Ipopt Documentation  
IpMumpsSolverInterface.hpp
Go to the documentation of this file.
1 // Copyright (C) 2006, 2007 Damien Hocking, KBC Advanced Technologies
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Damien Hocking KBC 2006-03-20
6 // (included his original contribution into Ipopt package on 2006-03-25)
7 // Andreas Waechter IBM 2006-03-25
8 // (minor changes and corrections)
9 // Scott Turnberg CMU 2006-05-12
10 // (major revision)
11 // (incorporated by AW on 2006-11-11 into Ipopt package)
12 
13 #ifndef __IPMUMPSSOLVERINTERFACE_HPP__
14 #define __IPMUMPSSOLVERINTERFACE_HPP__
15 
17 
18 namespace Ipopt
19 {
20 
25 {
26 public:
31 
35 
37  const OptionsList& options,
38  const std::string& prefix
39  );
40 
44  Index dim,
45  Index nonzeros,
46  const Index* airn,
47  const Index* ajcn
48  );
49 
50  virtual double* GetValuesArrayPtr();
51 
53  bool new_matrix,
54  const Index* airn,
55  const Index* ajcn,
56  Index nrhs,
57  double* rhs_vals,
58  bool check_NegEVals,
59  Index numberOfNegEVals
60  );
61 
62  virtual Index NumberOfNegEVals() const;
64 
65  //* @name Options of Linear solver */
67  virtual bool IncreaseQuality();
68 
69  virtual bool ProvidesInertia() const
70  {
71  return true;
72  }
73 
75  {
76  return Triplet_Format;
77  }
79 
80  static void RegisterOptions(
82  );
83 
84  virtual bool ProvidesDegeneracyDetection() const;
85 
87  const Index* ia,
88  const Index* ja,
89  std::list<Index>& c_deps
90  );
91 
92 private:
103  const MumpsSolverInterface&
104  );
105 
107  void operator=(
108  const MumpsSolverInterface&
109  );
111 
115  void* mumps_ptr_;
117 
123 
143  static int instancecount_mpi;
145 
150 
153 
156 
159 
162 
165 
168 
174 
177 
184 
190  bool check_NegEVals,
191  Index numberOfNegEVals
192  );
193 
196  Index nrhs,
197  double* rhs_vals
198  );
200 };
201 
202 } // namespace Ipopt
203 #endif
Ipopt::MumpsSolverInterface::IncreaseQuality
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
Ipopt::ESymSolverStatus
ESymSolverStatus
Enum to report outcome of a linear solve.
Definition: IpSymLinearSolver.hpp:20
Ipopt::MumpsSolverInterface::GetValuesArrayPtr
virtual double * GetValuesArrayPtr()
Method returning an internal array into which the nonzero elements (in the same order as ja) will be ...
Ipopt::SparseSymLinearSolverInterface::Triplet_Format
@ Triplet_Format
Triplet (MA27) format.
Definition: IpSparseSymLinearSolverInterface.hpp:103
Ipopt::MumpsSolverInterface::mumps_pivot_order_
Index mumps_pivot_order_
Pivot order in MUMPS.
Definition: IpMumpsSolverInterface.hpp:161
Ipopt::SparseSymLinearSolverInterface::EMatrixFormat
EMatrixFormat
Enum to specify sparse matrix format.
Definition: IpSparseSymLinearSolverInterface.hpp:101
Ipopt::MumpsSolverInterface::NumberOfNegEVals
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
Ipopt::MumpsSolverInterface::mumps_permuting_scaling_
Index mumps_permuting_scaling_
Permutation and scaling method in MUMPS.
Definition: IpMumpsSolverInterface.hpp:158
Ipopt::MumpsSolverInterface::Factorization
ESymSolverStatus Factorization(bool check_NegEVals, Index numberOfNegEVals)
Call MUMPS (job=2) to factorize the Matrix.
Ipopt::MumpsSolverInterface::pivtol_changed_
bool pivtol_changed_
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
Definition: IpMumpsSolverInterface.hpp:133
Ipopt::MumpsSolverInterface::mumps_ptr_
void * mumps_ptr_
Primary MUMP data structure.
