IpLowRankSSAugSystemSolver.hpp

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// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                IBM    2009-11-05
//              (based on IpLowRankAugSystemSolver.hpp rev 1324)
 
#ifndef __IP_LOWRANKSSAUGSYSTEMSOLVER_HPP__
#define __IP_LOWRANKSSAUGSYSTEMSOLVER_HPP__
 
#include "IpAugSystemSolver.hpp"
#include "IpDiagMatrix.hpp"
#include "IpCompoundMatrix.hpp"
#include "IpCompoundVector.hpp"
#include "IpExpandedMultiVectorMatrix.hpp"
 
namespace Ipopt
{
 
class LowRankSSAugSystemSolver: public AugSystemSolver
{
public:
 
   LowRankSSAugSystemSolver(
      AugSystemSolver& aug_system_solver,  
      Index            max_rank            
   );
 
   virtual ~LowRankSSAugSystemSolver();
 
   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:
 
   LowRankSSAugSystemSolver();
 
   LowRankSSAugSystemSolver(
      const LowRankSSAugSystemSolver&
   );
 
   void operator=(
      const LowRankSSAugSystemSolver&
   );
 
   SmartPtr<AugSystemSolver> aug_system_solver_;
 
   Index max_rank_;
 
 
   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<DiagMatrix> Wdiag_;
 
   SmartPtr<ExpandedMultiVectorMatrix> expanded_vu_;
 
   SmartPtr<CompoundMatrix> J_c_ext_;
 
   SmartPtr<CompoundVector> D_c_ext_;
 
   SmartPtr<CompoundVectorSpace> y_c_ext_space_;
 
   Index negEvalsCorrection_;
 
   Index num_neg_evals_;
 
 
   ESymSolverStatus UpdateExtendedData(
      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 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