d_x_tag_
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
Definition: IpGenAugSystemSolver.hpp:173
Ipopt::GenAugSystemSolver::UpdateTags
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)
Ipopt::GenAugSystemSolver::d_d_tag_
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
Definition: IpGenAugSystemSolver.hpp:204
Ipopt::GenAugSystemSolver::operator=
void operator=(const GenAugSystemSolver &)
Default Assignment Operator.
Ipopt::AugSystemSolver
Base class for Solver for the augmented system.
Definition: IpAugSystemSolver.hpp:37
Ipopt::GenAugSystemSolver::ds_vals_copy_
Number * ds_vals_copy_
Definition: IpGenAugSystemSolver.hpp:215
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:21
Ipopt::GenAugSystemSolver::warm_start_same_structure_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
Definition: IpGenAugSystemSolver.hpp:225
Ipopt::GenAugSystemSolver::delta_x_
double delta_x_
Most recent value of delta_x from Set method.
Definition: IpGenAugSystemSolver.hpp:175
Ipopt::GenAugSystemSolver::MultiSolve
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...
Ipopt::TaggedObject::Tag
unsigned int Tag
Type for the Tag values.
Definition: IpTaggedObject.hpp:63
Ipopt::GenAugSystemSolver::dd_vals_copy_
Number * dd_vals_copy_
Definition: IpGenAugSystemSolver.hpp:217
Ipopt::GenAugSystemSolver::delta_d_
double delta_d_
Most recent value of delta_d from Set method.
Definition: IpGenAugSystemSolver.hpp:206
Ipopt::GenAugSystemSolver::IncreaseQuality
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::GenAugSystemSolver::solver_interface_
SmartPtr< GenKKTSolverInterface > solver_interface_
The linear solver object that is to be used to solve the linear systems.
Definition: IpGenAugSystemSolver.hpp:155
Ipopt::GenAugSystemSolver::j_c_tag_
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
Definition: IpGenAugSystemSolver.hpp:187
Ipopt::GenAugSystemSolver::d_s_tag_
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
Definition: IpGenAugSystemSolver.hpp:180
Ipopt::GenAugSystemSolver::dx_vals_copy_
Number * dx_vals_copy_
Definition: IpGenAugSystemSolver.hpp:214
Ipopt::GenAugSystemSolver
Solver for the augmented system using GenKKTSolverInterfaces.
Definition: IpGenAugSystemSolver.hpp:22
Ipopt::GenKKTSolverInterface
Base class for interfaces to symmetric indefinite linear solvers for generic matrices.
Definition: IpGenKKTSolverInterface.hpp:19
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:48
Ipopt::GenAugSystemSolver::ProvidesInertia
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.