IpLowRankAugSystemSolver.hpp

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// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                IBM    2005-12-27
 
#ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
#define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
 
#include "IpAugSystemSolver.hpp"
#include "IpDenseGenMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"
#include "IpDiagMatrix.hpp"
 
namespace Ipopt
{
 
class LowRankAugSystemSolver: public AugSystemSolver
{
public:
 
   LowRankAugSystemSolver(
      AugSystemSolver& aug_system_solver
   );
 
   virtual ~LowRankAugSystemSolver();
 
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual ESymSolverStatus Solve(
      const SymMatrix* W,
      Number           W_factor,
      const Vector*    D_x,
      Number           delta_x,
      const Vector*    D_s,
      Number           delta_s,
      const Matrix*    J_c,
      const Vector*    D_c,
      Number           delta_c,
      const Matrix*    J_d,
      const Vector*    D_d,
      Number           delta_d,
      const Vector&    rhs_x,
      const Vector&    rhs_s,
      const Vector&    rhs_c,
      const Vector&    rhs_d,
      Vector&          sol_x,
      Vector&          sol_s,
      Vector&          sol_c,
      Vector&          sol_d,
      bool             check_NegEVals,
      Index            numberOfNegEVals
   );
 
   virtual Index NumberOfNegEVals() const;
 
   virtual bool ProvidesInertia() const;
 
   virtual bool IncreaseQuality();
 
private:
 
   LowRankAugSystemSolver();
 
   LowRankAugSystemSolver(
      const LowRankAugSystemSolver&
   );
 
   void operator=(
      const LowRankAugSystemSolver&
   );
 
   SmartPtr<AugSystemSolver> aug_system_solver_;
 
 
   TaggedObject::Tag w_tag_;
 
   Number w_factor_;
 
   TaggedObject::Tag d_x_tag_;
 
   Number delta_x_;
 
   TaggedObject::Tag d_s_tag_;
 
   Number delta_s_;
 
   TaggedObject::Tag j_c_tag_;
 
   TaggedObject::Tag d_c_tag_;
 
   Number delta_c_;
 
   TaggedObject::Tag j_d_tag_;
 
   TaggedObject::Tag d_d_tag_;
 
   Number delta_d_;
 
   bool first_call_;
   SmartPtr<DenseGenMatrix> J1_;
   SmartPtr<DenseGenMatrix> J2_;
   SmartPtr<MultiVectorMatrix> Vtilde1_;
   SmartPtr<MultiVectorMatrix> Utilde2_;
 
   SmartPtr<DiagMatrix> Wdiag_;
 
   SmartPtr<const CompoundVectorSpace> compound_sol_vecspace_;
 
   Index num_neg_evals_;
 
 
   ESymSolverStatus UpdateFactorization(
      const SymMatrix* W,
      Number           W_factor,
      const Vector*    D_x,
      Number           delta_x,
      const Vector*    D_s,
      Number           delta_s,
      const Matrix&    J_c,
      const Vector*    D_c,
      Number           delta_c,
      const Matrix&    J_d,
      const Vector*    D_d,
      Number           delta_d,
      const Vector&    proto_rhs_x,
      const Vector&    proto_rhs_s,
      const Vector&    proto_rhs_c,
      const Vector&    proto_rhs_d,
      bool             check_NegEVals,
      Index            numberOfNegEVals
   );
 
   ESymSolverStatus SolveMultiVector(
      const Vector*                 D_x,
      Number                        delta_x,
      const Vector*                 D_s,
      Number                        delta_s,
      const Matrix&                 J_c,
      const Vector*                 D_c,
      Number                        delta_c,
      const Matrix&                 J_d,
      const Vector*                 D_d,
      Number                        delta_d,
      const Vector&                 proto_rhs_x,
      const Vector&                 proto_rhs_s,
      const Vector&                 proto_rhs_c,
      const Vector&                 proto_rhs_d,
      const MultiVectorMatrix&      V,
      const SmartPtr<const Matrix>& P_LM,
      SmartPtr<MultiVectorMatrix>&  V_x,
      SmartPtr<MultiVectorMatrix>&  Vtilde1,
      SmartPtr<MultiVectorMatrix>&  Vtilde1_x,
      bool                          check_NegEVals,
      Index                         numberOfNegEVals
   );
 
   bool AugmentedSystemRequiresChange(
      const SymMatrix* W,
      Number           W_factor,
      const Vector*    D_x,
      Number           delta_x,
      const Vector*    D_s,
      Number           delta_s,
      const Matrix&    J_c,
      const Vector*    D_c,
      Number           delta_c,
      const Matrix&    J_d,
      const Vector*    D_d,
      Number           delta_d
   );
};
 
} // namespace Ipopt
 
#endif