IpInexactPDSolver.hpp

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// Copyright (C) 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter            IBM    2008-09-09
 
#ifndef __IPINEXACTPDSOLVER_HPP__
#define __IPINEXACTPDSOLVER_HPP__
 
#include "IpAlgStrategy.hpp"
#include "IpAugSystemSolver.hpp"
#include "IpPDPerturbationHandler.hpp"
#include "IpInexactCq.hpp"
 
namespace Ipopt
{
 
class InexactPDSolver: public AlgorithmStrategyObject
{
public:
 
   InexactPDSolver(
      AugSystemSolver&       augSysSolver,
      PDPerturbationHandler& perturbHandler
   );
 
   virtual ~InexactPDSolver();
 
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual bool Solve(
      const IteratesVector& rhs,
      IteratesVector&       sol
   );
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
private:
 
   InexactPDSolver();
   InexactPDSolver& operator=(
      const InexactPDSolver&
   );
 
   InexactData& InexData()
   {
      InexactData& inexact_data = static_cast<InexactData&>(IpData().AdditionalData());
      DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
      return inexact_data;
   }
 
   InexactCq& InexCq()
   {
      InexactCq& inexact_cq = static_cast<InexactCq&>(IpCq().AdditionalCq());
      DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
      return inexact_cq;
   }
 
 
   SmartPtr<AugSystemSolver> augSysSolver_;
   SmartPtr<PDPerturbationHandler> perturbHandler_;
 
   void ComputeResiduals(
      const SymMatrix&      W,
      const Matrix&         J_c,
      const Matrix&         J_d,
      const Matrix&         Pd_L,
      const Matrix&         Pd_U,
      const Vector&         v_L,
      const Vector&         v_U,
      const Vector&         slack_s_L,
      const Vector&         slack_s_U,
      const Vector&         sigma_s,
      const IteratesVector& rhs,
      const IteratesVector& res,
      IteratesVector&       resid
   );
 
   bool HessianRequiresChange();
 
 
   Number tcc_psi_;
   Number tcc_theta_;
   Number tcc_theta_mu_exponent_;
   bool modify_hessian_with_slacks_;
   Index inexact_regularization_ls_count_trigger_;
 
   bool is_pardiso_;
 
   Index last_info_ls_count_;
};
 
} // namespace Ipopt
 
#endif