Ipopt Documentation  
IpStdAugSystemSolver.hpp
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1 // Copyright (C) 2004, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6 
7 #ifndef __IP_STDAUGSYSTEMSOLVER_HPP__
8 #define __IP_STDAUGSYSTEMSOLVER_HPP__
9 
10 #include "IpAugSystemSolver.hpp"
11 #include "IpCompoundMatrix.hpp"
12 #include "IpCompoundSymMatrix.hpp"
13 #include "IpCompoundVector.hpp"
14 #include "IpSumSymMatrix.hpp"
15 #include "IpDiagMatrix.hpp"
16 #include "IpIdentityMatrix.hpp"
17 
18 namespace Ipopt
19 {
26 {
27 public:
32  SymLinearSolver& LinSolver
33  );
34 
36  virtual ~StdAugSystemSolver();
38 
39  bool InitializeImpl(
40  const OptionsList& options,
41  const std::string& prefix
42  );
43 
49  const SymMatrix* W,
50  double W_factor,
51  const Vector* D_x,
52  double delta_x,
53  const Vector* D_s,
54  double delta_s,
55  const Matrix* J_c,
56  const Vector* D_c,
57  double delta_c,
58  const Matrix* J_d,
59  const Vector* D_d,
60  double delta_d,
61  std::vector<SmartPtr<const Vector> >& rhs_xV,
62  std::vector<SmartPtr<const Vector> >& rhs_sV,
63  std::vector<SmartPtr<const Vector> >& rhs_cV,
64  std::vector<SmartPtr<const Vector> >& rhs_dV,
65  std::vector<SmartPtr<Vector> >& sol_xV,
66  std::vector<SmartPtr<Vector> >& sol_sV,
67  std::vector<SmartPtr<Vector> >& sol_cV,
68  std::vector<SmartPtr<Vector> >& sol_dV,
69  bool check_NegEVals,
70  Index numberOfNegEVals
71  );
72 
81  virtual Index NumberOfNegEVals() const;
82 
87  virtual bool ProvidesInertia() const;
88 
97  virtual bool IncreaseQuality();
98 
99 private:
112 
115  const StdAugSystemSolver&
116  );
117 
119  void operator=(
120  const StdAugSystemSolver&
121  );
123 
131  const SymMatrix& W,
132  const Matrix& J_c,
133  const Matrix& J_d,
134  const Vector& proto_x,
135  const Vector& proto_s,
136  const Vector& proto_c,
137  const Vector& proto_d
138  );
139 
147  const SymMatrix* W,
148  double W_factor,
149  const Vector* D_x,
150  double delta_x,
151  const Vector* D_s,
152  double delta_s,
153  const Matrix& J_c,
154  const Vector* D_c,
155  double delta_c,
156  const Matrix& J_d,
157  const Vector* D_d,
158  double delta_d,
159  const Vector& proto_x,
160  const Vector& proto_s,
161  const Vector& proto_c,
162  const Vector& proto_d
163  );
164 
169  const SymMatrix* W,
170  double W_factor,
171  const Vector* D_x,
172  double delta_x,
173  const Vector* D_s,
174  double delta_s,
175  const Matrix& J_c,
176  const Vector* D_c,
177  double delta_c,
178  const Matrix& J_d,
179  const Vector* D_d,
180  double delta_d
181  );
182 
187 
196 
198 
209 
211  double w_factor_;
212 
218 
220  double delta_x_;
221 
227 
229  double delta_s_;
230 
236 
242 
244  double delta_c_;
245 
251 
257 
259  double delta_d_;
260 
270 
279 
286 
294 };
295 
296 } // namespace Ipopt
297 
298 #endif
Ipopt::ESymSolverStatus
ESymSolverStatus
Enum to report outcome of a linear solve.
Definition: IpSymLinearSolver.hpp:19
Ipopt::StdAugSystemSolver::NumberOfNegEVals
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
Ipopt::StdAugSystemSolver::ident_space_ds_
SmartPtr< IdentityMatrixSpace > ident_space_ds_
Definition: IpStdAugSystemSolver.hpp:194
Ipopt::StdAugSystemSolver::d_d_tag_
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
Definition: IpStdAugSystemSolver.hpp:256
Ipopt::StdAugSystemSolver::w_tag_
TaggedObject::Tag w_tag_
Tag for W matrix.
Definition: IpStdAugSystemSolver.hpp:208
Ipopt::StdAugSystemSolver::augsys_tag_
TaggedObject::Tag augsys_tag_
This is the tag of the matrix storing the augmented system.
Definition: IpStdAugSystemSolver.hpp:268
Ipopt::StdAugSystemSolver::IncreaseQuality
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
Ipopt::StdAugSystemSolver::d_x_tag_
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
Definition: IpStdAugSystemSolver.hpp:217
IpIdentityMatrix.hpp
Ipopt::StdAugSystemSolver::CreateAugmentedSpace
void CreateAugmentedSpace(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Vector &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
Create the matrix space for the Compound Sym Matrix that represents the augmented system.
