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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:
25 
28  GenKKTSolverInterface& SolverInterface
29  );
30 
32  virtual ~GenAugSystemSolver();
34 
36  bool InitializeImpl(
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:
105 
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 
137  void UpdateTags(
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 
161 
168  double w_factor_;
175  double delta_x_;
182  double delta_s_;
194  double delta_c_;
206  double delta_d_;
208 
219 
221 
227 };
228 
229 } // namespace Ipopt
230 
231 #endif
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...
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
ESymSolverStatus
Enum to report outcome of a linear solve.
double delta_x_
Most recent value of delta_x from Set method.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Solver for the augmented system using GenKKTSolverInterfaces.
SmartPtr< GenKKTSolverInterface > solver_interface_
The linear solver object that is to be used to solve the linear systems.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
double delta_c_
Most recent value of delta_c from Set method.
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Vector Base Class.
Definition: IpVector.hpp:47
Base class for interfaces to symmetric indefinite linear solvers for generic matrices.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:20
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
GenAugSystemSolver()
Default constructor.
This class stores a list of user set options.
double w_factor_
Most recent value of W_factor.
Base class for Solver for the augmented system.
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
Matrix Base Class.
Definition: IpMatrix.hpp:27
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)
TaggedObject::Tag w_tag_
Tag for W matrix.
void operator=(const GenAugSystemSolver &)
Default Assignment Operator.
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
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...
double delta_d_
Most recent value of delta_d from Set method.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
double delta_s_
Most recent value of delta_s from Set method.
unsigned int Tag
Type for the Tag values.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
virtual ~GenAugSystemSolver()
Destructor.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before...
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.