Ipopt 3.11.9
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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// $Id: IpIterativePardisoSolverInterface.hpp 2442 2013-11-26 11:32:00Z stefan $
6//
7// Authors: Andreas Waechter IBM 2008-09-18
8// based on IpPardisoSolverInterface.hpp rev 1119
9
10
11#ifndef __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
12#define __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
13
15#include "IpInexactCq.hpp"
17
18namespace Ipopt
19{
20
26 {
27 public:
33
37
39 bool InitializeImpl(const OptionsList& options,
40 const std::string& prefix);
41
42
47 const Index *ia,
48 const Index *ja);
49
52 virtual double* GetValuesArrayPtr();
53
55 virtual ESymSolverStatus MultiSolve(bool new_matrix,
56 const Index* ia,
57 const Index* ja,
58 Index nrhs,
59 double* rhs_vals,
60 bool check_NegEVals,
61 Index numberOfNegEVals);
62
66 virtual Index NumberOfNegEVals() const;
68
69 //* @name Options of Linear solver */
71
73 virtual bool IncreaseQuality();
74
78 virtual bool ProvidesInertia() const
79 {
80 return true;
81 }
86 {
88 }
90
95
96 private:
107
110
114
119
122
124 double* a_;
126
132
160
171
181
184
192
199
203 void** PT_;
214 double* DPARM_;
218
224
230 const Index* ja);
231
235 const Index* ja,
236 bool check_NegEVals,
237 Index numberOfNegEVals);
238
242 const Index* ja,
243 Index nrhs,
244 double *rhs_vals);
246
249 {
250 InexactData& inexact_data =
251 static_cast<InexactData&>(IpData().AdditionalData());
252 DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
253 return inexact_data;
254 }
255
258 {
259 InexactCq& inexact_cq =
260 static_cast<InexactCq&>(IpCq().AdditionalCq());
261 DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
262 return inexact_cq;
263 }
264
267
270
271 };
272
273} // namespace Ipopt
274#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:38
FORTRAN_INTEGER_TYPE ipfint
Definition IpTypes.hpp:26
IpoptCalculatedQuantities & IpCq() const
Class for all Chen-Goldfarb penalty method specific calculated quantities.
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)
Methods for IpoptType.
Number pardiso_iter_dropping_factor_used_
Actualy used dropping tolerances.
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.
InexactData & InexData()
Method to easily access Inexact data.
double * DPARM_
Parameter and info array for Pardiso.
bool skip_inertia_check_
Flag indicating if the interia 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 Equals Operator.
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)
overloaded from AlgorithmStrategyObject
virtual double * GetValuesArrayPtr()
Method returing an internal array into which the nonzero elements are to be stored.
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.
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.
InexactCq & InexCq()
Method to easily access Inexact calculated quantities.
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 stuctures.
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.
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
@ CSR_Format_1_Offset
Compressed sparse row format for lower triangular part, with 1 offset.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
double Number
Type of all numbers.
Definition IpTypes.hpp:17