Ipopt::StdAugSystemSolver::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:13
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:27
Ipopt::StdAugSystemSolver::augmented_system_
SmartPtr< CompoundSymMatrix > augmented_system_
The resulting augmented matrix.
Definition: IpStdAugSystemSolver.hpp:278
Ipopt::StdAugSystemSolver::old_w_
SmartPtr< const SymMatrix > old_w_
A copy of a previous W used in the augmented_system_.
Definition: IpStdAugSystemSolver.hpp:285
Ipopt::StdAugSystemSolver::AugmentedSystemRequiresChange
bool AugmentedSystemRequiresChange(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::StdAugSystemSolver::d_s_tag_
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
Definition: IpStdAugSystemSolver.hpp:226
Ipopt::StdAugSystemSolver::operator=
void operator=(const StdAugSystemSolver &)
Default Assignment Operator.
Ipopt::StdAugSystemSolver::diag_space_c_
SmartPtr< DiagMatrixSpace > diag_space_c_
Definition: IpStdAugSystemSolver.hpp:193
Ipopt::StdAugSystemSolver::warm_start_same_structure_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
Definition: IpStdAugSystemSolver.hpp:292
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
IpCompoundSymMatrix.hpp
Ipopt::StdAugSystemSolver::linsolver_
SmartPtr< SymLinearSolver > linsolver_
The linear solver object that is to be used to solve the linear systems.
Definition: IpStdAugSystemSolver.hpp:186
IpAugSystemSolver.hpp
Ipopt::SymLinearSolver
Base class for all derived symmetric linear solvers.
Definition: IpSymLinearSolver.hpp:50
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
Ipopt::StdAugSystemSolver::d_c_tag_
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
Definition: IpStdAugSystemSolver.hpp:241
IpSumSymMatrix.hpp
Ipopt::StdAugSystemSolver::diag_space_x_
SmartPtr< DiagMatrixSpace > diag_space_x_
Definition: IpStdAugSystemSolver.hpp:191
Ipopt::StdAugSystemSolver::~StdAugSystemSolver
virtual ~StdAugSystemSolver()
Destructor.
Ipopt::StdAugSystemSolver::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::StdAugSystemSolver::ProvidesInertia
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
Ipopt::StdAugSystemSolver::w_factor_
double w_factor_
Most recent value of W_factor.
Definition: IpStdAugSystemSolver.hpp:211
Ipopt::StdAugSystemSolver::augmented_vector_space_
SmartPtr< CompoundVectorSpace > augmented_vector_space_
Definition: IpStdAugSystemSolver.hpp:197
IpCompoundMatrix.hpp
Ipopt::StdAugSystemSolver::delta_d_
double delta_d_
Most recent value of delta_d from Set method.
Definition: IpStdAugSystemSolver.hpp:259
IpDiagMatrix.hpp
Ipopt::AugSystemSolver
Base class for Solver for the augmented system.
Definition: IpAugSystemSolver.hpp:36
Ipopt::StdAugSystemSolver::augmented_system_space_
SmartPtr< CompoundSymMatrixSpace > augmented_system_space_
Spaces for piecing together the augmented system.
Definition: IpStdAugSystemSolver.hpp:189
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:20
IpCompoundVector.hpp
Ipopt::StdAugSystemSolver::delta_c_
double delta_c_
Most recent value of delta_c from set method.
Definition: IpStdAugSystemSolver.hpp:244
Ipopt::StdAugSystemSolver::j_d_tag_
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
Definition: IpStdAugSystemSolver.hpp:250
Ipopt::TaggedObject::Tag
unsigned int Tag
Type for the Tag values.
Definition: IpTaggedObject.hpp:63
Ipopt::StdAugSystemSolver::delta_s_
double delta_s_
Most recent value of delta_s from Set method.
Definition: IpStdAugSystemSolver.hpp:229
Ipopt::StdAugSystemSolver::delta_x_
double delta_x_
Most recent value of delta_x from Set method.
Definition: IpStdAugSystemSolver.hpp:220
Ipopt::StdAugSystemSolver::StdAugSystemSolver
StdAugSystemSolver()
Default constructor.
Ipopt::StdAugSystemSolver::CreateAugmentedSystem
void CreateAugmentedSystem(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, const Vector &proto_x, const Vector &proto_s, const Vector &proto_c, const Vector &proto_d)
Create the new compound sym matrix that represents the augmented system.
Ipopt::StdAugSystemSolver::j_c_tag_
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
Definition: IpStdAugSystemSolver.hpp:235
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::StdAugSystemSolver::diag_space_s_
SmartPtr< DiagMatrixSpace > diag_space_s_
Definition: IpStdAugSystemSolver.hpp:192
Ipopt::StdAugSystemSolver::sumsym_space_x_
SmartPtr< SumSymMatrixSpace > sumsym_space_x_
Definition: IpStdAugSystemSolver.hpp:190
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::StdAugSystemSolver::diag_space_d_
SmartPtr< DiagMatrixSpace > diag_space_d_
Definition: IpStdAugSystemSolver.hpp:195
Ipopt::StdAugSystemSolver
Solver for the augmented system for triple type matrices.
Definition: IpStdAugSystemSolver.hpp:25