Definition: IpMumpsSolverInterface.hpp:115
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::MumpsSolverInterface::warm_start_same_structure_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
Definition: IpMumpsSolverInterface.hpp:172
Ipopt::MumpsSolverInterface::mumps_dep_tol_
Number mumps_dep_tol_
Threshold in MUMPS to state that a constraint is linearly dependent.
Definition: IpMumpsSolverInterface.hpp:167
Ipopt::MumpsSolverInterface::pivtolmax_
Number pivtolmax_
Maximal pivot tolerance.
Definition: IpMumpsSolverInterface.hpp:152
Ipopt::SparseSymLinearSolverInterface
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
Definition: IpSparseSymLinearSolverInterface.hpp:97
Ipopt::MumpsSolverInterface::ProvidesInertia
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
Definition: IpMumpsSolverInterface.hpp:69
Ipopt::MumpsSolverInterface::MatrixFormat
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
Definition: IpMumpsSolverInterface.hpp:74
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::MumpsSolverInterface::MumpsSolverInterface
MumpsSolverInterface(const MumpsSolverInterface &)
Copy Constructor.
Ipopt::MumpsSolverInterface::Solve
ESymSolverStatus Solve(Index nrhs, double *rhs_vals)
Call MUMPS (job=3) to do the solve.
Ipopt::MumpsSolverInterface::initialized_
bool initialized_
Flag indicating if internal data is initialized.
Definition: IpMumpsSolverInterface.hpp:129
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::MumpsSolverInterface::pivtol_
Number pivtol_
Pivot tolerance.
Definition: IpMumpsSolverInterface.hpp:149
Ipopt::MumpsSolverInterface::~MumpsSolverInterface
virtual ~MumpsSolverInterface()
Destructor.
Ipopt::MumpsSolverInterface::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Ipopt::MumpsSolverInterface::negevals_
Index negevals_
Number of negative eigenvalues.
Definition: IpMumpsSolverInterface.hpp:121
Ipopt::MumpsSolverInterface::mumps_scaling_
Index mumps_scaling_
Scaling in MUMPS.
Definition: IpMumpsSolverInterface.hpp:164
Ipopt::MumpsSolverInterface::DetermineDependentRows
virtual ESymSolverStatus DetermineDependentRows(const Index *ia, const Index *ja, std::list< Index > &c_deps)
This method determines the list of row indices of the linearly dependent rows.
Ipopt::MumpsSolverInterface::SymbolicFactorization
ESymSolverStatus SymbolicFactorization()
Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.
Ipopt::MumpsSolverInterface::have_symbolic_factorization_
bool have_symbolic_factorization_
Flag indicating if symbolic factorization has already been called.
Definition: IpMumpsSolverInterface.hpp:176
Ipopt::MumpsSolverInterface::refactorize_
bool refactorize_
Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have...
Definition: IpMumpsSolverInterface.hpp:138
Ipopt::MumpsSolverInterface::MumpsSolverInterface
MumpsSolverInterface()
Constructor.
Ipopt::MumpsSolverInterface::mem_percent_
Index mem_percent_
Percent increase in memory.
Definition: IpMumpsSolverInterface.hpp:155
Ipopt::MumpsSolverInterface::operator=
void operator=(const MumpsSolverInterface &)
Default Assignment Operator.
Ipopt::MumpsSolverInterface::MultiSolve
virtual ESymSolverStatus MultiSolve(bool new_matrix, const Index *airn, const Index *ajcn, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
Solve operation for multiple right hand sides.
Ipopt::MumpsSolverInterface::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
IpSparseSymLinearSolverInterface.hpp
Ipopt::MumpsSolverInterface::ProvidesDegeneracyDetection
virtual bool ProvidesDegeneracyDetection() const
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::MumpsSolverInterface
Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface.
Definition: IpMumpsSolverInterface.hpp:25
Ipopt::MumpsSolverInterface::InitializeStructure
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *airn, const Index *ajcn)
Method for initializing internal structures.
Ipopt::MumpsSolverInterface::instancecount_mpi
static int instancecount_mpi
Counter on number of alive Mumps interface objects, if we have called MPI_Initialize.
Definition: IpMumpsSolverInterface.hpp:143