IpIterativePardisoSolverInterface.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    2008-09-18
//            based on IpPardisoSolverInterface.hpp rev 1119
 
#ifndef __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
#define __IPITERATIVEPARDISOSOLVERINTERFACE_HPP__
 
#include "IpSparseSymLinearSolverInterface.hpp"
#include "IpInexactCq.hpp"
#include "IpIterativeSolverTerminationTester.hpp"
#include "IpPardisoSolverInterface.hpp"  // for IPOPT_DECL_... macros
#include "IpTypes.h"
 
#define IPOPT_DECL_SETIPOPTCALLBACKFUNCTION(x) void (x)( \
   int (*IpoptFunction)( \
      int       n,  \
      ipnumber* xx, \
      ipnumber* r,  \
      int       k,  \
      ipnumber  b   \
   ) \
)
 
namespace Ipopt
{
 
class IterativePardisoSolverInterface: public SparseSymLinearSolverInterface
{
public:
 
   IterativePardisoSolverInterface(
      IterativeSolverTerminationTester& normal_tester,
      IterativeSolverTerminationTester& pd_tester,
      SmartPtr<LibraryLoader> pardisoloader_
   );
 
   virtual ~IterativePardisoSolverInterface();
 
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
 
   virtual ESymSolverStatus InitializeStructure(
      Index        dim,
      Index        nonzeros,
      const Index* ia,
      const Index* ja
   );
 
   virtual Number* GetValuesArrayPtr();
 
   virtual ESymSolverStatus MultiSolve(
      bool         new_matrix,
      const Index* ia,
      const Index* ja,
      Index        nrhs,
      Number*      rhs_vals,
      bool         check_NegEVals,
      Index        numberOfNegEVals
   );
 
   virtual Index NumberOfNegEVals() const;
 
   //* @name Options of Linear solver */
 
   virtual bool IncreaseQuality();
 
   virtual bool ProvidesInertia() const
   {
      return true;
   }
 
   EMatrixFormat MatrixFormat() const
   {
      return CSR_Format_1_Offset;
   }
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
private:
 
   IterativePardisoSolverInterface();
 
   IterativePardisoSolverInterface(
      const IterativePardisoSolverInterface&
   );
 
   void operator=(
      const IterativePardisoSolverInterface&
   );
 
 
   Index dim_;
 
   Index nonzeros_;
 
   Number* a_;
 
 
   Index negevals_;
 
 
   enum PardisoMatchingStrategy
   {
      COMPLETE,
      COMPLETE2x2,
      CONSTRAINT
   };
   PardisoMatchingStrategy match_strat_;
   bool have_symbolic_factorization_;
   bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_;
   bool pardiso_repeated_perturbation_means_singular_;
   bool skip_inertia_check_;
   Index pardiso_max_droptol_corrections_;
 
   Index pardiso_max_iter_;
   Number pardiso_iter_relative_tol_;
   Index pardiso_iter_coarse_size_;
   Index pardiso_iter_max_levels_;
   Number pardiso_iter_dropping_factor_;
   Number pardiso_iter_dropping_schur_;
   Index pardiso_iter_max_row_fill_;
   Number pardiso_iter_inverse_norm_factor_;
 
   Index normal_pardiso_max_iter_;
   Number normal_pardiso_iter_relative_tol_;
   Index normal_pardiso_iter_coarse_size_;
   Index normal_pardiso_iter_max_levels_;
   Number normal_pardiso_iter_dropping_factor_;
   Number normal_pardiso_iter_dropping_schur_;
   Index normal_pardiso_iter_max_row_fill_;
   Number normal_pardiso_iter_inverse_norm_factor_;
 
   Number decr_factor_;
 
   Number pardiso_iter_dropping_factor_used_;
   Number pardiso_iter_dropping_schur_used_;
   Number normal_pardiso_iter_dropping_factor_used_;
   Number normal_pardiso_iter_dropping_schur_used_;
 
 
   bool initialized_;
 
 
   void** PT_;
   Index MAXFCT_;
   Index MNUM_;
   Index MTYPE_;
   Index* IPARM_;
   Number* DPARM_;
   Index MSGLVL_;
 
   Index debug_last_iter_;
   Index debug_cnt_;
 
   SmartPtr<LibraryLoader> pardisoloader;
 
   IPOPT_DECL_PARDISOINIT(*pardisoinit);
   IPOPT_DECL_PARDISO(*pardiso);
   IPOPT_DECL_SETIPOPTCALLBACKFUNCTION(*SetIpoptCallbackFunction);
 
   bool pardiso_exist_parallel;
 
   ESymSolverStatus SymbolicFactorization(
      const Index* ia,
      const Index* ja
   );
 
   ESymSolverStatus Factorization(
      const Index* ia,
      const Index* ja,
      bool         check_NegEVals,
      Index        numberOfNegEVals
   );
 
   ESymSolverStatus Solve(
      const Index* ia,
      const Index* ja,
      Index        nrhs,
      Number*      rhs_vals
   );
 
   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<IterativeSolverTerminationTester> normal_tester_;
 
   SmartPtr<IterativeSolverTerminationTester> pd_tester_;
 
};
 
} // namespace Ipopt
 
#endif